Boundary value problems for multi-term fractional differential equations

NASA Astrophysics Data System (ADS)

Daftardar-Gejji, Varsha; Bhalekar, Sachin

2008-09-01

Multi-term fractional diffusion-wave equation along with the homogeneous/non-homogeneous boundary conditions has been solved using the method of separation of variables. It is observed that, unlike in the one term case, solution of multi-term fractional diffusion-wave equation is not necessarily non-negative, and hence does not represent anomalous diffusion of any kind.

Analytical and numerical solutions of the equation for the beam propagation in a photovoltaic-photorefractive media

NASA Astrophysics Data System (ADS)

Lin, Ji; Wang, Hou

2013-07-01

We use the classical Lie-group method to study the evolution equation describing a photovoltaic-photorefractive media with the effects of diffusion process and the external electric field. We reduce it to some similarity equations firstly, and then obtain some analytically exact solutions including the soliton solution, the exponential solution and the oscillatory solution. We also obtain the numeric solitons from these similarity equations. Moreover, We show theoretically that these solutions have two types of trajectories. One type is a straight line. The other is a parabolic curve, which indicates these solitons have self-deflection.

Equivalence of Fluctuation Splitting and Finite Volume for One-Dimensional Gas Dynamics

NASA Technical Reports Server (NTRS)

Wood, William A.

1997-01-01

The equivalence of the discretized equations resulting from both fluctuation splitting and finite volume schemes is demonstrated in one dimension. Scalar equations are considered for advection, diffusion, and combined advection/diffusion. Analysis of systems is performed for the Euler and Navier-Stokes equations of gas dynamics. Non-uniform mesh-point distributions are included in the analyses.

Dimensional reduction of a general advection–diffusion equation in 2D channels

NASA Astrophysics Data System (ADS)

Kalinay, Pavol; Slanina, František

2018-06-01

Diffusion of point-like particles in a two-dimensional channel of varying width is studied. The particles are driven by an arbitrary space dependent force. We construct a general recurrence procedure mapping the corresponding two-dimensional advection-diffusion equation onto the longitudinal coordinate x. Unlike the previous specific cases, the presented procedure enables us to find the one-dimensional description of the confined diffusion even for non-conservative (vortex) forces, e.g. caused by flowing solvent dragging the particles. We show that the result is again the generalized Fick–Jacobs equation. Despite of non existing scalar potential in the case of vortex forces, the effective one-dimensional scalar potential, as well as the corresponding quasi-equilibrium and the effective diffusion coefficient can be always found.

Finite Difference Formulation for Prediction of Water Pollution

NASA Astrophysics Data System (ADS)

Johari, Hanani; Rusli, Nursalasawati; Yahya, Zainab

2018-03-01

Water is an important component of the earth. Human being and living organisms are demand for the quality of water. Human activity is one of the causes of the water pollution. The pollution happened give bad effect to the physical and characteristic of water contents. It is not practical to monitor all aspects of water flow and transport distribution. So, in order to help people to access to the polluted area, a prediction of water pollution concentration must be modelled. This study proposed a one-dimensional advection diffusion equation for predicting the water pollution concentration transport. The numerical modelling will be produced in order to predict the transportation of water pollution concentration. In order to approximate the advection diffusion equation, the implicit Crank Nicolson is used. For the purpose of the simulation, the boundary condition and initial condition, the spatial steps and time steps as well as the approximations of the advection diffusion equation have been encoded. The results of one dimensional advection diffusion equation have successfully been used to predict the transportation of water pollution concentration by manipulating the velocity and diffusion parameters.

Excitation of turbulence by density waves

NASA Technical Reports Server (NTRS)

Tichen, C. M.

1985-01-01

A nonlinear system describes the microdynamical state of turbulence that is excited by density waves. It consists of an equation of propagation and a master equation. A group-scaling generates the scaled equations of many interacting groups of distribution functions. The two leading groups govern the transport processes of evolution and eddy diffusivity. The remaining sub-groups represent the relaxation for the approach of diffusivity to equilibrium. In strong turbulence, the sub-groups disperse themselves and the ensemble acts like a medium that offers an effective damping to close the hierarchy. The kinetic equation of turbulence is derived. It calculates the eddy viscosity and identifies the effective damping of the assumed medium self-consistently. It formulates the coupling mechanism for the intensification of the turbulent energy at the expense of the wave energy, and the transfer mechanism for the cascade. The spectra of velocity and density fluctuations find the power law k sup-2 and k sup-4, respectively.

Nonlinear anomalous diffusion equation and fractal dimension: exact generalized Gaussian solution.

PubMed

Pedron, I T; Mendes, R S; Malacarne, L C; Lenzi, E K

2002-04-01

In this work we incorporate, in a unified way, two anomalous behaviors, the power law and stretched exponential ones, by considering the radial dependence of the N-dimensional nonlinear diffusion equation partial differential rho/ partial differential t=nabla.(Knablarho(nu))-nabla.(muFrho)-alpharho, where K=Dr(-theta), nu, theta, mu, and D are real parameters, F is the external force, and alpha is a time-dependent source. This equation unifies the O'Shaughnessy-Procaccia anomalous diffusion equation on fractals (nu=1) and the spherical anomalous diffusion for porous media (theta=0). An exact spherical symmetric solution of this nonlinear Fokker-Planck equation is obtained, leading to a large class of anomalous behaviors. Stationary solutions for this Fokker-Planck-like equation are also discussed by introducing an effective potential.

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium

NASA Astrophysics Data System (ADS)

Horowitz, Jordan M.

2015-07-01

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium.

PubMed

Horowitz, Jordan M

2015-07-28

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

The Dynamic Mutation Characteristics of Thermonuclear Reaction in Tokamak

PubMed Central

Li, Jing; Quan, Tingting; Zhang, Wei; Deng, Wei

2014-01-01

The stability and bifurcations of multiple limit cycles for the physical model of thermonuclear reaction in Tokamak are investigated in this paper. The one-dimensional Ginzburg-Landau type perturbed diffusion equations for the density of the plasma and the radial electric field near the plasma edge in Tokamak are established. First, the equations are transformed to the average equations with the method of multiple scales and the average equations turn to be a Z 2-symmetric perturbed polynomial Hamiltonian system of degree 5. Then, with the bifurcations theory and method of detection function, the qualitative behavior of the unperturbed system and the number of the limit cycles of the perturbed system for certain groups of parameter are analyzed. At last, the stability of the limit cycles is studied and the physical meaning of Tokamak equations under these parameter groups is given. PMID:24892099

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium

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

Horowitz, Jordan M., E-mail: jordan.horowitz@umb.edu

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochasticmore » thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.« less

S{sub 2}SA preconditioning for the S{sub n} equations with strictly non negative spatial discretization

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

Bruss, D. E.; Morel, J. E.; Ragusa, J. C.

2013-07-01

Preconditioners based upon sweeps and diffusion-synthetic acceleration have been constructed and applied to the zeroth and first spatial moments of the 1-D S{sub n} transport equation using a strictly non negative nonlinear spatial closure. Linear and nonlinear preconditioners have been analyzed. The effectiveness of various combinations of these preconditioners are compared. In one dimension, nonlinear sweep preconditioning is shown to be superior to linear sweep preconditioning, and DSA preconditioning using nonlinear sweeps in conjunction with a linear diffusion equation is found to be essentially equivalent to nonlinear sweeps in conjunction with a nonlinear diffusion equation. The ability to use amore » linear diffusion equation has important implications for preconditioning the S{sub n} equations with a strictly non negative spatial discretization in multiple dimensions. (authors)« less

A nonlinear equation for ionic diffusion in a strong binary electrolyte

PubMed Central

Ghosal, Sandip; Chen, Zhen

2010-01-01

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

Fem Simulation of Triple Diffusive Natural Convection Along Inclined Plate in Porous Medium: Prescribed Surface Heat, Solute and Nanoparticles Flux

NASA Astrophysics Data System (ADS)

Goyal, M.; Goyal, R.; Bhargava, R.

2017-12-01

In this paper, triple diffusive natural convection under Darcy flow over an inclined plate embedded in a porous medium saturated with a binary base fluid containing nanoparticles and two salts is studied. The model used for the nanofluid is the one which incorporates the effects of Brownian motion and thermophoresis. In addition, the thermal energy equations include regular diffusion and cross-diffusion terms. The vertical surface has the heat, mass and nanoparticle fluxes each prescribed as a power law function of the distance along the wall. The boundary layer equations are transformed into a set of ordinary differential equations with the help of group theory transformations. A wide range of parameter values are chosen to bring out the effect of buoyancy ratio, regular Lewis number and modified Dufour parameters of both salts and nanofluid parameters with varying angle of inclinations. The effects of parameters on the velocity, temperature, solutal and nanoparticles volume fraction profiles, as well as on the important parameters of heat and mass transfer, i.e., the reduced Nusselt, regular and nanofluid Sherwood numbers, are discussed. Such problems find application in extrusion of metals, polymers and ceramics, production of plastic films, insulation of wires and liquid packaging.

CRASH: A BLOCK-ADAPTIVE-MESH CODE FOR RADIATIVE SHOCK HYDRODYNAMICS-IMPLEMENTATION AND VERIFICATION

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

Van der Holst, B.; Toth, G.; Sokolov, I. V.

We describe the Center for Radiative Shock Hydrodynamics (CRASH) code, a block-adaptive-mesh code for multi-material radiation hydrodynamics. The implementation solves the radiation diffusion model with a gray or multi-group method and uses a flux-limited diffusion approximation to recover the free-streaming limit. Electrons and ions are allowed to have different temperatures and we include flux-limited electron heat conduction. The radiation hydrodynamic equations are solved in the Eulerian frame by means of a conservative finite-volume discretization in either one-, two-, or three-dimensional slab geometry or in two-dimensional cylindrical symmetry. An operator-split method is used to solve these equations in three substeps: (1)more » an explicit step of a shock-capturing hydrodynamic solver; (2) a linear advection of the radiation in frequency-logarithm space; and (3) an implicit solution of the stiff radiation diffusion, heat conduction, and energy exchange. We present a suite of verification test problems to demonstrate the accuracy and performance of the algorithms. The applications are for astrophysics and laboratory astrophysics. The CRASH code is an extension of the Block-Adaptive Tree Solarwind Roe Upwind Scheme (BATS-R-US) code with a new radiation transfer and heat conduction library and equation-of-state and multi-group opacity solvers. Both CRASH and BATS-R-US are part of the publicly available Space Weather Modeling Framework.« less

Computer simulation of population dynamics inside the urban environment

NASA Astrophysics Data System (ADS)

Andreev, A. S.; Inovenkov, I. N.; Echkina, E. Yu.; Nefedov, V. V.; Ponomarenko, L. S.; Tikhomirov, V. V.

2017-12-01

In this paper using a mathematical model of the so-called “space-dynamic” approach we investigate the problem of development and temporal dynamics of different urban population groups. For simplicity we consider an interaction of only two population groups inside a single urban area with axial symmetry. This problem can be described qualitatively by a system of two non-stationary nonlinear differential equations of the diffusion type with boundary conditions of the third type. The results of numerical simulations show that with a suitable choice of the diffusion coefficients and interaction functions between different population groups we can receive different scenarios of population dynamics: from complete displacement of one population group by another (originally more “aggressive”) to the “peaceful” situation of co-existence of them together.

Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

NASA Astrophysics Data System (ADS)

Frank, T. D.

2008-02-01

We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.

Comparison of fluid neutral models for one-dimensional plasma edge modeling with a finite volume solution of the Boltzmann equation

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

Horsten, N., E-mail: niels.horsten@kuleuven.be; Baelmans, M.; Dekeyser, W.

2016-01-15

We derive fluid neutral approximations for a simplified 1D edge plasma model, suitable to study the neutral behavior close to the target of a nuclear fusion divertor, and compare its solutions to the solution of the corresponding kinetic Boltzmann equation. The plasma is considered as a fixed background extracted from a detached 2D simulation. We show that the Maxwellian equilibrium distribution is already obtained very close to the target, justifying the use of a fluid approximation. We compare three fluid neutral models: (i) a diffusion model; (ii) a pressure-diffusion model (i.e., a combination of a continuity and momentum equation) assumingmore » equal neutral and ion temperatures; and (iii) the pressure-diffusion model coupled to a neutral energy equation taking into account temperature differences between neutrals and ions. Partial reflection of neutrals reaching the boundaries is included in both the kinetic and fluid models. We propose two methods to obtain an incident neutral flux boundary condition for the fluid models: one based on a diffusion approximation and the other assuming a truncated Chapman-Enskog distribution. The pressure-diffusion model predicts the plasma sources very well. The diffusion boundary condition gives slightly better results overall. Although including an energy equation still improves the results, the assumption of equal ion and neutral temperature already gives a very good approximation.« less

Optical Oversampled Analog-to-Digital Conversion

DTIC Science & Technology

1992-06-29

hologram weights and interconnects in the digital image halftoning configuration. First, no temporal error diffusion occurs in the digital image... halftoning error diffusion ar- chitecture as demonstrated by Equation (6.1). Equation (6.2) ensures that the hologram weights sum to one so that the exact...optimum halftone image should be faster. Similarly, decreased convergence time suggests that an error diffusion filter with larger spatial dimensions

Wave and pseudo-diffusion equations from squeezed states

NASA Technical Reports Server (NTRS)

Daboul, Jamil

1993-01-01

We show that the probability distributions P(sub n)(q,p;y) := the absolute value squared of (n(p,q;y), which are obtained from squeezed states, obey an interesting partial differential equation, to which we give two intuitive interpretations: as a wave equation in one space dimension; and as a pseudo-diffusion equation. We also study the corresponding Wehrl entropies S(sub n)(y), and we show that they have minima at zero squeezing, y = 0.

Molecular dynamics at low time resolution.

PubMed

Faccioli, P

2010-10-28

The internal dynamics of macromolecular systems is characterized by widely separated time scales, ranging from fraction of picoseconds to nanoseconds. In ordinary molecular dynamics simulations, the elementary time step Δt used to integrate the equation of motion needs to be chosen much smaller of the shortest time scale in order not to cut-off physical effects. We show that in systems obeying the overdamped Langevin equation, it is possible to systematically correct for such discretization errors. This is done by analytically averaging out the fast molecular dynamics which occurs at time scales smaller than Δt, using a renormalization group based technique. Such a procedure gives raise to a time-dependent calculable correction to the diffusion coefficient. The resulting effective Langevin equation describes by construction the same long-time dynamics, but has a lower time resolution power, hence it can be integrated using larger time steps Δt. We illustrate and validate this method by studying the diffusion of a point-particle in a one-dimensional toy model and the denaturation of a protein.

An enriched finite element method to fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam

2017-08-01

In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.

Fractional-calculus diffusion equation

PubMed Central

2010-01-01

Background Sequel to the work on the quantization of nonconservative systems using fractional calculus and quantization of a system with Brownian motion, which aims to consider the dissipation effects in quantum-mechanical description of microscale systems. Results The canonical quantization of a system represented classically by one-dimensional Fick's law, and the diffusion equation is carried out according to the Dirac method. A suitable Lagrangian, and Hamiltonian, describing the diffusive system, are constructed and the Hamiltonian is transformed to Schrodinger's equation which is solved. An application regarding implementation of the developed mathematical method to the analysis of diffusion, osmosis, which is a biological application of the diffusion process, is carried out. Schrödinger's equation is solved. Conclusions The plot of the probability function represents clearly the dissipative and drift forces and hence the osmosis, which agrees totally with the macro-scale view, or the classical-version osmosis. PMID:20492677

Numerical solution of transport equation for applications in environmental hydraulics and hydrology

NASA Astrophysics Data System (ADS)

Rashidul Islam, M.; Hanif Chaudhry, M.

1997-04-01

The advective term in the one-dimensional transport equation, when numerically discretized, produces artificial diffusion. To minimize such artificial diffusion, which vanishes only for Courant number equal to unity, transport owing to advection has been modeled separately. The numerical solution of the advection equation for a Gaussian initial distribution is well established; however, large oscillations are observed when applied to an initial distribution with sleep gradients, such as trapezoidal distribution of a constituent or propagation of mass from a continuous input. In this study, the application of seven finite-difference schemes and one polynomial interpolation scheme is investigated to solve the transport equation for both Gaussian and non-Gaussian (trapezoidal) initial distributions. The results obtained from the numerical schemes are compared with the exact solutions. A constant advective velocity is assumed throughout the transport process. For a Gaussian distribution initial condition, all eight schemes give excellent results, except the Lax scheme which is diffusive. In application to the trapezoidal initial distribution, explicit finite-difference schemes prove to be superior to implicit finite-difference schemes because the latter produce large numerical oscillations near the steep gradients. The Warming-Kutler-Lomax (WKL) explicit scheme is found to be better among this group. The Hermite polynomial interpolation scheme yields the best result for a trapezoidal distribution among all eight schemes investigated. The second-order accurate schemes are sufficiently accurate for most practical problems, but the solution of unusual problems (concentration with steep gradient) requires the application of higher-order (e.g. third- and fourth-order) accurate schemes.

New Solution of Diffusion-Advection Equation for Cosmic-Ray Transport Using Ultradistributions

NASA Astrophysics Data System (ADS)

Rocca, M. C.; Plastino, A. R.; Plastino, A.; Ferri, G. L.; de Paoli, A.

2015-11-01

In this paper we exactly solve the diffusion-advection equation (DAE) for cosmic-ray transport. For such a purpose we use the Theory of Ultradistributions of J. Sebastiao e Silva, to give a general solution for the DAE. From the ensuing solution, we obtain several approximations as limiting cases of various situations of physical and astrophysical interest. One of them involves Solar cosmic-rays' diffusion.

Diffusion in random networks: Asymptotic properties, and numerical and engineering approximations

NASA Astrophysics Data System (ADS)

Padrino, Juan C.; Zhang, Duan Z.

2016-11-01

The ensemble phase averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of a set of pockets connected by tortuous channels. Inside a channel, we assume that fluid transport is governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pores mass density. The so-called dual porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem, we consider the one-dimensional mass diffusion in a semi-infinite domain, whose solution is sought numerically. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt- 1 / 4 rather than xt- 1 / 2 as in the traditional theory. This early time sub-diffusive similarity can be explained by random walk theory through the network. In addition, by applying concepts of fractional calculus, we show that, for small time, the governing equation reduces to a fractional diffusion equation with known solution. We recast this solution in terms of special functions easier to compute. Comparison of the numerical and exact solutions shows excellent agreement.

Building 1D resonance broadened quasilinear (RBQ) code for fast ions Alfvénic relaxations

NASA Astrophysics Data System (ADS)

Gorelenkov, Nikolai; Duarte, Vinicius; Berk, Herbert

2016-10-01

The performance of the burning plasma is limited by the confinement of superalfvenic fusion products, e.g. alpha particles, which are capable of resonating with the Alfvénic eigenmodes (AEs). The effect of AEs on fast ions is evaluated using a resonance line broadened diffusion coefficient. The interaction of fast ions and AEs is captured for cases where there are either isolated or overlapping modes. A new code RBQ1D is being built which constructs diffusion coefficients based on realistic eigenfunctions that are determined by the ideal MHD code NOVA. The wave particle interaction can be reduced to one-dimensional dynamics where for the Alfvénic modes typically the particle kinetic energy is nearly constant. Hence to a good approximation the Quasi-Linear (QL) diffusion equation only contains derivatives in the angular momentum. The diffusion equation is then one dimensional that is efficiently solved simultaneously for all particles with the equation for the evolution of the wave angular momentum. The evolution of fast ion constants of motion is governed by the QL diffusion equations which are adapted to find the ion distribution function.

The arbitrary order mimetic finite difference method for a diffusion equation with a non-symmetric diffusion tensor

NASA Astrophysics Data System (ADS)

Gyrya, V.; Lipnikov, K.

2017-11-01

We present the arbitrary order mimetic finite difference (MFD) discretization for the diffusion equation with non-symmetric tensorial diffusion coefficient in a mixed formulation on general polygonal meshes. The diffusion tensor is assumed to be positive definite. The asymmetry of the diffusion tensor requires changes to the standard MFD construction. We present new approach for the construction that guarantees positive definiteness of the non-symmetric mass matrix in the space of discrete velocities. The numerically observed convergence rate for the scalar quantity matches the predicted one in the case of the lowest order mimetic scheme. For higher orders schemes, we observed super-convergence by one order for the scalar variable which is consistent with the previously published result for a symmetric diffusion tensor. The new scheme was also tested on a time-dependent problem modeling the Hall effect in the resistive magnetohydrodynamics.

The arbitrary order mimetic finite difference method for a diffusion equation with a non-symmetric diffusion tensor

DOE PAGES

Gyrya, V.; Lipnikov, K.

2017-07-18

Here, we present the arbitrary order mimetic finite difference (MFD) discretization for the diffusion equation with non-symmetric tensorial diffusion coefficient in a mixed formulation on general polygonal meshes. The diffusion tensor is assumed to be positive definite. The asymmetry of the diffusion tensor requires changes to the standard MFD construction. We also present new approach for the construction that guarantees positive definiteness of the non-symmetric mass matrix in the space of discrete velocities. The numerically observed convergence rate for the scalar quantity matches the predicted one in the case of the lowest order mimetic scheme. For higher orders schemes, wemore » observed super-convergence by one order for the scalar variable which is consistent with the previously published result for a symmetric diffusion tensor. The new scheme was also tested on a time-dependent problem modeling the Hall effect in the resistive magnetohydrodynamics.« less

The arbitrary order mimetic finite difference method for a diffusion equation with a non-symmetric diffusion tensor

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

Gyrya, V.; Lipnikov, K.

Here, we present the arbitrary order mimetic finite difference (MFD) discretization for the diffusion equation with non-symmetric tensorial diffusion coefficient in a mixed formulation on general polygonal meshes. The diffusion tensor is assumed to be positive definite. The asymmetry of the diffusion tensor requires changes to the standard MFD construction. We also present new approach for the construction that guarantees positive definiteness of the non-symmetric mass matrix in the space of discrete velocities. The numerically observed convergence rate for the scalar quantity matches the predicted one in the case of the lowest order mimetic scheme. For higher orders schemes, wemore » observed super-convergence by one order for the scalar variable which is consistent with the previously published result for a symmetric diffusion tensor. The new scheme was also tested on a time-dependent problem modeling the Hall effect in the resistive magnetohydrodynamics.« less

NUMERICAL ANALYSES FOR TREATING DIFFUSION IN SINGLE-, TWO-, AND THREE-PHASE BINARY ALLOY SYSTEMS

NASA Technical Reports Server (NTRS)

Tenney, D. R.

1994-01-01

This package consists of a series of three computer programs for treating one-dimensional transient diffusion problems in single and multiple phase binary alloy systems. An accurate understanding of the diffusion process is important in the development and production of binary alloys. Previous solutions of the diffusion equations were highly restricted in their scope and application. The finite-difference solutions developed for this package are applicable for planar, cylindrical, and spherical geometries with any diffusion-zone size and any continuous variation of the diffusion coefficient with concentration. Special techniques were included to account for differences in modal volumes, initiation and growth of an intermediate phase, disappearance of a phase, and the presence of an initial composition profile in the specimen. In each analysis, an effort was made to achieve good accuracy while minimizing computation time. The solutions to the diffusion equations for single-, two-, and threephase binary alloy systems are numerically calculated by the three programs NAD1, NAD2, and NAD3. NAD1 treats the diffusion between pure metals which belong to a single-phase system. Diffusion in this system is described by a one-dimensional Fick's second law and will result in a continuous composition variation. For computational purposes, Fick's second law is expressed as an explicit second-order finite difference equation. Finite difference calculations are made by choosing the grid spacing small enough to give convergent solutions of acceptable accuracy. NAD2 treats diffusion between pure metals which form a two-phase system. Diffusion in the twophase system is described by two partial differential equations (a Fick's second law for each phase) and an interface-flux-balance equation which describes the location of the interface. Actual interface motion is obtained by a mass conservation procedure. To account for changes in the thicknesses of the two phases as diffusion progresses, a variable grid technique developed by Murray and Landis is employed. These equations are expressed in finite difference form and solved numerically. Program NAD3 treats diffusion between pure metals which form a two-phase system with an intermediate third phase. Diffusion in the three-phase system is described by three partial differential expressions of Fick's second law and two interface-flux-balance equations. As with the two-phase case, a variable grid finite difference is used to numerically solve the diffusion equations. Computation time is minimized without sacrificing solution accuracy by treating the three-phase problem as a two-phase problem when the thickness of the intermediate phase is less than a preset value. Comparisons between these programs and other solutions have shown excellent agreement. The programs are written in FORTRAN IV for batch execution on the CDC 6600 with a central memory requirement of approximately 51K (octal) 60 bit words.

Bessel Fourier orientation reconstruction: an analytical EAP reconstruction using multiple shell acquisitions in diffusion MRI.

PubMed

Hosseinbor, Ameer Pasha; Chung, Moo K; Wu, Yu-Chien; Alexander, Andrew L

2011-01-01

The estimation of the ensemble average propagator (EAP) directly from q-space DWI signals is an open problem in diffusion MRI. Diffusion spectrum imaging (DSI) is one common technique to compute the EAP directly from the diffusion signal, but it is burdened by the large sampling required. Recently, several analytical EAP reconstruction schemes for multiple q-shell acquisitions have been proposed. One, in particular, is Diffusion Propagator Imaging (DPI) which is based on the Laplace's equation estimation of diffusion signal for each shell acquisition. Viewed intuitively in terms of the heat equation, the DPI solution is obtained when the heat distribution between temperatuere measurements at each shell is at steady state. We propose a generalized extension of DPI, Bessel Fourier Orientation Reconstruction (BFOR), whose solution is based on heat equation estimation of the diffusion signal for each shell acquisition. That is, the heat distribution between shell measurements is no longer at steady state. In addition to being analytical, the BFOR solution also includes an intrinsic exponential smootheing term. We illustrate the effectiveness of the proposed method by showing results on both synthetic and real MR datasets.

A Robust and Efficient Method for Steady State Patterns in Reaction-Diffusion Systems

PubMed Central

Lo, Wing-Cheong; Chen, Long; Wang, Ming; Nie, Qing

2012-01-01

An inhomogeneous steady state pattern of nonlinear reaction-diffusion equations with no-flux boundary conditions is usually computed by solving the corresponding time-dependent reaction-diffusion equations using temporal schemes. Nonlinear solvers (e.g., Newton’s method) take less CPU time in direct computation for the steady state; however, their convergence is sensitive to the initial guess, often leading to divergence or convergence to spatially homogeneous solution. Systematically numerical exploration of spatial patterns of reaction-diffusion equations under different parameter regimes requires that the numerical method be efficient and robust to initial condition or initial guess, with better likelihood of convergence to an inhomogeneous pattern. Here, a new approach that combines the advantages of temporal schemes in robustness and Newton’s method in fast convergence in solving steady states of reaction-diffusion equations is proposed. In particular, an adaptive implicit Euler with inexact solver (AIIE) method is found to be much more efficient than temporal schemes and more robust in convergence than typical nonlinear solvers (e.g., Newton’s method) in finding the inhomogeneous pattern. Application of this new approach to two reaction-diffusion equations in one, two, and three spatial dimensions, along with direct comparisons to several other existing methods, demonstrates that AIIE is a more desirable method for searching inhomogeneous spatial patterns of reaction-diffusion equations in a large parameter space. PMID:22773849

Viscosity and diffusivity in melts: from unary to multicomponent systems

NASA Astrophysics Data System (ADS)

Chen, Weimin; Zhang, Lijun; Du, Yong; Huang, Baiyun

2014-05-01

Viscosity and diffusivity, two important transport coefficients, are systematically investigated from unary melt to binary to multicomponent melts in the present work. By coupling with Kaptay's viscosity equation of pure liquid metals and effective radii of diffusion species, the Sutherland equation is modified by taking the size effect into account, and further derived into an Arrhenius formula for the convenient usage. Its reliability for predicting self-diffusivity and impurity diffusivity in unary liquids is then validated by comparing the calculated self-diffusivities and impurity diffusivities in liquid Al- and Fe-based alloys with the experimental and the assessed data. Moreover, the Kozlov model was chosen among various viscosity models as the most reliable one to reproduce the experimental viscosities in binary and multicomponent melts. Based on the reliable viscosities calculated from the Kozlov model, the modified Sutherland equation is utilized to predict the tracer diffusivities in binary and multicomponent melts, and validated in Al-Cu, Al-Ni and Al-Ce-Ni melts. Comprehensive comparisons between the calculated results and the literature data indicate that the experimental tracer diffusivities and the theoretical ones can be well reproduced by the present calculations. In addition, the vacancy-wind factor in binary liquid Al-Ni alloys with the increasing temperature is also discussed. What's more, the calculated inter-diffusivities in liquid Al-Cu, Al-Ni and Al-Ag-Cu alloys are also in excellent agreement with the measured and theoretical data. Comparisons between the simulated concentration profiles and the measured ones in Al-Cu, Al-Ce-Ni and Al-Ag-Cu melts are further used to validate the present calculation method.

Extremal equilibria for reaction-diffusion equations in bounded domains and applications

NASA Astrophysics Data System (ADS)

Rodríguez-Bernal, Aníbal; Vidal-López, Alejandro

We show the existence of two special equilibria, the extremal ones, for a wide class of reaction-diffusion equations in bounded domains with several boundary conditions, including non-linear ones. They give bounds for the asymptotic dynamics and so for the attractor. Some results on the existence and/or uniqueness of positive solutions are also obtained. As a consequence, several well-known results on the existence and/or uniqueness of solutions for elliptic equations are revisited in a unified way obtaining, in addition, information on the dynamics of the associated parabolic problem. Finally, we ilustrate the use of the general results by applying them to the case of logistic equations. In fact, we obtain a detailed picture of the positive dynamics depending on the parameters appearing in the equation.

Fractional Diffusion Equations and Anomalous Diffusion

NASA Astrophysics Data System (ADS)

Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin

2018-01-01

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

A Hydrodynamic Theory for Spatially Inhomogeneous Semiconductor Lasers: Microscopic Approach

NASA Technical Reports Server (NTRS)

Li, Jianzhong; Ning, C. Z.; Biegel, Bryan A. (Technical Monitor)

2001-01-01

Starting from the microscopic semiconductor Bloch equations (SBEs) including the Boltzmann transport terms in the distribution function equations for electrons and holes, we derived a closed set of diffusion equations for carrier densities and temperatures with self-consistent coupling to Maxwell's equation and to an effective optical polarization equation. The coherent many-body effects are included within the screened Hartree-Fock approximation, while scatterings are treated within the second Born approximation including both the in- and out-scatterings. Microscopic expressions for electron-hole (e-h) and carrier-LO (c-LO) phonon scatterings are directly used to derive the momentum and energy relaxation rates. These rates expressed as functions of temperatures and densities lead to microscopic expressions for self- and mutual-diffusion coefficients in the coupled density-temperature diffusion equations. Approximations for reducing the general two-component description of the electron-hole plasma (EHP) to a single-component one are discussed. In particular, we show that a special single-component reduction is possible when e-h scattering dominates over c-LO phonon scattering. The ambipolar diffusion approximation is also discussed and we show that the ambipolar diffusion coefficients are independent of e-h scattering, even though the diffusion coefficients of individual components depend sensitively on the e-h scattering rates. Our discussions lead to new perspectives into the roles played in the single-component reduction by the electron-hole correlation in momentum space induced by scatterings and the electron-hole correlation in real space via internal static electrical field. Finally, the theory is completed by coupling the diffusion equations to the lattice temperature equation and to the effective optical polarization which in turn couples to the laser field.

Homotopy decomposition method for solving one-dimensional time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Abuasad, Salah; Hashim, Ishak

2018-04-01

In this paper, we present the homotopy decomposition method with a modified definition of beta fractional derivative for the first time to find exact solution of one-dimensional time-fractional diffusion equation. In this method, the solution takes the form of a convergent series with easily computable terms. The exact solution obtained by the proposed method is compared with the exact solution obtained by using fractional variational homotopy perturbation iteration method via a modified Riemann-Liouville derivative.

Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

NASA Astrophysics Data System (ADS)

Broche, Rita de Cássia D. S.; de Oliveira, Luiz Augusto F.

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem.

Analysis of pulse thermography using similarities between wave and diffusion propagation

NASA Astrophysics Data System (ADS)

Gershenson, M.

2017-05-01

Pulse thermography or thermal wave imaging are commonly used as nondestructive evaluation (NDE) method. While the technical aspect has evolve with time, theoretical interpretation is lagging. Interpretation is still using curved fitting on a log log scale. A new approach based directly on the governing differential equation is introduced. By using relationships between wave propagation and the diffusive propagation of thermal excitation, it is shown that one can transform from solutions in one type of propagation to the other. The method is based on the similarities between the Laplace transforms of the diffusion equation and the wave equation. For diffusive propagation we have the Laplace variable s to the first power, while for the wave propagation similar equations occur with s2. For discrete time the transformation between the domains is performed by multiplying the temperature data vector by a matrix. The transform is local. The performance of the techniques is tested on synthetic data. The application of common back projection techniques used in the processing of wave data is also demonstrated. The combined use of the transform and back projection makes it possible to improve both depth and lateral resolution of transient thermography.

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

Garcia, Andres

Transport and reaction in zeolites and other porous materials, such as mesoporous silica particles, has been a focus of interest in recent years. This is in part due to the possibility of anomalous transport effects (e.g. single-file diffusion) and its impact in the reaction yield in catalytic processes. Computational simulations are often used to study these complex nonequilibrium systems. Computer simulations using Molecular Dynamics (MD) techniques are prohibitive, so instead coarse grained one-dimensional models with the aid of Kinetic Monte Carlo (KMC) simulations are used. Both techniques can be computationally expensive, both time and resource wise. These coarse-grained systems canmore » be exactly described by a set of coupled stochastic master equations, that describe the reaction-diffusion kinetics of the system. The equations can be written exactly, however, coupling between the equations and terms within the equations make it impossible to solve them exactly; approximations must be made. One of the most common methods to obtain approximate solutions is to use Mean Field (MF) theory. MF treatments yield reasonable results at high ratios of reaction rate k to hop rate h of the particles, but fail completely at low k=h due to the over-estimation of fluxes of particles within the pore. We develop a method to estimate fluxes and intrapore diffusivity in simple one- dimensional reaction-diffusion models at high and low k=h, where the pores are coupled to an equilibrated three-dimensional fluid. We thus successfully describe analytically these simple reaction-diffusion one-dimensional systems. Extensions to models considering behavior with long range steric interactions and wider pores require determination of multiple boundary conditions. We give a prescription to estimate the required parameters for these simulations. For one dimensional systems, if single-file diffusion is relaxed, additional parameters to describe particle exchange have to be introduced. We use Langevin Molecular Dynamics (MD) simulations to assess these parameters.« less

Group-kinetic theory of turbulence

NASA Technical Reports Server (NTRS)

Tchen, C. M.

1986-01-01

The two phases are governed by two coupled systems of Navier-Stokes equations. The couplings are nonlinear. These equations describe the microdynamical state of turbulence, and are transformed into a master equation. By scaling, a kinetic hierarchy is generated in the form of groups, representing the spectral evolution, the diffusivity and the relaxation. The loss of memory in formulating the relaxation yields the closure. The network of sub-distributions that participates in the relaxation is simulated by a self-consistent porous medium, so that the average effect on the diffusivity is to make it approach equilibrium. The kinetic equation of turbulence is derived. The method of moments reverts it to the continuum. The equation of spectral evolution is obtained and the transport properties are calculated. In inertia turbulence, the Kolmogoroff law for weak coupling and the spectrum for the strong coupling are found. As the fluid analog, the nonlinear Schrodinger equation has a driving force in the form of emission of solitons by velocity fluctuations, and is used to describe the microdynamical state of turbulence. In order for the emission together with the modulation to participate in the transport processes, the non-homogeneous Schrodinger equation is transformed into a homogeneous master equation. By group-scaling, the master equation is decomposed into a system of transport equations, replacing the Bogoliubov system of equations of many-particle distributions. It is in the relaxation that the memory is lost when the ensemble of higher-order distributions is simulated by an effective porous medium. The closure is thus found. The kinetic equation is derived and transformed into the equation of spectral flow.

Fick's second law transformed: one path to cloaking in mass diffusion.

PubMed

Guenneau, S; Puvirajesinghe, T M

2013-06-06

Here, we adapt the concept of transformational thermodynamics, whereby the flux of temperature is controlled via anisotropic heterogeneous diffusivity, for the diffusion and transport of mass concentration. The n-dimensional, time-dependent, anisotropic heterogeneous Fick's equation is considered, which is a parabolic partial differential equation also applicable to heat diffusion, when convection occurs, for example, in fluids. This theory is illustrated with finite-element computations for a liposome particle surrounded by a cylindrical multi-layered cloak in a water-based environment, and for a spherical multi-layered cloak consisting of layers of fluid with an isotropic homogeneous diffusivity, deduced from an effective medium approach. Initial potential applications could be sought in bioengineering.

A deterministic particle method for one-dimensional reaction-diffusion equations

NASA Technical Reports Server (NTRS)

Mascagni, Michael

1995-01-01

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

Using Global Invariant Manifolds to Understand Metastability in the Burgers Equation With Small Viscosity

NASA Astrophysics Data System (ADS)

Beck, Margaret; Wayne, C. Eugene

2009-01-01

The large-time behavior of solutions to the Burgers equation with small viscosity is described using invariant manifolds. In particular, a geometric explanation is provided for a phenomenon known as metastability, which in the present context means that solutions spend a very long time near the family of solutions known as diffusive N-waves before finally converging to a stable self-similar diffusion wave. More precisely, it is shown that in terms of similarity, or scaling, variables in an algebraically weighted L^2 space, the self-similar diffusion waves correspond to a one-dimensional global center manifold of stationary solutions. Through each of these fixed points there exists a one-dimensional, global, attractive, invariant manifold corresponding to the diffusive N-waves. Thus, metastability corresponds to a fast transient in which solutions approach this metastable manifold of diffusive N-waves, followed by a slow decay along this manifold, and, finally, convergence to the self-similar diffusion wave.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into account all boundary layer fluctuations. Our stochastic-ILG diffusion calculation confirms rapprochement between theory and experiment, thereby benchmarking a new generation of gradient-based continuum models that conform closer to real-life fluctuating environments.

Turbulent transport of a passive-scalar field by using a renormalization-group method

NASA Technical Reports Server (NTRS)

Hossain, Murshed

1992-01-01

A passive-scalar field is considered to evolve under the influence of a turbulent fluid governed by the Navier-Stokes equation. Turbulent-transport coefficients are calculated by small-scale elimination using a renormalization-group method. Turbulent processes couple both the viscosity and the diffusivity. In the absence of any correlation between the passive-scalar fluctuations and any component of the fluid velocity, the renormalized diffusivity is essentially the same as if the fluid velocity were frozen, although the renormalized equation does contain higher-order nonlinear terms involving viscosity. This arises due to the nonlinear interaction of the velocity with itself. In the presence of a finite correlation, the turbulent diffusivity becomes coupled with both the velocity field and the viscosity. There is then a dependence of the turbulent decay of the passive scalar on the turbulent Prandtl number.

Nonequilibrium diffusive gas dynamics: Poiseuille microflow

NASA Astrophysics Data System (ADS)

Abramov, Rafail V.; Otto, Jasmine T.

2018-05-01

We test the recently developed hierarchy of diffusive moment closures for gas dynamics together with the near-wall viscosity scaling on the Poiseuille flow of argon and nitrogen in a one micrometer wide channel, and compare it against the corresponding Direct Simulation Monte Carlo computations. We find that the diffusive regularized Grad equations with viscosity scaling provide the most accurate approximation to the benchmark DSMC results. At the same time, the conventional Navier-Stokes equations without the near-wall viscosity scaling are found to be the least accurate among the tested closures.

A Comparison of Some Difference Schemes for a Parabolic Problem of Zero-Coupon Bond Pricing

NASA Astrophysics Data System (ADS)

Chernogorova, Tatiana; Vulkov, Lubin

2009-11-01

This paper describes a comparison of some numerical methods for solving a convection-diffusion equation subjected by dynamical boundary conditions which arises in the zero-coupon bond pricing. The one-dimensional convection-diffusion equation is solved by using difference schemes with weights including standard difference schemes as the monotone Samarskii's scheme, FTCS and Crank-Nicolson methods. The schemes are free of spurious oscillations and satisfy the positivity and maximum principle as demanded for the financial and diffusive solution. Numerical results are compared with analytical solutions.

Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries.

PubMed

Shafiey, Hassan; Gan, Xinjun; Waxman, David

2017-11-01

To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries

NASA Astrophysics Data System (ADS)

Shafiey, Hassan; Gan, Xinjun; Waxman, David

2017-11-01

To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

A double medium model for diffusion in fluid-bearing rock

NASA Astrophysics Data System (ADS)

Wang, H. F.

1993-09-01

The concept of a double porosity medium to model fluid flow in fractured rock has been applied to model diffusion in rock containing a small amount of a continuous fluid phase that surrounds small volume elements of the solid matrix. The model quantifies the relative role of diffusion in the fluid and solid phases of the rock. The fluid is the fast diffusion path, but the solid contains the volumetrically significant amount of the diffusing species. The double medium model consists of two coupled differential equations. One equation is the diffusion equation for the fluid concentration; it contains a source term for change in the average concentration of the diffusing species in the solid matrix. The second equation represents the assumption that the change in average concentration in a solid element is proportional to the difference between the average concentration in the solid and the concentration in the fluid times the solid-fluid partition coefficient. The double medium model is shown to apply to laboratory data on iron diffusion in fluid-bearing dunite and to measured oxygen isotope ratios at marble-metagranite contacts. In both examples, concentration profiles are calculated for diffusion taking place at constant temperature, where a boundary value changes suddenly and is subsequently held constant. Knowledge of solid diffusivities can set a lower bound to the length of time over which diffusion occurs, but only the product of effective fluid diffusivity and time is constrained for times longer than the characteristic solid diffusion time. The double medium results approach a local, grain-scale equilibrium model for times that are large relative to the time constant for solid diffusion.

A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Chen, Hao; Lv, Wen; Zhang, Tongtong

2018-05-01

We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.

Growing surfaces with anomalous diffusion: Results for the fractal Kardar-Parisi-Zhang equation

NASA Astrophysics Data System (ADS)

Katzav, Eytan

2003-09-01

In this paper I study a model for a growing surface in the presence of anomalous diffusion, also known as the fractal Kardar-Parisi-Zhang equation (FKPZ). This equation includes a fractional Laplacian that accounts for the possibility that surface transport is caused by a hopping mechanism of a Levy flight. It is shown that for a specific choice of parameters of the FKPZ equation, the equation can be solved exactly in one dimension, so that all the critical exponents, which describe the surface that grows under FKPZ, can be derived for that case. Afterwards, the self-consistent expansion (SCE) is used to predict the critical exponents for the FKPZ model for any choice of the parameters and any spatial dimension. It is then verified that the results obtained using SCE recover the exact result in one dimension. At the end a simple picture for the behavior of the fractal KPZ equation is suggested and the upper critical dimension of this model is discussed.

A Corresponding Lie Algebra of a Reductive homogeneous Group and Its Applications

NASA Astrophysics Data System (ADS)

Zhang, Yu-Feng; Wu, Li-Xin; Rui, Wen-Juan

2015-05-01

With the help of a Lie algebra of a reductive homogeneous space G/K, where G is a Lie group and K is a resulting isotropy group, we introduce a Lax pair for which an expanding (2+1)-dimensional integrable hierarchy is obtained by applying the binormial-residue representation (BRR) method, whose Hamiltonian structure is derived from the trace identity for deducing (2+1)-dimensional integrable hierarchies, which was proposed by Tu, et al. We further consider some reductions of the expanding integrable hierarchy obtained in the paper. The first reduction is just right the (2+1)-dimensional AKNS hierarchy, the second-type reduction reveals an integrable coupling of the (2+1)-dimensional AKNS equation (also called the Davey-Stewartson hierarchy), a kind of (2+1)-dimensional Schrödinger equation, which was once reobtained by Tu, Feng and Zhang. It is interesting that a new (2+1)-dimensional integrable nonlinear coupled equation is generated from the reduction of the part of the (2+1)-dimensional integrable coupling, which is further reduced to the standard (2+1)-dimensional diffusion equation along with a parameter. In addition, the well-known (1+1)-dimensional AKNS hierarchy, the (1+1)-dimensional nonlinear Schrödinger equation are all special cases of the (2+1)-dimensional expanding integrable hierarchy. Finally, we discuss a few discrete difference equations of the diffusion equation whose stabilities are analyzed by making use of the von Neumann condition and the Fourier method. Some numerical solutions of a special stationary initial value problem of the (2+1)-dimensional diffusion equation are obtained and the resulting convergence and estimation formula are investigated. Supported by the Innovation Team of Jiangsu Province hosted by China University of Mining and Technology (2014), the National Natural Science Foundation of China under Grant No. 11371361, the Fundamental Research Funds for the Central Universities (2013XK03), and the Natural Science Foundation of Shandong Province under Grant No. ZR2013AL016

A generalized spin diffusion equation with four electrochemical potentials for channels with spin-orbit coupling

NASA Astrophysics Data System (ADS)

Sayed, Shehrin; Hong, Seokmin; Datta, Supriyo

We will present a general semiclassical theory for an arbitrary channel with spin-orbit coupling (SOC), that uses four electrochemical potential (U + , D + , U - , and D -) depending on the sign of z-component of the spin (up (U) , down (D)) and the sign of the x-component of the group velocity (+ , -) . This can be considered as an extension of the standard spin diffusion equation that uses two electrochemical potentials for up and down spin states, allowing us to take into account the unique coupling between charge and spin degrees of freedom in channels with SOC. We will describe applications of this model to answer a number of interesting questions in this field such as: (1) whether topological insulators can switch magnets, (2) how the charge to spin conversion is influenced by the channel resistivity, and (3) how device structures can be designed to enhance spin injection. This work was supported by FAME, one of six centers of STARnet, a Semiconductor Research Corporation program sponsored by MARCO and DARPA.

Generalized Landauer equation: Absorption-controlled diffusion processes

NASA Astrophysics Data System (ADS)

Godoy, Salvador; García-Colín, L. S.; Micenmacher, Victor

1999-05-01

The exact expression of the one-dimensional Boltzmann multiple-scattering coefficients, for the passage of particles through a slab of a given material, is obtained in terms of the single-scattering cross section of the material, including absorption. The remarkable feature of the result is that for multiple scattering in a metal, free from absorption, one recovers the well-known Landauer result for conduction electrons. In the case of particles, such as neutrons, moving through a weak absorbing media, Landuer's formula is modified due to the absorption cross section. For photons, in a strong absorbing media, one recovers the Lambert-Beer equation. In this latter case one may therefore speak of absorption-controlled diffusive processes.

Birth-jump processes and application to forest fire spotting.

PubMed

Hillen, T; Greese, B; Martin, J; de Vries, G

2015-01-01

Birth-jump models are designed to describe population models for which growth and spatial spread cannot be decoupled. A birth-jump model is a nonlinear integro-differential equation. We present two different derivations of this equation, one based on a random walk approach and the other based on a two-compartmental reaction-diffusion model. In the case that the redistribution kernels are highly concentrated, we show that the integro-differential equation can be approximated by a reaction-diffusion equation, in which the proliferation rate contributes to both the diffusion term and the reaction term. We completely solve the corresponding critical domain size problem and the minimal wave speed problem. Birth-jump models can be applied in many areas in mathematical biology. We highlight an application of our results in the context of forest fire spread through spotting. We show that spotting increases the invasion speed of a forest fire front.

Diffusion in random networks

DOE PAGES

Zhang, Duan Z.; Padrino, Juan C.

2017-06-01

The ensemble averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of pockets connected by tortuous channels. Inside a channel, fluid transport is assumed to be governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pocket mass density. The so-called dual-porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem,more » we consider the one-dimensional mass diffusion in a semi-infinite domain. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt $-$1/4 rather than xt $-$1/2 as in the traditional theory. We found this early time similarity can be explained by random walk theory through the network.« less

Continuous time anomalous diffusion in a composite medium.

PubMed

Stickler, B A; Schachinger, E

2011-08-01

The one-dimensional continuous time anomalous diffusion in composite media consisting of a finite number of layers in immediate contact is investigated. The diffusion process itself is described with the help of two probability density functions (PDFs), one of which is an arbitrary jump-length PDF, and the other is a long-tailed waiting-time PDF characterized by the waiting-time index β∈(0,1). The former is assumed to be a function of the space coordinate x and the time coordinate t while the latter is a function of x and the time interval. For such an environment a very general form of the diffusion equation is derived which describes the continuous time anomalous diffusion in a composite medium. This result is then specialized to two particular forms of the jump-length PDF, namely the continuous time Lévy flight PDF and the continuous time truncated Lévy flight PDF. In both cases the PDFs are characterized by the Lévy index α∈(0,2) which is regarded to be a function of x and t. It is possible to demonstrate that for particular choices of the indices α and β other equations for anomalous diffusion, well known from the literature, follow immediately. This demonstrates the very general applicability of the derivation and of the resulting fractional differential equation discussed here.

Diffusion Of Mass In Evaporating Multicomponent Drops

NASA Technical Reports Server (NTRS)

Bellan, Josette; Harstad, Kenneth G.

1992-01-01

Report summarizes study of diffusion of mass and related phenomena occurring in evaporation of dense and dilute clusters of drops of multicomponent liquids intended to represent fuels as oil, kerosene, and gasoline. Cluster represented by simplified mathematical model, including global conservation equations for entire cluster and conditions on boundary between cluster and ambient gas. Differential equations of model integrated numerically. One of series of reports by same authors discussing evaporation and combustion of sprayed liquid fuels.

Applications of NASTRAN to nuclear problems

NASA Technical Reports Server (NTRS)

Spreeuw, E.

1972-01-01

The extent to which suitable solutions may be obtained for one physics problem and two engineering type problems is traced. NASTRAN appears to be a practical tool to solve one-group steady-state neutron diffusion equations. Transient diffusion analysis may be performed after new levels that allow time-dependent temperature calculations are developed. NASTRAN piecewise linear anlaysis may be applied to solve those plasticity problems for which a smooth stress-strain curve can be used to describe the nonlinear material behavior. The accuracy decreases when sharp transitions in the stress-strain relations are involved. Improved NASTRAN usefulness will be obtained when nonlinear material capabilities are extended to axisymmetric elements and to include provisions for time-dependent material properties and creep analysis. Rigid formats 3 and 5 proved to be very convenient for the buckling and normal-mode analysis of a nuclear fuel element.

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

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

Diffusion Processes Satisfying a Conservation Law Constraint

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

Bakosi, J.; Ristorcelli, J. R.

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

Correlations, soliton modes, and non-Hermitian linear mode transmutation in the one-dimensional noisy Burgers equation.

PubMed

Fogedby, Hans C

2003-08-01

Using the previously developed canonical phase space approach applied to the noisy Burgers equation in one dimension, we discuss in detail the growth morphology in terms of nonlinear soliton modes and superimposed linear modes. We moreover analyze the non-Hermitian character of the linear mode spectrum and the associated dynamical pinning, and mode transmutation from diffusive to propagating behavior induced by the solitons. We discuss the anomalous diffusion of growth modes, switching and pathways, correlations in the multisoliton sector, and in detail the correlations and scaling properties in the two-soliton sector.

Is the kinetic equation for turbulent gas-particle flows ill posed?

PubMed

Reeks, M; Swailes, D C; Bragg, A D

2018-02-01

This paper is about the kinetic equation for gas-particle flows, in particular its well-posedness and realizability and its relationship to the generalized Langevin model (GLM) probability density function (PDF) equation. Previous analyses, e.g. [J.-P. Minier and C. Profeta, Phys. Rev. E 92, 053020 (2015)PLEEE81539-375510.1103/PhysRevE.92.053020], have concluded that this kinetic equation is ill posed, that in particular it has the properties of a backward heat equation, and as a consequence, its solution will in the course of time exhibit finite-time singularities. We show that this conclusion is fundamentally flawed because it ignores the coupling between the phase space variables in the kinetic equation and the time and particle inertia dependence of the phase space diffusion tensor. This contributes an extra positive diffusion that always outweighs the negative diffusion associated with the dispersion along one of the principal axes of the phase space diffusion tensor. This is confirmed by a numerical evaluation of analytic solutions of these positive and negative contributions to the particle diffusion coefficient along this principal axis. We also examine other erroneous claims and assumptions made in previous studies that demonstrate the apparent superiority of the GLM PDF approach over the kinetic approach. In so doing, we have drawn attention to the limitations of the GLM approach, which these studies have ignored or not properly considered, to give a more balanced appraisal of the benefits of both PDF approaches.

Potential of pin-by-pin SPN calculations as an industrial reference

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

Fliscounakis, M.; Girardi, E.; Courau, T.

2012-07-01

This paper aims at analysing the potential of pin-by-pin SP{sub n} calculations to compute the neutronic flux in PWR cores as an alternative to the diffusion approximation. As far as pin-by-pin calculations are concerned, a SPH equivalence is used to preserve the reactions rates. The use of SPH equivalence is a common practice in core diffusion calculations. In this paper, a methodology to generalize the equivalence procedure in the SP{sub n} equations context is presented. In order to verify and validate the equivalence procedure, SP{sub n} calculations are compared to 2D transport reference results obtained with the APOLL02 code. Themore » validation cases consist in 3x3 analytical assembly color sets involving burn-up heterogeneities, UOX/MOX interfaces, and control rods. Considering various energy discretizations (up to 26 groups) and flux development orders (up to 7) for the SP{sub n} equations, results show that 26-group SP{sub 3} calculations are very close to the transport reference (with pin production rates discrepancies < 1%). This proves the high interest of pin-by-pin SP{sub n} calculations as an industrial reference when relying on 26 energy groups combined with SP{sub 3} flux development order. Additionally, the SP{sub n} results are compared to diffusion pin-by-pin calculations, in order to evaluate the potential benefit of using a SP{sub n} solver as an alternative to diffusion. Discrepancies on pin-production rates are less than 1.6% for 6-group SP{sub 3} calculations against 3.2% for 2-group diffusion calculations. This shows that SP{sub n} solvers may be considered as an alternative to multigroup diffusion. (authors)« less

Cellular Automata for Spatiotemporal Pattern Formation from Reaction-Diffusion Partial Differential Equations

NASA Astrophysics Data System (ADS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.

Spin-diffusions and diffusive molecular dynamics

NASA Astrophysics Data System (ADS)

Farmer, Brittan; Luskin, Mitchell; Plecháč, Petr; Simpson, Gideon

2017-12-01

Metastable configurations in condensed matter typically fluctuate about local energy minima at the femtosecond time scale before transitioning between local minima after nanoseconds or microseconds. This vast scale separation limits the applicability of classical molecular dynamics (MD) methods and has spurned the development of a host of approximate algorithms. One recently proposed method is diffusive MD which aims at integrating a system of ordinary differential equations describing the likelihood of occupancy by one of two species, in the case of a binary alloy, while quasistatically evolving the locations of the atoms. While diffusive MD has shown itself to be efficient and provide agreement with observations, it is fundamentally a model, with unclear connections to classical MD. In this work, we formulate a spin-diffusion stochastic process and show how it can be connected to diffusive MD. The spin-diffusion model couples a classical overdamped Langevin equation to a kinetic Monte Carlo model for exchange amongst the species of a binary alloy. Under suitable assumptions and approximations, spin-diffusion can be shown to lead to diffusive MD type models. The key assumptions and approximations include a well-defined time scale separation, a choice of spin-exchange rates, a low temperature approximation, and a mean field type approximation. We derive several models from different assumptions and show their relationship to diffusive MD. Differences and similarities amongst the models are explored in a simple test problem.

Dusty Pair Plasma—Wave Propagation and Diffusive Transition of Oscillations

NASA Astrophysics Data System (ADS)

Atamaniuk, Barbara; Turski, Andrzej J.

2011-11-01

The crucial point of the paper is the relation between equilibrium distributions of plasma species and the type of propagation or diffusive transition of plasma response to a disturbance. The paper contains a unified treatment of disturbance propagation (transport) in the linearized Vlasov electron-positron and fullerene pair plasmas containing charged dust impurities, based on the space-time convolution integral equations. Electron-positron-dust/ion (e-p-d/i) plasmas are rather widespread in nature. Space-time responses of multi-component linearized Vlasov plasmas on the basis of multiple integral equations are invoked. An initial-value problem for Vlasov-Poisson/Ampère equations is reduced to the one multiple integral equation and the solution is expressed in terms of forcing function and its space-time convolution with the resolvent kernel. The forcing function is responsible for the initial disturbance and the resolvent is responsible for the equilibrium velocity distributions of plasma species. By use of resolvent equations, time-reversibility, space-reflexivity and the other symmetries are revealed. The symmetries carry on physical properties of Vlasov pair plasmas, e.g., conservation laws. Properly choosing equilibrium distributions for dusty pair plasmas, we can reduce the resolvent equation to: (i) the undamped dispersive wave equations, (ii) and diffusive transport equations of oscillations.

Delay-induced wave instabilities in single-species reaction-diffusion systems

NASA Astrophysics Data System (ADS)

Otto, Andereas; Wang, Jian; Radons, Günter

2017-11-01

The Turing (wave) instability is only possible in reaction-diffusion systems with more than one (two) components. Motivated by the fact that a time delay increases the dimension of a system, we investigate the presence of diffusion-driven instabilities in single-species reaction-diffusion systems with delay. The stability of arbitrary one-component systems with a single discrete delay, with distributed delay, or with a variable delay is systematically analyzed. We show that a wave instability can appear from an equilibrium of single-species reaction-diffusion systems with fluctuating or distributed delay, which is not possible in similar systems with constant discrete delay or without delay. More precisely, we show by basic analytic arguments and by numerical simulations that fast asymmetric delay fluctuations or asymmetrically distributed delays can lead to wave instabilities in these systems. Examples, for the resulting traveling waves are shown for a Fisher-KPP equation with distributed delay in the reaction term. In addition, we have studied diffusion-induced instabilities from homogeneous periodic orbits in the same systems with variable delay, where the homogeneous periodic orbits are attracting resonant periodic solutions of the system without diffusion, i.e., periodic orbits of the Hutchinson equation with time-varying delay. If diffusion is introduced, standing waves can emerge whose temporal period is equal to the period of the variable delay.

Diffuse reflectance relations based on diffusion dipole theory for large absorption and reduced scattering

NASA Astrophysics Data System (ADS)

Bremmer, Rolf H.; van Gemert, Martin J. C.; Faber, Dirk J.; van Leeuwen, Ton G.; Aalders, Maurice C. G.

2013-08-01

Diffuse reflectance spectra are used to determine the optical properties of biological samples. In medicine and forensic science, the turbid objects under study often possess large absorption and/or scattering properties. However, data analysis is frequently based on the diffusion approximation to the radiative transfer equation, implying that it is limited to tissues where the reduced scattering coefficient dominates over the absorption coefficient. Nevertheless, up to absorption coefficients of 20 m at reduced scattering coefficients of 1 and 11.5 mm-1, we observed excellent agreement (r2=0.994) between reflectance measurements of phantoms and the diffuse reflectance equation proposed by Zonios et al. [Appl. Opt. 38, 6628-6637 (1999)], derived as an approximation to one of the diffusion dipole equations of Farrell et al. [Med. Phys. 19, 879-888 (1992)]. However, two parameters were fitted to all phantom experiments, including strongly absorbing samples, implying that the reflectance equation differs from diffusion theory. Yet, the exact diffusion dipole approximation at high reduced scattering and absorption also showed agreement with the phantom measurements. The mathematical structure of the diffuse reflectance relation used, derived by Zonios et al. [Appl. Opt. 38, 6628-6637 (1999)], explains this observation. In conclusion, diffuse reflectance relations derived as an approximation to the diffusion dipole theory of Farrell et al. can analyze reflectance ratios accurately, even for much larger absorption than reduced scattering coefficients. This allows calibration of fiber-probe set-ups so that the object's diffuse reflectance can be related to its absorption even when large. These findings will greatly expand the application of diffuse reflection spectroscopy. In medicine, it may allow the use of blue/green wavelengths and measurements on whole blood, and in forensic science, it may allow inclusion of objects such as blood stains and cloth at crime scenes.

On linearization and preconditioning for radiation diffusion coupled to material thermal conduction equations

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

Feng, Tao, E-mail: fengtao2@mail.ustc.edu.cn; Graduate School of China Academy Engineering Physics, Beijing 100083; An, Hengbin, E-mail: an_hengbin@iapcm.ac.cn

2013-03-01

Jacobian-free Newton–Krylov (JFNK) method is an effective algorithm for solving large scale nonlinear equations. One of the most important advantages of JFNK method is that there is no necessity to form and store the Jacobian matrix of the nonlinear system when JFNK method is employed. However, an approximation of the Jacobian is needed for the purpose of preconditioning. In this paper, JFNK method is employed to solve a class of non-equilibrium radiation diffusion coupled to material thermal conduction equations, and two preconditioners are designed by linearizing the equations in two methods. Numerical results show that the two preconditioning methods canmore » improve the convergence behavior and efficiency of JFNK method.« less

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

PubMed

Ragwitz, M; Kantz, H

2001-12-17

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

Transformed Fourier and Fick equations for the control of heat and mass diffusion

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

Guenneau, S.; Petiteau, D.; Zerrad, M.

We review recent advances in the control of diffusion processes in thermodynamics and life sciences through geometric transforms in the Fourier and Fick equations, which govern heat and mass diffusion, respectively. We propose to further encompass transport properties in the transformed equations, whereby the temperature is governed by a three-dimensional, time-dependent, anisotropic heterogeneous convection-diffusion equation, which is a parabolic partial differential equation combining the diffusion equation and the advection equation. We perform two dimensional finite element computations for cloaks, concentrators and rotators of a complex shape in the transient regime. We precise that in contrast to invisibility cloaks for waves,more » the temperature (or mass concentration) inside a diffusion cloak crucially depends upon time, its distance from the source, and the diffusivity of the invisibility region. However, heat (or mass) diffusion outside cloaks, concentrators and rotators is unaffected by their presence, whatever their shape or position. Finally, we propose simplified designs of layered cylindrical and spherical diffusion cloaks that might foster experimental efforts in thermal and biochemical metamaterials.« less

Ordinary differential equation for local accumulation time.

PubMed

Berezhkovskii, Alexander M

2011-08-21

Cell differentiation in a developing tissue is controlled by the concentration fields of signaling molecules called morphogens. Formation of these concentration fields can be described by the reaction-diffusion mechanism in which locally produced molecules diffuse through the patterned tissue and are degraded. The formation kinetics at a given point of the patterned tissue can be characterized by the local accumulation time, defined in terms of the local relaxation function. Here, we show that this time satisfies an ordinary differential equation. Using this equation one can straightforwardly determine the local accumulation time, i.e., without preliminary calculation of the relaxation function by solving the partial differential equation, as was done in previous studies. We derive this ordinary differential equation together with the accompanying boundary conditions and demonstrate that the earlier obtained results for the local accumulation time can be recovered by solving this equation. © 2011 American Institute of Physics

A computer model for one-dimensional mass and energy transport in and around chemically reacting particles, including complex gas-phase chemistry, multicomponent molecular diffusion, surface evaporation, and heterogeneous reaction

NASA Technical Reports Server (NTRS)

Cho, S. Y.; Yetter, R. A.; Dryer, F. L.

1992-01-01

Various chemically reacting flow problems highlighting chemical and physical fundamentals rather than flow geometry are presently investigated by means of a comprehensive mathematical model that incorporates multicomponent molecular diffusion, complex chemistry, and heterogeneous processes, in the interest of obtaining sensitivity-related information. The sensitivity equations were decoupled from those of the model, and then integrated one time-step behind the integration of the model equations, and analytical Jacobian matrices were applied to improve the accuracy of sensitivity coefficients that are calculated together with model solutions.

Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk

NASA Astrophysics Data System (ADS)

Gorenflo, R.; Mainardi, F.

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By the space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta (\\verttheta\\vertlemin \\{alpha ,2-alpha \\}), and the first-order time derivative with a Caputo derivative of order beta in (0,1] . The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process. We view it as a generalized diffusion process that we call fractional diffusion process, and present an integral representation of the fundamental solution. A more general approach to anomalous diffusion is however known to be provided by the master equation for a continuous time random walk (CTRW). We show how this equation reduces to our fractional diffusion equation by a properly scaled passage to the limit of compressed waiting times and jump widths. Finally, we describe a method of simulation and display (via graphics) results of a few numerical case studies.

Diffuse-Interface Capturing Methods for Compressible Two-Phase Flows

NASA Astrophysics Data System (ADS)

Saurel, Richard; Pantano, Carlos

2018-01-01

Simulation of compressible flows became a routine activity with the appearance of shock-/contact-capturing methods. These methods can determine all waves, particularly discontinuous ones. However, additional difficulties may appear in two-phase and multimaterial flows due to the abrupt variation of thermodynamic properties across the interfacial region, with discontinuous thermodynamical representations at the interfaces. To overcome this difficulty, researchers have developed augmented systems of governing equations to extend the capturing strategy. These extended systems, reviewed here, are termed diffuse-interface models, because they are designed to compute flow variables correctly in numerically diffused zones surrounding interfaces. In particular, they facilitate coupling the dynamics on both sides of the (diffuse) interfaces and tend to the proper pure fluid-governing equations far from the interfaces. This strategy has become efficient for contact interfaces separating fluids that are governed by different equations of state, in the presence or absence of capillary effects, and with phase change. More sophisticated materials than fluids (e.g., elastic-plastic materials) have been considered as well.

Lattice Boltzmann scheme for mixture modeling: analysis of the continuum diffusion regimes recovering Maxwell-Stefan model and incompressible Navier-Stokes equations.

PubMed

Asinari, Pietro

2009-11-01

A finite difference lattice Boltzmann scheme for homogeneous mixture modeling, which recovers Maxwell-Stefan diffusion model in the continuum limit, without the restriction of the mixture-averaged diffusion approximation, was recently proposed [P. Asinari, Phys. Rev. E 77, 056706 (2008)]. The theoretical basis is the Bhatnagar-Gross-Krook-type kinetic model for gas mixtures [P. Andries, K. Aoki, and B. Perthame, J. Stat. Phys. 106, 993 (2002)]. In the present paper, the recovered macroscopic equations in the continuum limit are systematically investigated by varying the ratio between the characteristic diffusion speed and the characteristic barycentric speed. It comes out that the diffusion speed must be at least one order of magnitude (in terms of Knudsen number) smaller than the barycentric speed, in order to recover the Navier-Stokes equations for mixtures in the incompressible limit. Some further numerical tests are also reported. In particular, (1) the solvent and dilute test cases are considered, because they are limiting cases in which the Maxwell-Stefan model reduces automatically to Fickian cases. Moreover, (2) some tests based on the Stefan diffusion tube are reported for proving the complete capabilities of the proposed scheme in solving Maxwell-Stefan diffusion problems. The proposed scheme agrees well with the expected theoretical results.

A low diffusive Lagrange-remap scheme for the simulation of violent air-water free-surface flows

NASA Astrophysics Data System (ADS)

Bernard-Champmartin, Aude; De Vuyst, Florian

2014-10-01

In 2002, Després and Lagoutière [17] proposed a low-diffusive advection scheme for pure transport equation problems, which is particularly accurate for step-shaped solutions, and thus suited for interface tracking procedure by a color function. This has been extended by Kokh and Lagoutière [28] in the context of compressible multifluid flows using a five-equation model. In this paper, we explore a simplified variant approach for gas-liquid three-equation models. The Eulerian numerical scheme has two ingredients: a robust remapped Lagrange solver for the solution of the volume-averaged equations, and a low diffusive compressive scheme for the advection of the gas mass fraction. Numerical experiments show the performance of the computational approach on various flow reference problems: dam break, sloshing of a tank filled with water, water-water impact and finally a case of Rayleigh-Taylor instability. One of the advantages of the present interface capturing solver is its natural implementation on parallel processors or computers.

On the Maxwell-Stefan approach to diffusion: a general resolution in the transient regime for one-dimensional systems.

PubMed

Leonardi, Erminia; Angeli, Celestino

2010-01-14

The diffusion process in a multicomponent system can be formulated in a general form by the generalized Maxwell-Stefan equations. This formulation is able to describe the diffusion process in different systems, such as, for instance, bulk diffusion (in the gas, liquid, and solid phase) and diffusion in microporous materials (membranes, zeolites, nanotubes, etc.). The Maxwell-Stefan equations can be solved analytically (only in special cases) or by numerical approaches. Different numerical strategies have been previously presented, but the number of diffusing species is normally restricted, with only few exceptions, to three in bulk diffusion and to two in microporous systems, unless simplifications of the Maxwell-Stefan equations are considered. In the literature, a large effort has been devoted to the derivation of the analytic expression of the elements of the Fick-like diffusion matrix and therefore to the symbolic inversion of a square matrix with dimensions n x n (n being the number of independent components). This step, which can be easily performed for n = 2 and remains reasonable for n = 3, becomes rapidly very complex in problems with a large number of components. This paper addresses the problem of the numerical resolution of the Maxwell-Stefan equations in the transient regime for a one-dimensional system with a generic number of components, avoiding the definition of the analytic expression of the elements of the Fick-like diffusion matrix. To this aim, two approaches have been implemented in a computational code; the first is the simple finite difference second-order accurate in time Crank-Nicolson scheme for which the full mathematical derivation and the relevant final equations are reported. The second is based on the more accurate backward differentiation formulas, BDF, or Gear's method (Shampine, L. F. ; Gear, C. W. SIAM Rev. 1979, 21, 1.), as implemented in the Livermore solver for ordinary differential equations, LSODE (Hindmarsh, A. C. Serial Fortran Solvers for ODE Initial Value Problems, Technical Report; https://computation.llnl.gov/casc/odepack/odepack_ home.html (2006).). Both methods have been applied to a series of specific problems, such as bulk diffusion of acetone and methanol through stagnant air, uptake of two components on a microporous material in a model system, and permeation across a microporous membrane in model systems, both with the aim to validate the method and to add new information to the comprehension of the peculiar behavior of these systems. The approach is validated by comparison with different published results and with analytic expressions for the steady-state concentration profiles or fluxes in particular systems. The possibility to treat a generic number of components (the limitation being essentially the computational power) is also tested, and results are reported on the permeation of a five component mixture through a membrane in a model system. It is worth noticing that the algorithm here reported can be applied also to the Fick formulation of the diffusion problem with concentration-dependent diffusion coefficients.

Stochastic interpretation of the advection-diffusion equation and its relevance to bed load transport

NASA Astrophysics Data System (ADS)

Ancey, C.; Bohorquez, P.; Heyman, J.

2015-12-01

The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

Solutions for the diurnally forced advection-diffusion equation to estimate bulk fluid velocity and diffusivity in streambeds from temperature time series

NASA Astrophysics Data System (ADS)

Luce, C.; Tonina, D.; Gariglio, F. P.; Applebee, R.

2012-12-01

Differences in the diurnal variations of temperature at different depths in streambed sediments are commonly used for estimating vertical fluxes of water in the streambed. We applied spatial and temporal rescaling of the advection-diffusion equation to derive two new relationships that greatly extend the kinds of information that can be derived from streambed temperature measurements. The first equation provides a direct estimate of the Peclet number from the amplitude decay and phase delay information. The analytical equation is explicit (e.g. no numerical root-finding is necessary), and invertable. The thermal front velocity can be estimated from the Peclet number when the thermal diffusivity is known. The second equation allows for an independent estimate of the thermal diffusivity directly from the amplitude decay and phase delay information. Several improvements are available with the new information. The first equation uses a ratio of the amplitude decay and phase delay information; thus Peclet number calculations are independent of depth. The explicit form also makes it somewhat faster and easier to calculate estimates from a large number of sensors or multiple positions along one sensor. Where current practice requires a priori estimation of streambed thermal diffusivity, the new approach allows an independent calculation, improving precision of estimates. Furthermore, when many measurements are made over space and time, expectations of the spatial correlation and temporal invariance of thermal diffusivity are valuable for validation of measurements. Finally, the closed-form explicit solution allows for direct calculation of propagation of uncertainties in error measurements and parameter estimates, providing insight about error expectations for sensors placed at different depths in different environments as a function of surface temperature variation amplitudes. The improvements are expected to increase the utility of temperature measurement methods for studying groundwater-surface water interactions across space and time scales. We discuss the theoretical implications of the new solutions supported by examples with data for illustration and validation.

Some Properties of the Fractional Equation of Continuity and the Fractional Diffusion Equation

NASA Astrophysics Data System (ADS)

Fukunaga, Masataka

2006-05-01

The fractional equation of continuity (FEC) and the fractional diffusion equation (FDE) show peculiar behaviors that are in the opposite sense to those expected from the equation of continuity and the diffusion equation, respectively. The behaviors are interpreted in terms of the memory effect of the fractional time derivatives included in the equations. Some examples are given by solutions of the FDE.

Solution of a modified fractional diffusion equation

NASA Astrophysics Data System (ADS)

Langlands, T. A. M.

2006-07-01

Recently, a modified fractional diffusion equation has been proposed [I. Sokolov, J. Klafter, From diffusion to anomalous diffusion: a century after Einstein's brownian motion, Chaos 15 (2005) 026103; A.V. Chechkin, R. Gorenflo, I.M. Sokolov, V.Yu. Gonchar, Distributed order time fractional diffusion equation, Frac. Calc. Appl. Anal. 6 (3) (2003) 259279; I.M. Sokolov, A.V. Checkin, J. Klafter, Distributed-order fractional kinetics, Acta. Phys. Pol. B 35 (2004) 1323.] for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. In this letter we give the solution of the modified equation on an infinite domain. In contrast to the solution of the traditional fractional diffusion equation, the solution of the modified equation requires an infinite series of Fox functions instead of a single Fox function.

Semi-Analytic Reconstruction of Flux in Finite Volume Formulations

NASA Technical Reports Server (NTRS)

Gnoffo, Peter A.

2006-01-01

Semi-analytic reconstruction uses the analytic solution to a second-order, steady, ordinary differential equation (ODE) to simultaneously evaluate the convective and diffusive flux at all interfaces of a finite volume formulation. The second-order ODE is itself a linearized approximation to the governing first- and second- order partial differential equation conservation laws. Thus, semi-analytic reconstruction defines a family of formulations for finite volume interface fluxes using analytic solutions to approximating equations. Limiters are not applied in a conventional sense; rather, diffusivity is adjusted in the vicinity of changes in sign of eigenvalues in order to achieve a sufficiently small cell Reynolds number in the analytic formulation across critical points. Several approaches for application of semi-analytic reconstruction for the solution of one-dimensional scalar equations are introduced. Results are compared with exact analytic solutions to Burger s Equation as well as a conventional, upwind discretization using Roe s method. One approach, the end-point wave speed (EPWS) approximation, is further developed for more complex applications. One-dimensional vector equations are tested on a quasi one-dimensional nozzle application. The EPWS algorithm has a more compact difference stencil than Roe s algorithm but reconstruction time is approximately a factor of four larger than for Roe. Though both are second-order accurate schemes, Roe s method approaches a grid converged solution with fewer grid points. Reconstruction of flux in the context of multi-dimensional, vector conservation laws including effects of thermochemical nonequilibrium in the Navier-Stokes equations is developed.

An Attempt to Derive the epsilon Equation from a Two-Point Closure

NASA Technical Reports Server (NTRS)

Canuto, V. M.; Cheng, Y.; Howard, A. M.

2010-01-01

The goal of this paper is to derive the equation for the turbulence dissipation rate epsilon for a shear-driven flow. In 1961, Davydov used a one-point closure model to derive the epsilon equation from first principles but the final result contained undetermined terms and thus lacked predictive power. Both in 1987 and in 2001, attempts were made to derive the epsilon equation from first principles using a two-point closure, but their methods relied on a phenomenological assumption. The standard practice has thus been to employ a heuristic form of the equation that contains three empirical ingredients: two constants, c(sub 1 epsilon), and c(sub 2 epsilon), and a diffusion term D(sub epsilon) In this work, a two-point closure is employed, yielding the following results: 1) the empirical constants get replaced by c(sub 1), c(sub 2), which are now functions of Kappa and epsilon; 2) c(sub 1) and c(sub 2) are not independent because a general relation between the two that are valid for any Kappa and epsilon are derived; 3) c(sub 1), c(sub 2) become constant with values close to the empirical values c(sub 1 epsilon), c(sub epsilon 2), (i.e., homogenous flows); and 4) the empirical form of the diffusion term D(sub epsilon) is no longer needed because it gets substituted by the Kappa-epsilon dependence of c(sub 1), c(sub 2), which plays the role of the diffusion, together with the diffusion of the turbulent kinetic energy D(sub Kappa), which now enters the new equation (i.e., inhomogeneous flows). Thus, the three empirical ingredients c(sub 1 epsilon), c(sub epsilon 2), D (sub epsilon)are replaced by a single function c(sub 1)(Kappa, epsilon ) or c(sub 2)(Kappa, epsilon ), plus a D(sub Kappa)term. Three tests of the new equation for epsilon are presented: one concerning channel flow and two concerning the shear-driven planetary boundary layer (PBL).

Numerical investigations of passive scalar transport in Taylor-Couette flows: Counter-rotation effect

NASA Astrophysics Data System (ADS)

Ouazib, Nabila; Salhi, Yacine; Si-Ahmed, El-Khider; Legrand, Jack; Degrez, G.

2017-07-01

Numerical methods for solving convection-diffusion-reaction (CDR) scalar transport equation in three-dimensional flow are used in the present investigation. The flow is confined between two concentric cylinders both the inner cylinder and the outer one are allowed to rotate. Direct numerical simulations (DNS) have been achieved to study the effects of the gravitational and the centrifugal potentials on the stability of incompressible Taylor-Couette flow. The Navier-Stokes equations and the uncoupled convection-diffusion-reaction equation are solved using a spectral development in one direction combined together with a finite element discretization in the two remaining directions. The complexity of the patterns is highlighted. Since, it increases as the rotation rates of the cylinders increase. In addition, the effect of the counter-rotation of the cylinders on the mass transfer is pointed out.

Asymptotic analysis of the local potential approximation to the Wetterich equation

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Sarkar, Sarben

2018-06-01

This paper reports a study of the nonlinear partial differential equation that arises in the local potential approximation to the Wetterich formulation of the functional renormalization group equation. A cut-off-dependent shift of the potential in this partial differential equation is performed. This shift allows a perturbative asymptotic treatment of the differential equation for large values of the infrared cut-off. To leading order in perturbation theory the differential equation becomes a heat equation, where the sign of the diffusion constant changes as the space-time dimension D passes through 2. When D  <  2, one obtains a forward heat equation whose initial-value problem is well-posed. However, for D  >  2 one obtains a backward heat equation whose initial-value problem is ill-posed. For the special case D  =  1 the asymptotic series for cubic and quartic models is extrapolated to the small infrared-cut-off limit by using Padé techniques. The effective potential thus obtained from the partial differential equation is then used in a Schrödinger-equation setting to study the stability of the ground state. For cubic potentials it is found that this Padé procedure distinguishes between a -symmetric theory and a conventional Hermitian theory (g real). For an theory the effective potential is nonsingular and has a stable ground state but for a conventional theory the effective potential is singular. For a conventional Hermitian theory and a -symmetric theory (g  >  0) the results are similar; the effective potentials in both cases are nonsingular and possess stable ground states.

Correlation Structure of Fractional Pearson Diffusions.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-09-01

The stochastic solution to a diffusion equations with polynomial coefficients is called a Pearson diffusion. If the first time derivative is replaced by a Caputo fractional derivative of order less than one, the stochastic solution is called a fractional Pearson diffusion. This paper develops an explicit formula for the covariance function of a fractional Pearson diffusion in steady state, in terms of Mittag-Leffler functions. That formula shows that fractional Pearson diffusions are long range dependent, with a correlation that falls off like a power law, whose exponent equals the order of the fractional derivative.

On the modeling of the bottom particles segregation with non-linear diffusion equations: application to the marine sand ripples

NASA Astrophysics Data System (ADS)

Tiguercha, Djlalli; Bennis, Anne-claire; Ezersky, Alexander

2015-04-01

The elliptical motion in surface waves causes an oscillating motion of the sand grains leading to the formation of ripple patterns on the bottom. Investigation how the grains with different properties are distributed inside the ripples is a difficult task because of the segration of particle. The work of Fernandez et al. (2003) was extended from one-dimensional to two-dimensional case. A new numerical model, based on these non-linear diffusion equations, was developed to simulate the grain distribution inside the marine sand ripples. The one and two-dimensional models are validated on several test cases where segregation appears. Starting from an homogeneous mixture of grains, the two-dimensional simulations demonstrate different segregation patterns: a) formation of zones with high concentration of light and heavy particles, b) formation of «cat's eye» patterns, c) appearance of inverse Brazil nut effect. Comparisons of numerical results with the new set of field data and wave flume experiments show that the two-dimensional non-linear diffusion equations allow us to reproduce qualitatively experimental results on particles segregation.

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.

Spatial pattern dynamics due to the fitness gradient flux in evolutionary games.

PubMed

deForest, Russ; Belmonte, Andrew

2013-06-01

We introduce a nondiffusive spatial coupling term into the replicator equation of evolutionary game theory. The spatial flux is based on motion due to local gradients in the relative fitness of each strategy, providing a game-dependent alternative to diffusive coupling. We study numerically the development of patterns in one dimension (1D) for two-strategy games including the coordination game and the prisoner's dilemma, and in two dimensions (2D) for the rock-paper-scissors game. In 1D we observe modified traveling wave solutions in the presence of diffusion, and asymptotic attracting states under a frozen-strategy assumption without diffusion. In 2D we observe spiral formation and breakup in the frozen-strategy rock-paper-scissors game without diffusion. A change of variables appropriate to replicator dynamics is shown to correctly capture the 1D asymptotic steady state via a nonlinear diffusion equation.

The effects of the Asselin time filter on numerical solutions to the linearized shallow-water wave equations

NASA Technical Reports Server (NTRS)

Schlesinger, R. E.; Johnson, D. R.; Uccellini, L. W.

1983-01-01

In the present investigation, a one-dimensional linearized analysis is used to determine the effect of Asselin's (1972) time filter on both the computational stability and phase error of numerical solutions for the shallow water wave equations, in cases with diffusion but without rotation. An attempt has been made to establish the approximate optimal values of the filtering parameter nu for each of the 'lagged', Dufort-Frankel, and Crank-Nicholson diffusion schemes, suppressing the computational wave mode without materially altering the physical wave mode. It is determined that in the presence of diffusion, the optimum filter length depends on whether waves are undergoing significant propagation. When moderate propagation is present, with or without diffusion, the Asselin filter has little effect on the spatial phase lag of the physical mode for the leapfrog advection scheme of the three diffusion schemes considered.

Spatial pattern dynamics due to the fitness gradient flux in evolutionary games

NASA Astrophysics Data System (ADS)

deForest, Russ; Belmonte, Andrew

2013-06-01

We introduce a nondiffusive spatial coupling term into the replicator equation of evolutionary game theory. The spatial flux is based on motion due to local gradients in the relative fitness of each strategy, providing a game-dependent alternative to diffusive coupling. We study numerically the development of patterns in one dimension (1D) for two-strategy games including the coordination game and the prisoner's dilemma, and in two dimensions (2D) for the rock-paper-scissors game. In 1D we observe modified traveling wave solutions in the presence of diffusion, and asymptotic attracting states under a frozen-strategy assumption without diffusion. In 2D we observe spiral formation and breakup in the frozen-strategy rock-paper-scissors game without diffusion. A change of variables appropriate to replicator dynamics is shown to correctly capture the 1D asymptotic steady state via a nonlinear diffusion equation.

Numberical Solution to Transient Heat Flow Problems

ERIC Educational Resources Information Center

Kobiske, Ronald A.; Hock, Jeffrey L.

1973-01-01

Discusses the reduction of the one- and three-dimensional diffusion equation to the difference equation and its stability, convergence, and heat-flow applications under different boundary conditions. Indicates the usefulness of this presentation for beginning students of physics and engineering as well as college teachers. (CC)

Diffusion Coefficients from Molecular Dynamics Simulations in Binary and Ternary Mixtures

NASA Astrophysics Data System (ADS)

Liu, Xin; Schnell, Sondre K.; Simon, Jean-Marc; Krüger, Peter; Bedeaux, Dick; Kjelstrup, Signe; Bardow, André; Vlugt, Thijs J. H.

2013-07-01

Multicomponent diffusion in liquids is ubiquitous in (bio)chemical processes. It has gained considerable and increasing interest as it is often the rate limiting step in a process. In this paper, we review methods for calculating diffusion coefficients from molecular simulation and predictive engineering models. The main achievements of our research during the past years can be summarized as follows: (1) we introduced a consistent method for computing Fick diffusion coefficients using equilibrium molecular dynamics simulations; (2) we developed a multicomponent Darken equation for the description of the concentration dependence of Maxwell-Stefan diffusivities. In the case of infinite dilution, the multicomponent Darken equation provides an expression for [InlineEquation not available: see fulltext.] which can be used to parametrize the generalized Vignes equation; and (3) a predictive model for self-diffusivities was proposed for the parametrization of the multicomponent Darken equation. This equation accurately describes the concentration dependence of self-diffusivities in weakly associating systems. With these methods, a sound framework for the prediction of mutual diffusion in liquids is achieved.

Systematic derivation of reaction-diffusion equations with distributed delays and relations to fractional reaction-diffusion equations and hyperbolic transport equations: application to the theory of Neolithic transition.

PubMed

Vlad, Marcel Ovidiu; Ross, John

2002-12-01

We introduce a general method for the systematic derivation of nonlinear reaction-diffusion equations with distributed delays. We study the interactions among different types of moving individuals (atoms, molecules, quasiparticles, biological organisms, etc). The motion of each species is described by the continuous time random walk theory, analyzed in the literature for transport problems, whereas the interactions among the species are described by a set of transformation rates, which are nonlinear functions of the local concentrations of the different types of individuals. We use the time interval between two jumps (the transition time) as an additional state variable and obtain a set of evolution equations, which are local in time. In order to make a connection with the transport models used in the literature, we make transformations which eliminate the transition time and derive a set of nonlocal equations which are nonlinear generalizations of the so-called generalized master equations. The method leads under different specified conditions to various types of nonlocal transport equations including a nonlinear generalization of fractional diffusion equations, hyperbolic reaction-diffusion equations, and delay-differential reaction-diffusion equations. Thus in the analysis of a given problem we can fit to the data the type of reaction-diffusion equation and the corresponding physical and kinetic parameters. The method is illustrated, as a test case, by the study of the neolithic transition. We introduce a set of assumptions which makes it possible to describe the transition from hunting and gathering to agriculture economics by a differential delay reaction-diffusion equation for the population density. We derive a delay evolution equation for the rate of advance of agriculture, which illustrates an application of our analysis.

Interface- and discontinuity-aware numerical schemes for plasma 3-T radiation diffusion in two and three dimensions

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

Dai, William W., E-mail: dai@lanl.gov; Scannapieco, Anthony J.

2015-11-01

A set of numerical schemes is developed for two- and three-dimensional time-dependent 3-T radiation diffusion equations in systems involving multi-materials. To resolve sub-cell structure, interface reconstruction is implemented within any cell that has more than one material. Therefore, the system of 3-T radiation diffusion equations is solved on two- and three-dimensional polyhedral meshes. The focus of the development is on the fully coupling between radiation and material, the treatment of nonlinearity in the equations, i.e., in the diffusion terms and source terms, treatment of the discontinuity across cell interfaces in material properties, the formulations for both transient and steady states,more » the property for large time steps, and second order accuracy in both space and time. The discontinuity of material properties between different materials is correctly treated based on the governing physics principle for general polyhedral meshes and full nonlinearity. The treatment is exact for arbitrarily strong discontinuity. The scheme is fully nonlinear for the full nonlinearity in the 3-T diffusion equations. Three temperatures are fully coupled and are updated simultaneously. The scheme is general in two and three dimensions on general polyhedral meshes. The features of the scheme are demonstrated through numerical examples for transient problems and steady states. The effects of some simplifications of numerical schemes are also shown through numerical examples, such as linearization, simple average of diffusion coefficient, and approximate treatment for the coupling between radiation and material.« less

A numerical solution for the diffusion equation in hydrogeologic systems

USGS Publications Warehouse

Ishii, A.L.; Healy, R.W.; Striegl, Robert G.

1989-01-01

The documentation of a computer code for the numerical solution of the linear diffusion equation in one or two dimensions in Cartesian or cylindrical coordinates is presented. Applications of the program include molecular diffusion, heat conduction, and fluid flow in confined systems. The flow media may be anisotropic and heterogeneous. The model is formulated by replacing the continuous linear diffusion equation by discrete finite-difference approximations at each node in a block-centered grid. The resulting matrix equation is solved by the method of preconditioned conjugate gradients. The conjugate gradient method does not require the estimation of iteration parameters and is guaranteed convergent in the absence of rounding error. The matrixes are preconditioned to decrease the steps to convergence. The model allows the specification of any number of boundary conditions for any number of stress periods, and the output of a summary table for selected nodes showing flux and the concentration of the flux quantity for each time step. The model is written in a modular format for ease of modification. The model was verified by comparison of numerical and analytical solutions for cases of molecular diffusion, two-dimensional heat transfer, and axisymmetric radial saturated fluid flow. Application of the model to a hypothetical two-dimensional field situation of gas diffusion in the unsaturated zone is demonstrated. The input and output files are included as a check on program installation. The definition of variables, input requirements, flow chart, and program listing are included in the attachments. (USGS)

Real time visualization of quantum walk

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

Miyazaki, Akihide; Hamada, Shinji; Sekino, Hideo

2014-02-20

Time evolution of quantum particles like electrons is described by time-dependent Schrödinger equation (TDSE). The TDSE is regarded as the diffusion equation of electrons with imaginary diffusion coefficients. And the TDSE is solved by quantum walk (QW) which is regarded as a quantum version of a classical random walk. The diffusion equation is solved in discretized space/time as in the case of classical random walk with additional unitary transformation of internal degree of freedom typical for quantum particles. We call the QW for solution of the TDSE a Schrödinger walk (SW). For observation of one quantum particle evolution under amore » given potential in atto-second scale, we attempt a successive computation and visualization of the SW. Using Pure Data programming, we observe the correct behavior of a probability distribution under the given potential in real time for observers of atto-second scale.« less

Effective electrodiffusion equation for non-uniform nanochannels.

PubMed

Marini Bettolo Marconi, Umberto; Melchionna, Simone; Pagonabarraga, Ignacio

2013-06-28

We derive a one-dimensional formulation of the Planck-Nernst-Poisson equation to describe the dynamics of a symmetric binary electrolyte in channels whose section is nanometric and varies along the axial direction. The approach is in the spirit of the Fick-Jacobs diffusion equation and leads to a system of coupled equations for the partial densities which depends on the charge sitting at the walls in a non-trivial fashion. We consider two kinds of non-uniformities, those due to the spatial variation of charge distribution and those due to the shape variation of the pore and report one- and three-dimensional solutions of the electrokinetic equations.

The role of fractional time-derivative operators on anomalous diffusion

NASA Astrophysics Data System (ADS)

Tateishi, Angel A.; Ribeiro, Haroldo V.; Lenzi, Ervin K.

2017-10-01

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties. Recently, researchers have proposed different fractional-time operators (namely: the Caputo-Fabrizio and Atangana-Baleanu) which, differently from the well-known Riemann-Liouville operator, are defined by non-singular memory kernels. Here we proposed to use these new operators to generalize the usual diffusion equation. By analyzing the corresponding fractional diffusion equations within the continuous time random walk framework, we obtained waiting time distributions characterized by exponential, stretched exponential, and power-law functions, as well as a crossover between two behaviors. For the mean square displacement, we found crossovers between usual and confined diffusion, and between usual and sub-diffusion. We obtained the exact expressions for the probability distributions, where non-Gaussian and stationary distributions emerged. This former feature is remarkable because the fractional diffusion equation is solved without external forces and subjected to the free diffusion boundary conditions. We have further shown that these new fractional diffusion equations are related to diffusive processes with stochastic resetting, and to fractional diffusion equations with derivatives of distributed order. Thus, our results suggest that these new operators may be a simple and efficient way for incorporating different structural aspects into the system, opening new possibilities for modeling and investigating anomalous diffusive processes.

Instability of turing patterns in reaction-diffusion-ODE systems.

PubMed

Marciniak-Czochra, Anna; Karch, Grzegorz; Suzuki, Kanako

2017-02-01

The aim of this paper is to contribute to the understanding of the pattern formation phenomenon in reaction-diffusion equations coupled with ordinary differential equations. Such systems of equations arise, for example, from modeling of interactions between cellular processes such as cell growth, differentiation or transformation and diffusing signaling factors. We focus on stability analysis of solutions of a prototype model consisting of a single reaction-diffusion equation coupled to an ordinary differential equation. We show that such systems are very different from classical reaction-diffusion models. They exhibit diffusion-driven instability (turing instability) under a condition of autocatalysis of non-diffusing component. However, the same mechanism which destabilizes constant solutions of such models, destabilizes also all continuous spatially heterogeneous stationary solutions, and consequently, there exist no stable Turing patterns in such reaction-diffusion-ODE systems. We provide a rigorous result on the nonlinear instability, which involves the analysis of a continuous spectrum of a linear operator induced by the lack of diffusion in the destabilizing equation. These results are extended to discontinuous patterns for a class of nonlinearities.

Spreading speeds for a two-species competition-diffusion system

NASA Astrophysics Data System (ADS)

Carrère, Cécile

2018-02-01

In this paper, spreading properties of a competition-diffusion system of two equations are studied. This system models the invasion of an empty favorable habitat, by two competing species, each obeying a logistic growth equation, such that any coexistence state is unstable. If the two species are initially absent from the right half-line x > 0, and the slowest one dominates the fastest one on x < 0, then the latter will invade the right space at its Fisher-KPP speed, and will be replaced by or will invade the former, depending on the parameters, at a slower speed. Thus, the system forms a propagating terrace, linking an unstable state to two consecutive stable states.

Numerical simulation of double‐diffusive finger convection

USGS Publications Warehouse

Hughes, Joseph D.; Sanford, Ward E.; Vacher, H. Leonard

2005-01-01

A hybrid finite element, integrated finite difference numerical model is developed for the simulation of double‐diffusive and multicomponent flow in two and three dimensions. The model is based on a multidimensional, density‐dependent, saturated‐unsaturated transport model (SUTRA), which uses one governing equation for fluid flow and another for solute transport. The solute‐transport equation is applied sequentially to each simulated species. Density coupling of the flow and solute‐transport equations is accounted for and handled using a sequential implicit Picard iterative scheme. High‐resolution data from a double‐diffusive Hele‐Shaw experiment, initially in a density‐stable configuration, is used to verify the numerical model. The temporal and spatial evolution of simulated double‐diffusive convection is in good agreement with experimental results. Numerical results are very sensitive to discretization and correspond closest to experimental results when element sizes adequately define the spatial resolution of observed fingering. Numerical results also indicate that differences in the molecular diffusivity of sodium chloride and the dye used to visualize experimental sodium chloride concentrations are significant and cause inaccurate mapping of sodium chloride concentrations by the dye, especially at late times. As a result of reduced diffusion, simulated dye fingers are better defined than simulated sodium chloride fingers and exhibit more vertical mass transfer.

Subdiffusion in Membrane Permeation of Small Molecules.

PubMed

Chipot, Christophe; Comer, Jeffrey

2016-11-02

Within the solubility-diffusion model of passive membrane permeation of small molecules, translocation of the permeant across the biological membrane is traditionally assumed to obey the Smoluchowski diffusion equation, which is germane for classical diffusion on an inhomogeneous free-energy and diffusivity landscape. This equation, however, cannot accommodate subdiffusive regimes, which have long been recognized in lipid bilayer dynamics, notably in the lateral diffusion of individual lipids. Through extensive biased and unbiased molecular dynamics simulations, we show that one-dimensional translocation of methanol across a pure lipid membrane remains subdiffusive on timescales approaching typical permeation times. Analysis of permeant motion within the lipid bilayer reveals that, in the absence of a net force, the mean squared displacement depends on time as t 0.7 , in stark contrast with the conventional model, which assumes a strictly linear dependence. We further show that an alternate model using a fractional-derivative generalization of the Smoluchowski equation provides a rigorous framework for describing the motion of the permeant molecule on the pico- to nanosecond timescale. The observed subdiffusive behavior appears to emerge from a crossover between small-scale rattling of the permeant around its present position in the membrane and larger-scale displacements precipitated by the formation of transient voids.

Background-Error Correlation Model Based on the Implicit Solution of a Diffusion Equation

DTIC Science & Technology

2010-01-01

1 Background- Error Correlation Model Based on the Implicit Solution of a Diffusion Equation Matthew J. Carrier* and Hans Ngodock...4. TITLE AND SUBTITLE Background- Error Correlation Model Based on the Implicit Solution of a Diffusion Equation 5a. CONTRACT NUMBER 5b. GRANT...2001), which sought to model error correlations based on the explicit solution of a generalized diffusion equation. The implicit solution is

Incorporating convection into one-dimensional solute redistribution during crystal growth from the melt I. The steady-state solution

NASA Astrophysics Data System (ADS)

Yen, C. T.; Tiller, W. A.

1992-03-01

A one-dimensional mathematical analysis is made of the redistribution of solute which occurs during crystal growth from a convected melt. In this analysis, the important contribution from lateral melt convection to one-dimensional solute redistribution analysis is taken into consideration via an annihilation/creation term in the one-dimensional solute transport equation. Calculations of solute redistribution under steady-state conditions have been carried out analytically. It is found that this new solute redistribution model overcomes several weaknesses that occur when applying the Burton, Prim and Slichter solute segregation equation (1953) in real melt growth situations. It is also found that, with this correction, the diffusion coefficients for solute's in liquid silicon are now found to be in the same range as other liquid metal diffusion coefficients.

Transport mechanisms of contaminants released from fine sediment in rivers

NASA Astrophysics Data System (ADS)

Cheng, Pengda; Zhu, Hongwei; Zhong, Baochang; Wang, Daozeng

2015-12-01

Contaminants released from sediment into rivers are one of the main problems to study in environmental hydrodynamics. For contaminants released into the overlying water under different hydrodynamic conditions, the mechanical mechanisms involved can be roughly divided into convective diffusion, molecular diffusion, and adsorption/desorption. Because of the obvious environmental influence of fine sediment (D_{90}= 0.06 mm), non-cohesive fine sediment, and cohesive fine sediment are researched in this paper, and phosphorus is chosen for a typical adsorption of a contaminant. Through theoretical analysis of the contaminant release process, according to different hydraulic conditions, the contaminant release coupling mathematical model can be established by the N-S equation, the Darcy equation, the solute transport equation, and the adsorption/desorption equation. Then, the experiments are completed in an open water flume. The simulation results and experimental results show that convective diffusion dominates the contaminant release both in non-cohesive and cohesive fine sediment after their suspension, and that they contribute more than 90 % of the total release. Molecular diffusion and desorption have more of a contribution for contaminant release from unsuspended sediment. In unsuspension sediment, convective diffusion is about 10-50 times larger than molecular diffusion during the initial stages under high velocity; it is close to molecular diffusion in the later stages. Convective diffusion is about 6 times larger than molecular diffusion during the initial stages under low velocity, it is about a quarter of molecular diffusion in later stages, and has a similar level with desorption/adsorption. In unsuspended sediment, a seepage boundary layer exists below the water-sediment interface, and various release mechanisms in that layer mostly dominate the contaminant release process. In non-cohesive fine sediment, the depth of that layer increases linearly with shear stress. In cohesive fine sediment, the range seepage boundary is different from that in non-cohesive sediment, and that phenomenon is more obvious under a lower shear stress.

Multiple-scattering coefficients and absorption controlled diffusive processes

NASA Astrophysics Data System (ADS)

Godoy, Salvador; García-Colín, L. S.; Micenmacher, Victor

1999-11-01

Multiple-scattering transmission and reflection coefficients (T,R) are introduced in addition to the diffusion coefficient D for the description of ballistic diffusion in the presence of absorption. For 1D (one-dimensional) systems, the measurement of only one between T and D imposes restrictions on the possible values of the other. If D is measured, then T is bounded between the Landauer and Lambert-Beer equations. Measurements of both (T,D) imply the theoretical knowledge of the microscopic absorption Σa and scattering rΣs cross sections.

Simulations of surface winds at the Viking Lander sites using a one-level model

NASA Technical Reports Server (NTRS)

Bridger, Alison F. C.; Haberle, Robert M.

1992-01-01

The one-level model developed by Mass and Dempsey for use in predicting surface flows in regions of complex terrain was adapted to simulate surface flows at the Viking lander sites on Mars. In the one-level model, prediction equations for surface winds and temperatures are formulated and solved. Surface temperatures change with time in response to diabatic heating, horizontal advection, adiabatic heating and cooling effects, and horizontal diffusion. Surface winds can change in response to horizontal advection, pressure gradient forces, Coriolis forces, surface drag, and horizontal diffusion. Surface pressures are determined by integration of the hydrostatic equation from the surface to some reference level. The model has successfully simulated surface flows under a variety of conditions in complex-terrain regions on Earth.

Bidirectional plant canopy reflection models derived from the radiation transfer equation

NASA Technical Reports Server (NTRS)

Beeth, D. R.

1975-01-01

A collection of bidirectional canopy reflection models was obtained from the solution of the radiation transfer equation for a horizontally homogeneous canopy. A phase function is derived for a collection of bidirectionally reflecting and transmitting planar elements characterized geometrically by slope and azimuth density functions. Two approaches to solving the radiation transfer equation for the canopy are presented. One approach factors the radiation transfer equation into a solvable set of three first-order linear differential equations by assuming that the radiation field within the canopy can be initially approximated by three components: uniformly diffuse downwelling, uniformly diffuse upwelling, and attenuated specular. The solution to these equations, which can be iterated to any degree of accuracy, was used to obtain overall canopy reflection from the formal solution to the radiation transfer equation. A programable solution to canopy overall bidirectional reflection is given for this approach. The special example of Lambertian leaves with constant leaf bidirectional reflection and scattering functions is considered, and a programmable solution for this example is given. The other approach to solving the radiation transfer equation, a generalized Chandrasekhar technique, is presented in the appendix.

Valuing options in shot noise market

NASA Astrophysics Data System (ADS)

Laskin, Nick

2018-07-01

A new exactly solvable option pricing model has been introduced and elaborated. It is assumed that a stock price follows a Geometric shot noise process. An arbitrage-free integro-differential option pricing equation has been obtained and solved. The new Greeks have been analytically calculated. It has been shown that in diffusion approximation the developed option pricing model incorporates the well-known Black-Scholes equation and its solution. The stochastic dynamic origin of the Black-Scholes volatility has been uncovered. To model the observed market stock price patterns consisting of high frequency small magnitude and low frequency large magnitude jumps, the superposition of two Geometric shot noises has been implemented. A new generalized option pricing equation has been obtained and its exact solution was found. Merton's jump-diffusion formula for option price was recovered in diffusion approximation. Despite the non-Gaussian nature of probability distributions involved, the new option pricing model has the same degree of analytical tractability as the Black-Scholes model and the Merton jump-diffusion model. This attractive feature allows one to derive exact formulas to value options and option related instruments in the market with jump-like price patterns.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise

NASA Astrophysics Data System (ADS)

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ -stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α . We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ -stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise.

PubMed

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ-stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α. We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ-stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

Diffusion of Charged Species in Liquids

NASA Astrophysics Data System (ADS)

Del Río, J. A.; Whitaker, S.

2016-11-01

In this study the laws of mechanics for multi-component systems are used to develop a theory for the diffusion of ions in the presence of an electrostatic field. The analysis begins with the governing equation for the species velocity and it leads to the governing equation for the species diffusion velocity. Simplification of this latter result provides a momentum equation containing three dominant forces: (a) the gradient of the partial pressure, (b) the electrostatic force, and (c) the diffusive drag force that is a central feature of the Maxwell-Stefan equations. For ideal gas mixtures we derive the classic Nernst-Planck equation. For liquid-phase diffusion we encounter a situation in which the Nernst-Planck contribution to diffusion differs by several orders of magnitude from that obtained for ideal gases.

Diffusion of Charged Species in Liquids.

PubMed

Del Río, J A; Whitaker, S

2016-11-04

In this study the laws of mechanics for multi-component systems are used to develop a theory for the diffusion of ions in the presence of an electrostatic field. The analysis begins with the governing equation for the species velocity and it leads to the governing equation for the species diffusion velocity. Simplification of this latter result provides a momentum equation containing three dominant forces: (a) the gradient of the partial pressure, (b) the electrostatic force, and (c) the diffusive drag force that is a central feature of the Maxwell-Stefan equations. For ideal gas mixtures we derive the classic Nernst-Planck equation. For liquid-phase diffusion we encounter a situation in which the Nernst-Planck contribution to diffusion differs by several orders of magnitude from that obtained for ideal gases.

Diffusion of Charged Species in Liquids

PubMed Central

del Río, J. A.; Whitaker, S.

2016-01-01

In this study the laws of mechanics for multi-component systems are used to develop a theory for the diffusion of ions in the presence of an electrostatic field. The analysis begins with the governing equation for the species velocity and it leads to the governing equation for the species diffusion velocity. Simplification of this latter result provides a momentum equation containing three dominant forces: (a) the gradient of the partial pressure, (b) the electrostatic force, and (c) the diffusive drag force that is a central feature of the Maxwell-Stefan equations. For ideal gas mixtures we derive the classic Nernst-Planck equation. For liquid-phase diffusion we encounter a situation in which the Nernst-Planck contribution to diffusion differs by several orders of magnitude from that obtained for ideal gases. PMID:27811959

Diffusion of new medication across different income groups under a universal health insurance program: an example involving newly enlisted nonsteroidal anti-inflammatory drugs for elderly osteoarthritis patients.

PubMed

Wang, Pen-Jen; Chou, Yiing-Jenq; Lee, Cheng-Hua; Pu, Christy

2010-10-01

The aim of this research was to determine whether socioeconomic status, as measured by income level, impacts on the diffusion to patients of newly reimbursed nonsteroidal anti-inflammatory drugs (NSAIDs) under the National Health Insurance program in Taiwan. We used income tax records to identify the income levels of 324 male and 551 female randomly sampled osteoarthritis patients aged over 60 years in 2000. The study period was 2 years (t (1) = April 2001-March 2002 and t (2) = April 2002-March 2003). Generalized estimating equation models were used to analyze the impact of income level on being prescribed one of the newly reimbursed NSAIDs. The impact of income level on being treated with the new drug was positive and significant for females (OR = 2.11, p < 0.01) but not for males. The interaction term between income groups and the time trend was insignificant. Other factors associated with being treated with the new drug include age, habit of health-care utilization, and residential characteristics. Diffusion of new drugs still depends on income level despite the presence of a universal national health insurance system in Taiwan.

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

PubMed Central

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

2017-01-01

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

Study on monostable and bistable reaction-diffusion equations by iteration of travelling wave maps

NASA Astrophysics Data System (ADS)

Yi, Taishan; Chen, Yuming

2017-12-01

In this paper, based on the iterative properties of travelling wave maps, we develop a new method to obtain spreading speeds and asymptotic propagation for monostable and bistable reaction-diffusion equations. Precisely, for Dirichlet problems of monostable reaction-diffusion equations on the half line, by making links between travelling wave maps and integral operators associated with the Dirichlet diffusion kernel (the latter is NOT invariant under translation), we obtain some iteration properties of the Dirichlet diffusion and some a priori estimates on nontrivial solutions of Dirichlet problems under travelling wave transformation. We then provide the asymptotic behavior of nontrivial solutions in the space-time region for Dirichlet problems. These enable us to develop a unified method to obtain results on heterogeneous steady states, travelling waves, spreading speeds, and asymptotic spreading behavior for Dirichlet problem of monostable reaction-diffusion equations on R+ as well as of monostable/bistable reaction-diffusion equations on R.

Computing diffusivities from particle models out of equilibrium

NASA Astrophysics Data System (ADS)

Embacher, Peter; Dirr, Nicolas; Zimmer, Johannes; Reina, Celia

2018-04-01

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have Gaussian fluctuations but it is otherwise allowed to undergo arbitrary out-of-equilibrium evolutions. This could be potentially relevant for particle data obtained from experimental applications. The key idea underlying the method is that finite, yet large, particle systems formally obey stochastic partial differential equations of gradient flow type satisfying a fluctuation-dissipation relation. The strategy is here applied to three classic particle models, namely independent random walkers, a zero-range process and a symmetric simple exclusion process in one space dimension, to allow the comparison with analytic solutions.

Controlled Release Drug Delivery via Polymeric Microspheres: A Neat Application of the Spherical Diffusion Equation

ERIC Educational Resources Information Center

Ormerod, C. S.; Nelson, M.

2017-01-01

Various applied mathematics undergraduate skills are demonstrated via an adaptation of Crank's axisymmetric spherical diffusion model. By the introduction of a one-parameter Heaviside initial condition, the pharmaceutically problematic initial mass flux is attenuated. Quantities germane to the pharmaceutical industry are examined and the model is…

Macroscopic Modeling of a One-Dimensional Electrochemical Cell using the Poisson-Nernst-Planck Equations

NASA Astrophysics Data System (ADS)

Yan, David

This thesis presents the one-dimensional equations, numerical method and simulations of a model to characterize the dynamical operation of an electrochemical cell. This model extends the current state-of-the art in that it accounts, in a primitive way, for the physics of the electrolyte/electrode interface and incorporates diffuse-charge dynamics, temperature coupling, surface coverage, and polarization phenomena. The one-dimensional equations account for a system with one or two mobile ions of opposite charge, and the electrode reaction we consider (when one is needed) is a one-electron electrodeposition reaction. Though the modeled system is far from representing a realistic electrochemical device, our results show a range of dynamics and behaviors which have not been observed previously, and explore the numerical challenges required when adding more complexity to a model. Furthermore, the basic transport equations (which are developed in three spatial dimensions) can in future accomodate the inclusion of additional physics, and coupling to more complex boundary conditions that incorporate two-dimensional surface phenomena and multi-rate reactions. In the model, the Poisson-Nernst-Planck equations are used to model diffusion and electromigration in an electrolyte, and the generalized Frumkin-Butler-Volmer equation is used to model reaction kinetics at electrodes. An energy balance equation is derived and coupled to the diffusion-migration equation. The model also includes dielectric polarization effects by introducing different values of the dielectric permittivity in different regions of the bulk, as well as accounting for surface coverage effects due to adsorption, and finite size "crowding", or steric effects. Advection effects are not modeled but could in future be incorporated. In order to solve the coupled PDE's, we use a variable step size second order scheme in time and finite differencing in space. Numerical tests are performed on a simplified system and the scheme's stability and convergence properties are discussed. While evaluating different methods for discretizing the coupled flux boundary condition, we discover a thresholding behaviour in the adaptive time stepper, and perform additional tests to investigate it. Finally, a method based on ghost points is chosen for its favorable numerical properties compared to the alternatives. With this method, we are able to run simulations with a large range of parameters, including any value of the nondimensionalized Debye length epsilon. The numerical code is first used to run simulations to explore the effects of polarization, surface coverage, and temperature. The code is also used to perform frequency sweeps of input signals in order to mimic impedance spectroscopy experiments. Finally, in Chapter 5, we use our model to apply ramped voltages to electrochemical systems, and show theoretical and simulated current-voltage curves for liquid and solid thin films, cells with blocking (polarized) electrodes, and electrolytes with background charge. Linear sweep and cyclic voltammetry techniques are important tools for electrochemists and have a variety of applications in engineering. Voltammetry has classically been treated with the Randles-Sevcik equation, which assumes an electroneutral supported electrolyte. No general theory of linear-sweep voltammetry is available, however, for unsupported electrolytes and for other situations where diffuse charge effects play a role. We show theoretical and simulated current-voltage curves for liquid and solid thin films, cells with blocking electrodes, and membranes with fixed background charge. The analysis focuses on the coupling of Faradaic reactions and diffuse charge dynamics, but capacitive charging of the double layers is also studied, for early time transients at reactive electrodes and for non-reactive blocking electrodes. The final chapter highlights the role of diffuse charge in the context of voltammetry, and illustrates which regimes can be approximated using simple analytical expressions and which require more careful consideration.

1D Resonance line Broadened Quasilinear (RBQ1D) code for fast ion Alfvenic relaxations and its validations

NASA Astrophysics Data System (ADS)

Gorelenkov, Nikolai; Duarte, Vinicius; Podesta, Mario

2017-10-01

The performance of the burning plasma can be limited by the requirements to confine the superalfvenic fusion products which are capable of resonating with the Alfvénic eigenmodes (AEs). The effect of AEs on fast ions is evaluated using the quasi-linear approach [Berk et al., Ph.Plasmas'96] generalized for this problem recently [Duarte et al., Ph.D.'17]. The generalization involves the resonance line broadened interaction regions with the diffusion coefficient prescribed to find the evolution of the velocity distribution function. The baseline eigenmode structures are found using the NOVA-K code perturbatively [Gorelenkov et al., Ph.Plasmas'99]. A RBQ1D code allowing the diffusion in radial direction is presented here. The wave particle interaction can be reduced to one-dimensional dynamics where for the Alfvénic modes typically the particle kinetic energy is nearly constant. Hence to a good approximation the Quasi-Linear (QL) diffusion equation only contains derivatives in the angular momentum. The diffusion equation is then one dimensional that is efficiently solved simultaneously for all particles with the equation for the evolution of the wave angular momentum. The RBQ1D is validated against recent DIIID results [Collins et al., PRL'16]. Supported by the US Department of Energy under DE-AC02-09CH11466.

SPIR: The potential spreaders involved SIR model for information diffusion in social networks

NASA Astrophysics Data System (ADS)

Rui, Xiaobin; Meng, Fanrong; Wang, Zhixiao; Yuan, Guan; Du, Changjiang

2018-09-01

The Susceptible-Infective-Removed (SIR) model is one of the most widely used models for the information diffusion research in social networks. Many researchers have devoted themselves to improving the classic SIR model in different aspects. However, on the one hand, the equations of these improved models are regarded as continuous functions, while the corresponding simulation experiments use discrete time, leading to the mismatch between numerical solutions got from mathematical method and experimental results obtained by simulating the spreading behaviour of each node. On the other hand, if the equations of these improved models are solved discretely, susceptible nodes will be calculated repeatedly, resulting in a big deviation from the actual value. In order to solve the above problem, this paper proposes a Susceptible-Potential-Infective-Removed (SPIR) model that analyses the diffusion process based on the discrete time according to simulation. Besides, this model also introduces a potential spreader set which solve the problem of repeated calculation effectively. To test the SPIR model, various experiments have been carried out from different angles on both artificial networks and real world networks. The Pearson correlation coefficient between numerical solutions of our SPIR equations and corresponding simulation results is mostly bigger than 0.95, which reveals that the proposed SPIR model is able to depict the information diffusion process with high accuracy.

Coupling of atom-by-atom calculations of extended defects with B kick-out equations: application to the simulation of boron ted

NASA Astrophysics Data System (ADS)

Lampin, E.; Cristiano, F.; Lamrani, Y.; Colombeau, B.

2004-02-01

We present simulations of B TED based on a complete calculation of the extended defect growth/shrinkage during annealing. The Si self-interstitial supersaturation calculated at the extended defect depth is coupled to the set of equations for the B kick-out diffusion through a generation/recombination term in the diffusion equation of the Si self-interstitials. The simulations are compared to the measurements performed on a Si wafer containing several B marker layers, where the amount of TED varies from one peak to the other. The good agreement obtained on this experiment is very promising for the application of these calculations to the case of ultra-shallow B + implants.

Prediction of stream volatilization coefficients

USGS Publications Warehouse

Rathbun, Ronald E.

1990-01-01

Equations are developed for predicting the liquid-film and gas-film reference-substance parameters for quantifying volatilization of organic solutes from streams. Molecular weight and molecular-diffusion coefficients of the solute are used as correlating parameters. Equations for predicting molecular-diffusion coefficients of organic solutes in water and air are developed, with molecular weight and molal volume as parameters. Mean absolute errors of prediction for diffusion coefficients in water are 9.97% for the molecular-weight equation, 6.45% for the molal-volume equation. The mean absolute error for the diffusion coefficient in air is 5.79% for the molal-volume equation. Molecular weight is not a satisfactory correlating parameter for diffusion in air because two equations are necessary to describe the values in the data set. The best predictive equation for the liquid-film reference-substance parameter has a mean absolute error of 5.74%, with molal volume as the correlating parameter. The best equation for the gas-film parameter has a mean absolute error of 7.80%, with molecular weight as the correlating parameter.

Causal Diffusion and the Survival of Charge Fluctuations

NASA Astrophysics Data System (ADS)

Abdel-Aziz, Mohamed; Gavin, Sean

2004-10-01

Diffusion may obliterate fluctuation signals of the QCD phase transition in nuclear collisions at SPS and RHIC energies. We propose a hyperbolic diffusion equation to study the dissipation of net charge fluctuations [1]. This equation is needed in a relativistic context, because the classic parabolic diffusion equation violates causality. We find that causality substantially limits the extent to which diffusion can dissipate these fluctuations. [1] M. Abdel-Aziz and S. Gavin, nucl-th/0404058

The novel implicit LU-SGS parallel iterative method based on the diffusion equation of a nuclear reactor on a GPU cluster

NASA Astrophysics Data System (ADS)

Zhang, Jilin; Sha, Chaoqun; Wu, Yusen; Wan, Jian; Zhou, Li; Ren, Yongjian; Si, Huayou; Yin, Yuyu; Jing, Ya

2017-02-01

GPU not only is used in the field of graphic technology but also has been widely used in areas needing a large number of numerical calculations. In the energy industry, because of low carbon, high energy density, high duration and other characteristics, the development of nuclear energy cannot easily be replaced by other energy sources. Management of core fuel is one of the major areas of concern in a nuclear power plant, and it is directly related to the economic benefits and cost of nuclear power. The large-scale reactor core expansion equation is large and complicated, so the calculation of the diffusion equation is crucial in the core fuel management process. In this paper, we use CUDA programming technology on a GPU cluster to run the LU-SGS parallel iterative calculation against the background of the diffusion equation of the reactor. We divide one-dimensional and two-dimensional mesh into a plurality of domains, with each domain evenly distributed on the GPU blocks. A parallel collision scheme is put forward that defines the virtual boundary of the grid exchange information and data transmission by non-stop collision. Compared with the serial program, the experiment shows that GPU greatly improves the efficiency of program execution and verifies that GPU is playing a much more important role in the field of numerical calculations.

On the transition from the Ginzburg-Landau equation to the extended Fisher-Kolmogorov equation

NASA Astrophysics Data System (ADS)

Rottschäfer, Vivi; Doelman, Arjen

1998-07-01

The Ginzburg-Landau (GL) equation ‘generically’ describes the behaviour of small perturbations of a marginally unstable basic state in systems on unbounded domains. In this paper we consider the transition from this generic situation to a degenerate (co-dimension 2) case in which the GL approach is no longer valid. Instead of studying a general underlying model problem, we consider a two-dimensional system of coupled reaction-diffusion equations in one spatial dimension. We show that near the degeneration the behaviour of small perturbations is governed by the extended Fisher-Kolmogorov (eFK) equation (at leading order). The relation between the GL-equation and the eFK-equation is quite subtle, but can be analysed in detail. The main goal of this paper is to study this relation, which we do asymptotically. The asymptotic analysis is compared to numerical simulations of the full reaction-diffusion system. As one approaches the co-dimension 2 point, we observe that the stable stationary periodic patterns predicted by the GL-equation evolve towards various different families of stable, stationary (but not necessarily periodic) so-called ‘multi-bump’ solutions. In the literature, these multi-bump patterns are shown to exist as solutions of the eFK-equation, but there is no proof of the asymptotic stability of these solutions. Our results suggest that these multi-bump patterns can also be asymptotically stable in large classes of model problems.

Analytical solutions of the one-dimensional advection-dispersion solute transport equation subject to time-dependent boundary conditions

USDA-ARS?s Scientific Manuscript database

Analytical solutions of the advection-dispersion solute transport equation remain useful for a large number of applications in science and engineering. In this paper we extend the Duhamel theorem, originally established for diffusion type problems, to the case of advective-dispersive transport subj...

Analysis of opposed jet hydrogen-air counter flow diffusion flame

NASA Technical Reports Server (NTRS)

Ho, Y. H.; Isaac, K. M.

1989-01-01

A computational simulation of the opposed-jet diffusion flame is performed to study its structure and extinction limits. The present analysis concentrates on the nitrogen-diluted hydrogen-air diffusion flame, which provides the basic information for many vehicle designs such as the aerospace plane for which hydrogen is a candidate as the fuel. The computer program uses the time-marching technique to solve the energy and species equations coupled with the momentum equation solved by the collocation method. The procedure is implemented in two stages. In the first stage, a one-step forward overal chemical reaction is chosen with the gas phase chemical reaction rate determined by comparison with experimental data. In the second stage, a complete chemical reaction mechanism is introduced with detailed thermodynamic and transport property calculations. Comparison between experimental extinction data and theoretical predictions is discussed. The effects of thermal diffusion as well as Lewis number and Prandtl number variations on the diffusion flame are also presented.

Determination of diffusion coefficients of biocides on their passage through organic resin-based renders.

PubMed

Styszko, Katarzyna; Kupiec, Krzysztof

2016-10-01

In this study the diffusion coefficients of isoproturon, diuron and cybutryn in acrylate and silicone resin-based renders were determined. The diffusion coefficients were determined using measuring concentrations of biocides in the liquid phase after being in contact with renders for specific time intervals. The mathematical solution of the transient diffusion equation for an infinite plate contacted on one side with a limited volume of water was used to calculate the diffusion coefficient. The diffusion coefficients through the acrylate render were 8.10·10(-9) m(2) s(-1) for isoproturon, 1.96·10(-9) m(2) s(-1) for diuron and 1.53·10(-9) m(2) s(-1) for cybutryn. The results for the silicone render were lower by one order of magnitude. The compounds with a high diffusion coefficient for one polymer had likewise high values for the other polymer. Copyright © 2016 Elsevier Ltd. All rights reserved.

Investigating the use of a rational Runge Kutta method for transport modelling

NASA Astrophysics Data System (ADS)

Dougherty, David E.

An unconditionally stable explicit time integrator has recently been developed for parabolic systems of equations. This rational Runge Kutta (RRK) method, proposed by Wambecq 1 and Hairer 2, has been applied by Liu et al.3 to linear heat conduction problems in a time-partitioned solution context. An important practical question is whether the method has application for the solution of (nearly) hyperbolic equations as well. In this paper the RRK method is applied to a nonlinear heat conduction problem, the advection-diffusion equation, and the hyperbolic Buckley-Leverett problem. The method is, indeed, found to be unconditionally stable for the linear heat conduction problem and performs satisfactorily for the nonlinear heat flow case. A heuristic limitation on the utility of RRK for the advection-diffusion equation arises in the Courant number; for the second-order accurate one-step two-stage RRK method, a limiting Courant number of 2 applies. First order upwinding is not as effective when used with RRK as with Euler one-step methods. The method is found to perform poorly for the Buckley-Leverett problem.

Time-delayed reaction-diffusion fronts

NASA Astrophysics Data System (ADS)

Isern, Neus; Fort, Joaquim

2009-11-01

A time-delayed second-order approximation for the front speed in reaction-dispersion systems was obtained by Fort and Méndez [Phys. Rev. Lett. 82, 867 (1999)]. Here we show that taking proper care of the effect of the time delay on the reactive process yields a different evolution equation and, therefore, an alternate equation for the front speed. We apply the new equation to the Neolithic transition. For this application the new equation yields speeds about 10% slower than the previous one.

An improved model of fission gas atom transport in irradiated uranium dioxide

NASA Astrophysics Data System (ADS)

Shea, J. H.

2018-04-01

The hitherto standard approach to predicting fission gas release has been a pure diffusion gas atom transport model based upon Fick's law. An additional mechanism has subsequently been identified from experimental data at high burnup and has been summarised in an empirical model that is considered to embody a so-called fuel matrix 'saturation' phenomenon whereby the fuel matrix has become saturated with fission gas so that the continued addition of extra fission gas atoms results in their expulsion from the fuel matrix into the fuel rod plenum. The present paper proposes a different approach by constructing an enhanced fission gas transport law consisting of two components: 1) Fick's law and 2) a so-called drift term. The new transport law can be shown to be effectively identical in its predictions to the 'saturation' approach and is more readily physically justifiable. The method introduces a generalisation of the standard diffusion equation which is dubbed the Drift Diffusion Equation. According to the magnitude of a dimensionless Péclet number, P, the new equation can vary from pure diffusion to pure drift, which latter represents a collective motion of the fission gas atoms through the fuel matrix at a translational velocity. Comparison is made between the saturation and enhanced transport approaches. Because of its dependence on P, the Drift Diffusion Equation is shown to be more effective at managing the transition from one type of limiting transport phenomenon to the other. Thus it can adapt appropriately according to the reactor operation.

Global dynamics of a nonlocal delayed reaction-diffusion equation on a half plane

NASA Astrophysics Data System (ADS)

Hu, Wenjie; Duan, Yueliang

2018-04-01

We consider a delayed reaction-diffusion equation with spatial nonlocality on a half plane that describes population dynamics of a two-stage species living in a semi-infinite environment. A Neumann boundary condition is imposed accounting for an isolated domain. To describe the global dynamics, we first establish some a priori estimate for nontrivial solutions after investigating asymptotic properties of the nonlocal delayed effect and the diffusion operator, which enables us to show the permanence of the equation with respect to the compact open topology. We then employ standard dynamical system arguments to establish the global attractivity of the nontrivial equilibrium. The main results are illustrated by the diffusive Nicholson's blowfly equation and the diffusive Mackey-Glass equation.

FRACTIONAL PEARSON DIFFUSIONS.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-07-15

Pearson diffusions are governed by diffusion equations with polynomial coefficients. Fractional Pearson diffusions are governed by the corresponding time-fractional diffusion equation. They are useful for modeling sub-diffusive phenomena, caused by particle sticking and trapping. This paper provides explicit strong solutions for fractional Pearson diffusions, using spectral methods. It also presents stochastic solutions, using a non-Markovian inverse stable time change.

An Ab Initio and Kinetic Monte Carlo Simulation Study of Lithium Ion Diffusion on Graphene

PubMed Central

Zhong, Kehua; Yang, Yanmin; Xu, Guigui; Zhang, Jian-Min; Huang, Zhigao

2017-01-01

The Li+ diffusion coefficients in Li+-adsorbed graphene systems were determined by combining first-principle calculations based on density functional theory with Kinetic Monte Carlo simulations. The calculated results indicate that the interactions between Li ions have a very important influence on lithium diffusion. Based on energy barriers directly obtained from first-principle calculations for single-Li+ and two-Li+ adsorbed systems, a new equation predicting energy barriers with more than two Li ions was deduced. Furthermore, it is found that the temperature dependence of Li+ diffusion coefficients fits well to the Arrhenius equation, rather than meeting the equation from electrochemical impedance spectroscopy applied to estimate experimental diffusion coefficients. Moreover, the calculated results also reveal that Li+ concentration dependence of diffusion coefficients roughly fits to the equation from electrochemical impedance spectroscopy in a low concentration region; however, it seriously deviates from the equation in a high concentration region. So, the equation from electrochemical impedance spectroscopy technique could not be simply used to estimate the Li+ diffusion coefficient for all Li+-adsorbed graphene systems with various Li+ concentrations. Our work suggests that interactions between Li ions, and among Li ion and host atoms will influence the Li+ diffusion, which determines that the Li+ intercalation dependence of Li+ diffusion coefficient should be changed and complex. PMID:28773122

Surge dynamics coupled to pore-pressure evolution in debris flows

USGS Publications Warehouse

Savage, S.B.; Iverson, R.M.; ,

2003-01-01

Temporally and spatially varying pore-fluid pressures exert strong controls on debris-flow motion by mediating internal and basal friction at grain contacts. We analyze these effects by deriving a one-dimensional model of pore-pressure diffusion explicitly coupled to changes in debris-flow thickness. The new pore-pressure equation is combined with Iverson's (1997) extension of the depth-averaged Savage-Hutter (1989, 1991) granular avalanche equations to predict motion of unsteady debris-flow surges with evolving pore-pressure distributions. Computational results illustrate the profound effects of pore-pressure diffusivities on debris-flow surge depths and velocities. ?? 2003 Millpress,.

Vertical distribution of vibrational energy of molecular nitrogen in a stable auroral red arc and its effect on ionospheric electron densities. Ph.D. Thesis - Catholic Univ. of Am.

NASA Technical Reports Server (NTRS)

Newton, G. P.

1973-01-01

Previous solutions of the problem of the distribution of vibrationally excited molecular nitrogen in the thermosphere have either assumed a Boltzmann distribution and considered diffusion as one of the loss processes or solved for the energy level populations and neglected diffusion. Both of the previous approaches are combined by solving the time dependent continuity equations, including the diffusion process, for the first six energy levels of molecular nitrogen for conditions in the thermosphere corresponding to a stable auroral red arc. The primary source of molecular nitrogen excitation was subexcitation, and inelastic collisions between thermal electrons and molecular nitrogen. The reaction rates for this process were calculated from published cross section calculations. The loss processes for vibrational energy were electron and atomic oxygen quenching and vibrational energy exchange. The coupled sets of nonlinear, partial differential equations were solved numerically by employing finite difference equations.

Diffusion equations and the time evolution of foreign exchange rates

NASA Astrophysics Data System (ADS)

Figueiredo, Annibal; de Castro, Marcio T.; da Fonseca, Regina C. B.; Gleria, Iram

2013-10-01

We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers-Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

Fractional Dynamics of Single File Diffusion in Dusty Plasma Ring

NASA Astrophysics Data System (ADS)

Muniandy, S. V.; Chew, W. X.; Asgari, H.; Wong, C. S.; Lim, S. C.

2011-11-01

Single file diffusion (SFD) refers to the constrained motion of particles in quasi-one-dimensional channel such that the particles are unable to pass each other. Possible SFD of charged dust confined in biharmonic annular potential well with screened Coulomb interaction is investigated. Transition from normal diffusion to anomalous sub-diffusion behaviors is observed. Deviation from SFD's mean square displacement scaling behavior of 1/2-exponent may occur in strongly interacting systems. A phenomenological model based on fractional Langevin equation is proposed to account for the anomalous SFD behavior in dusty plasma ring.

A Model for the Oxidation of C/SiC Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2003-01-01

A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of C/SiC composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. Within the mathematical formulation, two diffusion mechanisms are possible: (1) the relative diffusion of one species with respect to the mixture, which is concentration gradient driven and (2) the diffusion associated with the average velocity of the gas mixture, which is total gas pressure gradient driven. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations must be solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of space and time. The local rate of carbon oxidation is determined as a function of space and time using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The end result is a numerical scheme capable of determining the variation of the local carbon oxidation rates as a function of space and time for any arbitrary C/SiC composite structures.

The exit-time problem for a Markov jump process

NASA Astrophysics Data System (ADS)

Burch, N.; D'Elia, M.; Lehoucq, R. B.

2014-12-01

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

Eckhaus-Benjamin-Feir Instability in Rotating Convection

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

Liu, Y.; Ecke, R.E.

1997-06-01

We report experimental measurements of a traveling-wave state in rotating Rayleigh-B{acute e}nard convection. The fluid was water with a Prandtl number of 6.3 and a dimensionless rotation rate of 274. The marginal and Eckhaus-Benjamin-Feir stability boundaries were determined and the local amplitude and wave number were obtained from demodulation of shadowgraph images. The phase-diffusion coefficient and group velocity were measured in the stable wave number band. This system was found to be well described by the one-dimensional complex Ginzburg-Landau equation. {copyright} {ital 1997} {ital The American Physical Society}

A Review of the Ginzburg-Syrovatskii's Galactic Cosmic-Ray Propagation Model and its Leaky-Box Limit

NASA Technical Reports Server (NTRS)

Barghouty, A. F.

2012-01-01

Phenomenological models of galactic cosmic-ray propagation are based on a diffusion equation known as the Ginzburg-Syrovatskii s equation, or variants (or limits) of this equation. Its one-dimensional limit in a homogeneous volume, known as the leaky-box limit or model, is sketched here. The justification, utility, limitations, and a typical numerical implementation of the leaky-box model are examined in some detail.

General PFG signal attenuation expressions for anisotropic anomalous diffusion by modified-Bloch equations

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-05-01

Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) anomalous diffusion is complicated, especially in the anisotropic case where limited research has been reported. A general PFG signal attenuation expression, including the finite gradient pulse (FGPW) effect for free general anisotropic fractional diffusion { 0 < α , β ≤ 2 } based on the fractional derivative, has not been obtained, where α and β are time and space derivative orders. It is essential to derive a general PFG signal attenuation expression including the FGPW effect for PFG anisotropic anomalous diffusion research. In this paper, two recently developed modified-Bloch equations, the fractal differential modified-Bloch equation and the fractional integral modified-Bloch equation, were extended to obtain general PFG signal attenuation expressions for anisotropic anomalous diffusion. Various cases of PFG anisotropic anomalous diffusion were investigated, including coupled and uncoupled anisotropic anomalous diffusion. The continuous-time random walk (CTRW) simulation was also carried out to support the theoretical results. The theory and the CTRW simulation agree with each other. The obtained signal attenuation expressions and the three-dimensional fractional modified-Bloch equations are important for analyzing PFG anisotropic anomalous diffusion in NMR and MRI.

A parallel algorithm for nonlinear convection-diffusion equations

NASA Technical Reports Server (NTRS)

Scroggs, Jeffrey S.

1990-01-01

A parallel algorithm for the efficient solution of nonlinear time-dependent convection-diffusion equations with small parameter on the diffusion term is presented. The method is based on a physically motivated domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. The method is suitable for the solution of problems arising in the simulation of fluid dynamics. Experimental results for a nonlinear equation in two-dimensions are presented.

The time-fractional radiative transport equation—Continuous-time random walk, diffusion approximation, and Legendre-polynomial expansion

NASA Astrophysics Data System (ADS)

Machida, Manabu

2017-01-01

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the time-fractional radiative transport equation is obtained from continuous-time random walk and see how the equation is related to the time-fractional diffusion equation in the asymptotic limit. Then we solve the equation with Legendre-polynomial expansion.

Generalized fractional diffusion equations for accelerating subdiffusion and truncated Lévy flights

NASA Astrophysics Data System (ADS)

Chechkin, A. V.; Gonchar, V. Yu.; Gorenflo, R.; Korabel, N.; Sokolov, I. M.

2008-08-01

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by diffusion equations with fractional derivatives of distributed order. Such equations were introduced in A. V. Chechkin, R. Gorenflo, and I. Sokolov [Phys. Rev. E 66, 046129 (2002)] for the description of the processes getting more anomalous in the course of time (decelerating subdiffusion and accelerating superdiffusion). Here we discuss the properties of diffusion equations with fractional derivatives of the distributed order for the description of anomalous relaxation and diffusion phenomena getting less anomalous in the course of time, which we call, respectively, accelerating subdiffusion and decelerating superdiffusion. For the former process, by taking a relatively simple particular example with two fixed anomalous diffusion exponents we show that the proposed equation effectively describes the subdiffusion phenomenon with diffusion exponent varying in time. For the latter process we demonstrate by a particular example how the power-law truncated Lévy stable distribution evolves in time to the distribution with power-law asymptotics and Gaussian shape in the central part. The special case of two different orders is characteristic for the general situation in which the extreme orders dominate the asymptotics.

Hybrid simplified spherical harmonics with diffusion equation for light propagation in tissues.

PubMed

Chen, Xueli; Sun, Fangfang; Yang, Defu; Ren, Shenghan; Zhang, Qian; Liang, Jimin

2015-08-21

Aiming at the limitations of the simplified spherical harmonics approximation (SPN) and diffusion equation (DE) in describing the light propagation in tissues, a hybrid simplified spherical harmonics with diffusion equation (HSDE) based diffuse light transport model is proposed. In the HSDE model, the living body is first segmented into several major organs, and then the organs are divided into high scattering tissues and other tissues. DE and SPN are employed to describe the light propagation in these two kinds of tissues respectively, which are finally coupled using the established boundary coupling condition. The HSDE model makes full use of the advantages of SPN and DE, and abandons their disadvantages, so that it can provide a perfect balance between accuracy and computation time. Using the finite element method, the HSDE is solved for light flux density map on body surface. The accuracy and efficiency of the HSDE are validated with both regular geometries and digital mouse model based simulations. Corresponding results reveal that a comparable accuracy and much less computation time are achieved compared with the SPN model as well as a much better accuracy compared with the DE one.

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

Using light transmission to watch hydrogen diffuse

PubMed Central

Pálsson, Gunnar K.; Bliersbach, Andreas; Wolff, Max; Zamani, Atieh; Hjörvarsson, Björgvin

2012-01-01

Because of its light weight and small size, hydrogen exhibits one of the fastest diffusion rates in solid materials, comparable to the diffusion rate of liquid water molecules at room temperature. The diffusion rate is determined by an intricate combination of quantum effects and dynamic interplay with the displacement of host atoms that is still only partially understood. Here we present direct observations of the spatial and temporal changes in the diffusion-induced concentration profiles in a vanadium single crystal and we show that the results represent the experimental counterpart of the full time and spatial solution of Fick's diffusion equation. We validate the approach by determining the diffusion rate of hydrogen in a single crystal vanadium (001) film, with net diffusion in the [110] direction. PMID:22692535

Using light transmission to watch hydrogen diffuse

NASA Astrophysics Data System (ADS)

Pálsson, Gunnar K.; Bliersbach, Andreas; Wolff, Max; Zamani, Atieh; Hjörvarsson, Björgvin

2012-06-01

Because of its light weight and small size, hydrogen exhibits one of the fastest diffusion rates in solid materials, comparable to the diffusion rate of liquid water molecules at room temperature. The diffusion rate is determined by an intricate combination of quantum effects and dynamic interplay with the displacement of host atoms that is still only partially understood. Here we present direct observations of the spatial and temporal changes in the diffusion-induced concentration profiles in a vanadium single crystal and we show that the results represent the experimental counterpart of the full time and spatial solution of Fick's diffusion equation. We validate the approach by determining the diffusion rate of hydrogen in a single crystal vanadium (001) film, with net diffusion in the [110] direction.

Forward and back diffusion through argillaceous formations

NASA Astrophysics Data System (ADS)

Yang, Minjune; Annable, Michael D.; Jawitz, James W.

2017-05-01

The exchange of solutes between aquifers and lower-permeability argillaceous formations is of considerable interest for solute and contaminant fate and transport. We present a synthesis of analytical solutions for solute diffusion between aquifers and single aquitard systems, validated in well-controlled experiments, and applied to several data sets from laboratory and field-scale problems with diffusion time and length scales ranging from 10-2 to 108 years and 10-2 to 102 m. One-dimensional diffusion models were applied using the method of images to consider the general cases of a finite aquitard bounded by two aquifers at the top and bottom, or a semiinfinite aquitard bounded by an aquifer. The simpler semiinfinite equations are appropriate for all domains with dimensionless relative diffusion length, ZD < 0.7. At dimensionless length scales above this threshold, application of semiinfinite equations to aquitards of finite thickness leads to increasing errors and solutions based on the method of images are required. Measured resident solute concentration profiles in aquitards and flux-averaged solute concentrations in surrounding aquifers were accurately modeled by appropriately accounting for generalized dynamic aquifer-aquitard boundary conditions, including concentration gradient reversals. Dimensionless diffusion length scales were used to illustrate the transferability of these relatively simple models to physical systems with dimensions that spanned 10 orders of magnitude. The results of this study offer guidance on the application of a simplified analytical approach to environmentally important layered problems with one or two diffusion interfaces.

An application of the Maslov complex germ method to the one-dimensional nonlocal Fisher-KPP equation

NASA Astrophysics Data System (ADS)

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

A semiclassical approximation approach based on the Maslov complex germ method is considered in detail for the one-dimensional nonlocal Fisher-Kolmogorov-Petrovskii-Piskunov (Fisher-KPP) equation under the supposition of weak diffusion. In terms of the semiclassical formalism developed, the original nonlinear equation is reduced to an associated linear partial differential equation and some algebraic equations for the coefficients of the linear equation with a given accuracy of the asymptotic parameter. The solutions of the nonlinear equation are constructed from the solutions of both the linear equation and the algebraic equations. The solutions of the linear problem are found with the use of symmetry operators. A countable family of the leading terms of the semiclassical asymptotics is constructed in explicit form. The semiclassical asymptotics are valid by construction in a finite time interval. We construct asymptotics which are different from the semiclassical ones and can describe evolution of the solutions of the Fisher-KPP equation at large times. In the example considered, an initial unimodal distribution becomes multimodal, which can be treated as an example of a space structure.

Dynamic colloidal assembly pathways via low dimensional models

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

Yang, Yuguang; Bevan, Michael A., E-mail: mabevan@jhu.edu; Thyagarajan, Raghuram

2016-05-28

Here we construct a low-dimensional Smoluchowski model for electric field mediated colloidal crystallization using Brownian dynamic simulations, which were previously matched to experiments. Diffusion mapping is used to infer dimensionality and confirm the use of two order parameters, one for degree of condensation and one for global crystallinity. Free energy and diffusivity landscapes are obtained as the coefficients of a low-dimensional Smoluchowski equation to capture the thermodynamics and kinetics of microstructure evolution. The resulting low-dimensional model quantitatively captures the dynamics of different assembly pathways between fluid, polycrystal, and single crystals states, in agreement with the full N-dimensional data as characterizedmore » by first passage time distributions. Numerical solution of the low-dimensional Smoluchowski equation reveals statistical properties of the dynamic evolution of states vs. applied field amplitude and system size. The low-dimensional Smoluchowski equation and associated landscapes calculated here can serve as models for predictive control of electric field mediated assembly of colloidal ensembles into two-dimensional crystalline objects.« less

Modeling the sound transmission between rooms coupled through partition walls by using a diffusion model.

PubMed

Billon, Alexis; Foy, Cédric; Picaut, Judicaël; Valeau, Vincent; Sakout, Anas

2008-06-01

In this paper, a modification of the diffusion model for room acoustics is proposed to account for sound transmission between two rooms, a source room and an adjacent room, which are coupled through a partition wall. A system of two diffusion equations, one for each room, together with a set of two boundary conditions, one for the partition wall and one for the other walls of a room, is obtained and numerically solved. The modified diffusion model is validated by numerical comparisons with the statistical theory for several coupled-room configurations by varying the coupling area surface, the absorption coefficient of each room, and the volume of the adjacent room. An experimental comparison is also carried out for two coupled classrooms. The modified diffusion model results agree very well with both the statistical theory and the experimental data. The diffusion model can then be used as an alternative to the statistical theory, especially when the statistical theory is not applicable, that is, when the reverberant sound field is not diffuse. Moreover, the diffusion model allows the prediction of the spatial distribution of sound energy within each coupled room, while the statistical theory gives only one sound level for each room.

Heavy-tailed fractional Pearson diffusions.

PubMed

Leonenko, N N; Papić, I; Sikorskii, A; Šuvak, N

2017-11-01

We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. Pearson diffusions are governed by the backward Kolmogorov equations with space-varying polynomial coefficients and are widely used in applications. The corresponding fractional reciprocal gamma and Fisher-Snedecor diffusions are governed by the fractional backward Kolmogorov equations and have heavy-tailed marginal distributions in the steady state. We derive the explicit expressions for the transition densities of the fractional reciprocal gamma and Fisher-Snedecor diffusions and strong solutions of the associated Cauchy problems for the fractional backward Kolmogorov equation.

Mathematical modeling of microbially induced crown corrosion in wastewater collection systems and laboratory investigation and modeling of sulfuric acid corrosion of concrete

NASA Astrophysics Data System (ADS)

Jahani, Fereidoun

In the model for microbially induced crown corrosion, the diffusion of sulfide inside the concrete pores, its biological conversion to sulfuric acid, and the corrosion of calcium carbonate aggregates are represented. The corrosion front is modeled as a moving boundary. The location of the interface between the corrosion layer and the concrete is determined as part of the solution to the model equations. This model consisted of a system of one dimensional reaction-diffusion equations coupled to an equation describing the movement of the corrosion front. The equations were solved numerically using finite element Galerkin approximation. The concentration profiles of sulfide in the air and the liquid phases, the pH as a function of concrete depth, and the position of the corrosion front. A new equation for the corrosion rate was also derived. A more specific model for the degradation of a concrete specimen exposed to a sulfuric acid solution was also studied. In this model, diffusion of hydrogen ions and their reaction with alkaline components of concrete were expressed using Fick's Law of diffusion. The model equations described the moving boundary, the dissolution rate of alkaline components in the concrete, volume increase of sulfuric acid solution over the concrete specimen, and the boundary conditions on the surface of the concrete. An apparatus was designed and experiments were performed to measure pH changes on the surface of concrete. The data were used to calculate the dissolution rate of the concrete and, with the model, to determine the diffusion rate of sulfuric acid in the corrosion layer and corrosion layer thickness. Electrochemical Impedance Spectroscopy (EIS) was used to study the corrosion rate of iron pins embedded in the concrete sample. The open circuit potential (OCP) determined the onset of corrosion on the surface of the pins. Visual observation of the corrosion layer thickness was in good agreement with the simulation results.

Some remarks on relativistic diffusion and the spectral dimension criterion

NASA Astrophysics Data System (ADS)

Muniz, C. R.; Cunha, M. S.; Filho, R. N. Costa; Bezerra, V. B.

2015-01-01

The spectral dimension ds for high energies is calculated using the Relativistic Schrödinger Equation Analytically Continued (RSEAC) instead of the so-called Telegraph's equation (TE), in both ultraviolet (UV) and infrared (IR) regimens. Regarding the TE, the recent literature presents difficulties related to its stochastic derivation and interpretation, advocating the use of the RSEAC to properly describe the relativistic diffusion phenomena. Taking into account that the Lorentz symmetry is broken in UV regime at Lifshitz point, we show that there exists a degeneracy in very high energies, meaning that both the RSEAC and TE correctly describe the diffusion processes at these energy scales, at least under the spectral dimension criterion. In fact, both the equations yield the same result, namely, ds=2 , a dimensional reduction that is compatible with several theories of quantum gravity. This result is reached even when one takes into account a cosmological model, as for example, the de Sitter universe. On the other hand, in the IR regimen, such degeneracy is lifted in favor of the approach via TE, due to the fact that only this equation provides the correct value for ds, which is equal to the actual number of spacetime dimensions, i.e., ds=4 , while RSEAC yields ds=3 , so that a diffusing particle described by this method experiences a three-dimensional spacetime.

Discontinuous Finite Element Quasidiffusion Methods

DOE PAGES

Anistratov, Dmitriy Yurievich; Warsa, James S.

2018-05-21

Here in this paper, two-level methods for solving transport problems in one-dimensional slab geometry based on the quasi-diffusion (QD) method are developed. A linear discontinuous finite element method (LDFEM) is derived for the spatial discretization of the low-order QD (LOQD) equations. It involves special interface conditions at the cell edges based on the idea of QD boundary conditions (BCs). We consider different kinds of QD BCs to formulate the necessary cell-interface conditions. We develop two-level methods with independent discretization of the high-order transport equation and LOQD equations, where the transport equation is discretized using the method of characteristics and themore » LDFEM is applied to the LOQD equations. We also formulate closures that lead to the discretization consistent with a LDFEM discretization of the transport equation. The proposed methods are studied by means of test problems formulated with the method of manufactured solutions. Numerical experiments are presented demonstrating the performance of the proposed methods. Lastly, we also show that the method with independent discretization has the asymptotic diffusion limit.« less

Discontinuous Finite Element Quasidiffusion Methods

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

Anistratov, Dmitriy Yurievich; Warsa, James S.

Here in this paper, two-level methods for solving transport problems in one-dimensional slab geometry based on the quasi-diffusion (QD) method are developed. A linear discontinuous finite element method (LDFEM) is derived for the spatial discretization of the low-order QD (LOQD) equations. It involves special interface conditions at the cell edges based on the idea of QD boundary conditions (BCs). We consider different kinds of QD BCs to formulate the necessary cell-interface conditions. We develop two-level methods with independent discretization of the high-order transport equation and LOQD equations, where the transport equation is discretized using the method of characteristics and themore » LDFEM is applied to the LOQD equations. We also formulate closures that lead to the discretization consistent with a LDFEM discretization of the transport equation. The proposed methods are studied by means of test problems formulated with the method of manufactured solutions. Numerical experiments are presented demonstrating the performance of the proposed methods. Lastly, we also show that the method with independent discretization has the asymptotic diffusion limit.« less

Feynman-Kac equations for reaction and diffusion processes

NASA Astrophysics Data System (ADS)

Hou, Ru; Deng, Weihua

2018-04-01

This paper provides a theoretical framework for deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and reaction processes. Once given the diffusion type and reaction rate, a specific forward or backward Feynman-Kac equation can be obtained. The results in this paper include those for normal/anomalous diffusions and reactions with linear/nonlinear rates. Using the derived equations, we apply our findings to compute some physical (experimentally measurable) statistics, including the occupation time in half-space, the first passage time, and the occupation time in half-interval with an absorbing or reflecting boundary, for the physical system with anomalous diffusion and spontaneous evanescence.

Exact Markov chain and approximate diffusion solution for haploid genetic drift with one-way mutation.

PubMed

Hössjer, Ola; Tyvand, Peder A; Miloh, Touvia

2016-02-01

The classical Kimura solution of the diffusion equation is investigated for a haploid random mating (Wright-Fisher) model, with one-way mutations and initial-value specified by the founder population. The validity of the transient diffusion solution is checked by exact Markov chain computations, using a Jordan decomposition of the transition matrix. The conclusion is that the one-way diffusion model mostly works well, although the rate of convergence depends on the initial allele frequency and the mutation rate. The diffusion approximation is poor for mutation rates so low that the non-fixation boundary is regular. When this happens we perturb the diffusion solution around the non-fixation boundary and obtain a more accurate approximation that takes quasi-fixation of the mutant allele into account. The main application is to quantify how fast a specific genetic variant of the infinite alleles model is lost. We also discuss extensions of the quasi-fixation approach to other models with small mutation rates. Copyright © 2015 Elsevier Inc. All rights reserved.

An adaptive grid algorithm for one-dimensional nonlinear equations

NASA Technical Reports Server (NTRS)

Gutierrez, William E.; Hills, Richard G.

1990-01-01

Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.

Numerical approximations for fractional diffusion equations via a Chebyshev spectral-tau method

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Ezz-Eldien, Samer S.

2013-10-01

In this paper, a class of fractional diffusion equations with variable coefficients is considered. An accurate and efficient spectral tau technique for solving the fractional diffusion equations numerically is proposed. This method is based upon Chebyshev tau approximation together with Chebyshev operational matrix of Caputo fractional differentiation. Such approach has the advantage of reducing the problem to the solution of a system of algebraic equations, which may then be solved by any standard numerical technique. We apply this general method to solve four specific examples. In each of the examples considered, the numerical results show that the proposed method is of high accuracy and is efficient for solving the time-dependent fractional diffusion equations.

The exit-time problem for a Markov jump process

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

Burch, N.; D'Elia, Marta; Lehoucq, Richard B.

2014-12-15

The purpose of our paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developedmore » nonlocal vector calculus. Furthermore, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.« less

Dynamics of one- and two-dimensional fronts in a bistable equation with time-delayed global feedback: Propagation failure and control mechanisms

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

Boubendir, Yassine; Mendez, Vicenc; Rotstein, Horacio G.

2010-09-15

We study the evolution of fronts in a bistable equation with time-delayed global feedback in the fast reaction and slow diffusion regime. This equation generalizes the Hodgkin-Grafstein and Allen-Cahn equations. We derive a nonlinear equation governing the motion of fronts, which includes a term with delay. In the one-dimensional case this equation is linear. We study the motion of one- and two-dimensional fronts, finding a much richer dynamics than for the previously studied cases (without time-delayed global feedback). We explain the mechanism by which localized fronts created by inhibitory global coupling loose stability in a Hopf bifurcation as the delaymore » time increases. We show that for certain delay times, the prevailing phase is different from that corresponding to the system in the absence of global coupling. Numerical simulations of the partial differential equation are in agreement with the analytical predictions.« less

Comments on ""Contact Diffusion Interaction of Materials with Cladding''

NASA Technical Reports Server (NTRS)

Morris, J. F.

1972-01-01

A Russian paper by A. A. Babad-Zakhryapina contributes much to the understanding of fuel, clad interactions, and thus to nuclear thermionic technology. In that publication the basic diffusion expression is a simple one. A more general but complicated equation for this mass transport results from the present work. With appropriate assumptions, however, the new relation reduces to Babad-Zakhryapina's version.

Continuous-time safety-first portfolio selection with jump-diffusion processes

NASA Astrophysics Data System (ADS)

Yan, Wei

2012-04-01

This article is concerned with continuous-time portfolio selection based on a safety-first criterion under discontinuous price processes (jump-diffusion processes). The solution of the corresponding Hamilton-Jacobi-Bellman equation of the problem is demonstrated. The analytical solutions are presented when there does not exist any riskless asset. Moreover, the problem is also discussed while there exists one riskless asset.

Generalized fourier analyses of the advection-diffusion equation - Part II: two-dimensional domains

NASA Astrophysics Data System (ADS)

Voth, Thomas E.; Martinez, Mario J.; Christon, Mark A.

2004-07-01

Part I of this work presents a detailed multi-methods comparison of the spatial errors associated with the one-dimensional finite difference, finite element and finite volume semi-discretizations of the scalar advection-diffusion equation. In Part II we extend the analysis to two-dimensional domains and also consider the effects of wave propagation direction and grid aspect ratio on the phase speed, and the discrete and artificial diffusivities. The observed dependence of dispersive and diffusive behaviour on propagation direction makes comparison of methods more difficult relative to the one-dimensional results. For this reason, integrated (over propagation direction and wave number) error and anisotropy metrics are introduced to facilitate comparison among the various methods. With respect to these metrics, the consistent mass Galerkin and consistent mass control-volume finite element methods, and their streamline upwind derivatives, exhibit comparable accuracy, and generally out-perform their lumped mass counterparts and finite-difference based schemes. While this work can only be considered a first step in a comprehensive multi-methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common mathematical framework. Published in 2004 by John Wiley & Sons, Ltd.

Rigorous results for the minimal speed of Kolmogorov-Petrovskii-Piscounov monotonic fronts with a cutoffa)

NASA Astrophysics Data System (ADS)

Benguria, Rafael D.; Depassier, M. Cristina; Loss, Michael

2012-12-01

We study the effect of a cutoff on the speed of pulled fronts of the one-dimensional reaction diffusion equation. To accomplish this, we first use variational techniques to prove the existence of a heteroclinic orbit in phase space for traveling wave solutions of the corresponding reaction diffusion equation under conditions that include discontinuous reaction profiles. This existence result allows us to prove rigorous upper and lower bounds on the minimal speed of monotonic fronts in terms of the cut-off parameter ɛ. From these bounds we estimate the range of validity of the Brunet-Derrida formula for a general class of reaction terms.

Posterior quantum dynamics for a continuous diffusion observation of a coherent channel

NASA Astrophysics Data System (ADS)

Dąbrowska, Anita; Staszewski, Przemysław

2012-11-01

We present the Belavkin filtering equation for the intense balanced heterodyne detection in a unitary model of an indirect observation. The measuring apparatus modelled by a Bose field is initially prepared in a coherent state and the observed process is a diffusion one. We prove that this filtering equation is relaxing: any initial square-integrable function tends asymptotically to a coherent state with an amplitude depending on the coupling constant and the initial state of the apparatus. The time-development of a squeezed coherent state is studied and compared with the previous results obtained for the measuring apparatus prepared initially in the vacuum state.

Analysis of the discontinuous Galerkin method applied to the European option pricing problem

NASA Astrophysics Data System (ADS)

Hozman, J.

2013-12-01

In this paper we deal with a numerical solution of a one-dimensional Black-Scholes partial differential equation, an important scalar nonstationary linear convection-diffusion-reaction equation describing the pricing of European vanilla options. We present a derivation of the numerical scheme based on the space semidiscretization of the model problem by the discontinuous Galerkin method with nonsymmetric stabilization of diffusion terms and with the interior and boundary penalty. The main attention is paid to the investigation of a priori error estimates for the proposed scheme. The appended numerical experiments illustrate the theoretical results and the potency of the method, consequently.

Relativistic Electron Precipitation: An Observational Study.

DTIC Science & Technology

1980-01-01

al., 1970). These so-called "n + 1/2" waves (- n + 1/2) are found throughout the magnetosphere outside the plasmapause (Kennel et al., 1970; Shaw and...diffusion scattering one requires 2 L D~ . LSD - z ~.(21) 73 where aL = loss cone pitch angle D SD = coefficient for strong diffusion. Equation (20) can be...with substitutions yields a fluctuating field wave amplitude for strong electron diffusion: a." 0- x(23) and 00for f= LSD (24) LRo LRo + For ions

Comparison of the One- and Bi-Direction Chained Equipercentile Equating

ERIC Educational Resources Information Center

Oh, Hyeonjoo; Moses, Tim

2012-01-01

This study investigated differences between two approaches to chained equipercentile (CE) equating (one- and bi-direction CE equating) in nearly equal groups and relatively unequal groups. In one-direction CE equating, the new form is linked to the anchor in one sample of examinees and the anchor is linked to the reference form in the other…

Diffusion Influenced Adsorption Kinetics.

PubMed

Miura, Toshiaki; Seki, Kazuhiko

2015-08-27

When the kinetics of adsorption is influenced by the diffusive flow of solutes, the solute concentration at the surface is influenced by the surface coverage of solutes, which is given by the Langmuir-Hinshelwood adsorption equation. The diffusion equation with the boundary condition given by the Langmuir-Hinshelwood adsorption equation leads to the nonlinear integro-differential equation for the surface coverage. In this paper, we solved the nonlinear integro-differential equation using the Grünwald-Letnikov formula developed to solve fractional kinetics. Guided by the numerical results, analytical expressions for the upper and lower bounds of the exact numerical results were obtained. The upper and lower bounds were close to the exact numerical results in the diffusion- and reaction-controlled limits, respectively. We examined the validity of the two simple analytical expressions obtained in the diffusion-controlled limit. The results were generalized to include the effect of dispersive diffusion. We also investigated the effect of molecular rearrangement of anisotropic molecules on surface coverage.

Coupling of light into the fundamental diffusion mode of a scattering medium (Conference Presentation)

NASA Astrophysics Data System (ADS)

Ojambati, Oluwafemi S.; Yılmaz, Hasan; Lagendijk, Ad; Mosk, Allard P.; Vos, Willem L.

2016-03-01

Diffusion equation describes the energy density inside a scattering medium such as biological tissues and paint [1]. The solution of the diffusion equation is a sum over a complete set of eigensolutions that shows a characteristic linear decrease with depth in the medium. It is of particular interest if one could launch energy in the fundamental eigensolution, as this opens the opportunity to achieve a much greater internal energy density. For applications in optics, an enhanced energy density is vital for solid-state lighting, light harvesting in solar cells, low-threshold random lasers, and biomedical optics. Here we demonstrate the first ever selective coupling of optical energy into a diffusion eigensolution of a scattering medium of zinc oxide (ZnO) paint. To this end, we exploit wavefront shaping to selectively couple energy into the fundamental diffusion mode, employing fluorescence of nanoparticles randomly positioned inside the medium as a probe of the energy density. We observe an enhanced fluorescence in case of optimized incident wavefronts, and the enhancement increases with sample thickness, a typical mesoscopic control parameter. We interpret successfully our result by invoking the fundamental eigensolution of the diffusion equation, and we obtain excellent agreement with our observations, even in absence of adjustable parameters [2]. References [1] R. Pierrat, P. Ambichl, S. Gigan, A. Haber, R. Carminati, and R. Rotter, Proc. Natl. Acad. Sci. U.S.A. 111, 17765 (2014). [2] O. S. Ojambati, H. Yilmaz, A. Lagendijk, A. P. Mosk, and W. L. Vos, arXiv:1505.08103.

Analytical solutions of the space-time fractional Telegraph and advection-diffusion equations

NASA Astrophysics Data System (ADS)

Tawfik, Ashraf M.; Fichtner, Horst; Schlickeiser, Reinhard; Elhanbaly, A.

2018-02-01

The aim of this paper is to develop a fractional derivative model of energetic particle transport for both uniform and non-uniform large-scale magnetic field by studying the fractional Telegraph equation and the fractional advection-diffusion equation. Analytical solutions of the space-time fractional Telegraph equation and space-time fractional advection-diffusion equation are obtained by use of the Caputo fractional derivative and the Laplace-Fourier technique. The solutions are given in terms of Fox's H function. As an illustration they are applied to the case of solar energetic particles.

Theory and simulation of time-fractional fluid diffusion in porous media

NASA Astrophysics Data System (ADS)

Carcione, José M.; Sanchez-Sesma, Francisco J.; Luzón, Francisco; Perez Gavilán, Juan J.

2013-08-01

We simulate a fluid flow in inhomogeneous anisotropic porous media using a time-fractional diffusion equation and the staggered Fourier pseudospectral method to compute the spatial derivatives. A fractional derivative of the order of 0 < ν < 2 replaces the first-order time derivative in the classical diffusion equation. It implies a time-dependent permeability tensor having a power-law time dependence, which describes memory effects and accounts for anomalous diffusion. We provide a complete analysis of the physics based on plane waves. The concepts of phase, group and energy velocities are analyzed to describe the location of the diffusion front, and the attenuation and quality factors are obtained to quantify the amplitude decay. We also obtain the frequency-domain Green function. The time derivative is computed with the Grünwald-Letnikov summation, which is a finite-difference generalization of the standard finite-difference operator to derivatives of fractional order. The results match the analytical solution obtained from the Green function. An example of the pressure field generated by a fluid injection in a heterogeneous sandstone illustrates the performance of the algorithm for different values of ν. The calculation requires storing the whole pressure field in the computer memory since anomalous diffusion ‘recalls the past’.

A finite element formulation preserving symmetric and banded diffusion stiffness matrix characteristics for fractional differential equations

NASA Astrophysics Data System (ADS)

Lin, Zeng; Wang, Dongdong

2017-10-01

Due to the nonlocal property of the fractional derivative, the finite element analysis of fractional diffusion equation often leads to a dense and non-symmetric stiffness matrix, in contrast to the conventional finite element formulation with a particularly desirable symmetric and banded stiffness matrix structure for the typical diffusion equation. This work first proposes a finite element formulation that preserves the symmetry and banded stiffness matrix characteristics for the fractional diffusion equation. The key point of the proposed formulation is the symmetric weak form construction through introducing a fractional weight function. It turns out that the stiffness part of the present formulation is identical to its counterpart of the finite element method for the conventional diffusion equation and thus the stiffness matrix formulation becomes trivial. Meanwhile, the fractional derivative effect in the discrete formulation is completely transferred to the force vector, which is obviously much easier and efficient to compute than the dense fractional derivative stiffness matrix. Subsequently, it is further shown that for the general fractional advection-diffusion-reaction equation, the symmetric and banded structure can also be maintained for the diffusion stiffness matrix, although the total stiffness matrix is not symmetric in this case. More importantly, it is demonstrated that under certain conditions this symmetric diffusion stiffness matrix formulation is capable of producing very favorable numerical solutions in comparison with the conventional non-symmetric diffusion stiffness matrix finite element formulation. The effectiveness of the proposed methodology is illustrated through a series of numerical examples.

The applicability of turbulence models to aerodynamic and propulsion flowfields at McDonnell-Douglas Aerospace

NASA Technical Reports Server (NTRS)

Kral, Linda D.; Ladd, John A.; Mani, Mori

1995-01-01

The objective of this viewgraph presentation is to evaluate turbulence models for integrated aircraft components such as the forebody, wing, inlet, diffuser, nozzle, and afterbody. The one-equation models have replaced the algebraic models as the baseline turbulence models. The Spalart-Allmaras one-equation model consistently performs better than the Baldwin-Barth model, particularly in the log-layer and free shear layers. Also, the Sparlart-Allmaras model is not grid dependent like the Baldwin-Barth model. No general turbulence model exists for all engineering applications. The Spalart-Allmaras one-equation model and the Chien k-epsilon models are the preferred turbulence models. Although the two-equation models often better predict the flow field, they may take from two to five times the CPU time. Future directions are in further benchmarking the Menter blended k-w/k-epsilon and algorithmic improvements to reduce CPU time of the two-equation model.

Applications of an exponential finite difference technique

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

Handschuh, R.F.; Keith, T.G. Jr.

1988-07-01

An exponential finite difference scheme first presented by Bhattacharya for one dimensional unsteady heat conduction problems in Cartesian coordinates was extended. The finite difference algorithm developed was used to solve the unsteady diffusion equation in one dimensional cylindrical coordinates and was applied to two and three dimensional conduction problems in Cartesian coordinates. Heat conduction involving variable thermal conductivity was also investigated. The method was used to solve nonlinear partial differential equations in one and two dimensional Cartesian coordinates. Predicted results are compared to exact solutions where available or to results obtained by other numerical methods.

Random walk, diffusion and mixing in simulations of scalar transport in fluid flows

NASA Astrophysics Data System (ADS)

Klimenko, A. Y.

2008-12-01

Physical similarity and mathematical equivalence of continuous diffusion and particle random walk form one of the cornerstones of modern physics and the theory of stochastic processes. In many applied models used in simulation of turbulent transport and turbulent combustion, mixing between particles is used to reflect the influence of the continuous diffusion terms in the transport equations. We show that the continuous scalar transport and diffusion can be accurately specified by means of mixing between randomly walking Lagrangian particles with scalar properties and assess errors associated with this scheme. This gives an alternative formulation for the stochastic process which is selected to represent the continuous diffusion. This paper focuses on statistical errors and deals with relatively simple cases, where one-particle distributions are sufficient for a complete description of the problem.

Diffusion coefficients in organic-water solutions and comparison with Stokes-Einstein predictions

NASA Astrophysics Data System (ADS)

Evoy, E.; Kamal, S.; Bertram, A. K.

2017-12-01

Diffusion coefficients of organic species in particles containing secondary organic material (SOM) are necessary for predicting the growth and reactivity of these particles in the atmosphere. Previously, the Stokes-Einstein equation combined with viscosity measurements have been used to predict these diffusion coefficients. However, the accuracy of the Stokes-Einstein equation for predicting diffusion coefficients in SOM-water particles has not been quantified. To test the Stokes-Einstein equation, diffusion coefficients of fluorescent organic probe molecules were measured in citric acid-water and sorbitol-water solutions. These solutions were used as proxies for SOM-water particles found in the atmosphere. Measurements were performed as a function of water activity, ranging from 0.26-0.86, and as a function of viscosity ranging from 10-3 to 103 Pa s. Diffusion coefficients were measured using fluorescence recovery after photobleaching. The measured diffusion coefficients were compared with predictions made using the Stokes-Einstein equation combined with literature viscosity data. Within the uncertainties of the measurements, the measured diffusion coefficients agreed with the predicted diffusion coefficients, in all cases.

Cell-centered high-order hyperbolic finite volume method for diffusion equation on unstructured grids

NASA Astrophysics Data System (ADS)

Lee, Euntaek; Ahn, Hyung Taek; Luo, Hong

2018-02-01

We apply a hyperbolic cell-centered finite volume method to solve a steady diffusion equation on unstructured meshes. This method, originally proposed by Nishikawa using a node-centered finite volume method, reformulates the elliptic nature of viscous fluxes into a set of augmented equations that makes the entire system hyperbolic. We introduce an efficient and accurate solution strategy for the cell-centered finite volume method. To obtain high-order accuracy for both solution and gradient variables, we use a successive order solution reconstruction: constant, linear, and quadratic (k-exact) reconstruction with an efficient reconstruction stencil, a so-called wrapping stencil. By the virtue of the cell-centered scheme, the source term evaluation was greatly simplified regardless of the solution order. For uniform schemes, we obtain the same order of accuracy, i.e., first, second, and third orders, for both the solution and its gradient variables. For hybrid schemes, recycling the gradient variable information for solution variable reconstruction makes one order of additional accuracy, i.e., second, third, and fourth orders, possible for the solution variable with less computational work than needed for uniform schemes. In general, the hyperbolic method can be an effective solution technique for diffusion problems, but instability is also observed for the discontinuous diffusion coefficient cases, which brings necessity for further investigation about the monotonicity preserving hyperbolic diffusion method.

3D unstructured-mesh radiation transport codes

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

Morel, J.

1997-12-31

Three unstructured-mesh radiation transport codes are currently being developed at Los Alamos National Laboratory. The first code is ATTILA, which uses an unstructured tetrahedral mesh in conjunction with standard Sn (discrete-ordinates) angular discretization, standard multigroup energy discretization, and linear-discontinuous spatial differencing. ATTILA solves the standard first-order form of the transport equation using source iteration in conjunction with diffusion-synthetic acceleration of the within-group source iterations. DANTE is designed to run primarily on workstations. The second code is DANTE, which uses a hybrid finite-element mesh consisting of arbitrary combinations of hexahedra, wedges, pyramids, and tetrahedra. DANTE solves several second-order self-adjoint forms of the transport equation including the even-parity equation, the odd-parity equation, and a new equation called the self-adjoint angular flux equation. DANTE also offers three angular discretization options:more » $$S{_}n$$ (discrete-ordinates), $$P{_}n$$ (spherical harmonics), and $$SP{_}n$$ (simplified spherical harmonics). DANTE is designed to run primarily on massively parallel message-passing machines, such as the ASCI-Blue machines at LANL and LLNL. The third code is PERICLES, which uses the same hybrid finite-element mesh as DANTE, but solves the standard first-order form of the transport equation rather than a second-order self-adjoint form. DANTE uses a standard $$S{_}n$$ discretization in angle in conjunction with trilinear-discontinuous spatial differencing, and diffusion-synthetic acceleration of the within-group source iterations. PERICLES was initially designed to run on workstations, but a version for massively parallel message-passing machines will be built. The three codes will be described in detail and computational results will be presented.« less

Adaptive hierarchical grid model of water-borne pollutant dispersion

NASA Astrophysics Data System (ADS)

Borthwick, A. G. L.; Marchant, R. D.; Copeland, G. J. M.

Water pollution by industrial and agricultural waste is an increasingly major public health issue. It is therefore important for water engineers and managers to be able to predict accurately the local behaviour of water-borne pollutants. This paper describes the novel and efficient coupling of dynamically adaptive hierarchical grids with standard solvers of the advection-diffusion equation. Adaptive quadtree grids are able to focus on regions of interest such as pollutant fronts, while retaining economy in the total number of grid elements through selective grid refinement. Advection is treated using Lagrangian particle tracking. Diffusion is solved separately using two grid-based methods; one is by explicit finite differences, the other a diffusion-velocity approach. Results are given in two dimensions for pure diffusion of an initially Gaussian plume, advection-diffusion of the Gaussian plume in the rotating flow field of a forced vortex, and the transport of species in a rectangular channel with side wall boundary layers. Close agreement is achieved with analytical solutions of the advection-diffusion equation and simulations from a Lagrangian random walk model. An application to Sepetiba Bay, Brazil is included to demonstrate the method with complex flows and topography.

Electronic shot noise in fractal conductors.

PubMed

Groth, C W; Tworzydło, J; Beenakker, C W J

2008-05-02

By solving a master equation in the Sierpiński lattice and in a planar random-resistor network, we determine the scaling with size L of the shot noise power P due to elastic scattering in a fractal conductor. We find a power-law scaling P proportional, variantL;{d_{f}-2-alpha}, with an exponent depending on the fractal dimension d_{f} and the anomalous diffusion exponent alpha. This is the same scaling as the time-averaged current I[over ], which implies that the Fano factor F=P/2eI[over ] is scale-independent. We obtain a value of F=1/3 for anomalous diffusion that is the same as for normal diffusion, even if there is no smallest length scale below which the normal diffusion equation holds. The fact that F remains fixed at 1/3 as one crosses the percolation threshold in a random-resistor network may explain recent measurements of a doping-independent Fano factor in a graphene flake.

Pore-scale modeling of phase change in porous media

NASA Astrophysics Data System (ADS)

Juanes, Ruben; Cueto-Felgueroso, Luis; Fu, Xiaojing

2017-11-01

One of the main open challenges in pore-scale modeling is the direct simulation of flows involving multicomponent mixtures with complex phase behavior. Reservoir fluid mixtures are often described through cubic equations of state, which makes diffuse interface, or phase field theories, particularly appealing as a modeling framework. What is still unclear is whether equation-of-state-driven diffuse-interface models can adequately describe processes where surface tension and wetting phenomena play an important role. Here we present a diffuse interface model of single-component, two-phase flow (a van der Waals fluid) in a porous medium under different wetting conditions. We propose a simplified Darcy-Korteweg model that is appropriate to describe flow in a Hele-Shaw cell or a micromodel, with a gap-averaged velocity. We study the ability of the diffuse-interface model to capture capillary pressure and the dynamics of vaporization/condensation fronts, and show that the model reproduces pressure fluctuations that emerge from abrupt interface displacements (Haines jumps) and from the break-up of wetting films.

Methodes d'optimisation des parametres 2D du reflecteur dans un reacteur a eau pressurisee

NASA Astrophysics Data System (ADS)

Clerc, Thomas

With a third of the reactors in activity, the Pressurized Water Reactor (PWR) is today the most used reactor design in the world. This technology equips all the 19 EDF power plants. PWRs fit into the category of thermal reactors, because it is mainly the thermal neutrons that contribute to the fission reaction. The pressurized light water is both used as the moderator of the reaction and as the coolant. The active part of the core is composed of uranium, slightly enriched in uranium 235. The reflector is a region surrounding the active core, and containing mostly water and stainless steel. The purpose of the reflector is to protect the vessel from radiations, and also to slow down the neutrons and reflect them into the core. Given that the neutrons participate to the reaction of fission, the study of their behavior within the core is capital to understand the general functioning of how the reactor works. The neutrons behavior is ruled by the transport equation, which is very complex to solve numerically, and requires very long calculation. This is the reason why the core codes that will be used in this study solve simplified equations to approach the neutrons behavior in the core, in an acceptable calculation time. In particular, we will focus our study on the diffusion equation and approximated transport equations, such as SPN or S N equations. The physical properties of the reflector are radically different from those of the fissile core, and this structural change causes important tilt in the neutron flux at the core/reflector interface. This is why it is very important to accurately design the reflector, in order to precisely recover the neutrons behavior over the whole core. Existing reflector calculation techniques are based on the Lefebvre-Lebigot method. This method is only valid if the energy continuum of the neutrons is discretized in two energy groups, and if the diffusion equation is used. The method leads to the calculation of a homogeneous reflector. The aim of this study is to create a computational scheme able to compute the parameters of heterogeneous, multi-group reflectors, with both diffusion and SPN/SN operators. For this purpose, two computational schemes are designed to perform such a reflector calculation. The strategy used in both schemes is to minimize the discrepancies between a power distribution computed with a core code and a reference distribution, which will be obtained with an APOLLO2 calculation based on the method Method Of Characteristics (MOC). In both computational schemes, the optimization parameters, also called control variables, are the diffusion coefficients in each zone of the reflector, for diffusion calculations, and the P-1 corrected macroscopic total cross-sections in each zone of the reflector, for SPN/SN calculations (or correction factors on these parameters). After a first validation of our computational schemes, the results are computed, always by optimizing the fast diffusion coefficient for each zone of the reflector. All the tools of the data assimilation have been used to reflect the different behavior of the solvers in the different parts of the core. Moreover, the reflector is refined in six separated zones, corresponding to the physical structure of the reflector. There will be then six control variables for the optimization algorithms. [special characters omitted]. Our computational schemes are then able to compute heterogeneous, 2-group or multi-group reflectors, using diffusion or SPN/SN operators. The optimization performed reduces the discrepancies distribution between the power computed with the core codes and the reference power. However, there are two main limitations to this study: first the homogeneous modeling of the reflector assemblies doesn't allow to properly describe its physical structure near the core/reflector interface. Moreover, the fissile assemblies are modeled in infinite medium, and this model reaches its limit at the core/reflector interface. These two problems should be tackled in future studies. (Abstract shortened by UMI.).

DCMIP2016: a review of non-hydrostatic dynamical core design and intercomparison of participating models

NASA Astrophysics Data System (ADS)

Ullrich, Paul A.; Jablonowski, Christiane; Kent, James; Lauritzen, Peter H.; Nair, Ramachandran; Reed, Kevin A.; Zarzycki, Colin M.; Hall, David M.; Dazlich, Don; Heikes, Ross; Konor, Celal; Randall, David; Dubos, Thomas; Meurdesoif, Yann; Chen, Xi; Harris, Lucas; Kühnlein, Christian; Lee, Vivian; Qaddouri, Abdessamad; Girard, Claude; Giorgetta, Marco; Reinert, Daniel; Klemp, Joseph; Park, Sang-Hun; Skamarock, William; Miura, Hiroaki; Ohno, Tomoki; Yoshida, Ryuji; Walko, Robert; Reinecke, Alex; Viner, Kevin

2017-12-01

Atmospheric dynamical cores are a fundamental component of global atmospheric modeling systems and are responsible for capturing the dynamical behavior of the Earth's atmosphere via numerical integration of the Navier-Stokes equations. These systems have existed in one form or another for over half of a century, with the earliest discretizations having now evolved into a complex ecosystem of algorithms and computational strategies. In essence, no two dynamical cores are alike, and their individual successes suggest that no perfect model exists. To better understand modern dynamical cores, this paper aims to provide a comprehensive review of 11 non-hydrostatic dynamical cores, drawn from modeling centers and groups that participated in the 2016 Dynamical Core Model Intercomparison Project (DCMIP) workshop and summer school. This review includes a choice of model grid, variable placement, vertical coordinate, prognostic equations, temporal discretization, and the diffusion, stabilization, filters, and fixers employed by each system.

Estimation of Knudsen diffusion coefficients from tracer experiments conducted with a binary gas system and a porous medium.

PubMed

Hibi, Yoshihiko; Kashihara, Ayumi

2018-03-01

A previous study has reported that Knudsen diffusion coefficients obtained by tracer experiments conducted with a binary gas system and a porous medium are consistently smaller than those obtained by permeability experiments conducted with a single-gas system and a porous medium. To date, however, that study is the only one in which tracer experiments have been conducted with a binary gas system. Therefore, to confirm this difference in Knudsen diffusion coefficients, we used a method we had developed previously to conduct tracer experiments with a binary carbon dioxide-nitrogen gas system and five porous media with permeability coefficients ranging from 10 -13 to 10 -11  m 2 . The results showed that the Knudsen diffusion coefficient of N 2 (D N2 ) (cm 2 /s) was related to the effective permeability coefficient k e (m 2 ) as D N2  = 7.39 × 10 7 k e 0.767 . Thus, the Knudsen diffusion coefficients of N 2 obtained by our tracer experiments were consistently 1/27 of those obtained by permeability experiments conducted with many porous media and air by other researchers. By using an inversion simulation to fit the advection-diffusion equation to the distribution of concentrations at observation points calculated by mathematically solving the equation, we confirmed that the method used to obtain the Knudsen diffusion coefficient in this study yielded accurate values. Moreover, because the Knudsen diffusion coefficient did not differ when columns with two different lengths, 900 and 1500 mm, were used, this column property did not influence the flow of gas in the column. The equation of the dusty gas model already includes obstruction factors for Knudsen diffusion and molecular diffusion, which relate to medium heterogeneity and tortuosity and depend only on the structure of the porous medium. Furthermore, there is no need to take account of any additional correction factor for molecular diffusion except the obstruction factor because molecular diffusion is only treated in a multicomponent gas system. Thus, molecular diffusion considers only the obstruction factor related to tortuosity. Therefore, we introduced a correction factor for a multicomponent gas system into the DGM equation, multiplying the Knudsen diffusion coefficient, which includes the obstruction factor related to tortuosity, by this correction factor. From the present experimental results, the value of this correction factor was 1/27, and it depended only on the structure of the gas system in the porous medium. Copyright © 2018 Elsevier B.V. All rights reserved.

Estimation of Knudsen diffusion coefficients from tracer experiments conducted with a binary gas system and a porous medium

NASA Astrophysics Data System (ADS)

Hibi, Yoshihiko; Kashihara, Ayumi

2018-03-01

A previous study has reported that Knudsen diffusion coefficients obtained by tracer experiments conducted with a binary gas system and a porous medium are consistently smaller than those obtained by permeability experiments conducted with a single-gas system and a porous medium. To date, however, that study is the only one in which tracer experiments have been conducted with a binary gas system. Therefore, to confirm this difference in Knudsen diffusion coefficients, we used a method we had developed previously to conduct tracer experiments with a binary carbon dioxide-nitrogen gas system and five porous media with permeability coefficients ranging from 10-13 to 10-11 m2. The results showed that the Knudsen diffusion coefficient of N2 (DN2) (cm2/s) was related to the effective permeability coefficient ke (m2) as DN2 = 7.39 × 107ke0.767. Thus, the Knudsen diffusion coefficients of N2 obtained by our tracer experiments were consistently 1/27 of those obtained by permeability experiments conducted with many porous media and air by other researchers. By using an inversion simulation to fit the advection-diffusion equation to the distribution of concentrations at observation points calculated by mathematically solving the equation, we confirmed that the method used to obtain the Knudsen diffusion coefficient in this study yielded accurate values. Moreover, because the Knudsen diffusion coefficient did not differ when columns with two different lengths, 900 and 1500 mm, were used, this column property did not influence the flow of gas in the column. The equation of the dusty gas model already includes obstruction factors for Knudsen diffusion and molecular diffusion, which relate to medium heterogeneity and tortuosity and depend only on the structure of the porous medium. Furthermore, there is no need to take account of any additional correction factor for molecular diffusion except the obstruction factor because molecular diffusion is only treated in a multicomponent gas system. Thus, molecular diffusion considers only the obstruction factor related to tortuosity. Therefore, we introduced a correction factor for a multicomponent gas system into the DGM equation, multiplying the Knudsen diffusion coefficient, which includes the obstruction factor related to tortuosity, by this correction factor. From the present experimental results, the value of this correction factor was 1/27, and it depended only on the structure of the gas system in the porous medium.

Diffusion in porous layers with memory

NASA Astrophysics Data System (ADS)

Caputo, Michele; Plastino, Wolfango

2004-07-01

The process of diffusion of fluid in porous media and biological membranes has usually been modelled with Darcy's constitutive equation, which states that the flux is proportional to the pressure gradient. However, when the permeability of the matrix changes during the process, solution of the equations governing the diffusion presents severe analytical difficulties because the variation of permeability is not known a priori. A diverse formulation of the constitutive law of diffusion is therefore needed and many authors have studied this problem using various methods and solutions. In this paper Darcy's constitutive equation is modified with the introduction of a memory formalism. We have also modified the second constitutive equation of diffusion which relates the density variations in the fluid to the pressure, introducing rheology in the fluid represented by memory formalisms operating on pressure variations as well as on density variations. The memory formalisms are then specified as derivatives of fractional order, solving the problem in the case of a porous layer when constant pressures are applied to its sides. For technical reasons many studies of diffusion are devoted to the flux rather than to the pressure; in this work we shall devote our attention to studying the pressure and compute the Green's function of the pressure in the layer when a constant pressure is applied to the boundary (Case A) for which we have found closed-form formulae. The described problem has already been considered for a half space (Caputo 2000); however, the results for a half space are mostly qualitative since in most practical problems the diffusion occurs in layers. The solution is also readily extended to the case when a periodic pressure is applied to one of the boundary planes while on the other the pressure is constant (Case B) which mimics the effect of the tides on sea coasts. In this case we have found a skin effect for the flux which limits the flux to a surface layer whose thickness decreases with increasing frequency. Regarding the effect of pressure due to tidal waters on the coast, it has been observed that when the medium is sand and the fluid is water, for a sinusoidal pressure of 2 × 104 Pa and a period of 24 hr at one of the boundaries and zero pressure at the other boundary, the flux is sinusoidal with the same period and amplitude decaying exponentially with distance to become negligible at a distance of a few hundred metres. A brief discussion is given concerning the mode of determination of the parameters of memory formalisms governing the diffusion using the observed pressure at several frequencies. We shall also see that, as in the classic case of pure Darcy's law behaviour, the equation governing the flux resulting in the diffusion through porous media with memory is the same as that governing the pressure.

An Exponential Finite Difference Technique for Solving Partial Differential Equations. M.S. Thesis - Toledo Univ., Ohio

NASA Technical Reports Server (NTRS)

Handschuh, Robert F.

1987-01-01

An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that were more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.

exponential finite difference technique for solving partial differential equations

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

Handschuh, R.F.

1987-01-01

An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that weremore » more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.« less

An asymptotic preserving unified gas kinetic scheme for gray radiative transfer equations

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

Sun, Wenjun, E-mail: sun_wenjun@iapcm.ac.cn; Jiang, Song, E-mail: jiang@iapcm.ac.cn; Xu, Kun, E-mail: makxu@ust.hk

The solutions of radiative transport equations can cover both optical thin and optical thick regimes due to the large variation of photon's mean-free path and its interaction with the material. In the small mean free path limit, the nonlinear time-dependent radiative transfer equations can converge to an equilibrium diffusion equation due to the intensive interaction between radiation and material. In the optical thin limit, the photon free transport mechanism will emerge. In this paper, we are going to develop an accurate and robust asymptotic preserving unified gas kinetic scheme (AP-UGKS) for the gray radiative transfer equations, where the radiation transportmore » equation is coupled with the material thermal energy equation. The current work is based on the UGKS framework for the rarefied gas dynamics [14], and is an extension of a recent work [12] from a one-dimensional linear radiation transport equation to a nonlinear two-dimensional gray radiative system. The newly developed scheme has the asymptotic preserving (AP) property in the optically thick regime in the capturing of diffusive solution without using a cell size being smaller than the photon's mean free path and time step being less than the photon collision time. Besides the diffusion limit, the scheme can capture the exact solution in the optical thin regime as well. The current scheme is a finite volume method. Due to the direct modeling for the time evolution solution of the interface radiative intensity, a smooth transition of the transport physics from optical thin to optical thick can be accurately recovered. Many numerical examples are included to validate the current approach.« less

General pulsed-field gradient signal attenuation expression based on a fractional integral modified-Bloch equation

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-10-01

Anomalous diffusion has been investigated in many polymer and biological systems. The analysis of PFG anomalous diffusion relies on the ability to obtain the signal attenuation expression. However, the general analytical PFG signal attenuation expression based on the fractional derivative has not been previously reported. Additionally, the reported modified-Bloch equations for PFG anomalous diffusion in the literature yielded different results due to their different forms. Here, a new integral type modified-Bloch equation based on the fractional derivative for PFG anomalous diffusion is proposed, which is significantly different from the conventional differential type modified-Bloch equation. The merit of the integral type modified-Bloch equation is that the original properties of the contributions from linear or nonlinear processes remain unchanged at the instant of the combination. From the modified-Bloch equation, the general solutions are derived, which includes the finite gradient pulse width (FGPW) effect. The numerical evaluation of these PFG signal attenuation expressions can be obtained either by the Adomian decomposition, or a direct integration method that is fast and practicable. The theoretical results agree with the continuous-time random walk (CTRW) simulations performed in this paper. Additionally, the relaxation effect in PFG anomalous diffusion is found to be different from that in PFG normal diffusion. The new modified-Bloch equations and their solutions provide a fundamental tool to analyze PFG anomalous diffusion in nuclear magnetic resonance (NMR) and magnetic resonance imaging (MRI).

Theoretical interpretation of Warburg's impedance in unsupported electrolytic cells.

PubMed

Barbero, G

2017-12-13

We discuss the origin of Warburg's impedance in unsupported electrolytic cells containing only one group of positive and one group of negative ions. Our analysis is based on the Poisson-Nernst-Planck model, where the generation-recombination phenomenon is neglected. We show that to observe Warburg-like impedance the diffusion coefficient of the positive ions has to differ from that of the negative ones, and furthermore the electrodes have to be not blocking. We assume that the non-blocking properties of the electrodes can be described by means of an Ohmic model, where the charge exchange between the cell and the external circuit is described by means of an electrode conductivity. For simplicity we consider a symmetric cell. However, our analysis can be easily generalized to more complicated situations, where the cell is not symmetric and the charge exchange is described by the Chang-Jaffe model, or by a linearized version of the Butler-Volmer equation. Our analysis allows justification of the expression for Warburg's impedance proposed previously by several groups, based on wrong assumptions.

Conservative Diffusions: a Constructive Approach to Nelson's Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Carlen, Eric Anders

In Nelson's stochastic mechanics, quantum phenomena are described in terms of diffusions instead of wave functions; this thesis is a study of that description. We emphasize that we are concerned here with the possibility of describing, as opposed to explaining, quantum phenomena in terms of diffusions. In this direction, the following questions arise: "Do the diffusions of stochastic mechanics--which are formally given by stochastic differential equations with extremely singular coefficients--really exist?" Given that they exist, one can ask, "Do these diffusions have physically reasonable sample path behavior, and can we use information about sample paths to study the behavior of physical systems?" These are the questions we treat in this thesis. In Chapter I we review stochastic mechanics and diffusion theory, using the Guerra-Morato variational principle to establish the connection with the Schroedinger equation. This chapter is largely expository; however, there are some novel features and proofs. In Chapter II we settle the first of the questions raised above. Using PDE methods, we construct the diffusions of stochastic mechanics. Our result is sufficiently general to be of independent mathematical interest. In Chapter III we treat potential scattering in stochastic mechanics and discuss direct probabilistic methods of studying quantum scattering problems. Our results provide a solid "Yes" in answer to the second question raised above.

A direct method of extracting surface recombination velocity from an electron beam induced current line scan

NASA Astrophysics Data System (ADS)

Ong, Vincent K. S.

1998-04-01

The extraction of diffusion length and surface recombination velocity in a semiconductor with the use of an electron beam induced current line scan has traditionally been done by fitting the line scan into complicated theoretical equations. It was recently shown that a much simpler equation is sufficient for the extraction of diffusion length. The linearization coefficient is the only variable that is needed to be adjusted in the curve fitting process. However, complicated equations are still necessary for the extraction of surface recombination velocity. It is shown in this article that it is indeed possible to extract surface recombination velocity with a simple equation, using only one variable, the linearization coefficient. An intuitive feel for the reason behind the method was discussed. The accuracy of the method was verified with the use of three-dimensional computer simulation, and was found to be even slightly better than that of the best existing method.

ANALYTICAL SOLUTIONS OF THE ATMOSPHERIC DIFFUSION EQUATION WITH MULTIPLE SOURCES AND HEIGHT-DEPENDENT WIND SPEED AND EDDY DIFFUSIVITIES. (R825689C072)

EPA Science Inventory

Abstract

Three-dimensional analytical solutions of the atmospheric diffusion equation with multiple sources and height-dependent wind speed and eddy diffusivities are derived in a systematic fashion. For homogeneous Neumann (total reflection), Dirichlet (total adsorpti...

ANALYTICAL SOLUTIONS OF THE ATMOSPHERIC DIFFUSION EQUATION WITH MULTIPLE SOURCES AND HEIGHT-DEPENDENT WIND SPEED AND EDDY DIFFUSIVITIES. (R825689C048)

EPA Science Inventory

Abstract

Three-dimensional analytical solutions of the atmospheric diffusion equation with multiple sources and height-dependent wind speed and eddy diffusivities are derived in a systematic fashion. For homogeneous Neumann (total reflection), Dirichlet (total adsorpti...

Three-dimensional stochastic modeling of radiation belts in adiabatic invariant coordinates

NASA Astrophysics Data System (ADS)

Zheng, Liheng; Chan, Anthony A.; Albert, Jay M.; Elkington, Scot R.; Koller, Josef; Horne, Richard B.; Glauert, Sarah A.; Meredith, Nigel P.

2014-09-01

A 3-D model for solving the radiation belt diffusion equation in adiabatic invariant coordinates has been developed and tested. The model, named Radbelt Electron Model, obtains a probabilistic solution by solving a set of Itô stochastic differential equations that are mathematically equivalent to the diffusion equation. This method is capable of solving diffusion equations with a full 3-D diffusion tensor, including the radial-local cross diffusion components. The correct form of the boundary condition at equatorial pitch angle α0=90° is also derived. The model is applied to a simulation of the October 2002 storm event. At α0 near 90°, our results are quantitatively consistent with GPS observations of phase space density (PSD) increases, suggesting dominance of radial diffusion; at smaller α0, the observed PSD increases are overestimated by the model, possibly due to the α0-independent radial diffusion coefficients, or to insufficient electron loss in the model, or both. Statistical analysis of the stochastic processes provides further insights into the diffusion processes, showing distinctive electron source distributions with and without local acceleration.

A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation

NASA Astrophysics Data System (ADS)

Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon

2017-09-01

Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.

Existence and Stability of Traveling Waves for Degenerate Reaction-Diffusion Equation with Time Delay

NASA Astrophysics Data System (ADS)

Huang, Rui; Jin, Chunhua; Mei, Ming; Yin, Jingxue

2018-01-01

This paper deals with the existence and stability of traveling wave solutions for a degenerate reaction-diffusion equation with time delay. The degeneracy of spatial diffusion together with the effect of time delay causes us the essential difficulty for the existence of the traveling waves and their stabilities. In order to treat this case, we first show the existence of smooth- and sharp-type traveling wave solutions in the case of c≥c^* for the degenerate reaction-diffusion equation without delay, where c^*>0 is the critical wave speed of smooth traveling waves. Then, as a small perturbation, we obtain the existence of the smooth non-critical traveling waves for the degenerate diffusion equation with small time delay τ >0 . Furthermore, we prove the global existence and uniqueness of C^{α ,β } -solution to the time-delayed degenerate reaction-diffusion equation via compactness analysis. Finally, by the weighted energy method, we prove that the smooth non-critical traveling wave is globally stable in the weighted L^1 -space. The exponential convergence rate is also derived.

Existence and Stability of Traveling Waves for Degenerate Reaction-Diffusion Equation with Time Delay

NASA Astrophysics Data System (ADS)

Huang, Rui; Jin, Chunhua; Mei, Ming; Yin, Jingxue

2018-06-01

This paper deals with the existence and stability of traveling wave solutions for a degenerate reaction-diffusion equation with time delay. The degeneracy of spatial diffusion together with the effect of time delay causes us the essential difficulty for the existence of the traveling waves and their stabilities. In order to treat this case, we first show the existence of smooth- and sharp-type traveling wave solutions in the case of c≥c^* for the degenerate reaction-diffusion equation without delay, where c^*>0 is the critical wave speed of smooth traveling waves. Then, as a small perturbation, we obtain the existence of the smooth non-critical traveling waves for the degenerate diffusion equation with small time delay τ >0. Furthermore, we prove the global existence and uniqueness of C^{α ,β }-solution to the time-delayed degenerate reaction-diffusion equation via compactness analysis. Finally, by the weighted energy method, we prove that the smooth non-critical traveling wave is globally stable in the weighted L^1-space. The exponential convergence rate is also derived.

Diffusion phenomenon for linear dissipative wave equations in an exterior domain

NASA Astrophysics Data System (ADS)

Ikehata, Ryo

Under the general condition of the initial data, we will derive the crucial estimates which imply the diffusion phenomenon for the dissipative linear wave equations in an exterior domain. In order to derive the diffusion phenomenon for dissipative wave equations, the time integral method which was developed by Ikehata and Matsuyama (Sci. Math. Japon. 55 (2002) 33) plays an effective role.

A Neutronic Program for Critical and Nonequilibrium Study of Mobile Fuel Reactors: The Cinsf1D Code

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

Lecarpentier, David; Carpentier, Vincent

2003-01-15

Molten salt reactors (MSRs) have the distinction of having a liquid fuel that is also the coolant. The transport of delayed-neutron precursors by the fuel modifies the precursors' equation. As a consequence, it is necessary to adapt the methods currently used for solid fuel reactors to achieve critical or kinetics calculations for an MSR. A program is presented for which this adaptation has been carried out within the framework of the two-energy-group diffusion theory with one dimension of space. This program has been called Cinsf1D (Cinetique pour reacteur a sels fondus 1D)

A moving mesh finite difference method for equilibrium radiation diffusion equations

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

Yang, Xiaobo, E-mail: xwindyb@126.com; Huang, Weizhang, E-mail: whuang@ku.edu; Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn

2015-10-01

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativitymore » of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.« less

The equilibrium-diffusion limit for radiation hydrodynamics

DOE PAGES

Ferguson, J. M.; Morel, J. E.; Lowrie, R.

2017-07-27

The equilibrium-diffusion approximation (EDA) is used to describe certain radiation-hydrodynamic (RH) environments. When this is done the RH equations reduce to a simplified set of equations. The EDA can be derived by asymptotically analyzing the full set of RH equations in the equilibrium-diffusion limit. Here, we derive the EDA this way and show that it and the associated set of simplified equations are both first-order accurate with transport corrections occurring at second order. Having established the EDA’s first-order accuracy we then analyze the grey nonequilibrium-diffusion approximation and the grey Eddington approximation and show that they both preserve this first-order accuracy.more » Further, these approximations preserve the EDA’s first-order accuracy when made in either the comoving-frame (CMF) or the lab-frame (LF). And while analyzing the Eddington approximation, we found that the CMF and LF radiation-source equations are equivalent when neglecting O(β 2) terms and compared in the LF. Of course, the radiation pressures are not equivalent. It is expected that simplified physical models and numerical discretizations of the RH equations that do not preserve this first-order accuracy will not retain the correct equilibrium-diffusion solutions. As a practical example, we show that nonequilibrium-diffusion radiative-shock solutions devolve to equilibrium-diffusion solutions when the asymptotic parameter is small.« less

Phase field approaches of bone remodeling based on TIP

NASA Astrophysics Data System (ADS)

Ganghoffer, Jean-François; Rahouadj, Rachid; Boisse, Julien; Forest, Samuel

2016-01-01

The process of bone remodeling includes a cycle of repair, renewal, and optimization. This adaptation process, in response to variations in external loads and chemical driving factors, involves three main types of bone cells: osteoclasts, which remove the old pre-existing bone; osteoblasts, which form the new bone in a second phase; osteocytes, which are sensing cells embedded into the bone matrix, trigger the aforementioned sequence of events. The remodeling process involves mineralization of the bone in the diffuse interface separating the marrow, which contains all specialized cells, from the newly formed bone. The main objective advocated in this contribution is the setting up of a modeling and simulation framework relying on the phase field method to capture the evolution of the diffuse interface between the new bone and the marrow at the scale of individual trabeculae. The phase field describes the degree of mineralization of this diffuse interface; it varies continuously between the lower value (no mineral) and unity (fully mineralized phase, e.g. new bone), allowing the consideration of a diffuse moving interface. The modeling framework is the theory of continuous media, for which field equations for the mechanical, chemical, and interfacial phenomena are written, based on the thermodynamics of irreversible processes. Additional models for the cellular activity are formulated to describe the coupling of the cell activity responsible for bone production/resorption to the kinetics of the internal variables. Kinetic equations for the internal variables are obtained from a pseudo-potential of dissipation. The combination of the balance equations for the microforce associated to the phase field and the kinetic equations lead to the Ginzburg-Landau equation satisfied by the phase field with a source term accounting for the dissipative microforce. Simulations illustrating the proposed framework are performed in a one-dimensional situation showing the evolution of the diffuse interface separating new bone from marrow.

Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK

PubMed Central

2014-01-01

Background Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system’s set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This “code-based” approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. Results As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. Conclusions The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts. PMID:24725437

Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK.

PubMed

Wang, Kaier; Steyn-Ross, Moira L; Steyn-Ross, D Alistair; Wilson, Marcus T; Sleigh, Jamie W; Shiraishi, Yoichi

2014-04-11

Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system's set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This "code-based" approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts.

Development of One-Group and Two-Group Interfacial Area Transport Equation

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

Ishii, M.; Kim, S.

A dynamic approach employing the interfacial area transport equation is presented to replace the static flow regime dependent correlations for the interfacial area concentration. The current study derives the transport equations for the bubble number, volume, and interfacial area concentration. Accounting for the substantial differences in the transport phenomena of various sizes of bubbles, both one-group and two-group interfacial area transport equations are developed along with the necessary constitutive relations. The framework for the complicated source and sink terms in the two-group transport equation is also presented by identifying the major intragroup and intergroup bubble interaction mechanisms. In view ofmore » evaluating the theoretical model, the one-group interfacial area transport equation is benchmarked based on the available data obtained in a wide range of air-water bubbly flow in round tubes of various diameters. In general, the results show good agreement within the measurement error of {+-}10%.« less

On asymptotic behavior and energy distribution for some one-dimensional non-parabolic diffusion problems

NASA Astrophysics Data System (ADS)

Kim, Seonghak; Yan, Baisheng

2018-06-01

We study some non-parabolic diffusion problems in one space dimension, where the diffusion flux exhibits forward and backward nature of the Perona–Malik, Höllig or non-Fourier type. Classical weak solutions to such problems are constructed in a way to capture some expected and unexpected properties, including anomalous asymptotic behaviors and energy dissipation or allocation. Specific properties of solutions will depend on the type of the diffusion flux, but the primary method of our study relies on reformulating diffusion equations involved as an inhomogeneous partial differential inclusion and on constructing solutions from the differential inclusion by a combination of the convex integration and Baire’s category methods. In doing so, we introduce the appropriate notion of subsolutions of the partial differential inclusion and their transition gauge, which plays a pivotal role in dealing with some specific features of the constructed weak solutions.

Steady-state solutions of a diffusive energy-balance climate model and their stability

NASA Technical Reports Server (NTRS)

Ghil, M.

1975-01-01

A diffusive energy-balance climate model, governed by a nonlinear parabolic partial differential equation, was studied. Three positive steady-state solutions of this equation are found; they correspond to three possible climates of our planet: an interglacial (nearly identical to the present climate), a glacial, and a completely ice-covered earth. Models similar to the main one are considered, and the number of their steady states was determined. All the models have albedo continuously varying with latitude and temperature, and entirely diffusive horizontal heat transfer. The stability under small perturbations of the main model's climates was investigated. A stability criterion is derived, and its application shows that the present climate and the deep freeze are stable, whereas the model's glacial is unstable. The dependence was examined of the number of steady states and of their stability on the average solar radiation.

Kinetic theory of nonlinear diffusion in a weakly disordered nonlinear Schrödinger chain in the regime of homogeneous chaos.

PubMed

Basko, D M

2014-02-01

We study the discrete nonlinear Schröinger equation with weak disorder, focusing on the regime when the nonlinearity is, on the one hand, weak enough for the normal modes of the linear problem to remain well resolved but, on the other, strong enough for the dynamics of the normal mode amplitudes to be chaotic for almost all modes. We show that in this regime and in the limit of high temperature, the macroscopic density ρ satisfies the nonlinear diffusion equation with a density-dependent diffusion coefficient, D(ρ) = D(0)ρ(2). An explicit expression for D(0) is obtained in terms of the eigenfunctions and eigenvalues of the linear problem, which is then evaluated numerically. The role of the second conserved quantity (energy) in the transport is also quantitatively discussed.

Analytic study of 1D diffusive relativistic shock acceleration

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

Keshet, Uri, E-mail: ukeshet@bgu.ac.il

2017-10-01

Diffusive shock acceleration (DSA) by relativistic shocks is thought to generate the dN / dE ∝ E{sup −p} spectra of charged particles in various astronomical relativistic flows. We show that for test particles in one dimension (1D), p {sup −1}=1−ln[γ{sub d}(1+β{sub d})]/ln[γ{sub u}(1+β{sub u})], where β{sub u}(β{sub d}) is the upstream (downstream) normalized velocity, and γ is the respective Lorentz factor. This analytically captures the main properties of relativistic DSA in higher dimensions, with no assumptions on the diffusion mechanism. Unlike 2D and 3D, here the spectrum is sensitive to the equation of state even in the ultra-relativistic limit, andmore » (for a J(üttner-Synge equation of state) noticeably hardens with increasing 1« less

Solution of the nonlinear Poisson-Boltzmann equation: Application to ionic diffusion in cementitious materials

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

Arnold, J.; Kosson, D.S., E-mail: david.s.kosson@vanderbilt.edu; Garrabrants, A.

2013-02-15

A robust numerical solution of the nonlinear Poisson-Boltzmann equation for asymmetric polyelectrolyte solutions in discrete pore geometries is presented. Comparisons to the linearized approximation of the Poisson-Boltzmann equation reveal that the assumptions leading to linearization may not be appropriate for the electrochemical regime in many cementitious materials. Implications of the electric double layer on both partitioning of species and on diffusive release are discussed. The influence of the electric double layer on anion diffusion relative to cation diffusion is examined.

Drowsy cheetah hunting antelopes: a diffusing predator seeking fleeing prey

NASA Astrophysics Data System (ADS)

Winkler, Karen; Bray, Alan J.

2005-02-01

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

The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion

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

Guo, Ran; Du, Jiulin, E-mail: jiulindu@aliyun.com

2015-08-15

We study the time behavior of the Fokker–Planck equation in Zwanzig’s rule (the backward-Ito’s rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in momentum space and follows a generalized fluctuation–dissipation relation. We obtain the precise time-dependent analytical solution of the Fokker–Planck equation and at long time the solution approaches to a stationary power-law distribution in nonextensive statistics. As a test, numerically we have demonstrated the accuracy and validity of the time-dependent solution. - Highlights: • The precise time-dependent solution of the Fokker–Planck equation with anomalousmore » diffusion is found. • The anomalous diffusion satisfies a generalized fluctuation–dissipation relation. • At long time the time-dependent solution approaches to a power-law distribution in nonextensive statistics. • Numerically we have demonstrated the accuracy and validity of the time-dependent solution.« less

Lack of anomalous diffusion in linear translationally-invariant systems determined by only one initial condition

NASA Astrophysics Data System (ADS)

Khorrami, Mohammad; Shariati, Ahmad; Aghamohammadi, Amir; Fatollahi, Amir H.

2012-01-01

It is shown that as far as the linear diffusion equation meets both time- and space-translational invariance, the time dependence of a moment of degree α is a polynomial of degree at most equal to α, while all connected moments are at most linear functions of time. As a special case, the variance is an at most linear function of time.

Projecting diffusion along the normal bundle of a plane curve

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

Valero-Valdés, Carlos; Herrera-Guzmán, Rafael

2014-05-15

The purpose of this paper is to provide new formulas for the effective diffusion coefficient of a generalized Fick-Jacob's equation obtained by projecting the two-dimensional diffusion equation along the normal directions of an arbitrary curve on the plane.

Transport equations in an enzymatic glucose fuel cell

NASA Astrophysics Data System (ADS)

Jariwala, Soham; Krishnamurthy, Balaji

2018-01-01

A mathematical model is developed to study the effects of convective flux and operating temperature on the performance of an enzymatic glucose fuel cell with a membrane. The model assumes isothermal operating conditions and constant feed rate of glucose. The glucose fuel cell domain is divided into five sections, with governing equations describing transport characteristics in each region, namely - anode diffusion layer, anode catalyst layer (enzyme layer), membrane, cathode catalyst layer and cathode diffusion layer. The mass transport is assumed to be one-dimensional and the governing equations are solved numerically. The effects flow rate of glucose feed on the performance of the fuel cell are studied as it contributes significantly to the convective flux. The effects of operating temperature on the performance of a glucose fuel cell are also modeled. The cell performances are compared using cell polarization curves, which were found compliant with experimental observations.

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

NASA Astrophysics Data System (ADS)

Sánchez-Vizuet, Tonatiuh; Cerfon, Antoine J.

2018-02-01

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

Quantifying equation-of-state and opacity errors using integrated supersonic diffusive radiation flow experiments on the National Ignition Facility

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

Guymer, T. M., E-mail: Thomas.Guymer@awe.co.uk; Moore, A. S.; Morton, J.

A well diagnosed campaign of supersonic, diffusive radiation flow experiments has been fielded on the National Ignition Facility. These experiments have used the accurate measurements of delivered laser energy and foam density to enable an investigation into SESAME's tabulated equation-of-state values and CASSANDRA's predicted opacity values for the low-density C{sub 8}H{sub 7}Cl foam used throughout the campaign. We report that the results from initial simulations under-predicted the arrival time of the radiation wave through the foam by ≈22%. A simulation study was conducted that artificially scaled the equation-of-state and opacity with the intended aim of quantifying the systematic offsets inmore » both CASSANDRA and SESAME. Two separate hypotheses which describe these errors have been tested using the entire ensemble of data, with one being supported by these data.« less

Synchronization of Reaction-Diffusion Neural Networks With Dirichlet Boundary Conditions and Infinite Delays.

PubMed

Sheng, Yin; Zhang, Hao; Zeng, Zhigang

2017-10-01

This paper is concerned with synchronization for a class of reaction-diffusion neural networks with Dirichlet boundary conditions and infinite discrete time-varying delays. By utilizing theories of partial differential equations, Green's formula, inequality techniques, and the concept of comparison, algebraic criteria are presented to guarantee master-slave synchronization of the underlying reaction-diffusion neural networks via a designed controller. Additionally, sufficient conditions on exponential synchronization of reaction-diffusion neural networks with finite time-varying delays are established. The proposed criteria herein enhance and generalize some published ones. Three numerical examples are presented to substantiate the validity and merits of the obtained theoretical results.

Travelling fronts of the CO oxidation on Pd(111) with coverage-dependent diffusion

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

Cisternas, Jaime, E-mail: jecisternas@miuandes.cl; Karpitschka, Stefan; Wehner, Stefan

2014-10-28

In this work, we study a surface reaction on Pd(111) crystals under ultra-high-vacuum conditions that can be modeled by two coupled reaction-diffusion equations. In the bistable regime, the reaction exhibits travelling fronts that can be observed experimentally using photo electron emission microscopy. The spatial profile of the fronts reveals a coverage-dependent diffusivity for one of the species. We propose a method to solve the nonlinear eigenvalue problem and compute the direction and the speed of the fronts based on a geometrical construction in phase-space. This method successfully captures the dependence of the speed on control parameters and diffusivities.

Fractional diffusion on bounded domains

DOE PAGES

Defterli, Ozlem; D'Elia, Marta; Du, Qiang; ...

2015-03-13

We found that the mathematically correct specification of a fractional differential equation on a bounded domain requires specification of appropriate boundary conditions, or their fractional analogue. In this paper we discuss the application of nonlocal diffusion theory to specify well-posed fractional diffusion equations on bounded domains.

Diffusion mechanism of non-interacting Brownian particles through a deformed substrate

NASA Astrophysics Data System (ADS)

Arfa, Lahcen; Ouahmane, Mehdi; El Arroum, Lahcen

2018-02-01

We study the diffusion mechanism of non-interacting Brownian particles through a deformed substrate. The study is done at low temperature for different values of the friction. The deformed substrate is represented by a periodic Remoissenet-Peyrard potential with deformability parameter s. In this potential, the particles (impurity, adatoms…) can diffuse. We ignore the interactions between these mobile particles consider them merely as non-interacting Brownian particles and this system is described by a Fokker-Planck equation. We solve this equation numerically using the matrix continued fraction method to calculate the dynamic structure factor S(q , ω) . From S(q , ω) some relevant correlation functions are also calculated. In particular, we determine the half-width line λ(q) of the peak of the quasi-elastic dynamic structure factor S(q , ω) and the diffusion coefficient D. Our numerical results show that the diffusion mechanism is described, depending on the structure of the potential, either by a simple jump diffusion process with jump length close to the lattice constant a or by a combination of a jump diffusion model with jump length close to lattice constant a and a liquid-like motion inside the unit cell. It shows also that, for different friction regimes and various potential shapes, the friction attenuates the diffusion mechanism. It is found that, in the high friction regime, the diffusion process is more important through a deformed substrate than through a non-deformed one.

Some New Lidar Equations for Laser Pulses Scattered Back from Optically Thick Media Such as Clouds, Dense Aerosol Plumes, Sea Ice, Snow, and Turbid Coastal Waters

NASA Technical Reports Server (NTRS)

Davis, Anthony B.

2013-01-01

I survey the theoretical foundations of the slowly-but-surely emerging field of multiple scattering lidar, which has already found applications in atmospheric and cryospheric optics that I also discuss. In multiple scattering lidar, returned pulses are stretched far beyond recognition, and there is no longer a one-to-one connection between range and return-trip timing. Moreover, one can exploit the radial profile of the diffuse radiance field excited by the laser source that, by its very nature, is highly concentrated in space and collimated in direction. One needs, however, a new class of lidar equations to explore this new phenomenology. A very useful set is derived from radiative diffusion theory, which is found at the opposite asymptotic limit of radiative transfer theory than the conventional (single-scattering) limit used to derive the standard lidar equation. In particular, one can use it to show that, even if the simple time-of-flight-to-range connection is irretrievably lost, multiply-scattered lidar light can be used to restore a unique profiling capability with coarser resolution but much deeper penetration into a wide variety of optical thick media in nature. Several new applications are proposed, including a laser bathymetry technique that should work for highly turbid coastal waters.

Coarse mesh and one-cell block inversion based diffusion synthetic acceleration

NASA Astrophysics Data System (ADS)

Kim, Kang-Seog

DSA (Diffusion Synthetic Acceleration) has been developed to accelerate the SN transport iteration. We have developed solution techniques for the diffusion equations of FLBLD (Fully Lumped Bilinear Discontinuous), SCB (Simple Comer Balance) and UCB (Upstream Corner Balance) modified 4-step DSA in x-y geometry. Our first multi-level method includes a block Gauss-Seidel iteration for the discontinuous diffusion equation, uses the continuous diffusion equation derived from the asymptotic analysis, and avoids void cell calculation. We implemented this multi-level procedure and performed model problem calculations. The results showed that the FLBLD, SCB and UCB modified 4-step DSA schemes with this multi-level technique are unconditionally stable and rapidly convergent. We suggested a simplified multi-level technique for FLBLD, SCB and UCB modified 4-step DSA. This new procedure does not include iterations on the diffusion calculation or the residual calculation. Fourier analysis results showed that this new procedure was as rapidly convergent as conventional modified 4-step DSA. We developed new DSA procedures coupled with 1-CI (Cell Block Inversion) transport which can be easily parallelized. We showed that 1-CI based DSA schemes preceded by SI (Source Iteration) are efficient and rapidly convergent for LD (Linear Discontinuous) and LLD (Lumped Linear Discontinuous) in slab geometry and for BLD (Bilinear Discontinuous) and FLBLD in x-y geometry. For 1-CI based DSA without SI in slab geometry, the results showed that this procedure is very efficient and effective for all cases. We also showed that 1-CI based DSA in x-y geometry was not effective for thin mesh spacings, but is effective and rapidly convergent for intermediate and thick mesh spacings. We demonstrated that the diffusion equation discretized on a coarse mesh could be employed to accelerate the transport equation. Our results showed that coarse mesh DSA is unconditionally stable and is as rapidly convergent as fine mesh DSA in slab geometry. For x-y geometry our coarse mesh DSA is very effective for thin and intermediate mesh spacings independent of the scattering ratio, but is not effective for purely scattering problems and high aspect ratio zoning. However, if the scattering ratio is less than about 0.95, this procedure is very effective for all mesh spacing.

Mathematics of thermal diffusion in an exponential temperature field

NASA Astrophysics Data System (ADS)

Zhang, Yaqi; Bai, Wenyu; Diebold, Gerald J.

2018-04-01

The Ludwig-Soret effect, also known as thermal diffusion, refers to the separation of gas, liquid, or solid mixtures in a temperature gradient. The motion of the components of the mixture is governed by a nonlinear, partial differential equation for the density fractions. Here solutions to the nonlinear differential equation for a binary mixture are discussed for an externally imposed, exponential temperature field. The equation of motion for the separation without the effects of mass diffusion is reduced to a Hamiltonian pair from which spatial distributions of the components of the mixture are found. Analytical calculations with boundary effects included show shock formation. The results of numerical calculations of the equation of motion that include both thermal and mass diffusion are given.

Sub- and super-diffusion on Cantor sets: Beyond the paradox

NASA Astrophysics Data System (ADS)

K. Golmankhaneh, Alireza; Balankin, Alexander S.

2018-04-01

There is no way to build a nontrivial Markov process having continuous trajectories on a totally disconnected fractal embedded in the Euclidean space. Accordingly, in order to delineate the diffusion process on the totally disconnected fractal, one needs to relax the continuum requirement. Consequently, a diffusion process depends on how the continuum requirement is handled. This explains the emergence of different types of anomalous diffusion on the same totally disconnected set. In this regard, we argue that the number of effective spatial degrees of freedom of a random walker on the totally disconnected Cantor set is equal to nsp = [ D ] + 1, where [ D ] is the integer part of the Hausdorff dimension of the Cantor set. Conversely, the number of effective dynamical degrees of freedom (ds) depends on the definition of a Markov process on the totally disconnected Cantor set embedded in the Euclidean space En (n ≥nsp). This allows us to deduce the equation of diffusion by employing the local differential operators on the Fα-support. The exact solutions of this equation are obtained on the middle-ɛ Cantor sets for different kinds of the Markovian random processes. The relation of our findings to physical phenomena observed in complex systems is highlighted.

New Quantum Diffusion Monte Carlo Method for strong field time dependent problems

NASA Astrophysics Data System (ADS)

Kalinski, Matt

2017-04-01

We have recently formulated the Quantum Diffusion Quantum Monte Carlo (QDMC) method for the solution of the time-dependent Schrödinger equation when it is equivalent to the reaction-diffusion system coupled by the highly nonlinear potentials of the type of Shay. Here we formulate a new Time Dependent QDMC method free of the nonlinearities described by the constant stochastic process of the coupled diffusion with transmutation. As before two kinds of diffusing particles (color walkers) are considered but which can further also transmute one into the other. Each of the species undergoes the hypothetical Einstein random walk progression with transmutation. The progressed particles transmute into the particles of the other kind before contributing to or annihilating the other particles density. This fully emulates the Time Dependent Schrödinger equation for any number of quantum particles. The negative sign of the real and the imaginary parts of the wave function is handled by the ``spinor'' densities carrying the sign as the degree of freedom. We apply the method for the exact time-dependent observation of our discovered two-electron Langmuir configurations in the magnetic and circularly polarized fields.

Relativistic diffusion processes and random walk models

NASA Astrophysics Data System (ADS)

Dunkel, Jörn; Talkner, Peter; Hänggi, Peter

2007-02-01

The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As is well known, the Gaussian transition probability density function (PDF) of this process is in conflict with special relativity, as it permits particles to propagate faster than the speed of light. A frequently considered alternative is provided by the telegraph equation, whose solutions avoid superluminal propagation speeds but suffer from singular (noncontinuous) diffusion fronts on the light cone, which are unlikely to exist for massive particles. It is therefore advisable to explore other alternatives as well. In this paper, a generalized Wiener process is proposed that is continuous, avoids superluminal propagation, and reduces to the standard Wiener process in the nonrelativistic limit. The corresponding relativistic diffusion propagator is obtained directly from the nonrelativistic Wiener propagator, by rewriting the latter in terms of an integral over actions. The resulting relativistic process is non-Markovian, in accordance with the known fact that nontrivial continuous, relativistic Markov processes in position space cannot exist. Hence, the proposed process defines a consistent relativistic diffusion model for massive particles and provides a viable alternative to the solutions of the telegraph equation.

Nonlinear differential equations

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

Dresner, L.

1988-01-01

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

Fourier analysis of finite element preconditioned collocation schemes

NASA Technical Reports Server (NTRS)

Deville, Michel O.; Mund, Ernest H.

1990-01-01

The spectrum of the iteration operator of some finite element preconditioned Fourier collocation schemes is investigated. The first part of the paper analyses one-dimensional elliptic and hyperbolic model problems and the advection-diffusion equation. Analytical expressions of the eigenvalues are obtained with use of symbolic computation. The second part of the paper considers the set of one-dimensional differential equations resulting from Fourier analysis (in the tranverse direction) of the 2-D Stokes problem. All results agree with previous conclusions on the numerical efficiency of finite element preconditioning schemes.

Rarefied gas flows through a curved channel: Application of a diffusion-type equation

NASA Astrophysics Data System (ADS)

Aoki, Kazuo; Takata, Shigeru; Tatsumi, Eri; Yoshida, Hiroaki

2010-11-01

Rarefied gas flows through a curved two-dimensional channel, caused by a pressure or a temperature gradient, are investigated numerically by using a macroscopic equation of convection-diffusion type. The equation, which was derived systematically from the Bhatnagar-Gross-Krook model of the Boltzmann equation and diffuse-reflection boundary condition in a previous paper [K. Aoki et al., "A diffusion model for rarefied flows in curved channels," Multiscale Model. Simul. 6, 1281 (2008)], is valid irrespective of the degree of gas rarefaction when the channel width is much shorter than the scale of variations of physical quantities and curvature along the channel. Attention is also paid to a variant of the Knudsen compressor that can produce a pressure raise by the effect of the change of channel curvature and periodic temperature distributions without any help of moving parts. In the process of analysis, the macroscopic equation is (partially) extended to the case of the ellipsoidal-statistical model of the Boltzmann equation.

Electron magnetic resonance investigation of gadolinium diffusion in zircon powders

NASA Astrophysics Data System (ADS)

de Biasi, R. S.; Grillo, M. L. N.

2011-11-01

The electron magnetic resonance (EMR) technique was used to investigate the diffusion of gadolinium in zircon (ZrSiO4) powders. The EMR absorption intensity was measured for several annealing times and three different temperatures of isothermal annealing: 1273, 1323 and 1373 K. The activation energy for diffusion, calculated from the experimental data using a theoretical model based on the Fick equation, was found to be EA=506±5 kJ mol-1. This value is close to the ones for the diffusion of Gd in UO2 and CeO2, but much larger than for the diffusion of gadolinium in a compound with the same crystal structure as zircon, YVO4. This is attributed to a difference in the relative sizes of the ions involved in the diffusion process.

A diffusion based study of population dynamics: Prehistoric migrations into South Asia

PubMed Central

Vahia, Mayank N.; Yadav, Nisha; Ladiwala, Uma; Mathur, Deepak

2017-01-01

A diffusion equation has been used to study migration of early humans into the South Asian subcontinent. The diffusion equation is tempered by a set of parameters that account for geographical features like proximity to water resources, altitude, and flatness of land. The ensuing diffusion of populations is followed in time-dependent computer simulations carried out over a period of 10,000 YBP. The geographical parameters are determined from readily-available satellite data. The results of our computer simulations are compared to recent genetic data so as to better correlate the migratory patterns of various populations; they suggest that the initial populations started to coalesce around 4,000 YBP before the commencement of a period of relative geographical isolation of each population group. The period during which coalescence of populations occurred appears consistent with the established timeline associated with the Harappan civilization and also, with genetic admixing that recent genetic mapping data reveal. Our results may contribute to providing a timeline for the movement of prehistoric people. Most significantly, our results appear to suggest that the Ancestral Austro-Asiatic population entered the subcontinent through an easterly direction, potentially resolving a hitherto-contentious issue. PMID:28493906

Proxy-equation paradigm: A strategy for massively parallel asynchronous computations

NASA Astrophysics Data System (ADS)

Mittal, Ankita; Girimaji, Sharath

2017-09-01

Massively parallel simulations of transport equation systems call for a paradigm change in algorithm development to achieve efficient scalability. Traditional approaches require time synchronization of processing elements (PEs), which severely restricts scalability. Relaxing synchronization requirement introduces error and slows down convergence. In this paper, we propose and develop a novel "proxy equation" concept for a general transport equation that (i) tolerates asynchrony with minimal added error, (ii) preserves convergence order and thus, (iii) expected to scale efficiently on massively parallel machines. The central idea is to modify a priori the transport equation at the PE boundaries to offset asynchrony errors. Proof-of-concept computations are performed using a one-dimensional advection (convection) diffusion equation. The results demonstrate the promise and advantages of the present strategy.

Molecular Dynamic Simulation of Water Vapor and Determination of Diffusion Characteristics in the Pore

NASA Astrophysics Data System (ADS)

Nikonov, Eduard G.; Pavluš, Miron; Popovičová, Mária

2018-02-01

One of the varieties of pores, often found in natural or artificial building materials, are the so-called blind pores of dead-end or saccate type. Three-dimensional model of such kind of pore has been developed in this work. This model has been used for simulation of water vapor interaction with individual pore by molecular dynamics in combination with the diffusion equation method. Special investigations have been done to find dependencies between thermostats implementations and conservation of thermodynamic and statistical values of water vapor - pore system. The two types of evolution of water - pore system have been investigated: drying and wetting of the pore. Full research of diffusion coefficient, diffusion velocity and other diffusion parameters has been made.

An asymptotic induced numerical method for the convection-diffusion-reaction equation

NASA Technical Reports Server (NTRS)

Scroggs, Jeffrey S.; Sorensen, Danny C.

1988-01-01

A parallel algorithm for the efficient solution of a time dependent reaction convection diffusion equation with small parameter on the diffusion term is presented. The method is based on a domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. Parallelism is evident at two levels. Domain decomposition provides parallelism at the highest level, and within each domain there is ample opportunity to exploit parallelism. Run time results demonstrate the viability of the method.

A new Eulerian model for viscous and heat conducting compressible flows

NASA Astrophysics Data System (ADS)

Svärd, Magnus

2018-09-01

In this article, a suite of physically inconsistent properties of the Navier-Stokes equations, associated with the lack of mass diffusion and the definition of velocity, is presented. We show that these inconsistencies are consequences of the Lagrangian derivation that models viscous stresses rather than diffusion. A new model for compressible and diffusive (viscous and heat conducting) flows of an ideal gas, is derived in a purely Eulerian framework. We propose that these equations supersede the Navier-Stokes equations. A few numerical experiments demonstrate some differences and similarities between the new system and the Navier-Stokes equations.

Analytical solution of the nonlinear diffusion equation

NASA Astrophysics Data System (ADS)

Shanker Dubey, Ravi; Goswami, Pranay

2018-05-01

In the present paper, we derive the solution of the nonlinear fractional partial differential equations using an efficient approach based on the q -homotopy analysis transform method ( q -HATM). The fractional diffusion equations derivatives are considered in Caputo sense. The derived results are graphically demonstrated as well.

The effective boundary conditions and their lifespan of the logistic diffusion equation on a coated body

NASA Astrophysics Data System (ADS)

Li, Huicong; Wang, Xuefeng; Wu, Yanxia

2014-11-01

We consider the logistic diffusion equation on a bounded domain, which has two components with a thin coating surrounding a body. The diffusion tensor is isotropic on the body, and anisotropic on the coating. The size of the diffusion tensor on these components may be very different; within the coating, the diffusion rates in the normal and tangent directions may be in different scales. We find effective boundary conditions (EBCs) that are approximately satisfied by the solution of the diffusion equation on the boundary of the body. We also prove that the lifespan of each EBC, which measures how long the EBC remains effective, is infinite. The EBCs enable us to see clearly the effect of the coating and ease the difficult task of solving the PDE in a thin region with a small diffusion tensor. The motivation of the mathematics includes a nature reserve surrounded by a buffer zone.

Worst case prediction of additives migration from polystyrene for food safety purposes: a model update.

PubMed

Martínez-López, Brais; Gontard, Nathalie; Peyron, Stéphane

2018-03-01

A reliable prediction of migration levels of plastic additives into food requires a robust estimation of diffusivity. Predictive modelling of diffusivity as recommended by the EU commission is carried out using a semi-empirical equation that relies on two polymer-dependent parameters. These parameters were determined for the polymers most used by packaging industry (LLDPE, HDPE, PP, PET, PS, HIPS) from the diffusivity data available at that time. In the specific case of general purpose polystyrene, the diffusivity data published since then shows that the use of the equation with the original parameters results in systematic underestimation of diffusivity. The goal of this study was therefore, to propose an update of the aforementioned parameters for PS on the basis of up to date diffusivity data, so the equation can be used for a reasoned overestimation of diffusivity.

Modeling Morphogenesis with Reaction-Diffusion Equations Using Galerkin Spectral Methods

DTIC Science & Technology

2002-05-06

reaction- diffusion equation is a difficult problem in analysis that will not be addressed here. Errors will also arise from numerically approx solutions to...the ODEs. When comparing the approximate solution to actual reaction- diffusion systems found in nature, we must also take into account errors that...

Crossover behavior of stock returns and mean square displacements of particles governed by the Langevin equation

NASA Astrophysics Data System (ADS)

Ma, Wen-Jong; Wang, Shih-Chieh; Chen, Chi-Ning; Hu, Chin-Kun

2013-06-01

It is found that the mean square log-returns calculated from the high-frequency one-day moving average of US and Taiwan stocks with the time internal τ show ballistic behavior \\theta \\tau^{\\alpha_1} with the exponent \\alpha_1 \\approx 2 for small τ and show diffusion-like behavior D \\tau^{\\alpha_2} with the exponent \\alpha_2 \\approx 1 for large τ. Such a crossover behavior can be well described by the mean square displacements of particles governed by the Langevin equation of motion. Thus, θ and D can be considered, respectively, as the temperature-like and diffusivity-like kinetic parameters of the market, and they can be used to characterize the behavior of the market.

Effects of low molecular weight organic acids on (137)Cs release from contaminated soils.

PubMed

Chiang, Po Neng; Wang, Ming Kuang; Huang, Pan Ming; Wang, Jeng Jong

2011-06-01

Radio pollutant removal is one of several priority restoration strategies for the environment. This study assessed the effect of low molecular weight organic acid on the lability and mechanisms for release of (137)Cs from contaminated soils. The amount of (137)Cs radioactivity released from contaminated soils reacting with 0.02 M low molecular weight organic acids (LMWOAs) specifically acetic, succinic, oxalic, tartaric, and citric acid over 48 h were 265, 370, 760, 850, and 1002 Bq kg(-1), respectively. The kinetic results indicate that (137)Cs exhibits a two-step parabolic diffusion equation and a good linear relationship, indicating that the parabolic diffusion equation describes the data quite well, as shown by low p and high r(2) values. The fast stage, which was found to occur within a short period of time (0.083-3 h), corresponds to the interaction of LMWOAs with the surface of clay minerals; meanwhile, during the slow stage, which occurs over a much longer time period (3-24 h), desorption primarily is attributed to inter-particle or intra-particle diffusion. After a fifth renewal of the LMWOAs, the total levels of (137)Cs radioactivity released by acetic, succinic, oxalic, tartaric, and citric acid were equivalent to 390, 520, 3949, 2061, and 4422 Bq kg(-1) soil, respectively. H(+) can protonate the hydroxyl groups and oxygen atoms at the broken edges or surfaces of the minerals, thereby weakening Fe-O and Al-O bonds. After protonation of H(+), organic ligands can attack the OH and OH(2) groups in the minerals easily, to form complexes with surface structure cations, such as Al and Fe. The amounts of (137)Cs released from contaminated soil treated with LMWOAs were substantially increased, indicating that the LMWOAs excreted by the roots of plants play a critical role in (137)Cs release. Copyright © 2011 Elsevier Ltd. All rights reserved.

Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems

NASA Astrophysics Data System (ADS)

Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.

2018-06-01

On the basis of Nelson's stochastic mechanics derivation of the Schrödinger equation, a formal mathematical structure of non-relativistic quantum mechanics equivalent to the one in classical analytical mechanics has been established in the literature. We recently were able to augment this structure by deriving quantum Hamilton equations of motion by finding the Nash equilibrium of a stochastic optimal control problem, which is the generalization of Hamilton's principle of classical mechanics to quantum systems. We showed that these equations allow a description and numerical determination of the ground state of quantum problems without using the Schrödinger equation. We extend this approach here to deliver the complete discrete energy spectrum and related eigenfunctions for bound states of one-dimensional stationary quantum systems. We exemplify this analytically for the one-dimensional harmonic oscillator and numerically by analyzing a quartic double-well potential, a model of broad importance in many areas of physics. We furthermore point out a relation between the tunnel splitting of such models and mean first passage time concepts applied to Nelson's diffusion paths in the ground state.

Complete Numerical Solution of the Diffusion Equation of Random Genetic Drift

PubMed Central

Zhao, Lei; Yue, Xingye; Waxman, David

2013-01-01

A numerical method is presented to solve the diffusion equation for the random genetic drift that occurs at a single unlinked locus with two alleles. The method was designed to conserve probability, and the resulting numerical solution represents a probability distribution whose total probability is unity. We describe solutions of the diffusion equation whose total probability is unity as complete. Thus the numerical method introduced in this work produces complete solutions, and such solutions have the property that whenever fixation and loss can occur, they are automatically included within the solution. This feature demonstrates that the diffusion approximation can describe not only internal allele frequencies, but also the boundary frequencies zero and one. The numerical approach presented here constitutes a single inclusive framework from which to perform calculations for random genetic drift. It has a straightforward implementation, allowing it to be applied to a wide variety of problems, including those with time-dependent parameters, such as changing population sizes. As tests and illustrations of the numerical method, it is used to determine: (i) the probability density and time-dependent probability of fixation for a neutral locus in a population of constant size; (ii) the probability of fixation in the presence of selection; and (iii) the probability of fixation in the presence of selection and demographic change, the latter in the form of a changing population size. PMID:23749318

Moisture contamination and welding parameter effects on flux cored arc welding diffusible hydrogen

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

Kiefer, J.J.

1994-12-31

Gas metal arc (GMAW) and flux cored arc (FCAW) welding are gas shielded semiautomatic processes widely used for achieving high productivity in steel fabrication. Contamination of the shielding has can occur due to poorly maintained gas distribution systems. Moisture entering as a gas contaminant is a source of hydrogen that can cause delayed cold cracking in welds. Limiting heat-affected zone hardness is one method of controlling cracking. Even this is based on some assumptions about the hydrogen levels in the weld. A study was conducted to investigate the effect of shielding gas moisture contamination and welding parameters on the diffusiblemore » hydrogen content of gas shielded flux cored arc welding. The total wire hydrogen of various electrodes was also tested and compared to the diffusible weld hydrogen. An empirical equation has been developed that estimates the diffusible hydrogen in weld metal for gas shielded flux cored arc welding. The equation is suitable for small diameter electrodes and welding parameter ranges commonly used for out-of-position welding. by combining this with the results from the total wire hydrogen tests, it is possible to estimate diffusible hydrogen directly from measured welding parameters, shielding gas dew point, and total hydrogen of the consumable. These equations are also useful for evaluating the effect of welding procedure variations from known baseline conditions.« less

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

NASA Astrophysics Data System (ADS)

Wang, Dongyong; Chen, Weitao; Nie, Qing

2015-07-01

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

Exact Solutions of Coupled Multispecies Linear Reaction–Diffusion Equations on a Uniformly Growing Domain

PubMed Central

Simpson, Matthew J.; Sharp, Jesse A.; Morrow, Liam C.; Baker, Ruth E.

2015-01-01

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction–diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction–diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction–diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially–confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially–confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit. PMID:26407013

Exact Solutions of Coupled Multispecies Linear Reaction-Diffusion Equations on a Uniformly Growing Domain.

PubMed

Simpson, Matthew J; Sharp, Jesse A; Morrow, Liam C; Baker, Ruth E

2015-01-01

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction-diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction-diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction-diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially-confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially-confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit.

Leith diffusion model for homogeneous anisotropic turbulence

DOE PAGES

Rubinstein, Robert; Clark, Timothy T.; Kurien, Susan

2017-06-01

Here, a proposal for a spectral closure model for homogeneous anisotropic turbulence. The systematic development begins by closing the third-order correlation describing nonlinear interactions by an anisotropic generalization of the Leith diffusion model for isotropic turbulence. The correlation tensor is then decomposed into a tensorially isotropic part, or directional anisotropy, and a trace-free remainder, or polarization anisotropy. The directional and polarization components are then decomposed using irreducible representations of the SO(3) symmetry group. Under the ansatz that the decomposition is truncated at quadratic order, evolution equations are derived for the directional and polarization pieces of the correlation tensor. Here, numericalmore » simulation of the model equations for a freely decaying anisotropic flow illustrate the non-trivial effects of spectral dependencies on the different return-to-isotropy rates of the directional and polarization contributions.« less

Predicting X-ray diffuse scattering from translation–libration–screw structural ensembles

PubMed Central

Van Benschoten, Andrew H.; Afonine, Pavel V.; Terwilliger, Thomas C.; Wall, Michael E.; Jackson, Colin J.; Sauter, Nicholas K.; Adams, Paul D.; Urzhumtsev, Alexandre; Fraser, James S.

2015-01-01

Identifying the intramolecular motions of proteins and nucleic acids is a major challenge in macromolecular X-ray crystallography. Because Bragg diffraction describes the average positional distribution of crystalline atoms with imperfect precision, the resulting electron density can be compatible with multiple models of motion. Diffuse X-ray scattering can reduce this degeneracy by reporting on correlated atomic displacements. Although recent technological advances are increasing the potential to accurately measure diffuse scattering, computational modeling and validation tools are still needed to quantify the agreement between experimental data and different parameterizations of crystalline disorder. A new tool, phenix.diffuse, addresses this need by employing Guinier’s equation to calculate diffuse scattering from Protein Data Bank (PDB)-formatted structural ensembles. As an example case, phenix.diffuse is applied to translation–libration–screw (TLS) refinement, which models rigid-body displacement for segments of the macromolecule. To enable the calculation of diffuse scattering from TLS-refined structures, phenix.tls_as_xyz builds multi-model PDB files that sample the underlying T, L and S tensors. In the glycerophos­phodiesterase GpdQ, alternative TLS-group partitioning and different motional correlations between groups yield markedly dissimilar diffuse scattering maps with distinct implications for molecular mechanism and allostery. These methods demonstrate how, in principle, X-ray diffuse scattering could extend macromolecular structural refinement, validation and analysis. PMID:26249347

Predicting X-ray diffuse scattering from translation–libration–screw structural ensembles

DOE PAGES

Van Benschoten, Andrew H.; Afonine, Pavel V.; Terwilliger, Thomas C.; ...

2015-07-28

Identifying the intramolecular motions of proteins and nucleic acids is a major challenge in macromolecular X-ray crystallography. Because Bragg diffraction describes the average positional distribution of crystalline atoms with imperfect precision, the resulting electron density can be compatible with multiple models of motion. Diffuse X-ray scattering can reduce this degeneracy by reporting on correlated atomic displacements. Although recent technological advances are increasing the potential to accurately measure diffuse scattering, computational modeling and validation tools are still needed to quantify the agreement between experimental data and different parameterizations of crystalline disorder. A new tool, phenix.diffuse, addresses this need by employing Guinier'smore » equation to calculate diffuse scattering from Protein Data Bank (PDB)-formatted structural ensembles. As an example case, phenix.diffuse is applied to translation–libration–screw (TLS) refinement, which models rigid-body displacement for segments of the macromolecule. To enable the calculation of diffuse scattering from TLS-refined structures, phenix.tls_as_xyz builds multi-model PDB files that sample the underlying T, L and S tensors. In the glycerophosphodiesterase GpdQ, alternative TLS-group partitioning and different motional correlations between groups yield markedly dissimilar diffuse scattering maps with distinct implications for molecular mechanism and allostery. In addition, these methods demonstrate how, in principle, X-ray diffuse scattering could extend macromolecular structural refinement, validation and analysis.« less

An accurate computational method for the diffusion regime verification

NASA Astrophysics Data System (ADS)

Zhokh, Alexey A.; Strizhak, Peter E.

2018-04-01

The diffusion regime (sub-diffusive, standard, or super-diffusive) is defined by the order of the derivative in the corresponding transport equation. We develop an accurate computational method for the direct estimation of the diffusion regime. The method is based on the derivative order estimation using the asymptotic analytic solutions of the diffusion equation with the integer order and the time-fractional derivatives. The robustness and the computational cheapness of the proposed method are verified using the experimental methane and methyl alcohol transport kinetics through the catalyst pellet.

Kinematic validation of a quasi-geostrophic model for the fast dynamics in the Earth's outer core

NASA Astrophysics Data System (ADS)

Maffei, S.; Jackson, A.

2017-09-01

We derive a quasi-geostrophic (QG) system of equations suitable for the description of the Earth's core dynamics on interannual to decadal timescales. Over these timescales, rotation is assumed to be the dominant force and fluid motions are strongly invariant along the direction parallel to the rotation axis. The diffusion-free, QG system derived here is similar to the one derived in Canet et al. but the projection of the governing equations on the equatorial disc is handled via vertical integration and mass conservation is applied to the velocity field. Here we carefully analyse the properties of the resulting equations and we validate them neglecting the action of the Lorentz force in the momentum equation. We derive a novel analytical solution describing the evolution of the magnetic field under these assumptions in the presence of a purely azimuthal flow and an alternative formulation that allows us to numerically solve the evolution equations with a finite element method. The excellent agreement we found with the analytical solution proves that numerical integration of the QG system is possible and that it preserves important physical properties of the magnetic field. Implementation of magnetic diffusion is also briefly considered.

Timing mechanism and effective activation energy concerned with aging and lifespan in the long-lived and thermosensory mutants of Caenorhabditis elegans.

PubMed

Suda, Hitoshi; Sato, Kazuya; Yanase, Sumino

2012-01-01

The lifespans of many poikilothermic animals, including the nematode Caenorhabditis elegans, depend significantly on environmental temperature. Using long-living, thermosensory mutants of C. elegans, we tested whether the temperature dependency of the mean lifespan is compatible with the Arrhenius equation, which typically represents one of the chemical reaction rate theories. The temperature dependency of C. elegans was the Arrhenius type or normal, but daf-2(e1370) mutants were quite different from the others. However, taking into account the effect of the thermal denaturation of DAF-2 with the temperature, we showed that our analyzed results are compatible with previous ones. We investigated the timing mechanism of one parameter (the onset of biodemographic aging (t(0))) in the lifespan equation by applying the RNAi feeding method to daf-2 mutants in order to suppress daf-16 activity at different times during the life cycle. In summary, we further deepened the biological role of two elements, t(0) and z (the inverse of the aging rate), in the lifespan equation and mean lifespan formulated by our diffusion model z(2) = 4Dt(0), where z is composed of t(0) and D (the diffusion constant). Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Control of reaction-diffusion equations on time-evolving manifolds.

PubMed

Rossi, Francesco; Duteil, Nastassia Pouradier; Yakoby, Nir; Piccoli, Benedetto

2016-12-01

Among the main actors of organism development there are morphogens, which are signaling molecules diffusing in the developing organism and acting on cells to produce local responses. Growth is thus determined by the distribution of such signal. Meanwhile, the diffusion of the signal is itself affected by the changes in shape and size of the organism. In other words, there is a complete coupling between the diffusion of the signal and the change of the shapes. In this paper, we introduce a mathematical model to investigate such coupling. The shape is given by a manifold, that varies in time as the result of a deformation given by a transport equation. The signal is represented by a density, diffusing on the manifold via a diffusion equation. We show the non-commutativity of the transport and diffusion evolution by introducing a new concept of Lie bracket between the diffusion and the transport operator. We also provide numerical simulations showing this phenomenon.

Effects of high-frequency damping on iterative convergence of implicit viscous solver

NASA Astrophysics Data System (ADS)

Nishikawa, Hiroaki; Nakashima, Yoshitaka; Watanabe, Norihiko

2017-11-01

This paper discusses effects of high-frequency damping on iterative convergence of an implicit defect-correction solver for viscous problems. The study targets a finite-volume discretization with a one parameter family of damped viscous schemes. The parameter α controls high-frequency damping: zero damping with α = 0, and larger damping for larger α (> 0). Convergence rates are predicted for a model diffusion equation by a Fourier analysis over a practical range of α. It is shown that the convergence rate attains its minimum at α = 1 on regular quadrilateral grids, and deteriorates for larger values of α. A similar behavior is observed for regular triangular grids. In both quadrilateral and triangular grids, the solver is predicted to diverge for α smaller than approximately 0.5. Numerical results are shown for the diffusion equation and the Navier-Stokes equations on regular and irregular grids. The study suggests that α = 1 and 4/3 are suitable values for robust and efficient computations, and α = 4 / 3 is recommended for the diffusion equation, which achieves higher-order accuracy on regular quadrilateral grids. Finally, a Jacobian-Free Newton-Krylov solver with the implicit solver (a low-order Jacobian approximately inverted by a multi-color Gauss-Seidel relaxation scheme) used as a variable preconditioner is recommended for practical computations, which provides robust and efficient convergence for a wide range of α.

Nonlinear theory of nonstationary low Mach number channel flows of freely cooling nearly elastic granular gases.

PubMed

Meerson, Baruch; Fouxon, Itzhak; Vilenkin, Arkady

2008-02-01

We employ hydrodynamic equations to investigate nonstationary channel flows of freely cooling dilute gases of hard and smooth spheres with nearly elastic particle collisions. This work focuses on the regime where the sound travel time through the channel is much shorter than the characteristic cooling time of the gas. As a result, the gas pressure rapidly becomes almost homogeneous, while the typical Mach number of the flow drops well below unity. Eliminating the acoustic modes and employing Lagrangian coordinates, we reduce the hydrodynamic equations to a single nonlinear and nonlocal equation of a reaction-diffusion type. This equation describes a broad class of channel flows and, in particular, can follow the development of the clustering instability from a weakly perturbed homogeneous cooling state to strongly nonlinear states. If the heat diffusion is neglected, the reduced equation becomes exactly soluble, and the solution develops a finite-time density blowup. The blowup has the same local features at singularity as those exhibited by the recently found family of exact solutions of the full set of ideal hydrodynamic equations [I. Fouxon, Phys. Rev. E 75, 050301(R) (2007); I. Fouxon,Phys. Fluids 19, 093303 (2007)]. The heat diffusion, however, always becomes important near the attempted singularity. It arrests the density blowup and brings about previously unknown inhomogeneous cooling states (ICSs) of the gas, where the pressure continues to decay with time, while the density profile becomes time-independent. The ICSs represent exact solutions of the full set of granular hydrodynamic equations. Both the density profile of an ICS and the characteristic relaxation time toward it are determined by a single dimensionless parameter L that describes the relative role of the inelastic energy loss and heat diffusion. At L>1 the intermediate cooling dynamics proceeds as a competition between "holes": low-density regions of the gas. This competition resembles Ostwald ripening (only one hole survives at the end), and we report a particular regime where the "hole ripening" statistics exhibits a simple dynamic scaling behavior.

Scarp degraded by linear diffusion: inverse solution for age.

USGS Publications Warehouse

Andrews, D.J.; Hanks, T.C.

1985-01-01

Under the assumption that landforms unaffected by drainage channels are degraded according to the linear diffusion equation, a procedure is developed to invert a scarp profile to find its 'diffusion age'. The inverse procedure applied to synthetic data yields the following rules of thumb. Evidence of initial scarp shape has been lost when apparent age reaches twice its initial value. A scarp that appears to have been formed by one event may have been formed by two with an interval between them as large as apparent age. The simplicity of scarp profile measurement and this inversion makes profile analysis attractive. -from Authors

Existence, uniqueness and regularity of a time-periodic probability density distribution arising in a sedimentation-diffusion problem

NASA Technical Reports Server (NTRS)

Nitsche, Ludwig C.; Nitsche, Johannes M.; Brenner, Howard

1988-01-01

The sedimentation and diffusion of a nonneutrally buoyant Brownian particle in vertical fluid-filled cylinder of finite length which is instantaneously inverted at regular intervals are investigated analytically. A one-dimensional convective-diffusive equation is derived to describe the temporal and spatial evolution of the probability density; a periodicity condition is formulated; the applicability of Fredholm theory is established; and the parameter-space regions are determined within which the existence and uniqueness of solutions are guaranteed. Numerical results for sample problems are presented graphically and briefly characterized.

Temperature Variations in Lubricating Films Induced by Viscous Dissipation

NASA Astrophysics Data System (ADS)

Mozaffari, Farshad; Metcalfe, Ralph

2015-11-01

We have studied temperature distributions of lubricating films. The study has applications in tribology where temperature-reduced viscosity decreases load carrying capacity of bearings, or degrades elastomeric seals. The viscosity- temperature dependency is modeled according to ASTM D341-09. We have modeled the film temperature distribution by our finite element program. The program is made up of three modules: the first one solves the general form of Reynolds equation for the film pressure and velocity gradients. The other two solve the energy equation for the film and its solid boundary temperature distributions. The modules are numerically coupled and iteratively converged to the solutions. We have shown that the temperature distribution in the film is strongly coupled with the thermal response at the boundary. In addition, only thermal diffusion across film thickness is dominant. Moreover, thermal diffusion in the lateral directions, as well as all the convection terms, are negligible. The approximation reduces the energy equation to an ordinary differential equation, which significantly simplifies the modeling of temperature -viscosity effects in thin films. Supported by Kalsi Engineering, Inc.

Comparison between two meshless methods based on collocation technique for the numerical solution of four-species tumor growth model

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Mohammadi, Vahid

2017-03-01

As is said in [27], the tumor-growth model is the incorporation of nutrient within the mixture as opposed to being modeled with an auxiliary reaction-diffusion equation. The formulation involves systems of highly nonlinear partial differential equations of surface effects through diffuse-interface models [27]. Simulations of this practical model using numerical methods can be applied for evaluating it. The present paper investigates the solution of the tumor growth model with meshless techniques. Meshless methods are applied based on the collocation technique which employ multiquadrics (MQ) radial basis function (RBFs) and generalized moving least squares (GMLS) procedures. The main advantages of these choices come back to the natural behavior of meshless approaches. As well as, a method based on meshless approach can be applied easily for finding the solution of partial differential equations in high-dimension using any distributions of points on regular and irregular domains. The present paper involves a time-dependent system of partial differential equations that describes four-species tumor growth model. To overcome the time variable, two procedures will be used. One of them is a semi-implicit finite difference method based on Crank-Nicolson scheme and another one is based on explicit Runge-Kutta time integration. The first case gives a linear system of algebraic equations which will be solved at each time-step. The second case will be efficient but conditionally stable. The obtained numerical results are reported to confirm the ability of these techniques for solving the two and three-dimensional tumor-growth equations.

Fractional Number Operator and Associated Fractional Diffusion Equations

NASA Astrophysics Data System (ADS)

Rguigui, Hafedh

2018-03-01

In this paper, we study the fractional number operator as an analog of the finite-dimensional fractional Laplacian. An important relation with the Ornstein-Uhlenbeck process is given. Using a semigroup approach, the solution of the Cauchy problem associated to the fractional number operator is presented. By means of the Mittag-Leffler function and the Laplace transform, we give the solution of the Caputo time fractional diffusion equation and Riemann-Liouville time fractional diffusion equation in infinite dimensions associated to the fractional number operator.

Sharp rates of decay of solutions to the nonlinear fast diffusion equation via functional inequalities

PubMed Central

Vázquez, J. L.

2010-01-01

The goal of this paper is to state the optimal decay rate for solutions of the nonlinear fast diffusion equation and, in self-similar variables, the optimal convergence rates to Barenblatt self-similar profiles and their generalizations. It relies on the identification of the optimal constants in some related Hardy–Poincaré inequalities and concludes a long series of papers devoted to generalized entropies, functional inequalities, and rates for nonlinear diffusion equations. PMID:20823259

Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations

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

Zhou Tao, E-mail: tzhou@lsec.cc.ac.c; Tang Tao, E-mail: ttang@hkbu.edu.h

2010-11-01

In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.

General solution of a fractional Parker diffusion-convection equation describing the superdiffusive transport of energetic particles

NASA Astrophysics Data System (ADS)

Tawfik, Ashraf M.; Fichtner, Horst; Elhanbaly, A.; Schlickeiser, Reinhard

2018-06-01

Anomalous diffusion models of energetic particles in space plasmas are developed by introducing the fractional Parker diffusion-convection equation. Analytical solution of the space-time fractional equation is obtained by use of the Caputo and Riesz-Feller fractional derivatives with the Laplace-Fourier transforms. The solution is given in terms of the Fox H-function. Profiles of particle densities are illustrated for different values of the space fractional order and the so-called skewness parameter.

Stress, deformation and diffusion interactions in solids - A simulation study

NASA Astrophysics Data System (ADS)

Fischer, F. D.; Svoboda, J.

2015-05-01

Equations of diffusion treated in the frame of Manning's concept, are completed by equations for generation/annihilation of vacancies at non-ideal sources and sinks, by conservation laws, by equations for generation of an eigenstrain state and by a strain-stress analysis. The stress-deformation-diffusion interactions are demonstrated on the evolution of a diffusion couple consisting of two thin layers of different chemical composition forming a free-standing plate without external loading. The equations are solved for different material parameters represented by the values of diffusion coefficients of individual components and by the intensity of sources and sinks for vacancies. The results of simulations indicate that for low intensity of sources and sinks for vacancies a significant eigenstress state can develop and the interdiffusion process is slowed down. For high intensity of sources and sinks for vacancies a significant eigenstrain state can develop and the eigenstress state quickly relaxes. If the difference in the diffusion coefficients of individual components is high, then the intensity of sources and sinks for vacancies influences the interdiffusion process considerably. For such systems their description only by diffusion coefficients is insufficient and must be completed by a microstructure characterization.

Diffusion in the special theory of relativity.

PubMed

Herrmann, Joachim

2009-11-01

The Markovian diffusion theory is generalized within the framework of the special theory of relativity. Since the velocity space in relativity is a hyperboloid, the mathematical stochastic calculus on Riemanian manifolds can be applied but adopted here to the velocity space. A generalized Langevin equation in the fiber space of position, velocity, and orthonormal velocity frames is defined from which the generalized relativistic Kramers equation in the phase space in external force fields is derived. The obtained diffusion equation is invariant under Lorentz transformations and its stationary solution is given by the Jüttner distribution. Besides, a nonstationary analytical solution is derived for the example of force-free relativistic diffusion.

Ionic conduction and self-diffusion near infinitesimal concentration in lithium salt-organic solvent electrolytes

NASA Astrophysics Data System (ADS)

Aihara, Yuichi; Sugimoto, Kyoko; Price, William S.; Hayamizu, Kikuko

2000-08-01

The Debye-Hückel-Onsager and Nernst-Einstein equations, which are based on two different conceptual approaches, constitute the most widely used equations for relating ionic conduction to ionic mobility. However, both of these classical (simple) equations are predictive of ionic conductivity only at very low salt concentrations. In the present work the ionic conductivity of four organic solvent-lithium salt-based electrolytes were measured. These experimental conductivity values were then contrasted with theoretical values calculated using the translational diffusion (also known as self-diffusion or intradiffusion) coefficients of all of the species present obtained using pulsed-gradient spin-echo (1H, 19F and 7Li) nuclear magnetic resonance self-diffusion measurements. The experimental results verified the applicability of both theoretical approaches at very low salt concentrations for these particular systems as well as helping to clarify the reasons for the divergence between theory and experiment. In particular, it was found that the correspondence between the Debye-Hückel-Onsager equation and experimental values could be improved by using the measured solvent self-diffusion values to correct for salt-induced changes in the solution viscosity. The concentration dependence of the self-diffusion coefficients is discussed in terms of the Jones-Dole equation.

Decoupling of the nernst-planck and poisson equations. Application to a membrane system at overlimiting currents.

PubMed

Urtenov, Mahamet A-Kh; Kirillova, Evgeniya V; Seidova, Natalia M; Nikonenko, Victor V

2007-12-27

This paper deals with one-dimensional stationary Nernst-Planck and Poisson (NPP) equations describing ion electrodiffusion in multicomponent solution/electrode or ion-conductive membrane systems. A general method for resolving ordinary and singularly perturbed problems with these equations is developed. This method is based on the decoupling of NPP equations that results in deduction of an equation containing only the terms with different powers of the electrical field and its derivatives. Then, the solution of this equation, analytical in several cases or numerical, is substituted into the Nernst-Planck equations for calculating the concentration profile for each ion present in the system. Different ionic species are grouped in valency classes that allows one to reduce the dimension of the original set of equations and leads to a relatively easy treatment of multi-ion systems. When applying the method developed, the main attention is paid to ion transfer at limiting and overlimiting currents, where a significant deviation from local electroneutrality occurs. The boundary conditions and different approximations are examined: the local electroneutrality (LEN) assumption and the original assumption of quasi-uniform distribution of the space charge density (QCD). The relations between the ion fluxes at limiting and overlimiting currents are discussed. In particular, attention is paid to the "exaltation" of counterion transfer toward an ion-exchange membrane by co-ion flux leaking through the membrane or generated at the membrane/solution interface. The structure of the multi-ion concentration field in a depleted diffusion boundary layer (DBL) near an ion-exchange membrane at overlimiting currents is analyzed. The presence of salt ions and hydrogen and hydroxyl ions generated in the course of the water "splitting" reaction is considered. The thickness of the DBL and its different zones, as functions of applied current density, are found by fitting experimental current-voltage curves.

Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM.

PubMed

Singh, Brajesh K; Srivastava, Vineet K

2015-04-01

The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations.

Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM

PubMed Central

Singh, Brajesh K.; Srivastava, Vineet K.

2015-01-01

The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations. PMID:26064639

Obstructions to Existence in Fast-Diffusion Equations

NASA Astrophysics Data System (ADS)

Rodriguez, Ana; Vazquez, Juan L.

The study of nonlinear diffusion equations produces a number of peculiar phenomena not present in the standard linear theory. Thus, in the sub-field of very fast diffusion it is known that the Cauchy problem can be ill-posed, either because of non-uniqueness, or because of non-existence of solutions with small data. The equations we consider take the general form ut=( D( u, ux) ux) x or its several-dimension analogue. Fast diffusion means that D→∞ at some values of the arguments, typically as u→0 or ux→0. Here, we describe two different types of non-existence phenomena. Some fast-diffusion equations with very singular D do not allow for solutions with sign changes, while other equations admit only monotone solutions, no oscillations being allowed. The examples we give for both types of anomaly are closely related. The most typical examples are vt=( vx/∣ v∣) x and ut= uxx/∣ ux∣. For these equations, we investigate what happens to the Cauchy problem when we take incompatible initial data and perform a standard regularization. It is shown that the limit gives rise to an initial layer where the data become admissible (positive or monotone, respectively), followed by a standard evolution for all t>0, once the obstruction has been removed.

Multi-Component Diffusion with Application To Computational Aerothermodynamics

NASA Technical Reports Server (NTRS)

Sutton, Kenneth; Gnoffo, Peter A.

1998-01-01

The accuracy and complexity of solving multicomponent gaseous diffusion using the detailed multicomponent equations, the Stefan-Maxwell equations, and two commonly used approximate equations have been examined in a two part study. Part I examined the equations in a basic study with specified inputs in which the results are applicable for many applications. Part II addressed the application of the equations in the Langley Aerothermodynamic Upwind Relaxation Algorithm (LAURA) computational code for high-speed entries in Earth's atmosphere. The results showed that the presented iterative scheme for solving the Stefan-Maxwell equations is an accurate and effective method as compared with solutions of the detailed equations. In general, good accuracy with the approximate equations cannot be guaranteed for a species or all species in a multi-component mixture. 'Corrected' forms of the approximate equations that ensured the diffusion mass fluxes sum to zero, as required, were more accurate than the uncorrected forms. Good accuracy, as compared with the Stefan- Maxwell results, were obtained with the 'corrected' approximate equations in defining the heating rates for the three Earth entries considered in Part II.

Generalized Cahn-Hilliard equation for solutions with drastically different diffusion coefficients. Application to exsolution in ternary feldspar

NASA Astrophysics Data System (ADS)

Petrishcheva, E.; Abart, R.

2012-04-01

We address mathematical modeling and computer simulations of phase decomposition in a multicomponent system. As opposed to binary alloys with one common diffusion parameter, our main concern is phase decomposition in real geological systems under influence of strongly different interdiffusion coefficients, as it is frequently encountered in mineral solid solutions with coupled diffusion on different sub-lattices. Our goal is to explain deviations from equilibrium element partitioning which are often observed in nature, e.g., in a cooled ternary feldspar. To this end we first adopt the standard Cahn-Hilliard model to the multicomponent diffusion problem and account for arbitrary diffusion coefficients. This is done by using Onsager's approach such that flux of each component results from the combined action of chemical potentials of all components. In a second step the generalized Cahn-Hilliard equation is solved numerically using finite-elements approach. We introduce and investigate several decomposition scenarios that may produce systematic deviations from the equilibrium element partitioning. Both ideal solutions and ternary feldspar are considered. Typically, the slowest component is initially "frozen" and the decomposition effectively takes place only for two "fast" components. At this stage the deviations from the equilibrium element partitioning are indeed observed. These deviations may became "frozen" under conditions of cooling. The final equilibration of the system occurs on a considerably slower time scale. Therefore the system may indeed remain unaccomplished at the observation point. Our approach reveals the intrinsic reasons for the specific phase separation path and rigorously describes it by direct numerical solution of the generalized Cahn-Hilliard equation.

Methods for characterizing subsurface volatile contaminants using in-situ sensors

DOEpatents

Ho, Clifford K [Albuquerque, NM

2006-02-21

An inverse analysis method for characterizing diffusion of vapor from an underground source of volatile contaminant using data taken by an in-situ sensor. The method uses one-dimensional solutions to the diffusion equation in Cartesian, cylindrical, or spherical coordinates for isotropic and homogenous media. If the effective vapor diffusion coefficient is known, then the distance from the source to the in-situ sensor can be estimated by comparing the shape of the predicted time-dependent vapor concentration response curve to the measured response curve. Alternatively, if the source distance is known, then the effective vapor diffusion coefficient can be estimated using the same inverse analysis method. A triangulation technique can be used with multiple sensors to locate the source in two or three dimensions. The in-situ sensor can contain one or more chemiresistor elements housed in a waterproof enclosure with a gas permeable membrane.

A third-order computational method for numerical fluxes to guarantee nonnegative difference coefficients for advection-diffusion equations in a semi-conservative form

NASA Astrophysics Data System (ADS)

Sakai, K.; Watabe, D.; Minamidani, T.; Zhang, G. S.

2012-10-01

According to Godunov theorem for numerical calculations of advection equations, there exist no higher-order schemes with constant positive difference coefficients in a family of polynomial schemes with an accuracy exceeding the first-order. We propose a third-order computational scheme for numerical fluxes to guarantee the non-negative difference coefficients of resulting finite difference equations for advection-diffusion equations in a semi-conservative form, in which there exist two kinds of numerical fluxes at a cell surface and these two fluxes are not always coincident in non-uniform velocity fields. The present scheme is optimized so as to minimize truncation errors for the numerical fluxes while fulfilling the positivity condition of the difference coefficients which are variable depending on the local Courant number and diffusion number. The feature of the present optimized scheme consists in keeping the third-order accuracy anywhere without any numerical flux limiter. We extend the present method into multi-dimensional equations. Numerical experiments for advection-diffusion equations showed nonoscillatory solutions.

Laser range profile of cones

NASA Astrophysics Data System (ADS)

Zhou, Wenzhen; Gong, Yanjun; Wang, Mingjun; Gong, Lei

2016-10-01

technology. Laser one-dimensional range profile can reflect the characteristics of the target shape and surface material. These techniques were motivated by applications of laser radar to target discrimination in ballistic missile defense. The radar equation of pulse laser about cone is given in this paper. This paper demonstrates the analytical model of laser one-dimensional range profile of cone based on the radar equation of the pulse laser. Simulations results of laser one-dimensional range profiles of some cones are given. Laser one-dimensional range profiles of cone, whose surface material with diffuse lambertian reflectance, is given in this paper. Laser one-dimensional range profiles of cone, whose surface mater with diffuse materials whose retroreflectance can be modeled closely with an exponential term that decays with increasing incidence angles, is given in this paper. Laser one-dimensional range profiles of different pulse width of cone is given in this paper. The influences of surface material, pulse width, attitude on the one-dimensional range are analyzed. The laser two-dimensional range profile is two-dimensional scattering imaging of pulse laser of target. The two-dimensional range profile of roughness target can provide range resolved information. An analytical model of two-dimensional laser range profile of cone is proposed. The simulations of two-dimensional laser range profiles of some cones are given. Laser two-dimensional range profiles of cone, whose surface mater with diffuse lambertian reflectance, is given in this paper. Laser two-dimensional range profiles of cone, whose surface mater with diffuse materials whose retroreflectance can be modeled closely with an exponential term that decays with increasing incidence angles, is given in this paper. The influence of pulse width, surface material on laser two-dimensional range profile is analyzed. Laser one-dimensional range profile and laser two-dimensional range profile are called as laser range profile (LRP).

Application of linear multifrequency-grey acceleration to preconditioned Krylov iterations for thermal radiation transport

DOE PAGES

Till, Andrew T.; Warsa, James S.; Morel, Jim E.

2018-06-15

The thermal radiative transfer (TRT) equations comprise a radiation equation coupled to the material internal energy equation. Linearization of these equations produces effective, thermally-redistributed scattering through absorption-reemission. In this paper, we investigate the effectiveness and efficiency of Linear-Multi-Frequency-Grey (LMFG) acceleration that has been reformulated for use as a preconditioner to Krylov iterative solution methods. We introduce two general frameworks, the scalar flux formulation (SFF) and the absorption rate formulation (ARF), and investigate their iterative properties in the absence and presence of true scattering. SFF has a group-dependent state size but may be formulated without inner iterations in the presence ofmore » scattering, while ARF has a group-independent state size but requires inner iterations when scattering is present. We compare and evaluate the computational cost and efficiency of LMFG applied to these two formulations using a direct solver for the preconditioners. Finally, this work is novel because the use of LMFG for the radiation transport equation, in conjunction with Krylov methods, involves special considerations not required for radiation diffusion.« less

Poisson-Boltzmann-Nernst-Planck model

NASA Astrophysics Data System (ADS)

Zheng, Qiong; Wei, Guo-Wei

2011-05-01

The Poisson-Nernst-Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species in the system, since each ion species corresponds to one Nernst-Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst-Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst-Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson-Boltzmann and Nernst-Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and external voltages. Extensive numerical experiments show that there is an excellent consistency between the results predicted from the present PBNP model and those obtained from the PNP model in terms of the electrostatic potentials, ion concentration profiles, and current-voltage (I-V) curves. The present PBNP model is further validated by a comparison with experimental measurements of I-V curves under various ion bulk concentrations. Numerical experiments indicate that the proposed PBNP model is more efficient than the original PNP model in terms of simulation time.

Poisson-Boltzmann-Nernst-Planck model

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

Zheng Qiong; Wei Guowei; Department of Electrical and Computer Engineering, Michigan State University, East Lansing, Michigan 48824

2011-05-21

The Poisson-Nernst-Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species inmore » the system, since each ion species corresponds to one Nernst-Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst-Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst-Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson-Boltzmann and Nernst-Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and external voltages. Extensive numerical experiments show that there is an excellent consistency between the results predicted from the present PBNP model and those obtained from the PNP model in terms of the electrostatic potentials, ion concentration profiles, and current-voltage (I-V) curves. The present PBNP model is further validated by a comparison with experimental measurements of I-V curves under various ion bulk concentrations. Numerical experiments indicate that the proposed PBNP model is more efficient than the original PNP model in terms of simulation time.« less

Poisson–Boltzmann–Nernst–Planck model

PubMed Central

Zheng, Qiong; Wei, Guo-Wei

2011-01-01

The Poisson–Nernst–Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species in the system, since each ion species corresponds to one Nernst–Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst–Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst–Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson–Boltzmann and Nernst–Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and external voltages. Extensive numerical experiments show that there is an excellent consistency between the results predicted from the present PBNP model and those obtained from the PNP model in terms of the electrostatic potentials, ion concentration profiles, and current–voltage (I–V) curves. The present PBNP model is further validated by a comparison with experimental measurements of I–V curves under various ion bulk concentrations. Numerical experiments indicate that the proposed PBNP model is more efficient than the original PNP model in terms of simulation time. PMID:21599038

Poisson-Boltzmann-Nernst-Planck model.

PubMed

Zheng, Qiong; Wei, Guo-Wei

2011-05-21

The Poisson-Nernst-Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species in the system, since each ion species corresponds to one Nernst-Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst-Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst-Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson-Boltzmann and Nernst-Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and external voltages. Extensive numerical experiments show that there is an excellent consistency between the results predicted from the present PBNP model and those obtained from the PNP model in terms of the electrostatic potentials, ion concentration profiles, and current-voltage (I-V) curves. The present PBNP model is further validated by a comparison with experimental measurements of I-V curves under various ion bulk concentrations. Numerical experiments indicate that the proposed PBNP model is more efficient than the original PNP model in terms of simulation time. © 2011 American Institute of Physics.

Computation and visualization of spreading depression based on reaction-diffusion equation with recovery

NASA Astrophysics Data System (ADS)

Ding, Hongxia; Chen, Shangbin; Zeng, Shuai; Zeng, Shaoqun; Liu, Qian; Luo, Qingming

2008-12-01

Spreading depression (SD) shows as propagating suppression of electrical activity, which relates with migraine and focal cerebral ischaemia. The putative mechanism of SD is the reaction-diffusion hypothesis involving potassium ions. In part inspired by optical imaging of two SD waves collision, we aimed to show the merged and large wavefront but not annihilation during collision by experimental and computational study. This paper modified Reggia et al established bistable equation with recovery to compute and visualize SD. Firstly, the media tissue of SD was assumed as one-dimensional continuum. The Crank-Nicholson method was used to solve the modified equations with recovery term. Then, the computation results were extended to two-dimensional space by symmetry. One individual SD was visualized as a concentric wave initiating from the stimulation point. The mergence but not annihilation of two colliding waves of SD was demonstrated. In addition, the dynamics of SD depending on the parameters was studied and presented. The results allied SD with the emerging concepts of volume transmission. This work not only supplied a paradigm to compute and visualize SD but also became a tool to explore the mechanisms of SD.

Global Regularity and Time Decay for the 2D Magnetohydrodynamic Equations with Fractional Dissipation and Partial Magnetic Diffusion

NASA Astrophysics Data System (ADS)

Dong, Bo-Qing; Jia, Yan; Li, Jingna; Wu, Jiahong

2018-05-01

This paper focuses on a system of the 2D magnetohydrodynamic (MHD) equations with the kinematic dissipation given by the fractional operator (-Δ )^α and the magnetic diffusion by partial Laplacian. We are able to show that this system with any α >0 always possesses a unique global smooth solution when the initial data is sufficiently smooth. In addition, we make a detailed study on the large-time behavior of these smooth solutions and obtain optimal large-time decay rates. Since the magnetic diffusion is only partial here, some classical tools such as the maximal regularity property for the 2D heat operator can no longer be applied. A key observation on the structure of the MHD equations allows us to get around the difficulties due to the lack of full Laplacian magnetic diffusion. The results presented here are the sharpest on the global regularity problem for the 2D MHD equations with only partial magnetic diffusion.

Numerical method for solution of systems of non-stationary spatially one-dimensional nonlinear differential equations

NASA Technical Reports Server (NTRS)

Morozov, S. K.; Krasitskiy, O. P.

1978-01-01

A computational scheme and a standard program is proposed for solving systems of nonstationary spatially one-dimensional nonlinear differential equations using Newton's method. The proposed scheme is universal in its applicability and its reduces to a minimum the work of programming. The program is written in the FORTRAN language and can be used without change on electronic computers of type YeS and BESM-6. The standard program described permits the identification of nonstationary (or stationary) solutions to systems of spatially one-dimensional nonlinear (or linear) partial differential equations. The proposed method may be used to solve a series of geophysical problems which take chemical reactions, diffusion, and heat conductivity into account, to evaluate nonstationary thermal fields in two-dimensional structures when in one of the geometrical directions it can take a small number of discrete levels, and to solve problems in nonstationary gas dynamics.

Fisher equation for anisotropic diffusion: simulating South American human dispersals.

PubMed

Martino, Luis A; Osella, Ana; Dorso, Claudio; Lanata, José L

2007-09-01

The Fisher equation is commonly used to model population dynamics. This equation allows describing reaction-diffusion processes, considering both population growth and diffusion mechanism. Some results have been reported about modeling human dispersion, always assuming isotropic diffusion. Nevertheless, it is well-known that dispersion depends not only on the characteristics of the habitats where individuals are but also on the properties of the places where they intend to move, then isotropic approaches cannot adequately reproduce the evolution of the wave of advance of populations. Solutions to a Fisher equation are difficult to obtain for complex geometries, moreover, when anisotropy has to be considered and so few studies have been conducted in this direction. With this scope in mind, we present in this paper a solution for a Fisher equation, introducing anisotropy. We apply a finite difference method using the Crank-Nicholson approximation and analyze the results as a function of the characteristic parameters. Finally, this methodology is applied to model South American human dispersal.

Viscous regularization of the full set of nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations

DOE PAGES

Delchini, Marc O.; Ragusa, Jean C.; Ferguson, Jim

2017-02-17

A viscous regularization technique, based on the local entropy residual, was proposed by Delchini et al. (2015) to stabilize the nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations using an artificial viscosity technique. This viscous regularization is modulated by the local entropy production and is consistent with the entropy minimum principle. However, Delchini et al. (2015) only based their work on the hyperbolic parts of the Grey Radiation-Hydrodynamic equations and thus omitted the relaxation and diffusion terms present in the material energy and radiation energy equations. Here in this paper, we extend the theoretical grounds for the method and derive an entropy minimum principlemore » for the full set of nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations. This further strengthens the applicability of the entropy viscosity method as a stabilization technique for radiation-hydrodynamic shock simulations. Radiative shock calculations using constant and temperature-dependent opacities are compared against semi-analytical reference solutions, and we present a procedure to perform spatial convergence studies of such simulations.« less

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

NASA Astrophysics Data System (ADS)

Chen, Yao; Wang, Xudong; Deng, Weihua

2017-10-01

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

A Nonlinear Diffusion Equation-Based Model for Ultrasound Speckle Noise Removal

NASA Astrophysics Data System (ADS)

Zhou, Zhenyu; Guo, Zhichang; Zhang, Dazhi; Wu, Boying

2018-04-01

Ultrasound images are contaminated by speckle noise, which brings difficulties in further image analysis and clinical diagnosis. In this paper, we address this problem in the view of nonlinear diffusion equation theories. We develop a nonlinear diffusion equation-based model by taking into account not only the gradient information of the image, but also the information of the gray levels of the image. By utilizing the region indicator as the variable exponent, we can adaptively control the diffusion type which alternates between the Perona-Malik diffusion and the Charbonnier diffusion according to the image gray levels. Furthermore, we analyze the proposed model with respect to the theoretical and numerical properties. Experiments show that the proposed method achieves much better speckle suppression and edge preservation when compared with the traditional despeckling methods, especially in the low gray level and low-contrast regions.

Nature of self-diffusion in two-dimensional fluids

NASA Astrophysics Data System (ADS)

Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho; Talkner, Peter; Kidera, Akinori; Lee, Eok Kyun

2017-12-01

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. We numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(t\\sqrt{{ln}t}), however with a rescaled time.

Mesoscopic Modeling of Blood Clotting: Coagulation Cascade and Platelets Adhesion

NASA Astrophysics Data System (ADS)

Yazdani, Alireza; Li, Zhen; Karniadakis, George

2015-11-01

The process of clot formation and growth at a site on a blood vessel wall involve a number of multi-scale simultaneous processes including: multiple chemical reactions in the coagulation cascade, species transport and flow. To model these processes we have incorporated advection-diffusion-reaction (ADR) of multiple species into an extended version of Dissipative Particle Dynamics (DPD) method which is considered as a coarse-grained Molecular Dynamics method. At the continuum level this is equivalent to the Navier-Stokes equation plus one advection-diffusion equation for each specie. The chemistry of clot formation is now understood to be determined by mechanisms involving reactions among many species in dilute solution, where reaction rate constants and species diffusion coefficients in plasma are known. The role of blood particulates, i.e. red cells and platelets, in the clotting process is studied by including them separately and together in the simulations. An agonist-induced platelet activation mechanism is presented, while platelets adhesive dynamics based on a stochastic bond formation/dissociation process is included in the model.

Equivalence of two approaches for modeling ion permeation through a transmembrane channel with an internal binding site

NASA Astrophysics Data System (ADS)

Zhou, Huan-Xiang

2011-04-01

Ion permeation through transmembrane channels has traditionally been modeled using two different approaches. In one approach, the translocation of the permeant ion through the channel pore is modeled as continuous diffusion and the rate of ion transport is obtained from solving the steady-state diffusion equation. In the other approach, the translocation of the permeant ion through the pore is modeled as hopping along a discrete set of internal binding sites and the rate of ion transport is obtained from solving a set of steady-state rate equations. In a recent work [Zhou, J. Phys. Chem. Lett. 1, 1973 (2010)], the rate constants for binding to an internal site were further calculated by modeling binding as diffusion-influenced reactions. That work provided the foundation for bridging the two approaches. Here we show that, by representing a binding site as an energy well, the two approaches indeed give the same result for the rate of ion transport.

Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

NASA Astrophysics Data System (ADS)

Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

2018-02-01

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

Diffusion of liquid polystyrene into glassy poly(phenylene oxide) characterized by DSC

NASA Astrophysics Data System (ADS)

Li, Linling; Wang, Xiaoliang; Zhou, Dongshan; Xue, Gi

2013-03-01

We report a diffusion study on the polystyrene/poly(phenylene oxide) (PS/PPO) mixture consisted by the PS and PPO nanoparticles. Diffusion of liquid PS into glassy PPO (l-PS/g-PPO) is promoted by annealing the PS/PPO mixture at several temperatures below Tg of the PPO. By tracing the Tgs of the PS-rich domain behind the diffusion front using DSC, we get the relationships of PS weight fractions and diffusion front advances with the elapsed diffusion times at different diffusion temperatures using the Gordon-Taylor equation and core-shell model. We find that the plots of weight fraction of PS vs. elapsed diffusion times at different temperatures can be converted to a master curve by Time-Temperature superposition, and the shift factors obey the Arrhenius equation. Besides, the diffusion front advances of l-PS into g-PPO show an excellent agreement with the t1/2 scaling law at the beginning of the diffusion process, and the diffusion coefficients of different diffusion temperatures also obey the Arrhenius equation. We believe the diffusion mechanism for l-PS/g-PPO should be the Fickean law rather than the Case II, though there are departures of original linearity at longer diffusion times due to the limited liquid supply system. Diffusion of liquid polystyrene into glassy poly(phenylene oxide) characterized by DSC

Vapor Transport Within the Thermal Diffusion Cloud Chamber

NASA Technical Reports Server (NTRS)

Ferguson, Frank T.; Heist, Richard H.; Nuth, Joseph A., III

2000-01-01

A review of the equations used to determine the 1-D vapor transport in the thermal diffusion cloud chamber (TDCC) is presented. These equations closely follow those of the classical Stefan tube problem in which there is transport of a volatile species through a noncondensible, carrier gas. In both cases, the very plausible assumption is made that the background gas is stagnant. Unfortunately, this assumption results in a convective flux which is inconsistent with the momentum and continuity equations for both systems. The approximation permits derivation of an analytical solution for the concentration profile in the Stefan tube, but there is no computational advantage in the case of the TDCC. Furthermore, the degree of supersaturation is a sensitive function of the concentration profile in the TD CC and the stagnant background gas approximation can make a dramatic difference in the calculated supersaturation. In this work, the equations typically used with a TDCC are compared with very general transport equations describing the 1-D diffusion of the volatile species. Whereas no pressure dependence is predicted with the typical equations, a strong pressure dependence is present with the more general equations given in this work. The predicted behavior is consistent with observations in diffusion cloud experiments. It appears that the new equations may account for much of the pressure dependence noted in TDCC experiments, but a comparison between the new equations and previously obtained experimental data are needed for verification.

Boundary particle method for Laplace transformed time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Fu, Zhuo-Jia; Chen, Wen; Yang, Hai-Tian

2013-02-01

This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Laplace-transformed problem. Unlike the other boundary discretization methods, the BPM does not require any inner nodes, since the recursive composite multiple reciprocity technique (RC-MRM) is used to convert the inhomogeneous problem into the higher-order homogeneous problem. Finally, the Stehfest numerical inverse Laplace transform (NILT) is implemented to retrieve the numerical solutions of time fractional diffusion equations from the corresponding BPM solutions. In comparison with finite difference discretization, the LTBPM introduces Laplace transform and Stehfest NILT algorithm to deal with time fractional derivative term, which evades costly convolution integral calculation in time fractional derivation approximation and avoids the effect of time step on numerical accuracy and stability. Consequently, it can effectively simulate long time-history fractional diffusion systems. Error analysis and numerical experiments demonstrate that the present LTBPM is highly accurate and computationally efficient for 2D and 3D time fractional diffusion equations.

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

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

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

DOE PAGES

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

2016-07-26

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less

Development of a Chemically Reacting Flow Solver on the Graphic Processing Units

DTIC Science & Technology

2011-05-10

been implemented on the GPU by Schive et al. (2010). The outcome of their work is the GAMER code for astrophysical simulation. Thibault and...Euler equations at each cell. For simplification, consider the Euler equations in one dimension with no source terms; the discretized form of the...is known to be more diffusive than the other fluxes due to the large bound of the numerical signal velocities: b+, b-. 3.4 Time Marching Methods

Transport equations of electrodiffusion processes in the laboratory reference frame.

PubMed

Garrido, Javier

2006-02-23

The transport equations of electrodiffusion processes use three reference frames for defining the fluxes: Fick's reference in diffusion, solvent-fixed reference in transference numbers, and laboratory fluxes in electric conductivity. The convenience of using only one reference frame is analyzed here from the point of view of the thermodynamics of irreversible processes. A relation between the fluxes of ions and solvent and the electric current density is deduced first from a mass and volume balance. This is then used to show that (i) the laboratory and Fick's diffusion coefficients are identical and (ii) the transference numbers of both the solvent and the ion in the laboratory reference frame are related. Finally, four experimental methods for the measurement of ion transference numbers are analyzed critically. New expressions for evaluating transference numbers for the moving boundary method and the chronopotentiometry technique are deduced. It is concluded that the ion transport equation in the laboratory reference frame plays a key role in the description of electrodiffusion processes.

Two-time scale subordination in physical processes with long-term memory

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2008-03-01

We describe dynamical processes in continuous media with a long-term memory. Our consideration is based on a stochastic subordination idea and concerns two physical examples in detail. First we study a temporal evolution of the species concentration in a trapping reaction in which a diffusing reactant is surrounded by a sea of randomly moving traps. The analysis uses the random-variable formalism of anomalous diffusive processes. We find that the empirical trapping-reaction law, according to which the reactant concentration decreases in time as a product of an exponential and a stretched exponential function, can be explained by a two-time scale subordination of random processes. Another example is connected with a state equation for continuous media with memory. If the pressure and the density of a medium are subordinated in two different random processes, then the ordinary state equation becomes fractional with two-time scales. This allows one to arrive at the Bagley-Torvik type of state equation.

Ionic Channels as Natural Nanodevices

DTIC Science & Technology

2006-05-01

introduce the numerical techniques required to simulate charge transport in ion channels. [1] Using Poisson- Nernst -Planck-type (PNP) equations ...Eisenberg. 2003. Ionic diffusion through protein channels: from molecular description to continuum equations . Nanotech 2003, 3: 439-442. 4...Nadler, B., Schuss, Z., Singer, A., and R. S. Eisenberg. 2004. Ionic diffusion through confined geometries: from Langevin equations to partial

Fast non-overlapping Schwarz domain decomposition methods for solving the neutron diffusion equation

NASA Astrophysics Data System (ADS)

Jamelot, Erell; Ciarlet, Patrick

2013-05-01

Studying numerically the steady state of a nuclear core reactor is expensive, in terms of memory storage and computational time. In order to address both requirements, one can use a domain decomposition method, implemented on a parallel computer. We present here such a method for the mixed neutron diffusion equations, discretized with Raviart-Thomas-Nédélec finite elements. This method is based on the Schwarz iterative algorithm with Robin interface conditions to handle communications. We analyse this method from the continuous point of view to the discrete point of view, and we give some numerical results in a realistic highly heterogeneous 3D configuration. Computations are carried out with the MINOS solver of the APOLLO3® neutronics code. APOLLO3 is a registered trademark in France.

Feynman-Kac equation for anomalous processes with space- and time-dependent forces

NASA Astrophysics Data System (ADS)

Cairoli, Andrea; Baule, Adrian

2017-04-01

Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.

Derivation of Poisson and Nernst-Planck equations in a bath and channel from a molecular model.

PubMed

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

2001-09-01

Permeation of ions from one electrolytic solution to another, through a protein channel, is a biological process of considerable importance. Permeation occurs on a time scale of micro- to milliseconds, far longer than the femtosecond time scales of atomic motion. Direct simulations of atomic dynamics are not yet possible for such long-time scales; thus, averaging is unavoidable. The question is what and how to average. In this paper, we average a Langevin model of ionic motion in a bulk solution and protein channel. The main result is a coupled system of averaged Poisson and Nernst-Planck equations (CPNP) involving conditional and unconditional charge densities and conditional potentials. The resulting NP equations contain the averaged force on a single ion, which is the sum of two components. The first component is the gradient of a conditional electric potential that is the solution of Poisson's equation with conditional and permanent charge densities and boundary conditions of the applied voltage. The second component is the self-induced force on an ion due to surface charges induced only by that ion at dielectric interfaces. The ion induces surface polarization charge that exerts a significant force on the ion itself, not present in earlier PNP equations. The proposed CPNP system is not complete, however, because the electric potential satisfies Poisson's equation with conditional charge densities, conditioned on the location of an ion, while the NP equations contain unconditional densities. The conditional densities are closely related to the well-studied pair-correlation functions of equilibrium statistical mechanics. We examine a specific closure relation, which on the one hand replaces the conditional charge densities by the unconditional ones in the Poisson equation, and on the other hand replaces the self-induced force in the NP equation by an effective self-induced force. This effective self-induced force is nearly zero in the baths but is approximately equal to the self-induced force in and near the channel. The charge densities in the NP equations are interpreted as time averages over long times of the motion of a quasiparticle that diffuses with the same diffusion coefficient as that of a real ion, but is driven by the averaged force. In this way, continuum equations with averaged charge densities and mean-fields can be used to describe permeation through a protein channel.

An ion displacement membrame model.

PubMed

Hladky, S B; Harris, J D

1967-09-01

The usual assumption in treating the diffusion of ions in an electric field has been that the movement of each ion is independent of the movement of the others. The resulting equation for diffusion by a succession of spontaneous jumps has been well stated by Parlin and Eyring. This paper will consider one simple case in which a different assumption is reasonable. Diffusion of monovalent positive ions is considered as a series of jumps from one fixed negative site to another. The sites are assumed to be full (electrical neutrality). Interaction occurs by the displacement of one ion by another. An ion leaves a site if and only if another ion, not necessarily of the same species, attempts to occupy the same site. Flux ratios and net fluxes are given as functions of the electrical potential, concentration ratios, and number of sites encountered in crossing the membrane. Quantitative comparisons with observations of Hodgkin and Keynes are presented.

FDM study of ion exchange diffusion equation in glass

NASA Astrophysics Data System (ADS)

Zhou, Zigang; Yang, Yongjia; Wang, Qiang; Sun, Guangchun

2009-05-01

Ion-exchange technique in glass was developed to fabricate gradient refractive index optical devices. In this paper, the Finite Difference Method(FDM), which is used for the solution of ion-diffusion equation, is reported. This method transforms continual diffusion equation to separate difference equation. It unitizes the matrix of MATLAB program to solve the iteration process. The collation results under square boundary condition show that it gets a more accurate numerical solution. Compared to experiment data, the relative error is less than 0.2%. Furthermore, it has simply operation and kinds of output solutions. This method can provide better results for border-proliferation of the hexagonal and the channel devices too.

Gas-induced friction and diffusion of rigid rotors

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Brownian dynamics of confined rigid bodies

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

Delong, Steven; Balboa Usabiaga, Florencio; Donev, Aleksandar, E-mail: donev@courant.nyu.edu

2015-10-14

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust, space efficient, and easy to accumulate. We construct a system of overdamped Langevin equations in the quaternion representation that accounts for hydrodynamic effects, preserves the unit-norm constraint on the quaternion, and is time reversible with respect to the Gibbs-Boltzmann distribution at equilibrium. We introduce two schemes for temporal integration of the overdamped Langevin equations of motion, one based on the Fixman midpoint method and the othermore » based on a random finite difference approach, both of which ensure that the correct stochastic drift term is captured in a computationally efficient way. We study several examples of rigid colloidal particles diffusing near a no-slip boundary and demonstrate the importance of the choice of tracking point on the measured translational mean square displacement (MSD). We examine the average short-time as well as the long-time quasi-two-dimensional diffusion coefficient of a rigid particle sedimented near a bottom wall due to gravity. For several particle shapes, we find a choice of tracking point that makes the MSD essentially linear with time, allowing us to estimate the long-time diffusion coefficient efficiently using a Monte Carlo method. However, in general, such a special choice of tracking point does not exist, and numerical techniques for simulating long trajectories, such as the ones we introduce here, are necessary to study diffusion on long time scales.« less

Density-Dependent Conformable Space-time Fractional Diffusion-Reaction Equation and Its Exact Solutions

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Bekir, Ahmet; Guner, Ozkan

2018-01-01

In this article, a special type of fractional differential equations (FDEs) named the density-dependent conformable fractional diffusion-reaction (DDCFDR) equation is studied. Aforementioned equation has a significant role in the modelling of some phenomena arising in the applied science. The well-organized methods, including the \\exp (-φ (\\varepsilon )) -expansion and modified Kudryashov methods are exerted to generate the exact solutions of this equation such that some of the solutions are new and have been reported for the first time. Results illustrate that both methods have a great performance in handling the DDCFDR equation.

Mathematical Development of the Spill Assessment Model (SAM) for Hydrazine and Similar Acting Materials in Water Bodies.

DTIC Science & Technology

1980-02-01

migration of the chemical mass in the fluid volume according to two entirely different means, yet governed by the same form of the equation: molecular ...pressure or temperature gradients, gravitational or other body forces, or bulk fluid motion, is observed as molecular diffusion. In general, the...need be made at this stage as to whether the diffusion of a released mass in the fluid is molecular or turbulent in nature. The general form of the one

Controlled release drug delivery via polymeric microspheres: a neat application of the spherical diffusion equation

NASA Astrophysics Data System (ADS)

Ormerod, C. S.; Nelson, M.

2017-11-01

Various applied mathematics undergraduate skills are demonstrated via an adaptation of Crank's axisymmetric spherical diffusion model. By the introduction of a one-parameter Heaviside initial condition, the pharmaceutically problematic initial mass flux is attenuated. Quantities germane to the pharmaceutical industry are examined and the model is tested with data derived from industry journals. A binomial algorithm for the acceleration of alternating sequences is demonstrated. The model is accompanied by a MAPLE worksheet for further student exploration.

Variational description of the positive column with two-stem ionization

NASA Technical Reports Server (NTRS)

Crawford, F. W.

1979-01-01

The ionization balance in diffusion dominated discharges which depends on both one and two step ionization processes is considered. The Spenke diffusion equation (D sq delta n + neutrino n + sq kn =0) describing such conditions is solved by the Rayleigh-Ritz variational method. Simple analytic approximations to the density profile, and the similarity relation between neutrino,k,D and the discharge dimensions, are derived for planar and cylindrical geometry, and compared with exact computations for certain limiting cases.

Elimination of numerical diffusion in 1 - phase and 2 - phase flows

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

Rajamaeki, M.

1997-07-01

The new hydraulics solution method PLIM (Piecewise Linear Interpolation Method) is capable of avoiding the excessive errors, numerical diffusion and also numerical dispersion. The hydraulics solver CFDPLIM uses PLIM and solves the time-dependent one-dimensional flow equations in network geometry. An example is given for 1-phase flow in the case when thermal-hydraulics and reactor kinetics are strongly coupled. Another example concerns oscillations in 2-phase flow. Both the example computations are not possible with conventional methods.

A Simple, Analytical Model of Collisionless Magnetic Reconnection in a Pair Plasma

NASA Technical Reports Server (NTRS)

Hesse, Michael; Zenitani, Seiji; Kuznetova, Masha; Klimas, Alex

2011-01-01

A set of conservation equations is utilized to derive balance equations in the reconnection diffusion region of a symmetric pair plasma. The reconnection electric field is assumed to have the function to maintain the current density in the diffusion region, and to impart thermal energy to the plasma by means of quasi-viscous dissipation. Using these assumptions it is possible to derive a simple set of equations for diffusion region parameters in dependence on inflow conditions and on plasma compressibility. These equations are solved by means of a simple, iterative, procedure. The solutions show expected features such as dominance of enthalpy flux in the reconnection outflow, as well as combination of adiabatic and quasi-viscous heating. Furthermore, the model predicts a maximum reconnection electric field of E(sup *)=0.4, normalized to the parameters at the inflow edge of the diffusion region.

A simple, analytical model of collisionless magnetic reconnection in a pair plasma

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

Hesse, Michael; Zenitani, Seiji; Kuznetsova, Masha

2009-10-15

A set of conservation equations is utilized to derive balance equations in the reconnection diffusion region of a symmetric pair plasma. The reconnection electric field is assumed to have the function to maintain the current density in the diffusion region and to impart thermal energy to the plasma by means of quasiviscous dissipation. Using these assumptions it is possible to derive a simple set of equations for diffusion region parameters in dependence on inflow conditions and on plasma compressibility. These equations are solved by means of a simple, iterative procedure. The solutions show expected features such as dominance of enthalpymore » flux in the reconnection outflow, as well as combination of adiabatic and quasiviscous heating. Furthermore, the model predicts a maximum reconnection electric field of E{sup *}=0.4, normalized to the parameters at the inflow edge of the diffusion region.« less

Predicting X-ray diffuse scattering from translation–libration–screw structural ensembles

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

Van Benschoten, Andrew H.; Afonine, Pavel V.; Terwilliger, Thomas C.

2015-07-28

A method of simulating X-ray diffuse scattering from multi-model PDB files is presented. Despite similar agreement with Bragg data, different translation–libration–screw refinement strategies produce unique diffuse intensity patterns. Identifying the intramolecular motions of proteins and nucleic acids is a major challenge in macromolecular X-ray crystallography. Because Bragg diffraction describes the average positional distribution of crystalline atoms with imperfect precision, the resulting electron density can be compatible with multiple models of motion. Diffuse X-ray scattering can reduce this degeneracy by reporting on correlated atomic displacements. Although recent technological advances are increasing the potential to accurately measure diffuse scattering, computational modeling andmore » validation tools are still needed to quantify the agreement between experimental data and different parameterizations of crystalline disorder. A new tool, phenix.diffuse, addresses this need by employing Guinier’s equation to calculate diffuse scattering from Protein Data Bank (PDB)-formatted structural ensembles. As an example case, phenix.diffuse is applied to translation–libration–screw (TLS) refinement, which models rigid-body displacement for segments of the macromolecule. To enable the calculation of diffuse scattering from TLS-refined structures, phenix.tls-as-xyz builds multi-model PDB files that sample the underlying T, L and S tensors. In the glycerophosphodiesterase GpdQ, alternative TLS-group partitioning and different motional correlations between groups yield markedly dissimilar diffuse scattering maps with distinct implications for molecular mechanism and allostery. These methods demonstrate how, in principle, X-ray diffuse scattering could extend macromolecular structural refinement, validation and analysis.« less

Possibility of increasing the fire-suppression efficiency of the foam in automatic extinguishing installations

NASA Astrophysics Data System (ADS)

Kachanov, I. V.; Veremenyuk, V. V.; Karpenchuk, I. V.; Pavlyukov, S. Yu.

2013-05-01

The mechanics of movement of a liquid in the diffuser of the injector of an automatic extinguishing installation with preaeration of the fire-fighting substance was theoretically investigated. An integral solution of the equation for movement of the preaerated fire-fighting gas-liquid mixture in the indicated diffuser has been obtained. A mathematical model of two-phase liquid flow in this diffuser, which allows one to calculate the distribution of the average pressure in the diffuser along its length and to determine the loss in this pressure, has been developed. This model can be used for designing the output region of a hydraulic system with a hydrodynamic drag providing the operation of its injector in a definite regime.

Transition point prediction in a multicomponent lattice Boltzmann model: Forcing scheme dependencies

NASA Astrophysics Data System (ADS)

Küllmer, Knut; Krämer, Andreas; Joppich, Wolfgang; Reith, Dirk; Foysi, Holger

2018-02-01

Pseudopotential-based lattice Boltzmann models are widely used for numerical simulations of multiphase flows. In the special case of multicomponent systems, the overall dynamics are characterized by the conservation equations for mass and momentum as well as an additional advection diffusion equation for each component. In the present study, we investigate how the latter is affected by the forcing scheme, i.e., by the way the underlying interparticle forces are incorporated into the lattice Boltzmann equation. By comparing two model formulations for pure multicomponent systems, namely the standard model [X. Shan and G. D. Doolen, J. Stat. Phys. 81, 379 (1995), 10.1007/BF02179985] and the explicit forcing model [M. L. Porter et al., Phys. Rev. E 86, 036701 (2012), 10.1103/PhysRevE.86.036701], we reveal that the diffusion characteristics drastically change. We derive a generalized, potential function-dependent expression for the transition point from the miscible to the immiscible regime and demonstrate that it is shifted between the models. The theoretical predictions for both the transition point and the mutual diffusion coefficient are validated in simulations of static droplets and decaying sinusoidal concentration waves, respectively. To show the universality of our analysis, two common and one new potential function are investigated. As the shift in the diffusion characteristics directly affects the interfacial properties, we additionally show that phenomena related to the interfacial tension such as the modeling of contact angles are influenced as well.

Simulation of a fast diffuse optical tomography system based on radiative transfer equation

NASA Astrophysics Data System (ADS)

Motevalli, S. M.; Payani, A.

2016-12-01

Studies show that near-infrared (NIR) light (light with wavelength between 700nm and 1300nm) undergoes two interactions, absorption and scattering, when it penetrates a tissue. Since scattering is the predominant interaction, the calculation of light distribution in the tissue and the image reconstruction of absorption and scattering coefficients are very complicated. Some analytical and numerical methods, such as radiative transport equation and Monte Carlo method, have been used for the simulation of light penetration in tissue. Recently, some investigators in the world have tried to develop a diffuse optical tomography system. In these systems, NIR light penetrates the tissue and passes through the tissue. Then, light exiting the tissue is measured by NIR detectors placed around the tissue. These data are collected from all the detectors and transferred to the computational parts (including hardware and software), which make a cross-sectional image of the tissue after performing some computational processes. In this paper, the results of the simulation of an optical diffuse tomography system are presented. This simulation involves two stages: a) Simulation of the forward problem (or light penetration in the tissue), which is performed by solving the diffusion approximation equation in the stationary state using FEM. b) Simulation of the inverse problem (or image reconstruction), which is performed by the optimization algorithm called Broyden quasi-Newton. This method of image reconstruction is faster compared to the other Newton-based optimization algorithms, such as the Levenberg-Marquardt one.

Bulk diffusion in a kinetically constrained lattice gas

NASA Astrophysics Data System (ADS)

Arita, Chikashi; Krapivsky, P. L.; Mallick, Kirone

2018-03-01

In the hydrodynamic regime, the evolution of a stochastic lattice gas with symmetric hopping rules is described by a diffusion equation with density-dependent diffusion coefficient encapsulating all microscopic details of the dynamics. This diffusion coefficient is, in principle, determined by a Green-Kubo formula. In practice, even when the equilibrium properties of a lattice gas are analytically known, the diffusion coefficient cannot be computed except when a lattice gas additionally satisfies the gradient condition. We develop a procedure to systematically obtain analytical approximations for the diffusion coefficient for non-gradient lattice gases with known equilibrium. The method relies on a variational formula found by Varadhan and Spohn which is a version of the Green-Kubo formula particularly suitable for diffusive lattice gases. Restricting the variational formula to finite-dimensional sub-spaces allows one to perform the minimization and gives upper bounds for the diffusion coefficient. We apply this approach to a kinetically constrained non-gradient lattice gas in two dimensions, viz. to the Kob-Andersen model on the square lattice.

Symmetry Reductions of Fourth-Order Nonlinear Diffusion Equations: Lubrication Model and Some Generalizations

NASA Astrophysics Data System (ADS)

Gandarias, M. L.; Medina, E.

Fourth-order nonlinear diffusion equations appear frequently in the description of physical processes, among these, the lubrication equation ut = (unuxxxx)x or the corresponding modified version ut = unuxxxx play an important role in the study of the interface movements. In this work we analyze the generalizations of the above equations given by ut = (f(u)uxxxx)x, ut = (f(u)uxxxx, and we find that if f(u) = un or f(u) = e-u the equations admit extra classical symmetries. The corresponding reductions are performed and some solutions are characterized.

An axisymmetric non-hydrostatic model for double-diffusive water systems

NASA Astrophysics Data System (ADS)

Hilgersom, Koen; Zijlema, Marcel; van de Giesen, Nick

2018-02-01

The three-dimensional (3-D) modelling of water systems involving double-diffusive processes is challenging due to the large computation times required to solve the flow and transport of constituents. In 3-D systems that approach axisymmetry around a central location, computation times can be reduced by applying a 2-D axisymmetric model set-up. This article applies the Reynolds-averaged Navier-Stokes equations described in cylindrical coordinates and integrates them to guarantee mass and momentum conservation. The discretized equations are presented in a way that a Cartesian finite-volume model can be easily extended to the developed framework, which is demonstrated by the implementation into a non-hydrostatic free-surface flow model. This model employs temperature- and salinity-dependent densities, molecular diffusivities, and kinematic viscosity. One quantitative case study, based on an analytical solution derived for the radial expansion of a dense water layer, and two qualitative case studies demonstrate a good behaviour of the model for seepage inflows with contrasting salinities and temperatures. Four case studies with respect to double-diffusive processes in a stratified water body demonstrate that turbulent flows are not yet correctly modelled near the interfaces and that an advanced turbulence model is required.

Numerical simulation of conservation laws

NASA Technical Reports Server (NTRS)

Chang, Sin-Chung; To, Wai-Ming

1992-01-01

A new numerical framework for solving conservation laws is being developed. This new approach differs substantially from the well established methods, i.e., finite difference, finite volume, finite element and spectral methods, in both concept and methodology. The key features of the current scheme include: (1) direct discretization of the integral forms of conservation laws, (2) treating space and time on the same footing, (3) flux conservation in space and time, and (4) unified treatment of the convection and diffusion fluxes. The model equation considered in the initial study is the standard one dimensional unsteady constant-coefficient convection-diffusion equation. In a stability study, it is shown that the principal and spurious amplification factors of the current scheme, respectively, are structurally similar to those of the leapfrog/DuFort-Frankel scheme. As a result, the current scheme has no numerical diffusion in the special case of pure convection and is unconditionally stable in the special case of pure diffusion. Assuming smooth initial data, it will be shown theoretically and numerically that, by using an easily determined optimal time step, the accuracy of the current scheme may reach a level which is several orders of magnitude higher than that of the MacCormack scheme, with virtually identical operation count.

Quantum diffusion during inflation and primordial black holes

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

Pattison, Chris; Assadullahi, Hooshyar; Wands, David

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. Inmore » the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ∼ 1 e -fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.« less

Quantum diffusion during inflation and primordial black holes

NASA Astrophysics Data System (ADS)

Pattison, Chris; Vennin, Vincent; Assadullahi, Hooshyar; Wands, David

2017-10-01

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. In the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ~ 1 e-fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.

An axisymmetric single-path model for gas transport in the conducting airways.

PubMed

Madasu, Srinath; Borhan, All; Ultman, James S

2006-02-01

In conventional one-dimensional single-path models, radially averaged concentration is calculated as a function of time and longitudinal position in the lungs, and coupled convection and diffusion are accounted for with a dispersion coefficient. The axisymmetric single-path model developed in this paper is a two-dimensional model that incorporates convective-diffusion processes in a more fundamental manner by simultaneously solving the Navier-Stokes and continuity equations with the convection-diffusion equation. A single airway path was represented by a series of straight tube segments interconnected by leaky transition regions that provide for flow loss at the airway bifurcations. As a sample application, the model equations were solved by a finite element method to predict the unsteady state dispersion of an inhaled pulse of inert gas along an airway path having dimensions consistent with Weibel's symmetric airway geometry. Assuming steady, incompressible, and laminar flow, a finite element analysis was used to solve for the axisymmetric pressure, velocity and concentration fields. The dispersion calculated from these numerical solutions exhibited good qualitative agreement with the experimental values, but quantitatively was in error by 20%-30% due to the assumption of axial symmetry and the inability of the model to capture the complex recirculatory flows near bifurcations.

Designing herbicide formulation characteristics to maximize efficacy and minimize rice injury in paddy environments.

PubMed

Cryer, S A; Mann, R K; Erhardt-Zabik, S; Keeney, F N; Handy, P R

2001-06-01

Mathematical descriptors, coupled with experimental observations, are used to quantify differential uptake of an experimental herbicide in Japonica and Indica rice (Oryza sativa, non-target) and barnyardgrass (Echinochloa crus-galli, target). Partitioning, degradation, plant uptake and metabolism are described using mass-balance conservation equations in the form of kinetic approximations. Estimated environmental concentrations, governed by the pesticide formulation, are described using superimposed analytical solutions for the one-dimensional diffusion equation in spherical coordinates and by a finite difference representation of the two-dimensional diffusion equation in Cartesian coordinates. Formulation attributes from granules include active ingredient release rates, particle sizes, pesticide loading, and granule spacing. The diffusion model for pesticide transport is coupled with the compartment model to follow the fate and transport of a pesticide from its initial application location to various environmental matrices of interest. Formulation effects, partitioning and degradation in the various environmental matrices, differential plant uptake and metabolism, and dose-response information for plants are accounted for. This novel model provides a mechanism for selecting formulation delivery systems that optimize specific attributes (such as weed control or the therapeutic index) for risk-assessment procedures. In this report we describe how this methodology was used to explore the factors affecting herbicide efficacy and to define an optimal release rate for a granule formulation.

Gravitational instability of filamentary molecular clouds, including ambipolar diffusion; non-isothermal filament

NASA Astrophysics Data System (ADS)

Hosseinirad, Mohammad; Abbassi, Shahram; Roshan, Mahmood; Naficy, Kazem

2018-04-01

Recent observations of the filamentary molecular clouds show that their properties deviate from the isothermal equation of state. Theoretical investigations proposed that the logatropic and the polytropic equations of state with negative indexes can provide a better description for these filamentary structures. Here, we aim to compare the effects of these softer non-isothermal equations of state with their isothermal counterpart on the global gravitational instability of a filamentary molecular cloud. By incorporating the ambipolar diffusion, we use the non-ideal magnetohydrodynamics framework for a filament that is threaded by a uniform axial magnetic field. We perturb the fluid and obtain the dispersion relation both for the logatropic and polytropic equations of state by taking the effects of magnetic field and ambipolar diffusion into account. Our results suggest that, in absence of the magnetic field, a softer equation of state makes the system more prone to gravitational instability. We also observed that a moderate magnetic field is able to enhance the stability of the filament in a way that is sensitive to the equation of state in general. However, when the magnetic field is strong, this effect is suppressed and all the equations of state have almost the same stability properties. Moreover, we find that for all the considered equations of state, the ambipolar diffusion has destabilizing effects on the filament.

Mathematical Development and Computational Analysis of Harmonic Phase-Magnetic Resonance Imaging (HARP-MRI) Based on Bloch Nuclear Magnetic Resonance (NMR) Diffusion Model for Myocardial Motion.

PubMed

Dada, Michael O; Jayeoba, Babatunde; Awojoyogbe, Bamidele O; Uno, Uno E; Awe, Oluseyi E

2017-09-13

Harmonic Phase-Magnetic Resonance Imaging (HARP-MRI) is a tagged image analysis method that can measure myocardial motion and strain in near real-time and is considered a potential candidate to make magnetic resonance tagging clinically viable. However, analytical expressions of radially tagged transverse magnetization in polar coordinates (which is required to appropriately describe the shape of the heart) have not been explored because the physics required to directly connect myocardial deformation of tagged Nuclear Magnetic Resonance (NMR) transverse magnetization in polar geometry and the appropriate harmonic phase parameters are not yet available. The analytical solution of Bloch NMR diffusion equation in spherical geometry with appropriate spherical wave tagging function is important for proper analysis and monitoring of heart systolic and diastolic deformation with relevant boundary conditions. In this study, we applied Harmonic Phase MRI method to compute the difference between tagged and untagged NMR transverse magnetization based on the Bloch NMR diffusion equation and obtained radial wave tagging function for analysis of myocardial motion. The analytical solution of the Bloch NMR equations and the computational simulation of myocardial motion as developed in this study are intended to significantly improve healthcare for accurate diagnosis, prognosis and treatment of cardiovascular related deceases at the lowest cost because MRI scan is still one of the most expensive anywhere. The analysis is fundamental and significant because all Magnetic Resonance Imaging techniques are based on the Bloch NMR flow equations.

DREAM3D simulations of inner-belt dynamics

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

Cunningham, Gregory Scott

2015-05-26

A 1973 paper by Lyons and Thorne explains the two-belt structure for electrons in the inner magnetosphere as a balance between inward radial diffusion and loss to the atmosphere, where the loss to the atmosphere is enabled by pitch-angle scattering from Coulomb and wave-particle interactions. In the 1973 paper, equilibrium solutions to a decoupled set of 1D radial diffusion equations, one for each value of the first invariant of motion, μ, were computed to produce the equilibrium two-belt structure. Each 1D radial diffusion equation incorporated an L-and μ-dependent `lifetime' due to the Coulomb and wave-particle interactions. This decoupling of themore » problem is appropriate under the assumption that radial diffusion is slow in comparison to pitch-angle scattering. However, for some values of μ and L the lifetime associated with pitch-angle scattering is comparable to the timescale associated with radial diffusion, suggesting that the true equilibrium solutions might reflect `coupled modes' involving pitch-angle scattering and radial diffusion and thus requiring a 3D diffusion model. In the work we show here, we have computed the equilibrium solutions using our 3D diffusion model, DREAM3D, that allows for such coupling. We find that the 3D equilibrium solutions are quite similar to the solutions shown in the 1973 paper when we use the same physical models for radial diffusion and pitch-angle scattering from hiss. However, we show that the equilibrium solutions are quite sensitive to various aspects of the physics model employed in the 1973 paper that can be improved, suggesting that additional work needs to be done to understand the two-belt structure.« less

Theory of a time-dependent heat diffusion determination of thermal diffusivities with a single temperature measurement

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

Perez, R. B.; Carroll, R. M.; Sisman, O.

1971-02-01

A method to measure the thermal diffusivity of reactor fuels during irradiation is developed, based on a time-dependent heat diffusion equation. With this technique the temperature is measured at only one point in the fuel specimen. This method has the advantage that it is not necessary to know the heat generation (a difficult evaluation during irradiation). The theory includes realistic boundary conditions, applicable to actual experimental systems. The parameters are the time constants associated with the first two time modes in the temperature-vs-time curve resulting from a step change in heat input to the specimen. With the time constants andmore » the necessary material properties and dimensions of the specimen and specimen holder, the thermal diffusivity of the specimen can be calculated.« less

Einstein's equations and a cosmology with finite matter

NASA Astrophysics Data System (ADS)

Clavelli, L.; Goldstein, Gary R.

2015-05-01

We discuss various space-time metrics which are compatible with Einstein's equations and a previously suggested cosmology with a finite total mass.1 In this alternative cosmology, the matter density was postulated to be a spatial delta function at the time of the big bang thereafter diffusing outward with constant total mass. This proposal explores a departure from standard assumptions that the big bang occurred everywhere at once or was just one of an infinite number of previous and later transitions.

Strongly anomalous diffusion in sheared magnetic configurations

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

Vanden Eijnden, E.; Balescu, R.

1996-03-01

The statistical behavior of magnetic lines in a sheared magnetic configuration with reference surface {ital x}=0 is investigated within the framework of the kinetic theory. A Liouville equation is associated with the equations of motion of the stochastic magnetic lines. After averaging over an ensemble of realizations, it yields a convection-diffusion equation within the quasilinear approximation. The diffusion coefficients are space dependent and peaked around the reference surface {ital x}=0. Due to the shear, the diffusion of lines away from the reference surface is slowed down. The behavior of the lines is asymptotically strongly non-Gaussian. The reference surface acts likemore » an attractor around which the magnetic lines spread with an effective subdiffusive behavior. Comparison is also made with more usual treatments based on the study of the first two moments equations. For sheared systems, it is explicitly shown that the Corrsin approximation assumed in the latter approach is no longer valid. It is also concluded that the diffusion coefficients cannot be derived from the mean square displacement of the magnetic lines in an inhomogeneous medium. {copyright} {ital 1996 American Institute of Physics.}« less

Continuum mesoscopic framework for multiple interacting species and processes on multiple site types and/or crystallographic planes.

PubMed

Chatterjee, Abhijit; Vlachos, Dionisios G

2007-07-21

While recently derived continuum mesoscopic equations successfully bridge the gap between microscopic and macroscopic physics, so far they have been derived only for simple lattice models. In this paper, general deterministic continuum mesoscopic equations are derived rigorously via nonequilibrium statistical mechanics to account for multiple interacting surface species and multiple processes on multiple site types and/or different crystallographic planes. Adsorption, desorption, reaction, and surface diffusion are modeled. It is demonstrated that contrary to conventional phenomenological continuum models, microscopic physics, such as the interaction potential, determines the final form of the mesoscopic equation. Models of single component diffusion and binary diffusion of interacting particles on single-type site lattice and of single component diffusion on complex microporous materials' lattices consisting of two types of sites are derived, as illustrations of the mesoscopic framework. Simplification of the diffusion mesoscopic model illustrates the relation to phenomenological models, such as the Fickian and Maxwell-Stefan transport models. It is demonstrated that the mesoscopic equations are in good agreement with lattice kinetic Monte Carlo simulations for several prototype examples studied.

Mathematical analysis of thermal diffusion shock waves

NASA Astrophysics Data System (ADS)

Gusev, Vitalyi; Craig, Walter; Livoti, Roberto; Danworaphong, Sorasak; Diebold, Gerald J.

2005-10-01

Thermal diffusion, also known as the Ludwig-Soret effect, refers to the separation of mixtures in a temperature gradient. For a binary mixture the time dependence of the change in concentration of each species is governed by a nonlinear partial differential equation in space and time. Here, an exact solution of the Ludwig-Soret equation without mass diffusion for a sinusoidal temperature field is given. The solution shows that counterpropagating shock waves are produced which slow and eventually come to a halt. Expressions are found for the shock time for two limiting values of the starting density fraction. The effects of diffusion on the development of the concentration profile in time and space are found by numerical integration of the nonlinear differential equation.

Solution of a cauchy problem for a diffusion equation in a Hilbert space by a Feynman formula

NASA Astrophysics Data System (ADS)

Remizov, I. D.

2012-07-01

The Cauchy problem for a class of diffusion equations in a Hilbert space is studied. It is proved that the Cauchy problem in well posed in the class of uniform limits of infinitely smooth bounded cylindrical functions on the Hilbert space, and the solution is presented in the form of the so-called Feynman formula, i.e., a limit of multiple integrals against a gaussian measure as the multiplicity tends to infinity. It is also proved that the solution of the Cauchy problem depends continuously on the diffusion coefficient. A process reducing an approximate solution of an infinite-dimensional diffusion equation to finding a multiple integral of a real function of finitely many real variables is indicated.

Development of electromagnetic cascades in the atmosphere including the Landau-Pomeranchuk-Migdal effect

NASA Technical Reports Server (NTRS)

Streitmatter, R. E.; Stephens, S. A.

1985-01-01

Numerical solutions have been obtained for the one-dimensional atmospheric electromagnetic cascade diffusion equations, including the Landau-Pomeranchuk-Migdal and screening effects. Spectra produced by primary gamma rays of various energies are given at a number of deths in the atmosphere.

Modeling boundary measurements of scattered light using the corrected diffusion approximation

PubMed Central

Lehtikangas, Ossi; Tarvainen, Tanja; Kim, Arnold D.

2012-01-01

We study the modeling and simulation of steady-state measurements of light scattered by a turbid medium taken at the boundary. In particular, we implement the recently introduced corrected diffusion approximation in two spatial dimensions to model these boundary measurements. This implementation uses expansions in plane wave solutions to compute boundary conditions and the additive boundary layer correction, and a finite element method to solve the diffusion equation. We show that this corrected diffusion approximation models boundary measurements substantially better than the standard diffusion approximation in comparison to numerical solutions of the radiative transport equation. PMID:22435102

Modelling the radiotherapy effect in the reaction-diffusion equation.

PubMed

Borasi, Giovanni; Nahum, Alan

2016-09-01

In recent years, the reaction-diffusion (Fisher-Kolmogorov) equation has received much attention from the oncology research community due to its ability to describe the infiltrating nature of glioblastoma multiforme and its extraordinary resistance to any type of therapy. However, in a number of previous papers in the literature on applications of this equation, the term (R) expressing the 'External Radiotherapy effect' was incorrectly derived. In this note we derive an analytical expression for this term in the correct form to be included in the reaction-diffusion equation. The R term has been derived starting from the Linear-Quadratic theory of cell killing by ionizing radiation. The correct definition of R was adopted and the basic principles of differential calculus applied. The compatibility of the R term derived here with the reaction-diffusion equation was demonstrated. Referring to a typical glioblastoma tumour, we have compared the results obtained using our expression for the R term with the 'incorrect' expression proposed by other authors. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION.

PubMed

Liu, F; Meerschaert, M M; McGough, R J; Zhuang, P; Liu, Q

2013-03-01

In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION

PubMed Central

Liu, F.; Meerschaert, M.M.; McGough, R.J.; Zhuang, P.; Liu, Q.

2013-01-01

In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian. PMID:23772179

Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations

NASA Astrophysics Data System (ADS)

Indekeu, Joseph O.; Smets, Ruben

2017-08-01

Physically motivated modified Fisher equations are studied in which nonlinear convection and nonlinear diffusion is allowed for besides the usual growth and spread of a population. It is pointed out that in a large variety of cases separable functions in the form of exponentially decaying sharp wavefronts solve the differential equation exactly provided a co-moving point source or sink is active at the wavefront. The velocity dispersion and front steepness may differ from those of some previously studied exact smooth traveling wave solutions. For an extension of the reaction-diffusion-convection equation, featuring a memory effect in the form of a maturity delay for growth and spread, also smooth exact wavefront solutions are obtained. The stability of the solutions is verified analytically and numerically.

Traveling wave solutions to a reaction-diffusion equation

NASA Astrophysics Data System (ADS)

Feng, Zhaosheng; Zheng, Shenzhou; Gao, David Y.

2009-07-01

In this paper, we restrict our attention to traveling wave solutions of a reaction-diffusion equation. Firstly we apply the Divisor Theorem for two variables in the complex domain, which is based on the ring theory of commutative algebra, to find a quasi-polynomial first integral of an explicit form to an equivalent autonomous system. Then through this first integral, we reduce the reaction-diffusion equation to a first-order integrable ordinary differential equation, and a class of traveling wave solutions is obtained accordingly. Comparisons with the existing results in the literature are also provided, which indicates that some analytical results in the literature contain errors. We clarify the errors and instead give a refined result in a simple and straightforward manner.

The Impact of Biofilms on the Process of Back Diffusion From a Contaminated Rock Matrix

NASA Astrophysics Data System (ADS)

Yungwirth, G. A.; Novakowski, K. S.; Ross, N.

2005-12-01

Groundwater remediation in fractured rock settings is complicated by the diffusion of contaminants into the rock matrix and the subsequent back diffusion into the fractures. The process of back diffusion, in particular, leads to extended periods of low-level contamination in the fracture network that persists long after the source area is hydraulically or otherwise removed. In such a case, we hypothesize that back diffusion could be limited by growing a biofilm which coats the rock fracture surface and potentially invades the rock micropores. This would effectively sequester the contamination potentially in perpetuity. To explore the viability of this concept, diffusion experiments were conducted in which the effect of biofilm growth on diffusion through thin (0.8 to 1.2 cm) slices of dolostone core obtained from the Lockport Formation, Southern Ontario, was investigated. The experiments were conducted using a double-cell method, in which the core slices were encapsulated inside Teflon coated hydraulic hose, fitted with ultra high molecular weight polyethylene endcaps having stainless steel sample ports. Diffusion was established across the core slice by spiking one reservoir with a conservative tracer and monitoring the tracer arrival in the reservoir located on the other side of the coupon. The experiments were conducted both in the presence and absence of a biofilm. Biofilm was grown on the rock coupons in a separate bath before the coupons were transferred to the apparatus for the diffusion experiments. Microbial populations indigenous to the groundwater used in the bath were stimulated to form the biofilm with the addition of a beef extract and peptone nutrient broth in 1g/L concentration. The extent of biofilm growth was monitored using a modified Dubois et al (1956) colorimetric method for sugar determination. Results were simulated using an analytical model that was developed for the geometry of the diffusion experiments. Governing equations for the model are based on a cylindrical coordinate system where one equation was developed for the rock and another for the biofilm. The solution was found using the Laplace Transform method. Preliminary results show substantial biofilm growth, confirming that the method of biofilm stimulation is viable. Preliminary analysis of data from the diffusion experiments shows the impact of biofilm presence on back diffusion to be profound.

Stabilized linear semi-implicit schemes for the nonlocal Cahn-Hilliard equation

NASA Astrophysics Data System (ADS)

Du, Qiang; Ju, Lili; Li, Xiao; Qiao, Zhonghua

2018-06-01

Comparing with the well-known classic Cahn-Hilliard equation, the nonlocal Cahn-Hilliard equation is equipped with a nonlocal diffusion operator and can describe more practical phenomena for modeling phase transitions of microstructures in materials. On the other hand, it evidently brings more computational costs in numerical simulations, thus efficient and accurate time integration schemes are highly desired. In this paper, we propose two energy-stable linear semi-implicit methods with first and second order temporal accuracies respectively for solving the nonlocal Cahn-Hilliard equation. The temporal discretization is done by using the stabilization technique with the nonlocal diffusion term treated implicitly, while the spatial discretization is carried out by the Fourier collocation method with FFT-based fast implementations. The energy stabilities are rigorously established for both methods in the fully discrete sense. Numerical experiments are conducted for a typical case involving Gaussian kernels. We test the temporal convergence rates of the proposed schemes and make a comparison of the nonlocal phase transition process with the corresponding local one. In addition, long-time simulations of the coarsening dynamics are also performed to predict the power law of the energy decay.

The {sech}( {\\hat{ξ }} ) -Type Profiles: A Swiss-Army Knife for Exact Analytical Modeling of Thermal Diffusion and Wave Propagation in Graded Media

NASA Astrophysics Data System (ADS)

Krapez, J.-C.

2018-07-01

This work deals with the exact analytical modeling of transfer phenomena in heterogeneous materials exhibiting one-dimensional continuous variations of their properties. Regarding heat transfer, it has recently been shown that by applying a Liouville transformation and multiple Darboux transformations, infinite sequences of solvable profiles of thermal effusivity can be constructed together with the associated temperature (exact) solutions, all in closed-form expressions (vs. the diffusion-time variable and with a growing number of parameters). In addition, a particular class of profiles, the so-called {sech}( {\\hat{ξ }} ) -type profiles, exhibit high agility and at the same time parsimony. In this paper we delve further into the description of these solvable profiles and their properties. Most importantly, their quadrupole formulation is provided, enabling smooth synthetic profiles of effusivity of arbitrary complexity to be built, and allowing the corresponding temperature dynamic response to be obtained very easily thereafter. Examples are given with increasing variability of the effusivity and an increasing number of elementary profiles. These highly flexible profiles are equally relevant to providing an exact analytical solution to wave propagation problems in 1D graded media (i.e., Maxwell's equations, the acoustic equation, the telegraph equation, etc.). From now on, whether it be for diffusion-like or wave-like problems, when the leading properties present (possibly piecewise-) continuously heterogeneous profiles, the classical staircase model can be advantageously replaced by a "high-level" quadrupole model consisting of one or more {sech}( {\\hat{ξ }} ) -type profiles, which makes the latter a true Swiss-Army knife for analytical modeling.

Nature of self-diffusion in two-dimensional fluids

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

Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. Here, we numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(more » $$t\\sqrt{In t)}$$ however with a rescaled time.« less

Nature of self-diffusion in two-dimensional fluids

DOE PAGES

Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho; ...

2017-12-18

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. Here, we numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(more » $$t\\sqrt{In t)}$$ however with a rescaled time.« less

Perturbed invariant subspaces and approximate generalized functional variable separation solution for nonlinear diffusion-convection equations with weak source

NASA Astrophysics Data System (ADS)

Xia, Ya-Rong; Zhang, Shun-Li; Xin, Xiang-Peng

2018-03-01

In this paper, we propose the concept of the perturbed invariant subspaces (PISs), and study the approximate generalized functional variable separation solution for the nonlinear diffusion-convection equation with weak source by the approximate generalized conditional symmetries (AGCSs) related to the PISs. Complete classification of the perturbed equations which admit the approximate generalized functional separable solutions (AGFSSs) is obtained. As a consequence, some AGFSSs to the resulting equations are explicitly constructed by way of examples.

Quantitative diffusion and swelling kinetic measurements using large-angle interferometric refractometry.

PubMed

Saunders, John E; Chen, Hao; Brauer, Chris; Clayton, McGregor; Chen, Weijian; Barnes, Jack A; Loock, Hans-Peter

2015-12-07

The uptake and release of sorbates into films and coatings is typically accompanied by changes of the films' refractive index and thickness. We provide a comprehensive model to calculate the concentration of the sorbate from the average refractive index and the film thickness, and validate the model experimentally. The mass fraction of the analyte partitioned into a film is described quantitatively by the Lorentz-Lorenz equation and the Clausius-Mosotti equation. To validate the model, the uptake kinetics of water and other solvents into SU-8 films (d = 40-45 μm) were explored. Large-angle interferometric refractometry measurements can be used to characterize films that are between 15 μm to 150 μm thick and, Fourier analysis, is used to determine independently the thickness, the average refractive index and the refractive index at the film-substrate interface at one-second time intervals. From these values the mass fraction of water in SU-8 was calculated. The kinetics were best described by two independent uptake processes having different rates. Each process followed one-dimensional Fickian diffusion kinetics with diffusion coefficients for water into SU-8 photoresist film of 5.67 × 10(-9) cm(2) s(-1) and 61.2 × 10(-9) cm(2) s(-1).

Multiphysics modelling of the separation of suspended particles via frequency ramping of ultrasonic standing waves.

PubMed

Trujillo, Francisco J; Eberhardt, Sebastian; Möller, Dirk; Dual, Jurg; Knoerzer, Kai

2013-03-01

A model was developed to determine the local changes of concentration of particles and the formations of bands induced by a standing acoustic wave field subjected to a sawtooth frequency ramping pattern. The mass transport equation was modified to incorporate the effect of acoustic forces on the concentration of particles. This was achieved by balancing the forces acting on particles. The frequency ramping was implemented as a parametric sweep for the time harmonic frequency response in time steps of 0.1s. The physics phenomena of piezoelectricity, acoustic fields and diffusion of particles were coupled and solved in COMSOL Multiphysics™ (COMSOL AB, Stockholm, Sweden) following a three step approach. The first step solves the governing partial differential equations describing the acoustic field by assuming that the pressure field achieves a pseudo steady state. In the second step, the acoustic radiation force is calculated from the pressure field. The final step allows calculating the locally changing concentration of particles as a function of time by solving the modified equation of particle transport. The diffusivity was calculated as function of concentration following the Garg and Ruthven equation which describes the steep increase of diffusivity when the concentration approaches saturation. However, it was found that this steep increase creates numerical instabilities at high voltages (in the piezoelectricity equations) and high initial particle concentration. The model was simplified to a pseudo one-dimensional case due to computation power limitations. The predicted particle distribution calculated with the model is in good agreement with the experimental data as it follows accurately the movement of the bands in the centre of the chamber. Crown Copyright © 2012. Published by Elsevier B.V. All rights reserved.

Delay-induced Turing-like waves for one-species reaction-diffusion model on a network

NASA Astrophysics Data System (ADS)

Petit, Julien; Carletti, Timoteo; Asllani, Malbor; Fanelli, Duccio

2015-09-01

A one-species time-delay reaction-diffusion system defined on a complex network is studied. Traveling waves are predicted to occur following a symmetry-breaking instability of a homogeneous stationary stable solution, subject to an external nonhomogeneous perturbation. These are generalized Turing-like waves that materialize in a single-species populations dynamics model, as the unexpected byproduct of the imposed delay in the diffusion part. Sufficient conditions for the onset of the instability are mathematically provided by performing a linear stability analysis adapted to time-delayed differential equations. The method here developed exploits the properties of the Lambert W-function. The prediction of the theory are confirmed by direct numerical simulation carried out for a modified version of the classical Fisher model, defined on a Watts-Strogatz network and with the inclusion of the delay.

On the statistical and transport properties of a non-dissipative Fermi-Ulam model

NASA Astrophysics Data System (ADS)

Livorati, André L. P.; Dettmann, Carl P.; Caldas, Iberê L.; Leonel, Edson D.

2015-10-01

The transport and diffusion properties for the velocity of a Fermi-Ulam model were characterized using the decay rate of the survival probability. The system consists of an ensemble of non-interacting particles confined to move along and experience elastic collisions with two infinitely heavy walls. One is fixed, working as a returning mechanism of the colliding particles, while the other one moves periodically in time. The diffusion equation is solved, and the diffusion coefficient is numerically estimated by means of the averaged square velocity. Our results show remarkably good agreement of the theory and simulation for the chaotic sea below the first elliptic island in the phase space. From the decay rates of the survival probability, we obtained transport properties that can be extended to other nonlinear mappings, as well to billiard problems.

Evaluation of Full Reynolds Stress Turbulence Models in FUN3D

NASA Technical Reports Server (NTRS)

Dudek, Julianne C.; Carlson, Jan-Renee

2017-01-01

Full seven-equation Reynolds stress turbulence models are a relatively new and promising tool for todays aerospace technology challenges. This paper uses two stress-omega full Reynolds stress models to evaluate challenging flows including shock-wave boundary layer interactions, separation and mixing layers. The Wilcox and the SSGLRR full second-moment Reynolds stress models are evaluated for four problems: a transonic two-dimensional diffuser, a supersonic axisymmetric compression corner, a compressible planar shear layer, and a subsonic axisymmetric jet. Simulation results are compared with experimental data and results using the more commonly used Spalart-Allmaras (SA) one-equation and the Menter Shear Stress Transport (SST) two-equation models.

Traveling-Wave Solutions of the Kolmogorov-Petrovskii-Piskunov Equation

NASA Astrophysics Data System (ADS)

Pikulin, S. V.

2018-02-01

We consider quasi-stationary solutions of a problem without initial conditions for the Kolmogorov-Petrovskii-Piskunov (KPP) equation, which is a quasilinear parabolic one arising in the modeling of certain reaction-diffusion processes in the theory of combustion, mathematical biology, and other areas of natural sciences. A new efficiently numerically implementable analytical representation is constructed for self-similar plane traveling-wave solutions of the KPP equation with a special right-hand side. Sufficient conditions for an auxiliary function involved in this representation to be analytical for all values of its argument, including the endpoints, are obtained. Numerical results are obtained for model examples.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Sparse learning of stochastic dynamical equations

NASA Astrophysics Data System (ADS)

Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia

2018-06-01

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.

A spatially nonlocal model for polymer-penetrant diffusion

NASA Astrophysics Data System (ADS)

Edwards, D. A.

Diffusion of a penetrant in a polymer entanglement network cannot be described by Fick's Law alone; rather, one must incorporate other nonlocal effects. In contrast to previous viscoelastic models which have modeled these effects through hereditary integrals in time, a new model is presented exploiting the disparate lengths of the polymer in the glassy (dry) and rubbery (saturated) states. This model leads to a partial integrodifferential equation which is nonlocal in space. The system is recast as a moving boundary-value problem between sets of coupled partial differential equations. Using singular perturbation techniques, sorption in a semi-infinite polymer is studied on several time scales with varying exposed interface conditions. Though some of the results match with those from viscoelastic models, new physically relevant behaviors also appear. These include the formation of stopping fronts and overshoot in the pseudostress.

Combustion of hydrogen-air jets in local chemical equilibrium: A guide to the CHARNAL computer program

NASA Technical Reports Server (NTRS)

Spalding, D. B.; Launder, B. E.; Morse, A. P.; Maples, G.

1974-01-01

A guide to a computer program, written in FORTRAN 4, for predicting the flow properties of turbulent mixing with combustion of a circular jet of hydrogen into a co-flowing stream of air is presented. The program, which is based upon the Imperial College group's PASSA series, solves differential equations for diffusion and dissipation of turbulent kinetic energy and also of the R.M.S. fluctuation of hydrogen concentration. The effective turbulent viscosity for use in the shear stress equation is computed. Chemical equilibrium is assumed throughout the flow.

b matrix errors in echo planar diffusion tensor imaging

PubMed Central

Boujraf, Saïd; Luypaert, Robert; Osteaux, Michel

2001-01-01

Diffusion‐weighted magnetic resonance imaging (DW‐MRI) is a recognized tool for early detection of infarction of the human brain. DW‐MRI uses the signal loss associated with the random thermal motion of water molecules in the presence of magnetic field gradients to derive parameters that reflect the translational mobility of the water molecules in tissues. If diffusion‐weighted images with different values of b matrix are acquired during one individual investigation, it is possible to calculate apparent diffusion coefficient maps that are the elements of the diffusion tensor. The diffusion tensor elements represent the apparent diffusion coefficient of protons of water molecules in each pixel in the corresponding sample. The relation between signal intensity in the diffusion‐weighted images, diffusion tensor, and b matrix is derived from the Bloch equations. Our goal is to establish the magnitude of the error made in the calculation of the elements of the diffusion tensor when the imaging gradients are ignored. PACS number(s): 87.57. –s, 87.61.–c PMID:11602015

On solutions of the fifth-order dispersive equations with porous medium type non-linearity

NASA Astrophysics Data System (ADS)

Kocak, Huseyin; Pinar, Zehra

2018-07-01

In this work, we focus on obtaining the exact solutions of the fifth-order semi-linear and non-linear dispersive partial differential equations, which have the second-order diffusion-like (porous-type) non-linearity. The proposed equations were not studied in the literature in the sense of the exact solutions. We reveal solutions of the proposed equations using the classical Riccati equations method. The obtained exact solutions, which can play a key role to simulate non-linear waves in the medium with dispersion and diffusion, are illustrated and discussed in details.

Spatial dynamics of a population with stage-dependent diffusion

NASA Astrophysics Data System (ADS)

Azevedo, F.; Coutinho, R. M.; Kraenkel, R. A.

2015-05-01

We explore the spatial dynamics of a population whose individuals go through life stages with very different dispersal capacities. We model it through a system of partial differential equations of the reaction-diffusion kind, with nonlinear diffusion terms that may depend on population density and on the stage. This model includes a few key biological ingredients: growth and saturation, life stage structure, small population effects, and diffusion dependent on the stage. In particular, we consider that adults exhibit two distinct classes: one highly mobile and the other less mobile but with higher fecundity rate, and the development of juveniles into one or the other depends on population density. We parametrize the model with estimated parameters of an insect species, the brown planthopper. We focus on a situation akin to an invasion of the species in a new habitat and find that the front of invasion is led by the most mobile adult class. We also show that the trade-off between dispersal and fecundity leads to invasion speed attaining its maximum at an intermediate value of the diffusion coefficient of the most mobile class.

One-dimensional model of interacting-step fluctuations on vicinal surfaces: Analytical formulas and kinetic Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Patrone, Paul N.; Einstein, T. L.; Margetis, Dionisios

2010-12-01

We study analytically and numerically a one-dimensional model of interacting line defects (steps) fluctuating on a vicinal crystal. Our goal is to formulate and validate analytical techniques for approximately solving systems of coupled nonlinear stochastic differential equations (SDEs) governing fluctuations in surface motion. In our analytical approach, the starting point is the Burton-Cabrera-Frank (BCF) model by which step motion is driven by diffusion of adsorbed atoms on terraces and atom attachment-detachment at steps. The step energy accounts for entropic and nearest-neighbor elastic-dipole interactions. By including Gaussian white noise to the equations of motion for terrace widths, we formulate large systems of SDEs under different choices of diffusion coefficients for the noise. We simplify this description via (i) perturbation theory and linearization of the step interactions and, alternatively, (ii) a mean-field (MF) approximation whereby widths of adjacent terraces are replaced by a self-consistent field but nonlinearities in step interactions are retained. We derive simplified formulas for the time-dependent terrace-width distribution (TWD) and its steady-state limit. Our MF analytical predictions for the TWD compare favorably with kinetic Monte Carlo simulations under the addition of a suitably conservative white noise in the BCF equations.

Void Formation during Diffusion - Two-Dimensional Approach

NASA Astrophysics Data System (ADS)

Wierzba, Bartek

2016-06-01

The final set of equations defining the interdiffusion process in solid state is presented. The model is supplemented by vacancy evolution equation. The competition between the Kirkendall shift, backstress effect and vacancy migration is considered. The proper diffusion flux based on the Nernst-Planck formula is proposed. As a result, the comparison of the experimental and calculated evolution of the void formation in the Fe-Pd diffusion couple is shown.

A Least-Squares Transport Equation Compatible with Voids

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

Hansen, Jon; Peterson, Jacob; Morel, Jim

Standard second-order self-adjoint forms of the transport equation, such as the even-parity, odd-parity, and self-adjoint angular flux equation, cannot be used in voids. Perhaps more important, they experience numerical convergence difficulties in near-voids. Here we present a new form of a second-order self-adjoint transport equation that has an advantage relative to standard forms in that it can be used in voids or near-voids. Our equation is closely related to the standard least-squares form of the transport equation with both equations being applicable in a void and having a nonconservative analytic form. However, unlike the standard least-squares form of the transportmore » equation, our least-squares equation is compatible with source iteration. It has been found that the standard least-squares form of the transport equation with a linear-continuous finite-element spatial discretization has difficulty in the thick diffusion limit. Here we extensively test the 1D slab-geometry version of our scheme with respect to void solutions, spatial convergence rate, and the intermediate and thick diffusion limits. We also define an effective diffusion synthetic acceleration scheme for our discretization. Our conclusion is that our least-squares S n formulation represents an excellent alternative to existing second-order S n transport formulations« less

Diffusion of 4-methyl-pent-3-en-2-one (1); air (2)

NASA Astrophysics Data System (ADS)

Winkelmann, J.

This document is part of Subvolume A `Gases in Gases, Liquids and their Mixtures' of Volume 15 `Diffusion in Gases, Liquids and Electrolytes' of Landolt-Börnstein Group IV `Physical Chemistry'. It is part of the chapter of the chapter `Diffusion in Pure Gases' and contains data on diffusion of (1) 4-methyl-pent-3-en-2-one; (2) air

Kubo formulas for dispersion in heterogeneous periodic nonequilibrium systems.

PubMed

Guérin, T; Dean, D S

2015-12-01

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

Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

NASA Astrophysics Data System (ADS)

Hasnain, Shahid; Saqib, Muhammad; Mashat, Daoud Suleiman

2017-07-01

This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit) to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

A new nonlinear diffusion formalism in a magnetized plasma - Application to space physics and astrophysics

NASA Technical Reports Server (NTRS)

Karimbadi, H.; Krauss-Varban, D.

1992-01-01

A novel diffusion formalism that takes into account the finite width of resonances is presented. The resonance diagram technique is shown to reproduce the details of the particle orbits very accurately, and can be used to determine the acceleration/scattering in the presence of a given wave spectrum. Ways in which the nonlinear orbits can be incorporated into the diffusion equation are shown. The resulting diffusion equation is an extension of the Q-L theory to cases where the waves have large amplitudes and/or are coherent. This new equation does not have a gap at 90 deg in cases where the individual orbits can cross the gap. The conditions under which the resonance gap at 90-deg pitch angle exits are also examined.

Thermodiffusion in concentrated ferrofluids: A review and current experimental and numerical results on non-magnetic thermodiffusion

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

Sprenger, Lisa, E-mail: Lisa.Sprenger@tu-dresden.de; Lange, Adrian; Odenbach, Stefan

2013-12-15

Ferrofluids are colloidal suspensions consisting of magnetic nanoparticles dispersed in a carrier liquid. Their thermodiffusive behaviour is rather strong compared to molecular binary mixtures, leading to a Soret coefficient (S{sub T}) of 0.16 K{sup −1}. Former experiments with dilute magnetic fluids have been done with thermogravitational columns or horizontal thermodiffusion cells by different research groups. Considering the horizontal thermodiffusion cell, a former analytical approach has been used to solve the phenomenological diffusion equation in one dimension assuming a constant concentration gradient over the cell's height. The current experimental work is based on the horizontal separation cell and emphasises the comparison ofmore » the concentration development in different concentrated magnetic fluids and at different temperature gradients. The ferrofluid investigated is the kerosene-based EMG905 (Ferrotec) to be compared with the APG513A (Ferrotec), both containing magnetite nanoparticles. The experiments prove that the separation process linearly depends on the temperature gradient and that a constant concentration gradient develops in the setup due to the separation. Analytical one dimensional and numerical three dimensional approaches to solve the diffusion equation are derived to be compared with the solution used so far for dilute fluids to see if formerly made assumptions also hold for higher concentrated fluids. Both, the analytical and numerical solutions, either in a phenomenological or a thermodynamic description, are able to reproduce the separation signal gained from the experiments. The Soret coefficient can then be determined to 0.184 K{sup −1} in the analytical case and 0.29 K{sup −1} in the numerical case. Former theoretical approaches for dilute magnetic fluids underestimate the strength of the separation in the case of a concentrated ferrofluid.« less

Finite-volume scheme for anisotropic diffusion

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

Es, Bram van, E-mail: bramiozo@gmail.com; FOM Institute DIFFER, Dutch Institute for Fundamental Energy Research, The Netherlands"1; Koren, Barry

In this paper, we apply a special finite-volume scheme, limited to smooth temperature distributions and Cartesian grids, to test the importance of connectivity of the finite volumes. The area of application is nuclear fusion plasma with field line aligned temperature gradients and extreme anisotropy. We apply the scheme to the anisotropic heat-conduction equation, and compare its results with those of existing finite-volume schemes for anisotropic diffusion. Also, we introduce a general model adaptation of the steady diffusion equation for extremely anisotropic diffusion problems with closed field lines.

An X-Ray Atlas of Groups of Galaxies

NASA Technical Reports Server (NTRS)

Mulchaey, John S.; Davis, David S.; Mushotzky, Richard F.; Burnstein, David

2003-01-01

A search was conducted for a hot intragroup medium in 10(exp 9) low-redshift galaxy groups observed with the ROSAT PSPC. Evidence for diffuse, extended X-ray emission is found in at least 61 groups. Approximately one-third of these detections have not been previously reported in the literature. Most of the groups are detected out to less than half of the virial radius with ROSAT. Although some spiral-rich groups do contain an intragroup medium, diffuse emission is restricted to groups that contain at least one early-type galaxy.

The dynamics of oceanic fronts. I - The Gulf Stream

NASA Technical Reports Server (NTRS)

Kao, T. W.

1980-01-01

The establishment and maintenance of the mean hydrographic properties of large-scale density fronts in the upper ocean is considered. The dynamics is studied by posing an initial value problem starting with a near-surface discharge of buoyant water with a prescribed density deficit into an ambient stationary fluid of uniform density; full time dependent diffusion and Navier-Stokes equations are then used with constant eddy diffusion and viscosity coefficients, together with a constant Coriolis parameter. Scaling analysis reveals three independent scales of the problem including the radius of deformation of the inertial length, buoyancy length, and diffusive length scales. The governing equations are then suitably scaled and the resulting normalized equations are shown to depend on the Ekman number alone for problems of oceanic interest. It is concluded that the mean Gulf Stream dynamics can be interpreted in terms of a solution of the Navier-Stokes and diffusion equations, with the cross-stream circulation responsible for the maintenance of the front; this mechanism is suggested for the maintenance of the Gulf Stream dynamics.

On the systematic approach to the classification of differential equations by group theoretical methods

NASA Astrophysics Data System (ADS)

Andriopoulos, K.; Dimas, S.; Leach, P. G. L.; Tsoubelis, D.

2009-08-01

Complete symmetry groups enable one to characterise fully a given differential equation. By considering the reversal of an approach based upon complete symmetry groups we construct new classes of differential equations which have the equations of Bateman, Monge-Ampère and Born-Infeld as special cases. We develop a symbolic algorithm to decrease the complexity of the calculations involved.

Phantom Preparation and Optical Property Determination

NASA Astrophysics Data System (ADS)

He, Di; He, Jie; Mao, Heng

2018-12-01

Tissue-like optical phantoms are important in testing new imaging algorithms. Homogeneous optical phantoms with determined optical properties are the first step of making a proper heterogeneous phantom for multi-modality imaging. Typical recipes for such phantoms consist of epoxy resin, hardener, India ink and titanium oxide. By altering the concentration of India ink and titanium oxide, we are able to get multiple homogeneous phantoms with different absorption and scattering coefficients by carefully mixing all the ingredients. After fabricating the phantoms, we need to find their individual optical properties including the absorption and scattering coefficients. This is achieved by solving diffusion equation of each phantom as a homogeneous slab under canonical illumination. We solve the diffusion equation of homogeneous slab in frequency domain and get the formula for theoretical measurements. Under our steady-state diffused optical tomography (DOT) imaging system, we are able to obtain the real distribution of the incident light produced by a laser. With this source distribution we got and the formula we derived, numerical experiments show how measurements change while varying the value of absorption and scattering coefficients. Then we notice that the measurements alone will not be enough for us to get unique optical properties for steady-state DOT problem. Thus in order to determine the optical properties of a homogeneous slab we want to fix one of the coefficients first and use optimization methods to find another one. Then by assemble multiple homogeneous slab phantoms with different optical properties, we are able to obtain a heterogeneous phantom suitable for testing multi-modality imaging algorithms. In this paper, we describe how to make phantoms, derive a formula to solve the diffusion equation, demonstrate the non-uniqueness of steady-state DOT problem by analysing some numerical results of our formula, and finally propose a possible way to determine optical properties for homogeneous slab for our future work.

The general Lie group and similarity solutions for the one-dimensional Vlasov-Maxwell equations

NASA Technical Reports Server (NTRS)

Roberts, D.

1985-01-01

The general Lie point transformation group and the associated reduced differential equations and similarity forms for the solutions are derived here for the coupled (nonlinear) Vlasov-Maxwell equations in one spatial dimension. The case of one species in a background is shown to admit a larger group than the multispecies case. Previous exact solutions are shown to be special cases of the above solutions, and many of the new solutions are found to constrain the form of the distribution function much more than, for example, the BGK solutions do. The individual generators of the Lie group are used to find the possible subgroups. Finally, a simple physical argument is given to show that the asymptotic solution for a one-species, one-dimensional plasma is one of the general similarity solutions.

Research and Development of Methods for Estimating Physicochemical Properties of Organic Compounds of Environmental Concern

DTIC Science & Technology

1979-02-01

coefficient (at equilibrium) when hysteresis is apparent. 6. Coefficient n in Freundlich equation for 1/n soil or sediment adsorption isotherms ýX - KC . 7...Biodegradation Chemical structures cal clasaes (e.g., Diffusion Correlations phenols). General Diffusion coefficients Equations terms for organic...OF THE FATE AND TRANSPORT OF ORGANIC CHEMICALS Adsorption coefficients: K, n* from Freundlich equation + Desorption coefficients: K’*, n’* from

Reactive-Diffusive-Advective Traveling Waves in a Family of Degenerate Nonlinear Equations.

PubMed

Sánchez-Garduño, Faustino; Pérez-Velázquez, Judith

This paper deals with the analysis of existence of traveling wave solutions (TWS) for a diffusion-degenerate (at D (0) = 0) and advection-degenerate (at h '(0) = 0) reaction-diffusion-advection (RDA) equation. Diffusion is a strictly increasing function and the reaction term generalizes the kinetic part of the Fisher-KPP equation. We consider different forms of the convection term h ( u ): (1)   h '( u ) is constant k , (2)   h '( u ) = ku with k > 0, and (3) it is a quite general form which guarantees the degeneracy in the advective term. In Case 1, we prove that the task can be reduced to that for the corresponding equation, where k = 0, and then previous results reported from the authors can be extended. For the other two cases, we use both analytical and numerical tools. The analysis we carried out is based on the restatement of searching TWS for the full RDA equation into a two-dimensional dynamical problem. This consists of searching for the conditions on the parameter values for which there exist heteroclinic trajectories of the ordinary differential equations (ODE) system in the traveling wave coordinates. Throughout the paper we obtain the dynamics by using tools coming from qualitative theory of ODE.

Reactive-Diffusive-Advective Traveling Waves in a Family of Degenerate Nonlinear Equations

PubMed Central

Sánchez-Garduño, Faustino

2016-01-01

This paper deals with the analysis of existence of traveling wave solutions (TWS) for a diffusion-degenerate (at D(0) = 0) and advection-degenerate (at h′(0) = 0) reaction-diffusion-advection (RDA) equation. Diffusion is a strictly increasing function and the reaction term generalizes the kinetic part of the Fisher-KPP equation. We consider different forms of the convection term h(u): (1)  h′(u) is constant k, (2)  h′(u) = ku with k > 0, and (3) it is a quite general form which guarantees the degeneracy in the advective term. In Case 1, we prove that the task can be reduced to that for the corresponding equation, where k = 0, and then previous results reported from the authors can be extended. For the other two cases, we use both analytical and numerical tools. The analysis we carried out is based on the restatement of searching TWS for the full RDA equation into a two-dimensional dynamical problem. This consists of searching for the conditions on the parameter values for which there exist heteroclinic trajectories of the ordinary differential equations (ODE) system in the traveling wave coordinates. Throughout the paper we obtain the dynamics by using tools coming from qualitative theory of ODE. PMID:27689131

DREAM3D simulations of inner-belt dynamics

NASA Astrophysics Data System (ADS)

Cunningham, G.

2015-12-01

A 1973 paper by Lyons and Thorne explains the two-belt structure for electrons in the inner magnetosphere as a balance between inward radial diffusion and loss to the atmosphere due to pitch-angle scattering from Coulomb and VLF wave-particle interactions. In this paper, equilibrium solutions to a set of 1D radial diffusion equations, one for each value of the first invariant of motion, μ, were computed to produce the equilibrium structure. Each diffusion equation incorporated an L- and μ-dependent `lifetime' due to the Coulomb and wave-particle interactions. This model is appropriate under the assumption that radial diffusion is slow in comparison to pitch-angle scattering, and that there is no acceleration caused by the VLF wave-particle interactions. We have revisited this model using our DREAM3D 3D diffusion code, which allows the user to explicitly model the diffusion in pitch-angle and momentum rather than using a lifetime. We find that a) replacing the lifetimes with an explicit model of pitch-angle diffusion, thus allowing for coupling between radial and pitch-angle diffusion, affects the equilibrium structure, and b) over the long time scales needed to reach equilibrium, significant acceleration due to VLF wave particle interactions takes place due to the 'cross-terms' in pitch-angle and momentum and the sharp gradient in the equilibrium pitch-angle distributions. We also find that the equilibrium solutions are quite sensitive to various aspects of the physics model employed in the 1973 paper that can be improved, suggesting that additional work needs to be done to fully understand the equilibirum nature of the trapped electron radiation belts.

Investigating Whistler Mode Wave Diffusion Coefficients at Mars

NASA Astrophysics Data System (ADS)

Shane, A. D.; Liemohn, M. W.; Xu, S.; Florie, C.

2017-12-01

Observations of electron pitch angle distributions have suggested collisions are not the only pitch angle scattering process occurring in the Martian ionosphere. This unknown scattering process is causing high energy electrons (>100 eV) to become isotropized. Whistler mode waves are one pitch angle scattering mechanism known to preferentially scatter high energy electrons in certain plasma regimes. The distribution of whistler mode wave diffusion coefficients are dependent on the background magnetic field strength and thermal electron density, as well as the frequency and wave normal angle of the wave. We have solved for the whistler mode wave diffusion coefficients using the quasi-linear diffusion equations and have integrated them into a superthermal electron transport (STET) model. Preliminary runs have produced results that qualitatively match the observed electron pitch angle distributions at Mars. We performed parametric sweeps over magnetic field, thermal electron density, wave frequency, and wave normal angle to understand the relationship between the plasma parameters and the diffusion coefficient distributions, but also to investigate what regimes whistler mode waves scatter only high energy electrons. Increasing the magnetic field strength and lowering the thermal electron density shifts the distribution of diffusion coefficients toward higher energies and lower pitch angles. We have created an algorithm to identify Mars Atmosphere Volatile and EvolutioN (MAVEN) observations of high energy isotropic pitch angle distributions in the Martian ionosphere. We are able to map these distributions at Mars, and compare the conditions under which these are observed at Mars with the results of our parametric sweeps. Lastly, we will also look at each term in the kinetic diffusion equation to determine if the energy and mixed diffusion coefficients are important enough to incorporate into STET as well.

Nonlocal electrical diffusion equation

NASA Astrophysics Data System (ADS)

Gómez-Aguilar, J. F.; Escobar-Jiménez, R. F.; Olivares-Peregrino, V. H.; Benavides-Cruz, M.; Calderón-Ramón, C.

2016-07-01

In this paper, we present an analysis and modeling of the electrical diffusion equation using the fractional calculus approach. This alternative representation for the current density is expressed in terms of the Caputo derivatives, the order for the space domain is 0<β≤1 and for the time domain is 0<γ≤2. We present solutions for the full fractional equation involving space and time fractional derivatives using numerical methods based on Fourier variable separation. The case with spatial fractional derivatives leads to Levy flight type phenomena, while the time fractional equation is related to sub- or super diffusion. We show that the mathematical concept of fractional derivatives can be useful to understand the behavior of semiconductors, the design of solar panels, electrochemical phenomena and the description of anomalous complex processes.

Communication: On the diffusion tensor in macroscopic theory of cavitation

NASA Astrophysics Data System (ADS)

Shneidman, Vitaly A.

2017-08-01

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

Numerical analysis for the fractional diffusion and fractional Buckmaster equation by the two-step Laplace Adam-Bashforth method

NASA Astrophysics Data System (ADS)

Jain, Sonal

2018-01-01

In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.

Pseudodynamic systems approach based on a quadratic approximation of update equations for diffuse optical tomography.

PubMed

Biswas, Samir Kumar; Kanhirodan, Rajan; Vasu, Ram Mohan; Roy, Debasish

2011-08-01

We explore a pseudodynamic form of the quadratic parameter update equation for diffuse optical tomographic reconstruction from noisy data. A few explicit and implicit strategies for obtaining the parameter updates via a semianalytical integration of the pseudodynamic equations are proposed. Despite the ill-posedness of the inverse problem associated with diffuse optical tomography, adoption of the quadratic update scheme combined with the pseudotime integration appears not only to yield higher convergence, but also a muted sensitivity to the regularization parameters, which include the pseudotime step size for integration. These observations are validated through reconstructions with both numerically generated and experimentally acquired data.

The diffusion approximation. An application to radiative transfer in clouds

NASA Technical Reports Server (NTRS)

Arduini, R. F.; Barkstrom, B. R.

1976-01-01

It is shown how the radiative transfer equation reduces to the diffusion equation. To keep the mathematics as simple as possible, the approximation is applied to a cylindrical cloud of radius R and height h. The diffusion equation separates in cylindrical coordinates and, in a sample calculation, the solution is evaluated for a range of cloud radii with cloud heights of 0.5 km and 1.0 km. The simplicity of the method and the speed with which solutions are obtained give it potential as a tool with which to study the effects of finite-sized clouds on the albedo of the earth-atmosphere system.

An analysis of bedload and suspended load interactions

NASA Astrophysics Data System (ADS)

Recking, alain; Navratil, Oldrich

2013-04-01

Several approaches were used to develop suspension equations. It includes semi-theoretical equations based on the convection diffusion equation (Einstein 1950; Van Rijn 1984; Camenen and Larson 2008; Julien 2010), semi-empirical tools based on energy concept (Velikanov 1954; Bagnold 1966), empirical adjustments (Prosser and Rusttomji 2000). One essential characteristic of all these equations is that most of them were developed by considering continuity between bedload and suspended load, and that the partitioning between these two modes of transport evolves progressively with increasing shear stress, which is the case for fine bed materials. The use of these equations is thus likely to be welcome in estuaries or lowland sandy rivers, but may be questionable in gravel-bed rivers and headwater streams where the bed is usually structured vertically and fine sediments potentially contributing to suspension are stored under a poorly mobile surface armour comprising coarse sediments. Thus one question this work aimed to answer is does the presence of an armour at the bed surface influence suspended load? This was investigated through a large field data set comprising instantaneous measurements of both bedload and suspension. We also considered the river characteristics, distinguishing between lowland rivers, gravel bed rivers and headwater streams. The results showed that a correlation exist between bedload and suspension for lowland and gravel bed rivers. This suggests that in gravel bed rivers a large part of the suspended load is fed by subsurface material, and depends on the remobilization of the surface material. No correlation was observed for head water streams where the sediment production is more likely related to hillslope processes. These results were used with a bedload transport equation for proposing a method for suspended load estimate. The method is rough, but especially for gravel bed rivers, it predicts suspended load reasonably well when compared to standard convection diffusion equations.

On Thermodiffusion and Gauge Transformations for Thermodynamic Fluxes and Driving Forces

NASA Astrophysics Data System (ADS)

Goldobin, D. S.

2017-12-01

We discuss the molecular diffusion transport in infinitely dilute liquid solutions under nonisothermal conditions. This discussion is motivated by an occurring misinterpretation of thermodynamic transport equations written in terms of chemical potential in the presence of temperature gradient. The transport equations contain the contributions owned by a gauge transformation related to the fact that chemical potential is determined up to the summand of form ( AT + B) with arbitrary constants A and B, where constant A is owned by the entropy invariance with respect to shifts by a constant value and B is owned by the potential energy invariance with respect to shifts by a constant value. The coefficients of the cross-effect terms in thermodynamic fluxes are contributed by this gauge transformation and, generally, are not the actual cross-effect physical transport coefficients. Our treatment is based on consideration of the entropy balance and suggests a promising hint for attempts of evaluation of the thermal diffusion constant from the first principles. We also discuss the impossibility of the "barodiffusion" for dilute solutions, understood in a sense of diffusion flux driven by the pressure gradient itself. When one speaks of "barodiffusion" terms in literature, these terms typically represent the drift in external potential force field (e.g., electric or gravitational fields), where in the final equations the specific force on molecules is substituted with an expression with the hydrostatic pressure gradient this external force field produces. Obviously, the interpretation of the latter as barodiffusion is fragile and may hinder the accounting for the diffusion fluxes produced by the pressure gradient itself.

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

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

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

1997-06-01

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

On Entropy Production in the Madelung Fluid and the Role of Bohm's Potential in Classical Diffusion

NASA Astrophysics Data System (ADS)

Heifetz, Eyal; Tsekov, Roumen; Cohen, Eliahu; Nussinov, Zohar

2016-07-01

The Madelung equations map the non-relativistic time-dependent Schrödinger equation into hydrodynamic equations of a virtual fluid. While the von Neumann entropy remains constant, we demonstrate that an increase of the Shannon entropy, associated with this Madelung fluid, is proportional to the expectation value of its velocity divergence. Hence, the Shannon entropy may grow (or decrease) due to an expansion (or compression) of the Madelung fluid. These effects result from the interference between solutions of the Schrödinger equation. Growth of the Shannon entropy due to expansion is common in diffusive processes. However, in the latter the process is irreversible while the processes in the Madelung fluid are always reversible. The relations between interference, compressibility and variation of the Shannon entropy are then examined in several simple examples. Furthermore, we demonstrate that for classical diffusive processes, the "force" accelerating diffusion has the form of the positive gradient of the quantum Bohm potential. Expressing then the diffusion coefficient in terms of the Planck constant reveals the lower bound given by the Heisenberg uncertainty principle in terms of the product between the gas mean free path and the Brownian momentum.

Diffusion and decay chain of radioisotopes in stagnant water in saturated porous media.

PubMed

Guzmán, Juan; Alvarez-Ramirez, Jose; Escarela-Pérez, Rafael; Vargas, Raúl Alejandro

2014-09-01

The analysis of the diffusion of radioisotopes in stagnant water in saturated porous media is important to validate the performance of barrier systems used in radioactive repositories. In this work a methodology is developed to determine the radioisotope concentration in a two-reservoir configuration: a saturated porous medium with stagnant water is surrounded by two reservoirs. The concentrations are obtained for all the radioisotopes of the decay chain using the concept of overvalued concentration. A methodology, based on the variable separation method, is proposed for the solution of the transport equation. The novelty of the proposed methodology involves the factorization of the overvalued concentration in two factors: one that describes the diffusion without decay and another one that describes the decay without diffusion. It is possible with the proposed methodology to determine the required time to obtain equal injective and diffusive concentrations in reservoirs. In fact, this time is inversely proportional to the diffusion coefficient. In addition, the proposed methodology allows finding the required time to get a linear and constant space distribution of the concentration in porous mediums. This time is inversely proportional to the diffusion coefficient. In order to validate the proposed methodology, the distributions in the radioisotope concentrations are compared with other experimental and numerical works. Copyright © 2014 Elsevier Ltd. All rights reserved.

Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation

NASA Astrophysics Data System (ADS)

Agarwal, P.; El-Sayed, A. A.

2018-06-01

In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given numerical examples.

Nonperturbative renormalization group study of the stochastic Navier-Stokes equation.

PubMed

Mejía-Monasterio, Carlos; Muratore-Ginanneschi, Paolo

2012-07-01

We study the renormalization group flow of the average action of the stochastic Navier-Stokes equation with power-law forcing. Using Galilean invariance, we introduce a nonperturbative approximation adapted to the zero-frequency sector of the theory in the parametric range of the Hölder exponent 4-2ε of the forcing where real-space local interactions are relevant. In any spatial dimension d, we observe the convergence of the resulting renormalization group flow to a unique fixed point which yields a kinetic energy spectrum scaling in agreement with canonical dimension analysis. Kolmogorov's -5/3 law is, thus, recovered for ε = 2 as also predicted by perturbative renormalization. At variance with the perturbative prediction, the -5/3 law emerges in the presence of a saturation in the ε dependence of the scaling dimension of the eddy diffusivity at ε = 3/2 when, according to perturbative renormalization, the velocity field becomes infrared relevant.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Upscaling the diffusion equations in particulate media made of highly conductive particles. I. Theoretical aspects.

PubMed

Vassal, J-P; Orgéas, L; Favier, D; Auriault, J-L; Le Corre, S

2008-01-01

Many analytical and numerical works have been devoted to the prediction of macroscopic effective transport properties in particulate media. Usually, structure and properties of macroscopic balance and constitutive equations are stated a priori. In this paper, the upscaling of the transient diffusion equations in concentrated particulate media with possible particle-particle interfacial barriers, highly conductive particles, poorly conductive matrix, and temperature-dependent physical properties is revisited using the homogenization method based on multiple scale asymptotic expansions. This method uses no a priori assumptions on the physics at the macroscale. For the considered physics and microstructures and depending on the order of magnitude of dimensionless Biot and Fourier numbers, it is shown that some situations cannot be homogenized. For other situations, three different macroscopic models are identified, depending on the quality of particle-particle contacts. They are one-phase media, following the standard heat equation and Fourier's law. Calculations of the effective conductivity tensor and heat capacity are proved to be uncoupled. Linear and steady state continuous localization problems must be solved on representative elementary volumes to compute the effective conductivity tensors for the two first models. For the third model, i.e., for highly resistive contacts, the localization problem becomes simpler and discrete whatever the shape of particles. In paper II [Vassal, Phys. Rev. E 77, 011303 (2008)], diffusion through networks of slender, wavy, entangled, and oriented fibers is considered. Discrete localization problems can then be obtained for all models, as well as semianalytical or fully analytical expressions of the corresponding effective conductivity tensors.

From analytical solutions of solute transport equations to multidimensional time-domain random walk (TDRW) algorithms

NASA Astrophysics Data System (ADS)

Bodin, Jacques

2015-03-01

In this study, new multi-dimensional time-domain random walk (TDRW) algorithms are derived from approximate one-dimensional (1-D), two-dimensional (2-D), and three-dimensional (3-D) analytical solutions of the advection-dispersion equation and from exact 1-D, 2-D, and 3-D analytical solutions of the pure-diffusion equation. These algorithms enable the calculation of both the time required for a particle to travel a specified distance in a homogeneous medium and the mass recovery at the observation point, which may be incomplete due to 2-D or 3-D transverse dispersion or diffusion. The method is extended to heterogeneous media, represented as a piecewise collection of homogeneous media. The particle motion is then decomposed along a series of intermediate checkpoints located on the medium interface boundaries. The accuracy of the multi-dimensional TDRW method is verified against (i) exact analytical solutions of solute transport in homogeneous media and (ii) finite-difference simulations in a synthetic 2-D heterogeneous medium of simple geometry. The results demonstrate that the method is ideally suited to purely diffusive transport and to advection-dispersion transport problems dominated by advection. Conversely, the method is not recommended for highly dispersive transport problems because the accuracy of the advection-dispersion TDRW algorithms degrades rapidly for a low Péclet number, consistent with the accuracy limit of the approximate analytical solutions. The proposed approach provides a unified methodology for deriving multi-dimensional time-domain particle equations and may be applicable to other mathematical transport models, provided that appropriate analytical solutions are available.

A model for shrinkage strain in photo polymerization of dental composites.

PubMed

Petrovic, Ljubomir M; Atanackovic, Teodor M

2008-04-01

We formulate a new model for the shrinkage strain developed during photo polymerization in dental composites. The model is based on the diffusion type fractional order equation, since it has been proved that polymerization reaction is diffusion controlled (Atai M, Watts DC. A new kinetic model for the photo polymerization shrinkage-strain of dental composites and resin-monomers. Dent Mater 2006;22:785-91). Our model strongly confirms the observation by Atai and Watts (see reference details above) and their experimental results. The shrinkage strain is modeled by a nonlinear differential equation in (see reference details above) and that equation must be solved numerically. In our approach, we use the linear fractional order differential equation to describe the strain rate due to photo polymerization. This equation is solved exactly. As shrinkage is a consequence of the polymerization reaction and polymerization reaction is diffusion controlled, we postulate that shrinkage strain rate is described by a diffusion type equation. We find explicit form of solution to this equation and determine the strain in the resin monomers. Also by using equations of linear viscoelasticity, we determine stresses in the polymer due to the shrinkage. The time evolution of stresses implies that the maximal stresses are developed at the very beginning of the polymerization process. The stress in a dental composite that is light treated has the largest value short time after the treatment starts. The strain settles at the constant value in the time of about 100s (for the cases treated in Atai and Watts). From the model developed here, the shrinkage strain of dental composites and resin monomers is analytically determined. The maximal value of stresses is important, since this value must be smaller than the adhesive bond strength at cavo-restoration interface. The maximum stress determined here depends on the diffusivity coefficient. Since diffusivity coefficient increases as polymerization proceeds, it follows that the periods of light treatments should be shorter at the beginning of the treatment and longer at the end of the treatment, with dark interval between the initial low intensity and following high intensity curing. This is because at the end of polymerization the stress relaxation cannot take place.

A modelling approach for the heterogeneous oxidation of elastomers

NASA Astrophysics Data System (ADS)

Herzig, A.; Sekerakova, L.; Johlitz, M.; Lion, A.

2017-09-01

The influence of oxygen on elastomers, known as oxidation, is one of the most important ageing processes and becomes more and more important for nowadays applications. The interaction with thermal effects as well as antioxidants makes oxidation of polymers a complex process. Based on the polymer chosen and environmental conditions, the ageing processes may behave completely different. In a lot of cases the influence of oxygen is limited to the surface layer of the samples, commonly referred to as diffusion-limited oxidation. For the lifetime prediction of elastomer components, it is essential to have detailed knowledge about the absorption and diffusion behaviour of oxygen molecules during thermo-oxidative ageing and how they react with the elastomer. Experimental investigations on industrially used elastomeric materials are executed in order to develop and fit models, which shall be capable of predicting the permeation and consumption of oxygen as well as changes in the mechanical properties. The latter are of prime importance for technical applications of rubber components. Oxidation does not occur homogeneously over the entire elastomeric component. Hence, material models which include ageing effects have to be amplified in order to consider heterogeneous ageing, which highly depends on the ageing temperature. The influence of elevated temperatures upon accelerated ageing has to be critically analysed, and influences on the permeation and diffusion coefficient have to be taken into account. This work presents phenomenological models which describe the oxygen uptake and the diffusion into elastomers based on an improved understanding of ongoing chemical processes and diffusion limiting modifications. On the one side, oxygen uptake is modelled by means of Henry's law in which solubility is a function of the temperature as well as the ageing progress. The latter is an irreversible process and described by an inner differential evolution equation. On the other side, further diffusion of oxygen into the material is described by a model based on Fick's law, which is modified by a reaction term. The evolved diffusion-reaction equation depends on the ageing temperature as well as on the progress of ageing and is able to describe diffusion-limited oxidation.

Diffuse interface immersed boundary method for multi-fluid flows with arbitrarily moving rigid bodies

NASA Astrophysics Data System (ADS)

Patel, Jitendra Kumar; Natarajan, Ganesh

2018-05-01

We present an interpolation-free diffuse interface immersed boundary method for multiphase flows with moving bodies. A single fluid formalism using the volume-of-fluid approach is adopted to handle multiple immiscible fluids which are distinguished using the volume fractions, while the rigid bodies are tracked using an analogous volume-of-solid approach that solves for the solid fractions. The solution to the fluid flow equations are carried out using a finite volume-immersed boundary method, with the latter based on a diffuse interface philosophy. In the present work, we assume that the solids are filled with a "virtual" fluid with density and viscosity equal to the largest among all fluids in the domain. The solids are assumed to be rigid and their motion is solved using Newton's second law of motion. The immersed boundary methodology constructs a modified momentum equation that reduces to the Navier-Stokes equations in the fully fluid region and recovers the no-slip boundary condition inside the solids. An implicit incremental fractional-step methodology in conjunction with a novel hybrid staggered/non-staggered approach is employed, wherein a single equation for normal momentum at the cell faces is solved everywhere in the domain, independent of the number of spatial dimensions. The scalars are all solved for at the cell centres, with the transport equations for solid and fluid volume fractions solved using a high-resolution scheme. The pressure is determined everywhere in the domain (including inside the solids) using a variable coefficient Poisson equation. The solution to momentum, pressure, solid and fluid volume fraction equations everywhere in the domain circumvents the issue of pressure and velocity interpolation, which is a source of spurious oscillations in sharp interface immersed boundary methods. A well-balanced algorithm with consistent mass/momentum transport ensures robust simulations of high density ratio flows with strong body forces. The proposed diffuse interface immersed boundary method is shown to be discretely mass-preserving while being temporally second-order accurate and exhibits nominal second-order accuracy in space. We examine the efficacy of the proposed approach through extensive numerical experiments involving one or more fluids and solids, that include two-particle sedimentation in homogeneous and stratified environment. The results from the numerical simulations show that the proposed methodology results in reduced spurious force oscillations in case of moving bodies while accurately resolving complex flow phenomena in multiphase flows with moving solids. These studies demonstrate that the proposed diffuse interface immersed boundary method, which could be related to a class of penalisation approaches, is a robust and promising alternative to computationally expensive conformal moving mesh algorithms as well as the class of sharp interface immersed boundary methods for multibody problems in multi-phase flows.

Technical report series on global modeling and data assimilation. Volume 2: Direct solution of the implicit formulation of fourth order horizontal diffusion for gridpoint models on the sphere

NASA Technical Reports Server (NTRS)

Li, Yong; Moorthi, S.; Bates, J. Ray; Suarez, Max J.

1994-01-01

High order horizontal diffusion of the form K Delta(exp 2m) is widely used in spectral models as a means of preventing energy accumulation at the shortest resolved scales. In the spectral context, an implicit formation of such diffusion is trivial to implement. The present note describes an efficient method of implementing implicit high order diffusion in global finite difference models. The method expresses the high order diffusion equation as a sequence of equations involving Delta(exp 2). The solution is obtained by combining fast Fourier transforms in longitude with a finite difference solver for the second order ordinary differential equation in latitude. The implicit diffusion routine is suitable for use in any finite difference global model that uses a regular latitude/longitude grid. The absence of a restriction on the timestep makes it particularly suitable for use in semi-Lagrangian models. The scale selectivity of the high order diffusion gives it an advantage over the uncentering method that has been used to control computational noise in two-time-level semi-Lagrangian models.

Catalytic conversion reactions mediated by single-file diffusion in linear nanopores: hydrodynamic versus stochastic behavior.

PubMed

Ackerman, David M; Wang, Jing; Wendel, Joseph H; Liu, Da-Jiang; Pruski, Marek; Evans, James W

2011-03-21

We analyze the spatiotemporal behavior of species concentrations in a diffusion-mediated conversion reaction which occurs at catalytic sites within linear pores of nanometer diameter. Diffusion within the pores is subject to a strict single-file (no passing) constraint. Both transient and steady-state behavior is precisely characterized by kinetic Monte Carlo simulations of a spatially discrete lattice-gas model for this reaction-diffusion process considering various distributions of catalytic sites. Exact hierarchical master equations can also be developed for this model. Their analysis, after application of mean-field type truncation approximations, produces discrete reaction-diffusion type equations (mf-RDE). For slowly varying concentrations, we further develop coarse-grained continuum hydrodynamic reaction-diffusion equations (h-RDE) incorporating a precise treatment of single-file diffusion in this multispecies system. The h-RDE successfully describe nontrivial aspects of transient behavior, in contrast to the mf-RDE, and also correctly capture unreactive steady-state behavior in the pore interior. However, steady-state reactivity, which is localized near the pore ends when those regions are catalytic, is controlled by fluctuations not incorporated into the hydrodynamic treatment. The mf-RDE partly capture these fluctuation effects, but cannot describe scaling behavior of the reactivity.

Cross-Diffusion Induced Turing Instability and Amplitude Equation for a Toxic-Phytoplankton-Zooplankton Model with Nonmonotonic Functional Response

NASA Astrophysics Data System (ADS)

Han, Renji; Dai, Binxiang

2017-06-01

The spatiotemporal pattern induced by cross-diffusion of a toxic-phytoplankton-zooplankton model with nonmonotonic functional response is investigated in this paper. The linear stability analysis shows that cross-diffusion is the key mechanism for the formation of spatial patterns. By taking cross-diffusion rate as bifurcation parameter, we derive amplitude equations near the Turing bifurcation point for the excited modes in the framework of a weakly nonlinear theory, and the stability analysis of the amplitude equations interprets the structural transitions and stability of various forms of Turing patterns. Furthermore, we illustrate the theoretical results via numerical simulations. It is shown that the spatiotemporal distribution of the plankton is homogeneous in the absence of cross-diffusion. However, when the cross-diffusivity is greater than the critical value, the spatiotemporal distribution of all the plankton species becomes inhomogeneous in spaces and results in different kinds of patterns: spot, stripe, and the mixture of spot and stripe patterns depending on the cross-diffusivity. Simultaneously, the impact of toxin-producing rate of toxic-phytoplankton (TPP) species and natural death rate of zooplankton species on pattern selection is also explored.

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

NASA Astrophysics Data System (ADS)

Carnaffan, Sean; Kawai, Reiichiro

2017-06-01

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

Anomalous Transport of Cosmic Rays in a Nonlinear Diffusion Model

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

Litvinenko, Yuri E.; Fichtner, Horst; Walter, Dominik

2017-05-20

We investigate analytically and numerically the transport of cosmic rays following their escape from a shock or another localized acceleration site. Observed cosmic-ray distributions in the vicinity of heliospheric and astrophysical shocks imply that anomalous, superdiffusive transport plays a role in the evolution of the energetic particles. Several authors have quantitatively described the anomalous diffusion scalings, implied by the data, by solutions of a formal transport equation with fractional derivatives. Yet the physical basis of the fractional diffusion model remains uncertain. We explore an alternative model of the cosmic-ray transport: a nonlinear diffusion equation that follows from a self-consistent treatmentmore » of the resonantly interacting cosmic-ray particles and their self-generated turbulence. The nonlinear model naturally leads to superdiffusive scalings. In the presence of convection, the model yields a power-law dependence of the particle density on the distance upstream of the shock. Although the results do not refute the use of a fractional advection–diffusion equation, they indicate a viable alternative to explain the anomalous diffusion scalings of cosmic-ray particles.« less

Study of Solid-State Diffusion of Bi in Polycrystalline Sn Using Electron Probe Microanalysis

NASA Astrophysics Data System (ADS)

Delhaise, André M.; Perovic, Doug D.

2018-03-01

Current lead-free solders such as SAC305 exhibit degradation in microstructure, properties, and reliability. Current third-generation alloys containing bismuth (Bi) demonstrate preservation of strength after aging; this is accompanied by homogenization of the Bi precipitates in the tin (Sn) matrix, driven via solid-state diffusion. This study quantifies the diffusion of Bi in Sn. Diffusion couples were prepared by mating together polished samples of pure Sn and Bi. Couples were annealed at one of three temperatures, viz. 85°C for 7 days, 100°C for 2 days, or 125°C for 1 day. After cross-sectioning the couples to examine the diffusion microstructure and grain size, elemental analysis was performed using electron probe microanalysis. For this study, it was assumed that the diffusivity of Bi in Sn is concentration dependent, therefore inverse methods were used to solve Fick's non-steady-state diffusion equation. In addition, Darken analysis was used to extract the impurity diffusivity of Bi in Sn at each temperature, allowing estimation of the Arrhenius parameters D 0 and k A.

Symmetry Reductions and Group-Invariant Radial Solutions to the n-Dimensional Wave Equation

NASA Astrophysics Data System (ADS)

Feng, Wei; Zhao, Songlin

2018-01-01

In this paper, we derive explicit group-invariant radial solutions to a class of wave equation via symmetry group method. The optimal systems of one-dimensional subalgebras for the corresponding radial wave equation are presented in terms of the known point symmetries. The reductions of the radial wave equation into second-order ordinary differential equations (ODEs) with respect to each symmetry in the optimal systems are shown. Then we solve the corresponding reduced ODEs explicitly in order to write out the group-invariant radial solutions for the wave equation. Finally, several analytical behaviours and smoothness of the resulting solutions are discussed.

Thermal transport at the nanoscale: A Fourier's law vs. phonon Boltzmann equation study

NASA Astrophysics Data System (ADS)

Kaiser, J.; Feng, T.; Maassen, J.; Wang, X.; Ruan, X.; Lundstrom, M.

2017-01-01

Steady-state thermal transport in nanostructures with dimensions comparable to the phonon mean-free-path is examined. Both the case of contacts at different temperatures with no internal heat generation and contacts at the same temperature with internal heat generation are considered. Fourier's law results are compared to finite volume method solutions of the phonon Boltzmann equation in the gray approximation. When the boundary conditions are properly specified, results obtained using Fourier's law without modifying the bulk thermal conductivity are in essentially exact quantitative agreement with the phonon Boltzmann equation in the ballistic and diffusive limits. The errors between these two limits are examined in this paper. For the four cases examined, the error in the apparent thermal conductivity as deduced from a correct application of Fourier's law is less than 6%. We also find that the Fourier's law results presented here are nearly identical to those obtained from a widely used ballistic-diffusive approach but analytically much simpler. Although limited to steady-state conditions with spatial variations in one dimension and to a gray model of phonon transport, the results show that Fourier's law can be used for linear transport from the diffusive to the ballistic limit. The results also contribute to an understanding of how heat transport at the nanoscale can be understood in terms of the conceptual framework that has been established for electron transport at the nanoscale.

Effect of static porosity fluctuations on reactive transport in a porous medium

NASA Astrophysics Data System (ADS)

L'Heureux, Ivan

2018-02-01

Reaction-diffusive transport phenomena in porous media are ubiquitous in engineering applications, biological and geochemical systems. The porosity field is usually random in space, but most models consider the porosity field as a well-defined deterministic function of space and time and ignore the porosity fluctuations. They use a reaction-diffusion equation written in terms of an average porosity and average concentration fields. In this contribution, we treat explicitly the effect of spatial porosity fluctuations on the dynamics of a concentration field for the case of a one-dimensional reaction-transport system with nonlinear kinetics. Three basic assumptions are considered. (i) The porosity fluctuations are assumed to have Gaussian properties and an arbitrary variance; (ii) we assume that the noise correlation length is small compared to the relevant macroscopic length scale; (iii) and we assume that the kinetics of the reactive term in the equations for the fluctuations is a self-consistently determined constant. Elimination of the fluctuating part of the concentration field from the dynamics leads to a renormalized equation involving the average concentration field. It is shown that the noise leads to a renormalized (generally smaller) diffusion coefficient and renormalized kinetics. Within the framework of the approximations used, numerical simulations are in agreement with our theory. We show that the porosity fluctuations may have a significant effect on the transport of a reactive species, even in the case of a homogeneous average porosity.

Fundamental Flux Equations for Fracture-Matrix Interactions with Linear Diffusion

NASA Astrophysics Data System (ADS)

Oldenburg, C. M.; Zhou, Q.; Rutqvist, J.; Birkholzer, J. T.

2017-12-01

The conventional dual-continuum models are only applicable for late-time behavior of pressure propagation in fractured rock, while discrete-fracture-network models may explicitly deal with matrix blocks at high computational expense. To address these issues, we developed a unified-form diffusive flux equation for 1D isotropic (spheres, cylinders, slabs) and 2D/3D rectangular matrix blocks (squares, cubes, rectangles, and rectangular parallelepipeds) by partitioning the entire dimensionless-time domain (Zhou et al., 2017a, b). For each matrix block, this flux equation consists of the early-time solution up until a switch-over time after which the late-time solution is applied to create continuity from early to late time. The early-time solutions are based on three-term polynomial functions in terms of square root of dimensionless time, with the coefficients dependent on dimensionless area-to-volume ratio and aspect ratios for rectangular blocks. For the late-time solutions, one exponential term is needed for isotropic blocks, while a few additional exponential terms are needed for highly anisotropic blocks. The time-partitioning method was also used for calculating pressure/concentration/temperature distribution within a matrix block. The approximate solution contains an error-function solution for early times and an exponential solution for late times, with relative errors less than 0.003. These solutions form the kernel of multirate and multidimensional hydraulic, solute and thermal diffusion in fractured reservoirs.

Cosmic Ray Measurements Inside Mir With Sileye-2

NASA Astrophysics Data System (ADS)

Casolino, M.; Sileye-2 Team

smallIntensity of the coronal green line (small = 5303cm) is considered as an impor- tant parameter to characterize the changes of diffusion coefficient of galactic cosmic rays versus the solar activity. A contribution of the coronal green line intensity in GCR diffusion coefficient is taken into account using its real distribution on the whole disk of the Sun averaging for three days. An assumption is made that the observed changes of the intensity of the coronal green line on the Sun's surface is taken away to the in- terplanetary space with the average solar wind velocity, U = 400 km/s. Thus, to cover the modulation region of the size of the 100 AU there is necessary data of the coronal green line intensity of the one-year duration. Alternating the coefficient of proportion- ality between the intensity of coronal green line and the diffusion coefficient of GCR the appropriate correspondence between the observation of GCR intensity sensitive to neutron monitors and solution of the Parker's transport equation have been found. The best correspondence between the observation of GCR intensity and solution of the Parker's transport equation has been found when the role of the coronal green line intensity in diffusion coefficient of GCR is gradually diminished versus the distance from the Sun.

Modeling Studies of Inhomogeneity Effects during Laser Flash Photolysis Experiments: A Reaction-Diffusion Approach.

PubMed

Dóka, Éva; Lente, Gábor

2017-04-13

This work presents a rigorous mathematical study of the effect of unavoidable inhomogeneities in laser flash photolysis experiments. There are two different kinds of inhomegenities: the first arises from diffusion, whereas the second one has geometric origins (the shapes of the excitation and detection light beams). Both of these are taken into account in our reported model, which gives rise to a set of reaction-diffusion type partial differential equations. These equations are solved by a specially developed finite volume method. As an example, the aqueous reaction between the sulfate ion radical and iodide ion is used, for which sufficiently detailed experimental data are available from an earlier publication. The results showed that diffusion itself is in general too slow to influence the kinetic curves on the usual time scales of laser flash photolysis experiments. However, the use of the absorbances measured (e.g., to calculate the molar absorption coefficients of transient species) requires very detailed mathematical consideration and full knowledge of the geometrical shapes of the excitation laser beam and the separate detection light beam. It is also noted that the usual pseudo-first-order approach to evaluating the kinetic traces can be used successfully even if the usual large excess condition is not rigorously met in the reaction cell locally.

On the renormalisation of the diffusion asymptotics in the problem of reflection of a narrow optical beam from a biological medium

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

Appanov, A Yu; Barabanenkov, Yu N

2005-12-31

An analytic hybrid method is considered for solving the stationary radiation transfer equation in the problem on reflection of a narrow laser beam from biological media such as the 2% aqueous solution of intralipid and erythrocyte suspension with the volume concentration (hematocrit) H=0.41. The method is based on the reciprocity of the Green function in the radiation transfer theory and on the iteration solution of the integral equation for this function. As a result, the ray intensity is represented as a sum of two terms. The first of them describes the contribution of finite-order scattering to the intensity of amore » beam diffusely reflected from the medium. The second term contains the explicit analytic expression for a spatially distributed effective source of diffuse radiation emerging from the deep layers of the medium to the surface. This approach substantially improves the diffusion approximation for the problem under study and allows one to obtain the uniform asymptotics of the reflection coefficient at the specified interval of distances between the radiation source and detector on the medium surface with the relative error within {+-}6% for the 2% intralipid emulsion and erythrocyte suspension (H=0.41). (radiation scattering)« less

Some Fundamental Issues of Mathematical Simulation in Biology

NASA Astrophysics Data System (ADS)

Razzhevaikin, V. N.

2018-02-01

Some directions of simulation in biology leading to original formulations of mathematical problems are overviewed. Two of them are discussed in detail: the correct solvability of first-order linear equations with unbounded coefficients and the construction of a reaction-diffusion equation with nonlinear diffusion for a model of genetic wave propagation.

Directly measuring of thermal pulse transfer in one-dimensional highly aligned carbon nanotubes

PubMed Central

Zhang, Guang; Liu, Changhong; Fan, Shoushan

2013-01-01

Using a simple and precise instrument system, we directly measured the thermo-physical properties of one-dimensional highly aligned carbon nanotubes (CNTs). A kind of CNT-based macroscopic materials named super aligned carbon nanotube (SACNT) buckypapers was measured in our experiment. We defined a new one-dimensional parameter, the “thermal transfer speed” to characterize the thermal damping mechanisms in the SACNT buckypapers. Our results indicated that the SACNT buckypapers with different densities have obviously different thermal transfer speeds. Furthermore, we found that the thermal transfer speed of high-density SACNT buckypapers may have an obvious damping factor along the CNTs aligned direction. The anisotropic thermal diffusivities of SACNT buckypapers could be calculated by the thermal transfer speeds. The thermal diffusivities obviously increase as the buckypaper-density increases. For parallel SACNT buckypapers, the thermal diffusivity could be as high as 562.2 ± 55.4 mm2/s. The thermal conductivities of these SACNT buckypapers were also calculated by the equation k = Cpαρ. PMID:23989589

Directly measuring of thermal pulse transfer in one-dimensional highly aligned carbon nanotubes.

PubMed

Zhang, Guang; Liu, Changhong; Fan, Shoushan

2013-01-01

Using a simple and precise instrument system, we directly measured the thermo-physical properties of one-dimensional highly aligned carbon nanotubes (CNTs). A kind of CNT-based macroscopic materials named super aligned carbon nanotube (SACNT) buckypapers was measured in our experiment. We defined a new one-dimensional parameter, the "thermal transfer speed" to characterize the thermal damping mechanisms in the SACNT buckypapers. Our results indicated that the SACNT buckypapers with different densities have obviously different thermal transfer speeds. Furthermore, we found that the thermal transfer speed of high-density SACNT buckypapers may have an obvious damping factor along the CNTs aligned direction. The anisotropic thermal diffusivities of SACNT buckypapers could be calculated by the thermal transfer speeds. The thermal diffusivities obviously increase as the buckypaper-density increases. For parallel SACNT buckypapers, the thermal diffusivity could be as high as 562.2 ± 55.4 mm(2)/s. The thermal conductivities of these SACNT buckypapers were also calculated by the equation k = Cpαρ.

Numerical study of centrifugal compressor stage vaneless diffusers

NASA Astrophysics Data System (ADS)

Galerkin, Y.; Soldatova, K.; Solovieva, O.

2015-08-01

The authors analyzed CFD calculations of flow in vaneless diffusers with relative width in range from 0.014 to 0.100 at inlet flow angles in range from 100 to 450 with different inlet velocity coefficients, Reynolds numbers and surface roughness. The aim is to simulate calculated performances by simple algebraic equations. The friction coefficient that represents head losses as friction losses is proposed for simulation. The friction coefficient and loss coefficient are directly connected by simple equation. The advantage is that friction coefficient changes comparatively little in range of studied parameters. Simple equations for this coefficient are proposed by the authors. The simulation accuracy is sufficient for practical calculations. To create the complete algebraic model of the vaneless diffuser the authors plan to widen this method of modeling to diffusers with different relative length and for wider range of Reynolds numbers.

Integral approximations to classical diffusion and smoothed particle hydrodynamics

DOE PAGES

Du, Qiang; Lehoucq, R. B.; Tartakovsky, A. M.

2014-12-31

The contribution of the paper is the approximation of a classical diffusion operator by an integral equation with a volume constraint. A particular focus is on classical diffusion problems associated with Neumann boundary conditions. By exploiting this approximation, we can also approximate other quantities such as the flux out of a domain. Our analysis of the model equation on the continuum level is closely related to the recent work on nonlocal diffusion and peridynamic mechanics. In particular, we elucidate the role of a volumetric constraint as an approximation to a classical Neumann boundary condition in the presence of physical boundary.more » The volume-constrained integral equation then provides the basis for accurate and robust discretization methods. As a result, an immediate application is to the understanding and improvement of the Smoothed Particle Hydrodynamics (SPH) method.« less

Pickup protons and water ions at Comet Halley - Comparisons with Giotto observations

NASA Astrophysics Data System (ADS)

Ye, G.; Cravens, T. E.; Gombosi, T. I.

1993-02-01

The cometary ion pickup process along the sun-comet line at Comet Halley is investigated using a quasi-linear diffusion model including both pitch angle and energy diffusion, adiabatic compression, and convective motion with the solar wind flow. The model results are compared with energetic ion distributions observed by instruments on board the Giotto spacecraft. The observed power spectrum index of magnetic turbulence (gamma) is 2-2.5. The present simulation shows that when gamma was 2, the calculated proton distributions were much more isotropic than the observed ones. The numerical solutions of the quasi-linear diffusion equations show that the isotropization of the pickup ion distribution, particularly at the pickup velocity, is not complete even close to the bow shock. Given the observed turbulence level, quasi-linear theory yields pickup ion energy distributions that agree with the observed ones quite well and easily produces energetic ions with energies up to hundreds of keV.

Wave theory of turbulence in compressible media

NASA Technical Reports Server (NTRS)

Kentzer, C. P.

1975-01-01

An acoustical theory of turbulence was developed to aid in the study of the generation of sound in turbulent flows. The statistical framework adopted is a quantum-like wave dynamical formulation in terms of complex distribution functions. This formulation results in nonlinear diffusion-type transport equations for the probability densities of the five modes of wave propagation: two vorticity modes, one entropy mode, and two acoustic modes. This system of nonlinear equations is closed and complete. The technique of analysis was chosen such that direct applications to practical problems can be obtained with relative ease.

Large Diffusivity and Asymptotic Behavior in Parabolic Systems.

DTIC Science & Technology

1985-01-01

interesting ones for the case in which there is an in- variant region E. Any two species Volterra - Lotka model for which the ode’s have a unique stable...qualitative results as in [9], but the rates of decay are not as sharp. Generalizations to functional differential equations are given in Section 4. 2...1, generated by the equation aw/3t = DAW in 1. ..,. ., aw/an = 0 on an. Now, fix a > 3/4. There is a constant k > 0 such that P"~~ ,r*-’ IT(t)wl

Modified Chapman-Enskog moment approach to diffusive phonon heat transport.

PubMed

Banach, Zbigniew; Larecki, Wieslaw

2008-12-01

A detailed treatment of the Chapman-Enskog method for a phonon gas is given within the framework of an infinite system of moment equations obtained from Callaway's model of the Boltzmann-Peierls equation. Introducing no limitations on the magnitudes of the individual components of the drift velocity or the heat flux, this method is used to derive various systems of hydrodynamic equations for the energy density and the drift velocity. For one-dimensional flow problems, assuming that normal processes dominate over resistive ones, it is found that the first three levels of the expansion (i.e., the zeroth-, first-, and second-order approximations) yield the equations of hydrodynamics which are linearly stable at all wavelengths. This result can be achieved either by examining the dispersion relations for linear plane waves or by constructing the explicit quadratic Lyapunov entropy functionals for the linear perturbation equations. The next order in the Chapman-Enskog expansion leads to equations which are unstable to some perturbations. Precisely speaking, the linearized equations of motion that describe the propagation of small disturbances in the flow have unstable plane-wave solutions in the short-wavelength limit of the dispersion relations. This poses no problem if the equations are used in their proper range of validity.

Analytical approximations for spatial stochastic gene expression in single cells and tissues

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

Gene expression occurs in an environment in which both stochastic and diffusive effects are significant. Spatial stochastic simulations are computationally expensive compared with their deterministic counterparts, and hence little is currently known of the significance of intrinsic noise in a spatial setting. Starting from the reaction–diffusion master equation (RDME) describing stochastic reaction–diffusion processes, we here derive expressions for the approximate steady-state mean concentrations which are explicit functions of the dimensionality of space, rate constants and diffusion coefficients. The expressions have a simple closed form when the system consists of one effective species. These formulae show that, even for spatially homogeneous systems, mean concentrations can depend on diffusion coefficients: this contradicts the predictions of deterministic reaction–diffusion processes, thus highlighting the importance of intrinsic noise. We confirm our theory by comparison with stochastic simulations, using the RDME and Brownian dynamics, of two models of stochastic and spatial gene expression in single cells and tissues. PMID:27146686

Determination of diffusion coefficients of hydrogen and deuterium in Zr-2.5%Nb pressure tube material using hot vacuum extraction-quadrupole mass spectrometry

NASA Astrophysics Data System (ADS)

Shrivastava, Komal Chandra; Kulkarni, A. S.; Ramanjaneyulu, P. S.; Sunil, Saurav; Saxena, M. K.; Singh, R. N.; Tomar, B. S.; Ramakumar, K. L.

2015-06-01

The diffusion coefficients of hydrogen and deuterium in Zr-2.5%Nb alloy were measured in the temperature range 523 to 673 K, employing hot vacuum extraction-quadrupole mass spectrometry (HVE-QMS). One end of the Zr-2.5%Nb alloy specimens was charged electrolytically with the desired hydrogen isotope. After annealing at different temperatures for a predetermined time, the specimens were cut into thin slices, which were analyzed for their H2/D2 content using the HVE-QMS technique. The depth profile data were fitted into the equation representing the solution of Fick's second law of diffusion. The activation energy of hydrogen/deuterium diffusion was obtained from the Arrhenius relation between the diffusion coefficient and temperature. The temperature dependent diffusion coefficient can be represented as DH = 1.41 × 10-7 exp(-36,000/RT) and DD = 6.16 × 10-8 exp(-35,262/RT) for hydrogen and deuterium, respectively.

Diffusion and solubility coefficients determined by permeation and immersion experiments for organic solvents in HDPE geomembrane.

PubMed

Chao, Keh-Ping; Wang, Ping; Wang, Ya-Ting

2007-04-02

The chemical resistance of eight organic solvents in high density polyethylene (HDPE) geomembrane has been investigated using the ASTM F739 permeation method and the immersion test at different temperatures. The diffusion of the experimental organic solvents in HDPE geomembrane was non-Fickian kinetic, and the solubility coefficients can be consistent with the solubility parameter theory. The diffusion coefficients and solubility coefficients determined by the ASTM F739 method were significantly correlated to the immersion tests (p<0.001). The steady state permeation rates also showed a good agreement between ASTM F739 and immersion experiments (r(2)=0.973, p<0.001). Using a one-dimensional diffusion equation based on Fick's second law, the diffusion and solubility coefficients obtained by immersion test resulted in over estimates of the ASTM F739 permeation results. The modeling results indicated that the diffusion and solubility coefficients should be obtained using ASTM F739 method which closely simulates the practical application of HDPE as barriers in the field.

Cookbook asymptotics for spiral and scroll waves in excitable media.

PubMed

Margerit, Daniel; Barkley, Dwight

2002-09-01

Algebraic formulas predicting the frequencies and shapes of waves in a reaction-diffusion model of excitable media are presented in the form of four recipes. The formulas themselves are based on a detailed asymptotic analysis (published elsewhere) of the model equations at leading order and first order in the asymptotic parameter. The importance of the first order contribution is stressed throughout, beginning with a discussion of the Fife limit, Fife scaling, and Fife regime. Recipes are given for spiral waves and detailed comparisons are presented between the asymptotic predictions and the solutions of the full reaction-diffusion equations. Recipes for twisted scroll waves with straight filaments are given and again comparisons are shown. The connection between the asymptotic results and filament dynamics is discussed, and one of the previously unknown coefficients in the theory of filament dynamics is evaluated in terms of its asymptotic expansion. (c) 2002 American Institute of Physics.

A novel model for the chaotic dynamics of superdiffusion

NASA Astrophysics Data System (ADS)

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

2009-04-01

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

Cookbook asymptotics for spiral and scroll waves in excitable media

NASA Astrophysics Data System (ADS)

Margerit, Daniel; Barkley, Dwight

2002-09-01

Algebraic formulas predicting the frequencies and shapes of waves in a reaction-diffusion model of excitable media are presented in the form of four recipes. The formulas themselves are based on a detailed asymptotic analysis (published elsewhere) of the model equations at leading order and first order in the asymptotic parameter. The importance of the first order contribution is stressed throughout, beginning with a discussion of the Fife limit, Fife scaling, and Fife regime. Recipes are given for spiral waves and detailed comparisons are presented between the asymptotic predictions and the solutions of the full reaction-diffusion equations. Recipes for twisted scroll waves with straight filaments are given and again comparisons are shown. The connection between the asymptotic results and filament dynamics is discussed, and one of the previously unknown coefficients in the theory of filament dynamics is evaluated in terms of its asymptotic expansion.

A Gibbs point field model for the spatial pattern of coronary capillaries

NASA Astrophysics Data System (ADS)

Karch, R.; Neumann, M.; Neumann, F.; Ullrich, R.; Neumüller, J.; Schreiner, W.

2006-09-01

We propose a Gibbs point field model for the pattern of coronary capillaries in transverse histologic sections from human hearts, based on the physiology of oxygen supply from capillaries to tissue. To specify the potential energy function of the Gibbs point field, we draw on an analogy between the equation of steady-state oxygen diffusion from an array of parallel capillaries to the surrounding tissue and Poisson's equation for the electrostatic potential of a two-dimensional distribution of identical point charges. The influence of factors other than diffusion is treated as a thermal disturbance. On this basis, we arrive at the well-known two-dimensional one-component plasma, a system of identical point charges exhibiting a weak (logarithmic) repulsive interaction that is completely characterized by a single dimensionless parameter. By variation of this parameter, the model is able to reproduce many characteristics of real capillary patterns.

Evaporation in Capillary Porous Media at the Perfect Piston-Like Invasion Limit: Evidence of Nonlocal Equilibrium Effects

NASA Astrophysics Data System (ADS)

Attari Moghaddam, Alireza; Prat, Marc; Tsotsas, Evangelos; Kharaghani, Abdolreza

2017-12-01

The classical continuum modeling of evaporation in capillary porous media is revisited from pore network simulations of the evaporation process. The computed moisture diffusivity is characterized by a minimum corresponding to the transition between liquid and vapor transport mechanisms confirming previous interpretations. Also the study suggests an explanation for the scattering generally observed in the moisture diffusivity obtained from experimental data. The pore network simulations indicate a noticeable nonlocal equilibrium effect leading to a new interpretation of the vapor pressure-saturation relationship classically introduced to obtain the one-equation continuum model of evaporation. The latter should not be understood as a desorption isotherm as classically considered but rather as a signature of a nonlocal equilibrium effect. The main outcome of this study is therefore that nonlocal equilibrium two-equation model must be considered for improving the continuum modeling of evaporation.

Polarization radiation in the planetary atmosphere delimited by a heterogeneous diffusely reflecting surface

NASA Technical Reports Server (NTRS)

Strelkov, S. A.; Sushkevich, T. A.

1983-01-01

Spatial frequency characteristics (SFC) and the scattering functions were studied in the two cases of a uniform horizontal layer with absolutely black bottom, and an isolated layer. The mathematical model for these examples describes the horizontal heterogeneities in a light field with regard to radiation polarization in a three dimensional planar atmosphere, delimited by a heterogeneous surface with diffuse reflection. The perturbation method was used to obtain vector transfer equations which correspond to the linear and nonlinear systems of polarization radiation transfer. The boundary value tasks for the vector transfer equation that is a parametric set and one dimensional are satisfied by the SFC of the nonlinear system, and are expressed through the SFC of linear approximation. As a consequence of the developed theory, formulas were obtained for analytical calculation of albedo in solving the task of dissemination of polarization radiation in the planetary atmosphere with uniform Lambert bottom.

A Rate-Theory-Phase-Field Model of Irradiation-Induced Recrystallization in UMo Nuclear Fuels

NASA Astrophysics Data System (ADS)

Hu, Shenyang; Joshi, Vineet; Lavender, Curt A.

2017-12-01

In this work, we developed a recrystallization model to study the effect of microstructures and radiation conditions on recrystallization kinetics in UMo fuels. The model integrates the rate theory of intragranular gas bubble and interstitial loop evolutions and a phase-field model of recrystallization zone evolution. A first passage method is employed to describe one-dimensional diffusion of interstitials with a diffusivity value several orders of magnitude larger than that of fission gas xenons. With the model, the effect of grain sizes on recrystallization kinetics is simulated. The results show that (1) recrystallization in large grains starts earlier than that in small grains, (2) the recrystallization kinetics (recrystallization volume fraction) decrease as the grain size increases, (3) the predicted recrystallization kinetics are consistent with the experimental results, and (4) the recrystallization kinetics can be described by the modified Avrami equation, but the parameters of the Avrami equation strongly depend on the grain size.

Current Fluctuations in One Dimensional Diffusive Systems with a Step Initial Density Profile

NASA Astrophysics Data System (ADS)

Derrida, Bernard; Gerschenfeld, Antoine

2009-12-01

We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to distinguish between two ways of averaging (the annealed and the quenched cases) depending on whether we let the initial condition fluctuate or not. Although the initial condition is not a steady state, the distribution of the current satisfies a symmetry very reminiscent of the fluctuation theorem. We show how the equations of the MFT can be solved in the case of non-interacting particles. The symmetry of these equations can be used to deduce the distribution of the current for several other models, from its knowledge (Derrida and Gerschenfeld in J. Stat. Phys. 136, 1-15, 2009) for the symmetric simple exclusion process. In the range where the integrated current Qt˜sqrt{t} , we show that the non-Gaussian decay exp [- Q {/t 3}/ t] of the distribution of Q t is generic.

Averaging of random walks and shift-invariant measures on a Hilbert space

NASA Astrophysics Data System (ADS)

Sakbaev, V. Zh.

2017-06-01

We study random walks in a Hilbert space H and representations using them of solutions of the Cauchy problem for differential equations whose initial conditions are numerical functions on H. We construct a finitely additive analogue of the Lebesgue measure: a nonnegative finitely additive measure λ that is defined on a minimal subset ring of an infinite-dimensional Hilbert space H containing all infinite-dimensional rectangles with absolutely converging products of the side lengths and is invariant under shifts and rotations in H. We define the Hilbert space H of equivalence classes of complex-valued functions on H that are square integrable with respect to a shift-invariant measure λ. Using averaging of the shift operator in H over random vectors in H with a distribution given by a one-parameter semigroup (with respect to convolution) of Gaussian measures on H, we define a one-parameter semigroup of contracting self-adjoint transformations on H, whose generator is called the diffusion operator. We obtain a representation of solutions of the Cauchy problem for the Schrödinger equation whose Hamiltonian is the diffusion operator.

On the emergence of an ‘intention field’ for socially cohesive agents

NASA Astrophysics Data System (ADS)

Bouchaud, Jean-Philippe; Borghesi, Christian; Jensen, Pablo

2014-03-01

We argue that when a social convergence mechanism exists and is strong enough, one should expect the emergence of a well-defined ‘field’, i.e. a slowly evolving, local quantity around which individual attributes fluctuate in a finite range. This condensation phenomenon is well illustrated by the Deffuant-Weisbuch opinion model for which we provide a natural extension to allow for spatial heterogeneities. We show analytically and numerically that the resulting dynamics of the emergent field is a noisy diffusion equation that has a slow dynamics. This random diffusion equation reproduces the long-ranged, logarithmic decrease of the correlation of spatial voting patterns empirically found in Borghesi and Bouchaud (2010 Eur. Phys. J. B 75 395) and Borghesi et al (2012 PLoS One 7 e36289). Interestingly enough, we find that when the social cohesion mechanism becomes too weak, cultural cohesion breaks down completely, in the sense that the distribution of intentions/opinions becomes infinitely broad. No emerging field exists in this case. All these analytical findings are confirmed by numerical simulations of an agent-based model.

Spin diffusion and torques in disordered antiferromagnets

NASA Astrophysics Data System (ADS)

Manchon, Aurelien

2017-03-01

We have developed a drift-diffusion equation of spin transport in collinear bipartite metallic antiferromagnets. Starting from a model tight-binding Hamiltonian, we obtain the quantum kinetic equation within Keldysh formalism and expand it to the lowest order in spatial gradient using Wigner expansion method. In the diffusive limit, these equations track the spatio-temporal evolution of the spin accumulations and spin currents on each sublattice of the antiferromagnet. We use these equations to address the nature of the spin transfer torque in (i) a spin-valve composed of a ferromagnet and an antiferromagnet, (ii) a metallic bilayer consisting of an antiferromagnet adjacent to a heavy metal possessing spin Hall effect, and in (iii) a single antiferromagnet possessing spin Hall effect. We show that the latter can experience a self-torque thanks to the non-vanishing spin Hall effect in the antiferromagnet.

Computational Diffusion Magnetic Resonance Imaging Based on Time-Dependent Bloch NMR Flow Equation and Bessel Functions.

PubMed

Awojoyogbe, Bamidele O; Dada, Michael O; Onwu, Samuel O; Ige, Taofeeq A; Akinwande, Ninuola I

2016-04-01

Magnetic resonance imaging (MRI) uses a powerful magnetic field along with radio waves and a computer to produce highly detailed "slice-by-slice" pictures of virtually all internal structures of matter. The results enable physicians to examine parts of the body in minute detail and identify diseases in ways that are not possible with other techniques. For example, MRI is one of the few imaging tools that can see through bones, making it an excellent tool for examining the brain and other soft tissues. Pulsed-field gradient experiments provide a straightforward means of obtaining information on the translational motion of nuclear spins. However, the interpretation of the data is complicated by the effects of restricting geometries as in the case of most cancerous tissues and the mathematical concept required to account for this becomes very difficult. Most diffusion magnetic resonance techniques are based on the Stejskal-Tanner formulation usually derived from the Bloch-Torrey partial differential equation by including additional terms to accommodate the diffusion effect. Despite the early success of this technique, it has been shown that it has important limitations, the most of which occurs when there is orientation heterogeneity of the fibers in the voxel of interest (VOI). Overcoming this difficulty requires the specification of diffusion coefficients as function of spatial coordinate(s) and such a phenomenon is an indication of non-uniform compartmental conditions which can be analyzed accurately by solving the time-dependent Bloch NMR flow equation analytically. In this study, a mathematical formulation of magnetic resonance flow sequence in restricted geometry is developed based on a general second order partial differential equation derived directly from the fundamental Bloch NMR flow equations. The NMR signal is obtained completely in terms of NMR experimental parameters. The process is described based on Bessel functions and properties that can make it possible to distinguish cancerous cells from normal cells. A typical example of liver distinguished from gray matter, white matter and kidney is demonstrated. Bessel functions and properties are specifically needed to show the direct effect of the instantaneous velocity on the NMR signal originating from normal and abnormal tissues.

A systematic literature review of Burgers' equation with recent advances

NASA Astrophysics Data System (ADS)

Bonkile, Mayur P.; Awasthi, Ashish; Lakshmi, C.; Mukundan, Vijitha; Aswin, V. S.

2018-06-01

Even if numerical simulation of the Burgers' equation is well documented in the literature, a detailed literature survey indicates that gaps still exist for comparative discussion regarding the physical and mathematical significance of the Burgers' equation. Recently, an increasing interest has been developed within the scientific community, for studying non-linear convective-diffusive partial differential equations partly due to the tremendous improvement in computational capacity. Burgers' equation whose exact solution is well known, is one of the famous non-linear partial differential equations which is suitable for the analysis of various important areas. A brief historical review of not only the mathematical, but also the physical significance of the solution of Burgers' equation is presented, emphasising current research strategies, and the challenges that remain regarding the accuracy, stability and convergence of various schemes are discussed. One of the objectives of this paper is to discuss the recent developments in mathematical modelling of Burgers' equation and thus open doors for improvement. No claim is made that the content of the paper is new. However, it is a sincere effort to outline the physical and mathematical importance of Burgers' equation in the most simplified ways. We throw some light on the plethora of challenges which need to be overcome in the research areas and give motivation for the next breakthrough to take place in a numerical simulation of ordinary / partial differential equations.

Breakdown of the reaction-diffusion master equation with nonelementary rates

NASA Astrophysics Data System (ADS)

Smith, Stephen; Grima, Ramon

2016-05-01

The chemical master equation (CME) is the exact mathematical formulation of chemical reactions occurring in a dilute and well-mixed volume. The reaction-diffusion master equation (RDME) is a stochastic description of reaction-diffusion processes on a spatial lattice, assuming well mixing only on the length scale of the lattice. It is clear that, for the sake of consistency, the solution of the RDME of a chemical system should converge to the solution of the CME of the same system in the limit of fast diffusion: Indeed, this has been tacitly assumed in most literature concerning the RDME. We show that, in the limit of fast diffusion, the RDME indeed converges to a master equation but not necessarily the CME. We introduce a class of propensity functions, such that if the RDME has propensities exclusively of this class, then the RDME converges to the CME of the same system, whereas if the RDME has propensities not in this class, then convergence is not guaranteed. These are revealed to be elementary and nonelementary propensities, respectively. We also show that independent of the type of propensity, the RDME converges to the CME in the simultaneous limit of fast diffusion and large volumes. We illustrate our results with some simple example systems and argue that the RDME cannot generally be an accurate description of systems with nonelementary rates.

Current of interacting particles inside a channel of exponential cavities: Application of a modified Fick-Jacobs equation.

PubMed

Suárez, G; Hoyuelos, M; Mártin, H

2016-06-01

Recently a nonlinear Fick-Jacobs equation has been proposed for the description of transport and diffusion of particles interacting through a hard-core potential in tubes or channels of varying cross section [Suárez et al., Phys. Rev. E 91, 012135 (2015)]PLEEE81539-375510.1103/PhysRevE.91.012135. Here we focus on the analysis of the current and mobility when the channel is composed by a chain of asymmetric cavities and a force is applied in one or the opposite direction, for both interacting and noninteracting particles, and compare analytical and Monte Carlo simulation results. We consider a cavity with a shape given by exponential functions; the linear Fick-Jacobs equation for noninteracting particles can be exactly solved in this case. The results of the current difference (when a force is applied in opposite directions) are more accurate for the modified Fick-Jacobs equation for particles with hard-core interaction than for noninteracting ones.

Stefan-Maxwell Relations and Heat Flux with Anisotropic Transport Coefficients for Ionized Gases in a Magnetic Field with Application to the Problem of Ambipolar Diffusion

NASA Astrophysics Data System (ADS)

Kolesnichenko, A. V.; Marov, M. Ya.

2018-01-01

The defining relations for the thermodynamic diffusion and heat fluxes in a multicomponent, partially ionized gas mixture in an external electromagnetic field have been obtained by the methods of the kinetic theory. Generalized Stefan-Maxwell relations and algebraic equations for anisotropic transport coefficients (the multicomponent diffusion, thermal diffusion, electric and thermoelectric conductivity coefficients as well as the thermal diffusion ratios) associated with diffusion-thermal processes have been derived. The defining second-order equations are derived by the Chapman-Enskog procedure using Sonine polynomial expansions. The modified Stefan-Maxwell relations are used for the description of ambipolar diffusion in the Earth's ionospheric plasma (in the F region) composed of electrons, ions of many species, and neutral particles in a strong electromagnetic field.

From quantum stochastic differential equations to Gisin-Percival state diffusion

NASA Astrophysics Data System (ADS)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

Size quantization in high-temperature superconducting cuprates and a link to Einstein's diffusion law

NASA Astrophysics Data System (ADS)

Roeser, H. P.; Bohr, A.; Haslam, D. T.; López, J. S.; Stepper, M.; Nikoghosyan, A. S.

2012-07-01

Optimum doping of high-temperature superconductors (HTSC) defines a superconducting unit volume for each HTSC. For a single-mode HTSC, e.g., a cuprate with one CuO2 plane, the volume is given by Vsc=cx2, where c is the unit cell height and x the doping distance. The experimental resistivity at Tc is connected to the structure by ρ(exp)≈c×h/(2e2). Combining this result with the classical definition of resistivity leads to an equation similar to Einstein's diffusion law x2/(2τ)=h/(2Meff)=D, where τ is the relaxation time, Meff=2me and D the diffusion constant. It has also been shown that the mean free path d=x. The Einstein-Smoluchowski diffusion relation D=μkBTc provides a connection to Tc.

Recursion equations in predicting band width under gradient elution.

PubMed

Liang, Heng; Liu, Ying

2004-06-18

The evolution of solute zone under gradient elution is a typical problem of non-linear continuity equation since the local diffusion coefficient and local migration velocity of the mass cells of solute zones are the functions of position and time due to space- and time-variable mobile phase composition. In this paper, based on the mesoscopic approaches (Lagrangian description, the continuity theory and the local equilibrium assumption), the evolution of solute zones in space- and time-dependent fields is described by the iterative addition of local probability density of the mass cells of solute zones. Furthermore, on macroscopic levels, the recursion equations have been proposed to simulate zone migration and spreading in reversed-phase high-performance liquid chromatography (RP-HPLC) through directly relating local retention factor and local diffusion coefficient to local mobile phase concentration. This new approach differs entirely from the traditional theories on plate concept with Eulerian description, since band width recursion equation is actually the accumulation of local diffusion coefficients of solute zones to discrete-time slices. Recursion equations and literature equations were used in dealing with same experimental data in RP-HPLC, and the comparison results show that the recursion equations can accurately predict band width under gradient elution.

Comparison between results of solution of Burgers' equation and Laplace's equation by Galerkin and least-square finite element methods

NASA Astrophysics Data System (ADS)

Adib, Arash; Poorveis, Davood; Mehraban, Farid

2018-03-01

In this research, two equations are considered as examples of hyperbolic and elliptic equations. In addition, two finite element methods are applied for solving of these equations. The purpose of this research is the selection of suitable method for solving each of two equations. Burgers' equation is a hyperbolic equation. This equation is a pure advection (without diffusion) equation. This equation is one-dimensional and unsteady. A sudden shock wave is introduced to the model. This wave moves without deformation. In addition, Laplace's equation is an elliptical equation. This equation is steady and two-dimensional. The solution of Laplace's equation in an earth dam is considered. By solution of Laplace's equation, head pressure and the value of seepage in the directions X and Y are calculated in different points of earth dam. At the end, water table is shown in the earth dam. For Burgers' equation, least-square method can show movement of wave with oscillation but Galerkin method can not show it correctly (the best method for solving of the Burgers' equation is discrete space by least-square finite element method and discrete time by forward difference.). For Laplace's equation, Galerkin and least square methods can show water table correctly in earth dam.

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

PubMed

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

2002-05-01

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

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

PubMed

Sevilla, Francisco J; Gómez Nava, Luis A

2014-08-01

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

On the Role of Built-in Electric Fields on the Ignition of Oxide Coated NanoAluminum: Ion Mobility versus Fickian Diffusion

DTIC Science & Technology

2010-01-01

on Al ion diffu- sion can be computed using the Nernst –Planck equation . The Nernst –Plank equation is given in Eq. 4,22 J = − D dC dx − zFDC RT d dx...The use of the bulk diffusion equation is reason- able since during the time scales considered the movement of only the atoms initially on the surface

A meshless method for solving two-dimensional variable-order time fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Tayebi, A.; Shekari, Y.; Heydari, M. H.

2017-07-01

Several physical phenomena such as transformation of pollutants, energy, particles and many others can be described by the well-known convection-diffusion equation which is a combination of the diffusion and advection equations. In this paper, this equation is generalized with the concept of variable-order fractional derivatives. The generalized equation is called variable-order time fractional advection-diffusion equation (V-OTFA-DE). An accurate and robust meshless method based on the moving least squares (MLS) approximation and the finite difference scheme is proposed for its numerical solution on two-dimensional (2-D) arbitrary domains. In the time domain, the finite difference technique with a θ-weighted scheme and in the space domain, the MLS approximation are employed to obtain appropriate semi-discrete solutions. Since the newly developed method is a meshless approach, it does not require any background mesh structure to obtain semi-discrete solutions of the problem under consideration, and the numerical solutions are constructed entirely based on a set of scattered nodes. The proposed method is validated in solving three different examples including two benchmark problems and an applied problem of pollutant distribution in the atmosphere. In all such cases, the obtained results show that the proposed method is very accurate and robust. Moreover, a remarkable property so-called positive scheme for the proposed method is observed in solving concentration transport phenomena.

Flow regimes for fluid injection into a confined porous medium

DOE PAGES

Zheng, Zhong; Guo, Bo; Christov, Ivan C.; ...

2015-02-24

We report theoretical and numerical studies of the flow behaviour when a fluid is injected into a confined porous medium saturated with another fluid of different density and viscosity. For a two-dimensional configuration with point source injection, a nonlinear convection–diffusion equation is derived to describe the time evolution of the fluid–fluid interface. In the early time period, the fluid motion is mainly driven by the buoyancy force and the governing equation is reduced to a nonlinear diffusion equation with a well-known self-similar solution. In the late time period, the fluid flow is mainly driven by the injection, and the governingmore » equation is approximated by a nonlinear hyperbolic equation that determines the global spreading rate; a shock solution is obtained when the injected fluid is more viscous than the displaced fluid, whereas a rarefaction wave solution is found when the injected fluid is less viscous. In the late time period, we also obtain analytical solutions including the diffusive term associated with the buoyancy effects (for an injected fluid with a viscosity higher than or equal to that of the displaced fluid), which provide the structure of the moving front. Numerical simulations of the convection–diffusion equation are performed; the various analytical solutions are verified as appropriate asymptotic limits, and the transition processes between the individual limits are demonstrated.« less

Fluctuation-enhanced electric conductivity in electrolyte solutions.

PubMed

Péraud, Jean-Philippe; Nonaka, Andrew J; Bell, John B; Donev, Aleksandar; Garcia, Alejandro L

2017-10-10

We analyze the effects of an externally applied electric field on thermal fluctuations for a binary electrolyte fluid. We show that the fluctuating Poisson-Nernst-Planck (PNP) equations for charged multispecies diffusion coupled with the fluctuating fluid momentum equation result in enhanced charge transport via a mechanism distinct from the well-known enhancement of mass transport that accompanies giant fluctuations. Although the mass and charge transport occurs by advection by thermal velocity fluctuations, it can macroscopically be represented as electrodiffusion with renormalized electric conductivity and a nonzero cation-anion diffusion coefficient. Specifically, we predict a nonzero cation-anion Maxwell-Stefan coefficient proportional to the square root of the salt concentration, a prediction that agrees quantitatively with experimental measurements. The renormalized or effective macroscopic equations are different from the starting PNP equations, which contain no cross-diffusion terms, even for rather dilute binary electrolytes. At the same time, for infinitely dilute solutions the renormalized electric conductivity and renormalized diffusion coefficients are consistent and the classical PNP equations with renormalized coefficients are recovered, demonstrating the self-consistency of the fluctuating hydrodynamics equations. Our calculations show that the fluctuating hydrodynamics approach recovers the electrophoretic and relaxation corrections obtained by Debye-Huckel-Onsager theory, while elucidating the physical origins of these corrections and generalizing straightforwardly to more complex multispecies electrolytes. Finally, we show that strong applied electric fields result in anisotropically enhanced "giant" velocity fluctuations and reduced fluctuations of salt concentration.

Fluctuation-enhanced electric conductivity in electrolyte solutions

PubMed Central

Péraud, Jean-Philippe; Nonaka, Andrew J.; Bell, John B.; Donev, Aleksandar; Garcia, Alejandro L.

2017-01-01

We analyze the effects of an externally applied electric field on thermal fluctuations for a binary electrolyte fluid. We show that the fluctuating Poisson–Nernst–Planck (PNP) equations for charged multispecies diffusion coupled with the fluctuating fluid momentum equation result in enhanced charge transport via a mechanism distinct from the well-known enhancement of mass transport that accompanies giant fluctuations. Although the mass and charge transport occurs by advection by thermal velocity fluctuations, it can macroscopically be represented as electrodiffusion with renormalized electric conductivity and a nonzero cation–anion diffusion coefficient. Specifically, we predict a nonzero cation–anion Maxwell–Stefan coefficient proportional to the square root of the salt concentration, a prediction that agrees quantitatively with experimental measurements. The renormalized or effective macroscopic equations are different from the starting PNP equations, which contain no cross-diffusion terms, even for rather dilute binary electrolytes. At the same time, for infinitely dilute solutions the renormalized electric conductivity and renormalized diffusion coefficients are consistent and the classical PNP equations with renormalized coefficients are recovered, demonstrating the self-consistency of the fluctuating hydrodynamics equations. Our calculations show that the fluctuating hydrodynamics approach recovers the electrophoretic and relaxation corrections obtained by Debye–Huckel–Onsager theory, while elucidating the physical origins of these corrections and generalizing straightforwardly to more complex multispecies electrolytes. Finally, we show that strong applied electric fields result in anisotropically enhanced “giant” velocity fluctuations and reduced fluctuations of salt concentration. PMID:28973890

Edge-based nonlinear diffusion for finite element approximations of convection-diffusion equations and its relation to algebraic flux-correction schemes.

PubMed

Barrenechea, Gabriel R; Burman, Erik; Karakatsani, Fotini

2017-01-01

For the case of approximation of convection-diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The diffusion operator is shown to be Lipschitz continuous and linearity preserving. Using these properties we provide a full stability and error analysis, which, in the diffusion dominated regime, shows existence, uniqueness and optimal convergence. Then the algebraic flux correction method is recalled and we show that the present method can be interpreted as an algebraic flux correction method for a particular definition of the flux limiters. The performance of the method is illustrated on some numerical test cases in two space dimensions.

Fractal Model of Fission Product Release in Nuclear Fuel

NASA Astrophysics Data System (ADS)

Stankunas, Gediminas

2012-09-01

A model of fission gas migration in nuclear fuel pellet is proposed. Diffusion process of fission gas in granular structure of nuclear fuel with presence of inter-granular bubbles in the fuel matrix is simulated by fractional diffusion model. The Grunwald-Letnikov derivative parameter characterizes the influence of porous fuel matrix on the diffusion process of fission gas. A finite-difference method for solving fractional diffusion equations is considered. Numerical solution of diffusion equation shows correlation of fission gas release and Grunwald-Letnikov derivative parameter. Calculated profile of fission gas concentration distribution is similar to that obtained in the experimental studies. Diffusion of fission gas is modeled for real RBMK-1500 fuel operation conditions. A functional dependence of Grunwald-Letnikov derivative parameter with fuel burn-up is established.

Thermodynamics of viscoelastic rate-type fluids with stress diffusion

NASA Astrophysics Data System (ADS)

Málek, Josef; Průša, Vít; Skřivan, Tomáš; Süli, Endre

2018-02-01

We propose thermodynamically consistent models for viscoelastic fluids with a stress diffusion term. In particular, we derive variants of compressible/incompressible Maxwell/Oldroyd-B models with a stress diffusion term in the evolution equation for the extra stress tensor. It is shown that the stress diffusion term can be interpreted either as a consequence of a nonlocal energy storage mechanism or as a consequence of a nonlocal entropy production mechanism, while different interpretations of the stress diffusion mechanism lead to different evolution equations for the temperature. The benefits of the knowledge of the thermodynamical background of the derived models are documented in the study of nonlinear stability of equilibrium rest states. The derived models open up the possibility to study fully coupled thermomechanical problems involving viscoelastic rate-type fluids with stress diffusion.

Cross-diffusion-driven hydrodynamic instabilities in a double-layer system: General classification and nonlinear simulations

NASA Astrophysics Data System (ADS)

Budroni, M. A.

2015-12-01

Cross diffusion, whereby a flux of a given species entrains the diffusive transport of another species, can trigger buoyancy-driven hydrodynamic instabilities at the interface of initially stable stratifications. Starting from a simple three-component case, we introduce a theoretical framework to classify cross-diffusion-induced hydrodynamic phenomena in two-layer stratifications under the action of the gravitational field. A cross-diffusion-convection (CDC) model is derived by coupling the fickian diffusion formalism to Stokes equations. In order to isolate the effect of cross-diffusion in the convective destabilization of a double-layer system, we impose a starting concentration jump of one species in the bottom layer while the other one is homogeneously distributed over the spatial domain. This initial configuration avoids the concurrence of classic Rayleigh-Taylor or differential-diffusion convective instabilities, and it also allows us to activate selectively the cross-diffusion feedback by which the heterogeneously distributed species influences the diffusive transport of the other species. We identify two types of hydrodynamic modes [the negative cross-diffusion-driven convection (NCC) and the positive cross-diffusion-driven convection (PCC)], corresponding to the sign of this operational cross-diffusion term. By studying the space-time density profiles along the gravitational axis we obtain analytical conditions for the onset of convection in terms of two important parameters only: the operational cross-diffusivity and the buoyancy ratio, giving the relative contribution of the two species to the global density. The general classification of the NCC and PCC scenarios in such parameter space is supported by numerical simulations of the fully nonlinear CDC problem. The resulting convective patterns compare favorably with recent experimental results found in microemulsion systems.

On the diffusion of ferrocenemethanol in room-temperature ionic liquids: an electrochemical study.

PubMed

Lovelock, Kevin R J; Ejigu, Andinet; Loh, Sook Fun; Men, Shuang; Licence, Peter; Walsh, Darren A

2011-06-07

The electrochemical behaviour of ferrocenemethanol (FcMeOH) has been studied in a range of room-temperature ionic liquids (RTILs) using cyclic voltammetry, chronoamperomery and scanning electrochemical microscopy (SECM). The diffusion coefficient of FcMeOH, measured using chronoamperometry, decreased with increasing RTIL viscosity. Analysis of the mass transport properties of the RTILs revealed that the Stokes-Einstein equation did not apply to our data. The "correlation length" was estimated from diffusion coefficient data and corresponded well to the average size of holes (voids) in the liquid, suggesting that a model in which the diffusing species jumps between holes in the liquid is appropriate in these liquids. Cyclic voltammetry at ultramicroelectrodes demonstrated that the ability to record steady-state voltammograms during ferrocenemethanol oxidation depended on the voltammetric scan rate, the electrode dimensions and the RTIL viscosity. Similarly, the ability to record steady-state SECM feedback approach curves depended on the RTIL viscosity, the SECM tip radius and the tip approach speed. Using 1.3 μm Pt SECM tips, steady-state SECM feedback approach curves were obtained in RTILs, provided that the tip approach speed was low enough to maintain steady-state diffusion at the SECM tip. In the case where tip-induced convection contributed significantly to the SECM tip current, this effect could be accounted for theoretically using mass transport equations that include diffusive and convective terms. Finally, the rate of heterogeneous electron transfer across the electrode/RTIL interface during ferrocenemethanol oxidation was estimated using SECM, and k(0) was at least 0.1 cm s(-1) in one of the least viscous RTILs studied.

Electromigration of intergranular voids in metal films for microelectronic interconnects

NASA Astrophysics Data System (ADS)

Averbuch, Amir; Israeli, Moshe; Ravve, Igor

2003-04-01

Voids and cracks often occur in the interconnect lines of microelectronic devices. They increase the resistance of the circuits and may even lead to a fatal failure. Voids may occur inside a single grain, but often they appear on the boundary between two grains. In this work, we model and analyze numerically the migration and evolution of an intergranular void subjected to surface diffusion forces and external voltage applied to the interconnect. The grain-void interface is considered one-dimensional, and the physical formulation of the electromigration and diffusion model results in two coupled fourth-order one-dimensional time-dependent PDEs. The boundary conditions are specified at the triple points, which are common to both neighboring grains and the void. The solution of these equations uses a finite difference scheme in space and a Runge-Kutta integration scheme in time, and is also coupled to the solution of a static Laplace equation describing the voltage distribution throughout the grain. Since the voltage distribution is required only along the interface line, the two-dimensional discretization of the grain interior is not needed, and the static problem is solved by the boundary element method at each time step. The motion of the intergranular void was studied for different ratios between the diffusion and the electric field forces, and for different initial configurations of the void.

A GENERALIZED MATHEMATICAL SCHEME TO ANALYTICALLY SOLVE THE ATMOSPHERIC DIFFUSION EQUATION WITH DRY DEPOSITION. (R825689C072)

EPA Science Inventory

Abstract

A generalized mathematical scheme is developed to simulate the turbulent dispersion of pollutants which are adsorbed or deposit to the ground. The scheme is an analytical (exact) solution of the atmospheric diffusion equation with height-dependent wind speed a...

Efficient numerical simulation of non-integer-order space-fractional reaction-diffusion equation via the Riemann-Liouville operator

NASA Astrophysics Data System (ADS)

Owolabi, Kolade M.

2018-03-01

In this work, we are concerned with the solution of non-integer space-fractional reaction-diffusion equations with the Riemann-Liouville space-fractional derivative in high dimensions. We approximate the Riemann-Liouville derivative with the Fourier transform method and advance the resulting system in time with any time-stepping solver. In the numerical experiments, we expect the travelling wave to arise from the given initial condition on the computational domain (-∞, ∞), which we terminate in the numerical experiments with a large but truncated value of L. It is necessary to choose L large enough to allow the waves to have enough space to distribute. Experimental results in high dimensions on the space-fractional reaction-diffusion models with applications to biological models (Fisher and Allen-Cahn equations) are considered. Simulation results reveal that fractional reaction-diffusion equations can give rise to a range of physical phenomena when compared to non-integer-order cases. As a result, most meaningful and practical situations are found to be modelled with the concept of fractional calculus.

Liquefaction of Saturated Soil and the Diffusion Equation

NASA Astrophysics Data System (ADS)

Sawicki, Andrzej; Sławińska, Justyna

2015-06-01

The paper deals with the diffusion equation for pore water pressures with the source term, which is widely promoted in the marine engineering literature. It is shown that such an equation cannot be derived in a consistent way from the mass balance and the Darcy law. The shortcomings of the artificial source term are pointed out, including inconsistencies with experimental data. It is concluded that liquefaction and the preceding process of pore pressure generation and the weakening of the soil skeleton should be described by constitutive equations within the well-known framework of applied mechanics. Relevant references are provided

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Linear response theory and transient fluctuation relations for diffusion processes: a backward point of view

NASA Astrophysics Data System (ADS)

Liu, Fei; Tong, Huan; Ma, Rui; Ou-Yang, Zhong-can

2010-12-01

A formal apparatus is developed to unify derivations of the linear response theory and a variety of transient fluctuation relations for continuous diffusion processes from a backward point of view. The basis is a perturbed Kolmogorov backward equation and the path integral representation of its solution. We find that these exact transient relations could be interpreted as a consequence of a generalized Chapman-Kolmogorov equation, which intrinsically arises from the Markovian characteristic of diffusion processes.

Spatial Mapping of Translational Diffusion Coefficients Using Diffusion Tensor Imaging: A Mathematical Description

PubMed Central

SHETTY, ANIL N.; CHIANG, SHARON; MALETIC-SAVATIC, MIRJANA; KASPRIAN, GREGOR; VANNUCCI, MARINA; LEE, WESLEY

2016-01-01

In this article, we discuss the theoretical background for diffusion weighted imaging and diffusion tensor imaging. Molecular diffusion is a random process involving thermal Brownian motion. In biological tissues, the underlying microstructures restrict the diffusion of water molecules, making diffusion directionally dependent. Water diffusion in tissue is mathematically characterized by the diffusion tensor, the elements of which contain information about the magnitude and direction of diffusion and is a function of the coordinate system. Thus, it is possible to generate contrast in tissue based primarily on diffusion effects. Expressing diffusion in terms of the measured diffusion coefficient (eigenvalue) in any one direction can lead to errors. Nowhere is this more evident than in white matter, due to the preferential orientation of myelin fibers. The directional dependency is removed by diagonalization of the diffusion tensor, which then yields a set of three eigenvalues and eigenvectors, representing the magnitude and direction of the three orthogonal axes of the diffusion ellipsoid, respectively. For example, the eigenvalue corresponding to the eigenvector along the long axis of the fiber corresponds qualitatively to diffusion with least restriction. Determination of the principal values of the diffusion tensor and various anisotropic indices provides structural information. We review the use of diffusion measurements using the modified Stejskal–Tanner diffusion equation. The anisotropy is analyzed by decomposing the diffusion tensor based on symmetrical properties describing the geometry of diffusion tensor. We further describe diffusion tensor properties in visualizing fiber tract organization of the human brain. PMID:27441031