Stochastic reliability analysis using Fokker Planck equations
International Nuclear Information System (INIS)
Hari Prasad, M.; Rami Reddy, G.; Srividya, A.; Verma, A.K.
2011-01-01
The Fokker-Planck equation describes the time evolution of the probability density function of the velocity of a particle, and can be generalized to other observables as well. It is also known as the Kolmogorov forward equation (diffusion). Hence, for any process, which evolves with time, the probability density function as a function of time can be represented with Fokker-Planck equation. In stochastic reliability analysis one is more interested in finding out the reliability or failure probability of the components or structures as a function of time rather than instantaneous failure probabilities. In this analysis the variables are represented with random processes instead of random variables. A random processes can be either stationary or non stationary. If the random process is stationary then the failure probability doesn't change with time where as in the case of non stationary processes the failure probability changes with time. In the present paper Fokker Planck equations have been used to find out the probability density function of the non stationary random processes. In this paper a flow chart has been provided which describes step by step process for carrying out stochastic reliability analysis using Fokker-Planck equations. As a first step one has to identify the failure function as a function of random processes. Then one has to solve the Fokker-Planck equation for each random process. In this paper the Fokker-Planck equation has been solved by using Finite difference method. As a result one gets the probability density values of the random process in the sample space as well as time space. Later at each time step appropriate probability distribution has to be identified based on the available probability density values. For checking the better fitness of the data Kolmogorov-Smirnov Goodness of fit test has been performed. In this way one can find out the distribution of the random process at each time step. Once one has the probability distribution
Fokker-Planck equation in mirror research
International Nuclear Information System (INIS)
Post, R.F.
1983-01-01
Open confinement systems based on the magnetic mirror principle depend on the maintenance of particle distributions that may deviate substantially from Maxwellian distributions. Mirror research has therefore from the beginning relied on theoretical predictions of non-equilibrium rate processes obtained from solutions to the Fokker-Planck equation. The F-P equation plays three roles: Design of experiments, creation of classical standards against which to compare experiment, and predictions concerning mirror based fusion power systems. Analytical and computational approaches to solving the F-P equation for mirror systems will be reviewed, together with results and examples that apply to specific mirror systems, such as the tandem mirror
Maximum Path Information and Fokker Planck Equation
Li, Wei; Wang A., Q.; LeMehaute, A.
2008-04-01
We present a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang [Chaos, Solitons & Fractals 23 (2005) 1253] for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q (the index of Tsallis entropy [J. Stat. Phys. 52 (1988) 479] and the time t.
Generalized Fokker-Planck equations for coloured, multiplicative Gaussian noise
International Nuclear Information System (INIS)
Cetto, A.M.; Pena, L. de la; Velasco, R.M.
1984-01-01
With the help of Novikov's theorem, it is possible to derive a master equation for a coloured, multiplicative, Gaussian random process; the coefficients of this master equation satisfy a complicated auxiliary integro-differential equation. For small values of the Kubo number, the master equation reduces to an approximate generalized Fokker-Planck equation. The diffusion coefficient is explicitly written in terms of correlation functions. Finally, a straightforward and elementary second order perturbative treatment is proposed to derive the same approximate Fokker-Planck equation. (author)
Nonlinear Fokker-Planck Equations Fundamentals and Applications
Frank, Till Daniel
2005-01-01
Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fundamental properties of transient and stationary solutions, emphasizing the stability analysis of stationary solutions by means of self-consistency equations, linear stability analysis, and Lyapunov's direct method. Also treated are Langevin equations and correlation functions. Nonlinear Fokker-Planck Equations addresses various phenomena such as phase transitions, multistability of systems, synchronization, anomalous diffusion, cut-off solutions, travelling-wave solutions and the emergence of power law solutions. A nonlinear Fokker-Planck perspective to quantum statistics, generalized thermodynamics, and linear nonequilibrium thermodynamics is given. Theoretical concepts are illustrated where possible by simple examples. The book also reviews several applications in the fields of condensed matter physics, the physics of porous media and liquid crystals, accelerator physics, neurophysics, social sciences, popul...
Fokker-Planck equation resolution for N variables. Application examples
International Nuclear Information System (INIS)
Munoz, A.; Garcia-Olivares, A.
1994-01-01
A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic Fokker-Plank equations in one or several dimensions by using the Chapman- Kolmogorov integral. This method calculates the probability distribution at a time t + dt from a distribution given at time t through a convolution integral in which the integration is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases. (Author) 9 refs
Chaotic universe dynamics using a Fokker-Planck equation
International Nuclear Information System (INIS)
Coule, D.H.; Olynyk, K.O.
1987-07-01
A Fokker-Planck equation that accounts for fluctuations in field and its conjugate momentum is solved numerically for the case of a λ phi 4 potential. Although the amount of inflation agrees closely with that expected classically, in certain cases (large initial fields or large dispersions),the ''slow rolling'' approximation appears invalid. In such cases inflation would stop prematurely before possibly restarting. 18 refs., 2 figs
Derivation of a Fokker-Planck equation for bunched beams
International Nuclear Information System (INIS)
Ruggiero, A.G.
1993-01-01
This report investigates the derivation of the Fokker-Planck equation which is commonly used to evaluate the evolution with time of an ensemble of particles under the effect of external rf forces, cooling and forces of stochastic nature like intrabeam scattering. The conventional approach based on the classical work by Chandrasekhar is first exposed, where the phase delay and the momentum error of the particle are used. The method is then extended to the case the distribution function is expressed in terms of the amplitude of motion instead of the original rectilinear variables. The new Fokker-Planck equation is obtained with an averaging process over the phase distribution instead of the time-averaging as it was usually performed earlier, to avoid the appearance of a singularity behavior. The solution of the Fokker-Planck equation is chosen in the proper form which makes easier the evaluation of the beam lifetime in the presence of the separatrix of the rf buckets. Finally the numerical applications apply the Relativistic Heavy Ion Collider (RHIC)
Numerical method for the nonlinear Fokker-Planck equation
International Nuclear Information System (INIS)
Zhang, D.S.; Wei, G.W.; Kouri, D.J.; Hoffman, D.K.
1997-01-01
A practical method based on distributed approximating functionals (DAFs) is proposed for numerically solving a general class of nonlinear time-dependent Fokker-Planck equations. The method relies on a numerical scheme that couples the usual path-integral concept to the DAF idea. The high accuracy and reliability of the method are illustrated by applying it to an exactly solvable nonlinear Fokker-Planck equation, and the method is compared with the accurate K-point Stirling interpolation formula finite-difference method. The approach is also used successfully to solve a nonlinear self-consistent dynamic mean-field problem for which both the cumulant expansion and scaling theory have been found by Drozdov and Morillo [Phys. Rev. E 54, 931 (1996)] to be inadequate to describe the occurrence of a long-lived transient bimodality. The standard interpretation of the transient bimodality in terms of the flat region in the kinetic potential fails for the present case. An alternative analysis based on the effective potential of the Schroedinger-like Fokker-Planck equation is suggested. Our analysis of the transient bimodality is strongly supported by two examples that are numerically much more challenging than other examples that have been previously reported for this problem. copyright 1997 The American Physical Society
Computing generalized Langevin equations and generalized Fokker-Planck equations.
Darve, Eric; Solomon, Jose; Kia, Amirali
2009-07-07
The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.
Energy Technology Data Exchange (ETDEWEB)
Schulze-Halberg, Axel [Escuela Superior de Fisica y Matematicas, IPN, Unidad Profesional Adolfo Lopez Mateos, Col. San Pedro Zacatenco, Edificio 9, 07738 Mexico D.F. (Mexico)], E-mail: xbataxel@gmail.com; Rivas, Jesus Morales [Universidad Autonoma Metropolitana - Azcapotzalco, CBI - Area de Fisica Atomica Molecular Aplicada, Av. San Pablo 180, Reynosa Azcapotzalco, 02200 Mexico D.F. (Mexico)], E-mail: jmr@correo.azc.uam.mx; Pena Gil, Jose Juan [Universidad Autonoma Metropolitana - Azcapotzalco, CBI - Area de Fisica Atomica Molecular Aplicada, Av. San Pablo 180, Reynosa Azcapotzalco, 02200 Mexico D.F. (Mexico)], E-mail: jjpg@correo.azc.uam.mx; Garcia-Ravelo, Jesus [Escuela Superior de Fisica y Matematicas, IPN, Unidad Profesional Adolfo Lopez Mateos, Col. San Pedro Zacatenco, Edificio 9, 07738 Mexico D.F. (Mexico)], E-mail: ravelo@esfm.ipn.mx; Roy, Pinaki [Physics and Applied Mathematics Unit, Indian Statistical Institute, Calcutta-700108 (India)], E-mail: pinaki@isical.ac.in
2009-04-20
We generalize the formalism of nth order Supersymmetric Quantum Mechanics (n-SUSY) to the Fokker-Planck equation for constant diffusion coefficient and stationary drift potential. The SUSY partner drift potentials and the corresponding solutions of the Fokker-Planck equation are given explicitly. As an application, we generate new solutions of the Fokker-Planck equation by means of our first- and second-order transformation.
International Nuclear Information System (INIS)
Schulze-Halberg, Axel; Rivas, Jesus Morales; Pena Gil, Jose Juan; Garcia-Ravelo, Jesus; Roy, Pinaki
2009-01-01
We generalize the formalism of nth order Supersymmetric Quantum Mechanics (n-SUSY) to the Fokker-Planck equation for constant diffusion coefficient and stationary drift potential. The SUSY partner drift potentials and the corresponding solutions of the Fokker-Planck equation are given explicitly. As an application, we generate new solutions of the Fokker-Planck equation by means of our first- and second-order transformation.
Integral solution for the spherically symmetric Fokker-Planck equation
International Nuclear Information System (INIS)
Donoso, J.M.; Soler, M.
1993-01-01
We propose an integral method to deal with the spherically symmetric non-linear Fokker-Planck equation appearing in plasma physics. A probability transition expression is obtained, which takes into account the proper domain for the radial velocity component. The analytical and computational results are new, and the time evolution is completely satisfactory. The main achievement of the method is conservation of both the initial norm and energy for unlimited times, which has not been attained in the differential approach to the problem. (orig.)
Integral propagator solvers for Vlasov-Fokker-Planck equations
International Nuclear Information System (INIS)
Donoso, J M; Rio, E del
2007-01-01
We briefly discuss the use of short-time integral propagators on solving the so-called Vlasov-Fokker-Planck equation for the dynamics of a distribution function. For this equation, the diffusion tensor is singular and the usual Gaussian representation of the short-time propagator is no longer valid. However, we prove that the path-integral approach on solving the equation is, in fact, reliable by means of our generalized propagator, which is obtained through the construction of an auxiliary solvable Fokker-Planck equation. The new representation of the grid-free advancing scheme describes the inherent cross- and self-diffusion processes, in both velocity and configuration spaces, in a natural manner, although these processes are not explicitly depicted in the differential equation. We also show that some splitting methods, as well as some finite-difference schemes, could fail in describing the aforementioned diffusion processes, governed in the whole phase space only by the velocity diffusion tensor. The short-time transition probability offers a stable and robust numerical algorithm that preserves the distribution positiveness and its norm, ensuring the smoothness of the evolving solution at any time step. (fast track communication)
Linear analysis of the momentum cooling Fokker-Planck equation
International Nuclear Information System (INIS)
Rosenzweig, J.B.
1989-01-01
In order to optimize the extraction scheme used to take antiprotons out of the accumulator, it is necessary to understand the basic processes involved. At present, six antiproton bunches per Tevatron store are removed sequentially by RF unstacking from the accumulator. The phase space dynamics of this process, with its accompanying phase displacement deceleration and phase space dilution of portions of the stack, can be modelled by numerical solution of the longitudinal equations of motion for a large number of particles. We have employed the tracking code ESME for this purpose. In between RF extractions, however, the stochastic cooling system is turned on for a short time, and we must take into account the effect of momentum stochastic cooling on the antiproton energy spectrum. This process is described by the Fokker-Planck equation, which models the evolution of the antiproton stack energy distribution by accounting for the cooling through an applied coherent drag force and the competing heating of the stack due to diffusion, which can arise from intra-beam scattering, amplifier noise and coherent (Schottky) effects. In this note we examine the aspects of the Fokker-Planck in the regime where the nonlinear terms due to Schottky effects are small. This discussion ultimately leads to solution of the equation in terms of an orthonormal set of functions which are closely related to the quantum simple-harmonic oscillator wave-functions. 5 refs
Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix
International Nuclear Information System (INIS)
Schulze-Halberg, Axel
2012-01-01
We construct a Darboux transformation for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix. Our transformation is based on the two-dimensional supersymmetry formalism for the Schrödinger equation. The transformed Fokker-Planck equation and its solutions are obtained in explicit form.
Hypersonic expansion of the Fokker--Planck equation
International Nuclear Information System (INIS)
Fernandez-Feria, R.
1989-01-01
A systematic study of the hypersonic limit of a heavy species diluted in a much lighter gas is made via the Fokker--Planck equation governing its velocity distribution function. In particular, two different hypersonic expansions of the Fokker--Planck equation are considered, differing from each other in the momentum equation of the heavy gas used as the basis of the expansion: in the first of them, the pressure tensor is neglected in that equation while, in the second expansion, the pressure tensor term is retained. The expansions are valid when the light gas Mach number is O(1) or larger and the difference between the mean velocities of light and heavy components is small compared to the light gas thermal speed. They can be applied away from regions where the spatial gradient of the distribution function is very large, but it is not restricted with respect to the temporal derivative of the distribution function. The hydrodynamic equations corresponding to the lowest order of both expansions constitute two different hypersonic closures of the moment equations. For the subsequent orders in the expansions, closed sets of moment equations (hydrodynamic equations) are given. Special emphasis is made on the order of magnitude of the errors of the lowest-order hydrodynamic quantities. It is shown that if the heat flux vanishes initially, these errors are smaller than one might have expected from the ordinary scaling of the hypersonic closure. Also it is found that the normal solution of both expansions is a Gaussian distribution at the lowest order
Solving the Fokker-Planck equation on a massively parallel computer
International Nuclear Information System (INIS)
Mirin, A.A.
1990-01-01
The Fokker-Planck package FPPAC had been converted to the Connection Machine 2 (CM2). For fine mesh cases the CM2 outperforms the Cray-2 when it comes to time-integrating the difference equations. For long Legendre expansions the CM2 is also faster at computing the Fokker-Planck coefficients. 3 refs
A multigroup flux-limited asymptotic diffusion Fokker-Planck equation
International Nuclear Information System (INIS)
Liu Chengan
1987-01-01
A more perfrect flux-limited method is applied to combine with asymptotic diffusion theory of the radiation transpore, and the high peaked component in the scattering angle is treated with Fokker-Planck methods, thus the flux-limited asymptotic diffusion Fokker-Planck equation has been founded. Since the equation is of diffusion form, it retains the simplity and the convenience of the classical diffusion theory, and improves precision in describing radiation transport problems
International Nuclear Information System (INIS)
Frank, T.D.
2002-01-01
We study many particle systems in the context of mean field forces, concentration-dependent diffusion coefficients, generalized equilibrium distributions, and quantum statistics. Using kinetic transport theory and linear nonequilibrium thermodynamics we derive for these systems a generalized multivariate Fokker-Planck equation. It is shown that this Fokker-Planck equation describes relaxation processes, has stationary maximum entropy distributions, can have multiple stationary solutions and stationary solutions that differ from Boltzmann distributions
Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2004-01-01
-called alpha-stable noise (or Levy noise) the Fokker-Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. In stead it has been attempted to formulate an equation for the characteristic function (the Fourier transform...
Fokker-Planck equation resolution for N variables-Application examples
International Nuclear Information System (INIS)
Munoz Roldan, A.; Garcia-Olivares, A.
1994-01-01
A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic ''Fokker-Planck'' equations in one or several dimensions by using the Chapman-Kolmogorov integral. This method calculates the probability distribution at a time t+dt from a distribution given at time t through a convolution integral in which the integrant is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases
Energy Technology Data Exchange (ETDEWEB)
Blaquiere, A [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires
1963-07-01
In the first paragraphs of this report, the Fokker-Planck equation is presented using the presentation method due to S. Chandrasekhar. Certain conventional resolution methods are given, and then a consideration of the physical interpretation of its various terms leads to a new study method based on the use of Campbell's theorems. This gives a solution to the equation in an integral form. The integral kernel of the solution is a normal centred distribution. Finally, the use of the Laplace transformation leads to a simple determination of the parameters of this integral kernel and connects the present theory to the characteristic function method used in particular in the field of nuclear reactors. The method also makes it possible to calculate the moments of the different orders of the probability distribution without the necessity of solving the Fokker-Planck equation. (author) [French] Dans les premiers paragraphes de ce rapport, l'equation de FOKKER-PLANCK est introduite en utilisant le mode d'expose de S. CHANDRASEKHAR. Puis, apres avoir rappele certaines methodes classiques de resolution, l'interpretation physique de ses differents termes nous conduit a une nouvelle methode d'etude qui repose sur l'utilisation des theoremes de CAMPBELL. On est ainsi conduit a la solution de l'equation sous forme integrale. Le noyau integral de la solution est une distribution normale centree. Enfin l'emploi de la transformation de LAPLACE conduit a une determination simple des parametres de ce noyau integral, et relie la theorie actuelle a la methode de la fonction caracteristique associee, utilisee en particulier dans le domaine des reacteurs nucleaires. Finalement cette methode permet le calcul des moments des differents ordres de la distribution de probabilites, sans passer par la resolution souvent laborieuse de l'equation de FOKKER-PLANCK. (auteur)
Application of Fokker-Planck equation in positron diffusion trapping model
International Nuclear Information System (INIS)
Bartosova, I.; Ballo, P.
2015-01-01
This paper is a theoretical prelude to future work involving positron diffusion in solids for the purpose of positron annihilation lifetime spectroscopy (PALS). PALS is a powerful tool used to study defects present in materials. However, the behavior of positrons in solids is a process hard to describe. Various models have been established to undertake this task. Our preliminary model is based on the Diffusion Trapping Model (DTM) described by partial differential Fokker-Planck equation and is solved via time discretization. Fokker-Planck equation describes the time evolution of the probability density function of velocity of a particle under the influence of various forces. (authors)
Fokker-Planck equation in the presence of a uniform magnetic field
Energy Technology Data Exchange (ETDEWEB)
Dong, Chao, E-mail: chaodong@iphy.ac.cn [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Department of Nuclear Engineering, Seoul National University, Seoul 151-744 (Korea, Republic of); Zhang, Wenlu [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Li, Ding, E-mail: dli@ustc.edu.cn [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Department of Modern Physics, University of Science and Technology of China, Anhui Hefei 230026 (China)
2016-08-15
The Fokker-Planck equation in the presence of a uniform magnetic field is derived which has the same form as the case of no magnetic field but with different Fokker-Planck coefficients. The coefficients are calculated explicitly within the binary collision model, which are free from infinite sums of Bessel functions. They can be used to investigate relaxation and transport phenomena conveniently. The kinetic equation is also manipulated into the Landau form from which it is straightforward to compare with previous results and prove the conservation laws.
Fokker-Planck equation in the presence of a uniform magnetic field
International Nuclear Information System (INIS)
Dong, Chao; Zhang, Wenlu; Li, Ding
2016-01-01
The Fokker-Planck equation in the presence of a uniform magnetic field is derived which has the same form as the case of no magnetic field but with different Fokker-Planck coefficients. The coefficients are calculated explicitly within the binary collision model, which are free from infinite sums of Bessel functions. They can be used to investigate relaxation and transport phenomena conveniently. The kinetic equation is also manipulated into the Landau form from which it is straightforward to compare with previous results and prove the conservation laws.
Solving Fokker-Planck Equations on Cantor Sets Using Local Fractional Decomposition Method
Directory of Open Access Journals (Sweden)
Shao-Hong Yan
2014-01-01
Full Text Available The local fractional decomposition method is applied to approximate the solutions for Fokker-Planck equations on Cantor sets with local fractional derivative. The obtained results give the present method that is very effective and simple for solving the differential equations on Cantor set.
Single particle dynamics of many-body systems described by Vlasov-Fokker-Planck equations
International Nuclear Information System (INIS)
Frank, T.D.
2003-01-01
Using Langevin equations we describe the random walk of single particles that belong to particle systems satisfying Vlasov-Fokker-Planck equations. In doing so, we show that Haissinski distributions of bunched particles in electron storage rings can be derived from a particle dynamics model
The Fokker-Planck equation for ray dispersion in gyrotropic stratified media
Golynski, S.M.
1984-01-01
The Hamilton equations of geometrical optics determine the rays of the relevant wave field in the short wavelength. We give a systematic derivation of the Fokker-Planck equation for the joint probability density of the position and unit direction vector of rays propagating in a gyrotropic stratified
Numerical solution of modified fokker-planck equation with poissonian input
Czech Academy of Sciences Publication Activity Database
Náprstek, Jiří; Král, Radomil
2010-01-01
Roč. 17, 3/4 (2010), s. 251-268 ISSN 1802-1484 R&D Projects: GA AV ČR(CZ) IAA200710805; GA ČR(CZ) GA103/09/0094 Institutional research plan: CEZ:AV0Z20710524 Keywords : Fokker-Planck equation * poisson ian exciation * numerical solution * transition effects Subject RIV: JN - Civil Engineering
Modelling of thermal transport using Fokker-Planck equations in laser produced plasma
International Nuclear Information System (INIS)
Nakarmi, J.J.; Jha, L.N.
1996-12-01
The kinetic equation with Fokker-Planck collision term has been presented to obtain the distribution function in the corona of inertial confinement fusion, in the presence of the self generated magnetic field. The resulting distribution has non-local form with the convolution in Maxwellian. An expression for thermal flux with self generated magnetic field is obtained. (author). 22 refs
A purely Lagrangian method for the numerical integration of Fokker-Planck equations
International Nuclear Information System (INIS)
Combis, P.; Fronteau, J.
1986-01-01
A new numerical approach to Fokker-Planck equations is presented, in which the integration grid moves according to the solution of a differential system. The method is purely Lagrangian, the mean effect of the diffusion being inserted into the differential system itself
Energy Technology Data Exchange (ETDEWEB)
Munoz, A; Garcia-Olivares, A
1993-07-01
A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic Fokker-Plank equations in one or several dimensions by using the Chapman- Kolmogorov integral. This method calculates the probability distribution at a time t + dt from a distribution given at time t through a convolution integral in which the integration is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases. (Author) 9 refs.
An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations
Festa, Adriano; Gomes, Diogo A.; Machado Velho, Roberto
2017-01-01
Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.
An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations
Festa, Adriano
2017-03-22
Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.
The Fokker-Planck equation for coupled Brown-Néel-rotation
Weizenecker, Jürgen
2018-02-01
Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.
The Fokker-Planck equation for coupled Brown-Néel-rotation.
Weizenecker, Jürgen
2018-01-22
Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.
New Approaches for Solving Fokker Planck Equation on Cantor Sets within Local Fractional Operators
Directory of Open Access Journals (Sweden)
Hassan Kamil Jassim
2015-01-01
Full Text Available We discuss new approaches to handling Fokker Planck equation on Cantor sets within local fractional operators by using the local fractional Laplace decomposition and Laplace variational iteration methods based on the local fractional calculus. The new approaches maintain the efficiency and accuracy of the analytical methods for solving local fractional differential equations. Illustrative examples are given to show the accuracy and reliable results.
Fermi-Dirac-Fokker-Planck equation : well-posedness & long-time asymptotics
Carrillo , José A.; Laurençot , Philippe; Rosado , Jesús
2009-01-01
International audience; A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments are finite, we can show the global existence of weak solutions for this problem. The natural associated entropy of the equation is the main tool to derive uniform in time a priori estimates for the kinetic energy and entropy. As a con...
Fermi-Dirac-Fokker-Planck equation: well-posedness and long-time asymptotics
Carrillo, José A.; Laurençot, Philippe; Rosado, Jesús
2008-01-01
A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments are finite, we can show the global existence of weak solutions for this problem. The natural associated entropy of the equation is the main tool to derive uniform in time a priori estimates for the kinetic energy and entropy. As a consequence, long-time asym...
Solution of the Fokker-Planck equation for axially-channeled relativistic electrons
International Nuclear Information System (INIS)
Muralev, V.A.; Telegin, V.I.
1981-01-01
A method of the two dimensional kinetic equation of the Fokker-Planck type for axially-channeled electrons is proposed. This equation has been obtained recently by Beloshitsky and Kumakhov to describe the diffusion of channeling negative particles over the transverse energy and angular momentum. The results of computation of the dechanneling function of 1 GeV electrons in tungsten are presented. (author)
Time dependent solutions of the Fokker-Planck equation for fast fusion ions
International Nuclear Information System (INIS)
Gnavi, G.; Gratton, F.T.; Heyn, M.
1990-01-01
Approximate time dependent solutions for the Fokker-Planck equation for fast fusion ions from an isotropic, monoenergetic source are presented, for the problem of D - T - He 3 reactions. The equations include the effect of diffusion, which is particularly noticeable in the distribution of particles of lower energy and in the formation of a tail of particles with energy higher than that of the source. (Author)
Remarks on the chemical Fokker-Planck and Langevin equations: Nonphysical currents at equilibrium.
Ceccato, Alessandro; Frezzato, Diego
2018-02-14
The chemical Langevin equation and the associated chemical Fokker-Planck equation are well-known continuous approximations of the discrete stochastic evolution of reaction networks. In this work, we show that these approximations suffer from a physical inconsistency, namely, the presence of nonphysical probability currents at the thermal equilibrium even for closed and fully detailed-balanced kinetic schemes. An illustration is given for a model case.
International Nuclear Information System (INIS)
Malescio, G.
1981-04-01
The two-dimensional Fokker-Planck equation describing the ion motion in a coherent lower hybrid wave above the stochasticity threshold is analytically solved. An expression is given for the steady state power dissipation
Space distribution and energy straggling of charged particles via Fokker-Planck equation
International Nuclear Information System (INIS)
Manservisi, S.; Molinari, V.; Nespoli, A.
1996-01-01
The Fokker-Planck equation describing a beam of charged particles entering a homogeneous medium is solved here for a stationary case. Interactions are taken into account through Coulomb cross-section. Starting from the charged-particle distribution as a function of velocity and penetration depth, some important kinetic quantities are calculated, like mean velocity, range and the loss of energy per unit space. In such quantities the energy straggling is taken into account. This phenomenon is not considered in the continuous slowing-down approximation that is commonly used to obtain the range and the stopping power. Finally the well-know Bohr of Bethe formula is found as a first-order approximation of the Fokker-Planck equation
A Simple Map Between Fokker-Planck Equation and its Fractional form
International Nuclear Information System (INIS)
Zahran, M.A.; El-Shewy, E.K.
2008-01-01
A simple map between Fokker-Planck Equation (FPE) and its fractional form (FFPE), which recently formulates to describe sub diffusive processes, has been suggested. This connection based on a relation between k-orders for moments of ordinary time domain of FPE and the moments associated with fractional time domain of FFPE . Two classes of special interest of FFPE has been considered to outline this map
One-Dimensional Fokker-Planck Equation with Quadratically Nonlinear Quasilocal Drift
Shapovalov, A. V.
2018-04-01
The Fokker-Planck equation in one-dimensional spacetime with quadratically nonlinear nonlocal drift in the quasilocal approximation is reduced with the help of scaling of the coordinates and time to a partial differential equation with a third derivative in the spatial variable. Determining equations for the symmetries of the reduced equation are derived and the Lie symmetries are found. A group invariant solution having the form of a traveling wave is found. Within the framework of Adomian's iterative method, the first iterations of an approximate solution of the Cauchy problem are obtained. Two illustrative examples of exact solutions are found.
Some exact solutions for a unidimensional fokker-planck equation by using lie symmetries
Directory of Open Access Journals (Sweden)
Hugo Hernán Ortíz-Álvarez
2015-01-01
Full Text Available The Fokker Planck equation appears in the study of diffusion phenomena, stochastics processes and quantum and classical mechanics. A particular case fromthis equation, ut − uxx − xux − u=0, is examined by the Lie group method approach. From the invariant condition it was possible to obtain the infinitesimal generators or vectors associated to this equation, identifying the corresponding symmetry groups. Exact solution were found for each one of this generators and new solution were constructed by using symmetry properties.
Kleinert, H.; Zatloukal, V.
2013-11-01
The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.
Applicability of the Fokker-Planck equation to the description of diffusion effects on nucleation
Sorokin, M. V.; Dubinko, V. I.; Borodin, V. A.
2017-01-01
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.
Multi-dimensional Fokker-Planck equation analysis using the modified finite element method
Czech Academy of Sciences Publication Activity Database
Náprstek, Jiří; Král, Radomil
2016-01-01
Roč. 744, č. 1 (2016), č. článku 012177. ISSN 1742-6588. [International Conference on Motion and Vibration Control (MOVIC 2016) /13./ and International Conference on Recent Advances in Structural Dynamics (RASD 2016) /12./. Southampton, 04.07.2016-06.07.2016] R&D Projects: GA ČR(CZ) GP14-34467P; GA ČR(CZ) GA15-01035S Institutional support: RVO:68378297 Keywords : Fokker-Planck equation * finite element method * single degree of freedom systems (SDOF) Subject RIV: JM - Building Engineering http://iopscience.iop.org/article/10.1088/1742-6596/744/1/012177
Diffusion coefficients of Fokker-Planck equation for rotating dust grains in a fusion plasma
Bakhtiyari-Ramezani, M.; Mahmoodi, J.; Alinejad, N.
2015-11-01
In the fusion devices, ions, H atoms, and H2 molecules collide with dust grains and exert stochastic torques which lead to small variations in angular momentum of the grain. By considering adsorption of the colliding particles, thermal desorption of H atoms and normal H2 molecules, and desorption of the recombined H2 molecules from the surface of an oblate spheroidal grain, we obtain diffusion coefficients of the Fokker-Planck equation for the distribution function of fluctuating angular momentum. Torque coefficients corresponding to the recombination mechanism show that the nonspherical dust grains may rotate with a suprathermal angular velocity.
International Nuclear Information System (INIS)
Mozolevski, I.E.
2001-01-01
We consider the splitting of the straight-ahead Boltzmann transport equation in the Boltzmann-Fokker-Planck equation, decomposing the differential cross-section into a singular part, corresponding to small energy transfer events, and in a regular one, which corresponds to large energy transfer. The convergence of implantation profile, nuclear and electronic energy depositions, calculated from the Boltzmann-Fokker-Planck equation, to the respective exact distributions, calculated from Monte-Carlo method, was exanimate in a large-energy interval for various values of splitting parameter and for different ion-target mass relations. It is shown that for the universal potential there exists an optimal value of splitting parameter, for which range and deposited energy distributions, calculated from the Boltzmann-Fokker-Planck equation, accurately approximate the exact distributions and which minimizes the computational expenses
Fokker-Planck-Rosenbluth-type equations for self-gravitating systems in the 1PN approximation
International Nuclear Information System (INIS)
Ramos-Caro, Javier; Gonzalez, Guillermo A
2008-01-01
We present two formulations of Fokker-Planck-Rosenbluth-type (FPR) equations for many-particle self-gravitating systems, with first-order relativistic corrections in the post-Newtonian approach (1PN). The first starts from a covariant Fokker-Planck equation for a simple gas, introduced recently by Chacon-Acosta and Kremer (2007 Phys. Rev. E 76 021201). The second derivation is based on the establishment of an 1PN-BBGKY hierarchy, developed systematically from the 1PN microscopic law of force and using the Klimontovich-Dupree (KD) method. We close the hierarchy by the introduction of a two-point correlation function that describes adequately the relaxation process. This picture reveals an aspect that is not considered in the first formulation: the contribution of ternary correlation patterns to the diffusion coefficients, as a consequence of the nature of 1PN interaction. Both formulations can be considered as a generalization of the equation derived by Rezania and Sobouti (2000 Astron. Astrophys. 354 1110), to stellar systems where the relativistic effects of gravitation play a significant role
Energy Technology Data Exchange (ETDEWEB)
Ortega J, R.; Valle G, E. del [IPN-ESFM, 07738 Mexico D.F. (Mexico)]. e-mail: roj@correo.azc.uam.mx
2003-07-01
There are carried out charge and energy calculations deposited due to the interaction of electrons with a plate of a certain material, solving numerically the electron transport equation for the Boltzmann-Fokker-Planck approach of first order in plate geometry with a computer program denominated TEOD-NodExp (Transport of Electrons in Discreet Ordinates, Nodal Exponentials), using the proposed method by the Dr. J. E. Morel to carry out the discretization of the variable energy and several spatial discretization schemes, denominated exponentials nodal. It is used the Fokker-Planck equation since it represents an approach of the Boltzmann transport equation that is been worth whenever it is predominant the dispersion of small angles, that is to say, resulting dispersion in small dispersion angles and small losses of energy in the transport of charged particles. Such electrons could be those that they face with a braking plate in a device of thermonuclear fusion. In the present work its are considered electrons of 1 MeV that impact isotropically on an aluminum plate. They were considered three different thickness of plate that its were designated as problems 1, 2 and 3. In the calculations it was used the discrete ordinate method S{sub 4} with expansions of the dispersion cross sections until P{sub 3} order. They were considered 25 energy groups of uniform size between the minimum energy of 0.1 MeV and the maximum of 1.0 MeV; the one spatial intervals number it was considered variable and it was assigned the values of 10, 20 and 30. (Author)
Energy Technology Data Exchange (ETDEWEB)
Garcia-Olivares, R A; Munoz Roldan, A
1992-07-01
This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. The input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetic, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (Author) 16 refs.
Cusping, transport and variance of solutions to generalized Fokker-Planck equations
Carnaffan, Sean; Kawai, Reiichiro
2017-06-01
We study properties of solutions to generalized Fokker-Planck equations through the lens of the probability density functions of anomalous diffusion processes. In particular, we examine solutions in terms of their cusping, travelling wave behaviours, and variance, within the framework of stochastic representations of generalized Fokker-Planck equations. We give our analysis in the cases of anomalous diffusion driven by the inverses of the stable, tempered stable and gamma subordinators, demonstrating the impact of changing the distribution of waiting times in the underlying anomalous diffusion model. We also analyse the cases where the underlying anomalous diffusion contains a Lévy jump component in the parent process, and when a diffusion process is time changed by an uninverted Lévy subordinator. On the whole, we present a combination of four criteria which serve as a theoretical basis for model selection, statistical inference and predictions for physical experiments on anomalously diffusing systems. We discuss possible applications in physical experiments, including, with reference to specific examples, the potential for model misclassification and how combinations of our four criteria may be used to overcome this issue.
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.
2009-01-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
Fractional Fokker-Planck equation and oscillatory behavior of cumulant moments
International Nuclear Information System (INIS)
Suzuki, N.; Biyajima, M.
2002-01-01
The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation in order to investigate an origin of oscillatory behavior of cumulant moments. From its solution (the probability density function), the generating function (GF) for the corresponding probability distribution is derived. We consider the case when the GF reduces to that of the negative binomial distribution (NBD), if the fractional derivative is replaced to the ordinary one. The H j moment derived from the GF of the NBD decreases monotonically as the rank j increases. However, the H j moment derived in our approach oscillates, which is contrasted with the case of the NBD. Calculated H j moments are compared with those of charged multiplicities observed in pp-bar, e + e - , and e + p collisions. A phenomenological meaning of introducing the fractional derivative in time variable is discussed
Energy Technology Data Exchange (ETDEWEB)
Densmore, Jeffery D [Los Alamos National Laboratory; Warsa, James S [Los Alamos National Laboratory; Lowrie, Robert B [Los Alamos National Laboratory; Morel, Jim E [TEXAS A& M UNIV
2008-01-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.
2009-09-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
Colmenares, Pedro J.
2018-05-01
This article has to do with the derivation and solution of the Fokker-Planck equation associated to the momentum-integrated Wigner function of a particle subjected to a harmonic external field in contact with an ohmic thermal bath of quantum harmonic oscillators. The strategy employed is a simplified version of the phenomenological approach of Schramm, Jung, and Grabert of interpreting the operators as c numbers to derive the quantum master equation arising from a twofold transformation of the Wigner function of the entire phase space. The statistical properties of the random noise comes from the integral functional theory of Grabert, Schramm, and Ingold. By means of a single Wigner transformation, a simpler equation than that mentioned before is found. The Wigner function reproduces the known results of the classical limit. This allowed us to rewrite the underdamped classical Langevin equation as a first-order stochastic differential equation with time-dependent drift and diffusion terms.
Quantal Brownian Motion from RPA dynamics: The master and Fokker-Planck equations
International Nuclear Information System (INIS)
Yannouleas, C.
1984-05-01
From the purely quantal RPA description of the damped harmonic oscillator and of the corresponding Brownian Motion within the full space (phonon subspace plus reservoir), a master equation (as well as a Fokker-Planck equation) for the reduced density matrix (for the reduced Wigner function, respectively) within the phonon subspace is extracted. The RPA master equation agrees with the master equation derived by the time-dependent perturbative approaches which utilize Tamm-Dancoff Hilbert spaces and invoke the rotating wave approximation. Since the RPA yields a full, as well as a contracted description, it can account for both the kinetic and the unperturbed oscillator momenta. The RPA description of the quantal Brownian Motion contrasts with the descriptions provided by the time perturbative approaches whether they invoke or not the rotating wave approximation. The RPA description also contrasts with the phenomenological phase space quantization. (orig.)
Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum
Guarnieri, F.; Moon, W.; Wettlaufer, J. S.
2017-09-01
Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with a negative constant drift, described by a Fokker-Planck equation with a potential V (x ) =-[b ln(x ) +a x ] , for b >0 and a finance. The Bessel-like process we consider can be solved by seeking solutions through an expansion into a complete set of eigenfunctions. The associated imaginary-time Schrödinger equation exhibits a mix of discrete and continuous eigenvalue spectra, corresponding to the quantum Coulomb potential describing the bound states of the hydrogen atom. We present a technique to evaluate the normalization factor of the continuous spectrum of eigenfunctions that relies solely upon their asymptotic behavior. We demonstrate the technique by solving the Brownian motion problem and the Bessel process both with a constant negative drift. We conclude with a comparison to other analytical methods and with numerical solutions.
Solution of the Boltzmann-Fokker-Planck transport equation using exponential nodal schemes
International Nuclear Information System (INIS)
Ortega J, R.; Valle G, E. del
2003-01-01
There are carried out charge and energy calculations deposited due to the interaction of electrons with a plate of a certain material, solving numerically the electron transport equation for the Boltzmann-Fokker-Planck approach of first order in plate geometry with a computer program denominated TEOD-NodExp (Transport of Electrons in Discreet Ordinates, Nodal Exponentials), using the proposed method by the Dr. J. E. Morel to carry out the discretization of the variable energy and several spatial discretization schemes, denominated exponentials nodal. It is used the Fokker-Planck equation since it represents an approach of the Boltzmann transport equation that is been worth whenever it is predominant the dispersion of small angles, that is to say, resulting dispersion in small dispersion angles and small losses of energy in the transport of charged particles. Such electrons could be those that they face with a braking plate in a device of thermonuclear fusion. In the present work its are considered electrons of 1 MeV that impact isotropically on an aluminum plate. They were considered three different thickness of plate that its were designated as problems 1, 2 and 3. In the calculations it was used the discrete ordinate method S 4 with expansions of the dispersion cross sections until P 3 order. They were considered 25 energy groups of uniform size between the minimum energy of 0.1 MeV and the maximum of 1.0 MeV; the one spatial intervals number it was considered variable and it was assigned the values of 10, 20 and 30. (Author)
Numerical Resolution of N-dimensional Fokker-Planck stochastic equations
International Nuclear Information System (INIS)
Garcia-Olivares, R. A.; Munoz Roldan, A.
1992-01-01
This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. The input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetic, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (Author) 16 refs
Studies of parallel algorithms for the solution of a Fokker-Planck equation
International Nuclear Information System (INIS)
Deck, D.; Samba, G.
1995-11-01
The study of laser-created plasmas often requires the use of a kinetic model rather than a hydrodynamic one. This model change occurs, for example, in the hot spot formation in an ICF experiment or during the relaxation of colliding plasmas. When the gradients scalelengths or the size of a given system are not small compared to the characteristic mean-free-path, we have to deal with non-equilibrium situations, which can be described by the distribution functions of every species in the system. We present here a numerical method in plane or spherical 1-D geometry, for the solution of a Fokker-Planck equation that describes the evolution of stich functions in the phase space. The size and the time scale of kinetic simulations require the use of Massively Parallel Computers (MPP). We have adopted a message-passing strategy using Parallel Virtual Machine (PVM)
Solution of the relativistic 2-D Fokker-Planck equation for LH current drive
International Nuclear Information System (INIS)
Hizanidis, K.; Hewett, D.W.; Bers, A.
1984-03-01
We solve numerically the steady-state two-dimensional relativistic Fokker-Planck equation with strong rf diffusion using spectra relevant to recent experiments in ALCATOR-C. The results (current generated, power dissipated, and the distribution of energetic electrons) are sensitive to the location of the spectrum in momentum space. Relativistic effects play an important role, especially for wide spectra. The dependence on the ionic charge number Z/sub i/ is also investigated. Particular attention is paid to the perpendicular temperature inside the resonant region and beyond, as well as to the angular energetic particle-temperature distribution, T/sub μ/, a function of the pitch angle parameter μ. The dependence of the perpendicular temperature on the location of the spectrum is also investigated analytically with a model based on the method of moments and the results compared with those found numerically
Marin, D.; Ribeiro, M. A.; Ribeiro, H. V.; Lenzi, E. K.
2018-07-01
We investigate the solutions for a set of coupled nonlinear Fokker-Planck equations coupled by the diffusion coefficient in presence of external forces. The coupling by the diffusion coefficient implies that the diffusion of each species is influenced by the other and vice versa due to this term, which represents an interaction among them. The solutions for the stationary case are given in terms of the Tsallis distributions, when arbitrary external forces are considered. We also use the Tsallis distributions to obtain a time dependent solution for a linear external force. The results obtained from this analysis show a rich class of behavior related to anomalous diffusion, which can be characterized by compact or long-tailed distributions.
Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
Chen, Nan; Majda, Andrew J.
2018-02-01
Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace and is therefore computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O (100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6
Shizgal, Bernie D.
2018-05-01
This paper considers two nonequilibrium model systems described by linear Fokker-Planck equations for the time-dependent velocity distribution functions that yield steady state Kappa distributions for specific system parameters. The first system describes the time evolution of a charged test particle in a constant temperature heat bath of a second charged particle. The time dependence of the distribution function of the test particle is given by a Fokker-Planck equation with drift and diffusion coefficients for Coulomb collisions as well as a diffusion coefficient for wave-particle interactions. A second system involves the Fokker-Planck equation for electrons dilutely dispersed in a constant temperature heat bath of atoms or ions and subject to an external time-independent uniform electric field. The momentum transfer cross section for collisions between the two components is assumed to be a power law in reduced speed. The time-dependent Fokker-Planck equations for both model systems are solved with a numerical finite difference method and the approach to equilibrium is rationalized with the Kullback-Leibler relative entropy. For particular choices of the system parameters for both models, the steady distribution is found to be a Kappa distribution. Kappa distributions were introduced as an empirical fitting function that well describe the nonequilibrium features of the distribution functions of electrons and ions in space science as measured by satellite instruments. The calculation of the Kappa distribution from the Fokker-Planck equations provides a direct physically based dynamical approach in contrast to the nonextensive entropy formalism by Tsallis [J. Stat. Phys. 53, 479 (1988), 10.1007/BF01016429].
Plastino, A. R.; Curado, E. M. F.; Nobre, F. D.; Tsallis, C.
2018-02-01
Nonlinear Fokker-Planck equations endowed with power-law diffusion terms have proven to be valuable tools for the study of diverse complex systems in physics, biology, and other fields. The nonlinearity appearing in these evolution equations can be interpreted as providing an effective description of a system of particles interacting via short-range forces while performing overdamped motion under the effect of an external confining potential. This point of view has been recently applied to the study of thermodynamical features of interacting vortices in type II superconductors. In the present work we explore an embedding of the nonlinear Fokker-Planck equation within a Vlasov equation, thus incorporating inertial effects to the concomitant particle dynamics. Exact time-dependent solutions of the q -Gaussian form (with compact support) are obtained for the Vlasov equation in the case of quadratic confining potentials.
On the quantum-mechanical Fokker-Planck and Kramers-Chandrasekhar equation
International Nuclear Information System (INIS)
Balazs, N.L.
1978-01-01
In the classical theory of Brownian motion the Langevin equation can be considered as an infinitesimal transformation between the coordinates and momenta of a Brownian particle, given probabilistically, since the impulse appearing is characterized by a Gaussian random process. This probabilistic infinitesimal transformation generates a streaming on the distribution function, expressed by the classical Fokker-Planck and Kramers-Chandrasekhar equations. If the laws obeyed by the Brownian particle are quantum mechanical, the Langevin equation can be reinterpreted as an operator relation expressing an infinitesimal transformation of these operators. Since the impulses are independent of the coordinates and momenta one can think of them as c numbers described by a Gaussian random process. The so resulting infinitesimal operator transformation induces a streaming on the density matrix. One may associate, according to Weyl, functions with operators. The function associated with the density matrix is the Wigner function. Expressing, then, these operator relations in terms of these functions the streaming can be expressed as a continuity equation of the Wigner function. It is found that in this parametrization the extra terms which appear are the same as in the classical theory, augmenting the usual Wigner equation. (Auth.)
Polotto, Franciele; Drigo Filho, Elso; Chahine, Jorge; Oliveira, Ronaldo Junio de
2018-03-01
This work developed analytical methods to explore the kinetics of the time-dependent probability distributions over thermodynamic free energy profiles of protein folding and compared the results with simulation. The Fokker-Planck equation is mapped onto a Schrödinger-type equation due to the well-known solutions of the latter. Through a semi-analytical description, the supersymmetric quantum mechanics formalism is invoked and the time-dependent probability distributions are obtained with numerical calculations by using the variational method. A coarse-grained structure-based model of the two-state protein Tm CSP was simulated at a Cα level of resolution and the thermodynamics and kinetics were fully characterized. Analytical solutions from non-equilibrium conditions were obtained with the simulated double-well free energy potential and kinetic folding times were calculated. It was found that analytical folding time as a function of temperature agrees, quantitatively, with simulations and experiments from the literature of Tm CSP having the well-known 'U' shape of the Chevron Plots. The simple analytical model developed in this study has a potential to be used by theoreticians and experimentalists willing to explore, quantitatively, rates and the kinetic behavior of their system by informing the thermally activated barrier. The theory developed describes a stochastic process and, therefore, can be applied to a variety of biological as well as condensed-phase two-state systems.
International Nuclear Information System (INIS)
Hizanidis, K.
1984-04-01
The relativistic collisional Fokker-Planck equation combined with an externally imposed unidirectional quasilinear (rf) diffusion is solved for arbitrary values of rf diffusion coefficient under conditions of detailed balance of the staionary joint distribution involved. The detailed balance condition imposes a restriction on the functional form of the quasilinear diffusion coefficient which might be associated with the existence of a saturated spectrum of fluctuation in a quasilinearly rf-driven plasma
International Nuclear Information System (INIS)
Dekker, H.
1978-01-01
The lagrangian for the action occurring in the path integral solution of the nonlinear Fokker-Planck equation with constant diffusion function is derived by means of a straightforward Fourier series analysis. In this manner the path between the prepoint and the postpoint in the short time propagator is not restricted a priori to the usually considered straight line. Earlier results by Graham, Stratonovich, Horsthemke and Back, and the author's are recovered and thus put on much safer ground. (Auth.)
International Nuclear Information System (INIS)
Monticelli, Cintia O.; Wortmann, Sergio; Segatto, Cynthia F.
2005-01-01
In this work is obtained a hybrid solution to the Fokker-Planck equation with energy dependency, very used in ion implantation problems. The main idea relies on the application of Laplace transform in the energy variable, and finite-difference in the spatial variable and in the angular variable. This procedure leads to a symbolic matrix problem for the transformed energy. To solve this system, is needed to do the Laplace inverse of the (sI+A) matrix, where s is a complex parameter, I is the identity matrix and A is a square matrix that was proceeded from the finite-difference in the spatial variable and in the angular variable. The matrix A is not defective, then is taken decomposition of A in a sum of two others matrices, where one is defective. It leads a iterative inversion method, similar the source fixed method combined with the diagonalization method, then is obtained the values to the angular flux. Hereafter we can to determine the energy deposited into the electronic system and in the nuclear system of the target. To comprove the results obtained, the simulation of implantation of B into Si at energies ranging from 1 KeV to 50 MeV was carried out and compared with the results by software SRIM2003. (author)
A transformed path integral approach for solution of the Fokker-Planck equation
Subramaniam, Gnana M.; Vedula, Prakash
2017-10-01
A novel path integral (PI) based method for solution of the Fokker-Planck equation is presented. The proposed method, termed the transformed path integral (TPI) method, utilizes a new formulation for the underlying short-time propagator to perform the evolution of the probability density function (PDF) in a transformed computational domain where a more accurate representation of the PDF can be ensured. The new formulation, based on a dynamic transformation of the original state space with the statistics of the PDF as parameters, preserves the non-negativity of the PDF and incorporates short-time properties of the underlying stochastic process. New update equations for the state PDF in a transformed space and the parameters of the transformation (including mean and covariance) that better accommodate nonlinearities in drift and non-Gaussian behavior in distributions are proposed (based on properties of the SDE). Owing to the choice of transformation considered, the proposed method maps a fixed grid in transformed space to a dynamically adaptive grid in the original state space. The TPI method, in contrast to conventional methods such as Monte Carlo simulations and fixed grid approaches, is able to better represent the distributions (especially the tail information) and better address challenges in processes with large diffusion, large drift and large concentration of PDF. Additionally, in the proposed TPI method, error bounds on the probability in the computational domain can be obtained using the Chebyshev's inequality. The benefits of the TPI method over conventional methods are illustrated through simulations of linear and nonlinear drift processes in one-dimensional and multidimensional state spaces. The effects of spatial and temporal grid resolutions as well as that of the diffusion coefficient on the error in the PDF are also characterized.
Czech Academy of Sciences Publication Activity Database
Král, Radomil; Náprstek, Jiří
2017-01-01
Roč. 113, November (2017), s. 54-75 ISSN 0965-9978 R&D Projects: GA ČR(CZ) GP14-34467P; GA ČR(CZ) GA15-01035S Institutional support: RVO:68378297 Keywords : Fokker-Planck equation * finite element method * simplex element * multi-dimensional problem * non-symmetric operator Subject RIV: JM - Building Engineering OBOR OECD: Mechanical engineering Impact factor: 3.000, year: 2016 https://www.sciencedirect.com/science/ article /pii/S0965997817301904
Fokker-Planck and quasilinear codes
International Nuclear Information System (INIS)
Karney, C.F.F.
1985-11-01
The interaction of radio-frequency waves with a plasma is described by a Fokker-Planck equation with an added quasilinear term. Methods for solving this equation on a computer are discussed. 40 refs., 12 figs., 3 tabs
Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field
Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra
2017-10-01
In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.
International Nuclear Information System (INIS)
Fronteau, J.; Combis, P.
1984-08-01
A Lagrangian method is introduced for the integration of non-linear Fokker-Planck equations. Examples of exact solutions obtained in this way are given, and also the explicit scheme used for the computation of numerical solutions. The method is, in addition, shown to be of a Lie-admissible type
SU-E-T-22: A Deterministic Solver of the Boltzmann-Fokker-Planck Equation for Dose Calculation
Energy Technology Data Exchange (ETDEWEB)
Hong, X; Gao, H [Shanghai Jiao Tong University, Shanghai, Shanghai (China); Paganetti, H [Massachusetts General Hospital, Boston, MA (United States)
2015-06-15
Purpose: The Boltzmann-Fokker-Planck equation (BFPE) accurately models the migration of photons/charged particles in tissues. While the Monte Carlo (MC) method is popular for solving BFPE in a statistical manner, we aim to develop a deterministic BFPE solver based on various state-of-art numerical acceleration techniques for rapid and accurate dose calculation. Methods: Our BFPE solver is based on the structured grid that is maximally parallelizable, with the discretization in energy, angle and space, and its cross section coefficients are derived or directly imported from the Geant4 database. The physical processes that are taken into account are Compton scattering, photoelectric effect, pair production for photons, and elastic scattering, ionization and bremsstrahlung for charged particles.While the spatial discretization is based on the diamond scheme, the angular discretization synergizes finite element method (FEM) and spherical harmonics (SH). Thus, SH is used to globally expand the scattering kernel and FFM is used to locally discretize the angular sphere. As a Result, this hybrid method (FEM-SH) is both accurate in dealing with forward-peaking scattering via FEM, and efficient for multi-energy-group computation via SH. In addition, FEM-SH enables the analytical integration in energy variable of delta scattering kernel for elastic scattering with reduced truncation error from the numerical integration based on the classic SH-based multi-energy-group method. Results: The accuracy of the proposed BFPE solver was benchmarked against Geant4 for photon dose calculation. In particular, FEM-SH had improved accuracy compared to FEM, while both were within 2% of the results obtained with Geant4. Conclusion: A deterministic solver of the Boltzmann-Fokker-Planck equation is developed for dose calculation, and benchmarked against Geant4. Xiang Hong and Hao Gao were partially supported by the NSFC (#11405105), the 973 Program (#2015CB856000) and the Shanghai Pujiang
Avanzini, Francesco; Moro, Giorgio J
2018-03-15
The quantum molecular trajectory is the deterministic trajectory, arising from the Bohm theory, that describes the instantaneous positions of the nuclei of molecules by assuring the agreement with the predictions of quantum mechanics. Therefore, it provides the suitable framework for representing the geometry and the motions of molecules without neglecting their quantum nature. However, the quantum molecular trajectory is extremely demanding from the computational point of view, and this strongly limits its applications. To overcome such a drawback, we derive a stochastic representation of the quantum molecular trajectory, through projection operator techniques, for the degrees of freedom of an open quantum system. The resulting Fokker-Planck operator is parametrically dependent upon the reduced density matrix of the open system. Because of the pilot role played by the reduced density matrix, this stochastic approach is able to represent accurately the main features of the open system motions both at equilibrium and out of equilibrium with the environment. To verify this procedure, the predictions of the stochastic and deterministic representation are compared for a model system of six interacting harmonic oscillators, where one oscillator is taken as the open quantum system of interest. The undeniable advantage of the stochastic approach is that of providing a simplified and self-contained representation of the dynamics of the open system coordinates. Furthermore, it can be employed to study the out of equilibrium dynamics and the relaxation of quantum molecular motions during photoinduced processes, like photoinduced conformational changes and proton transfers.
Herda, Maxime; Rodrigues, L. Miguel
2018-03-01
The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates that are uniform with respect to initial data taken in a bounded set of a weighted L^2 space, and where dependencies on the mean-free path τ and the Debye length δ are made explicit. In our analysis the mean free path covers the full range of possible values: from the regime of evanescent collisions τ → ∞ to the strongly collisional regime τ → 0. As a counterpart, the largeness of the Debye length, that enforces a weakly nonlinear regime, is used to close our nonlinear estimates. Accordingly we pay a special attention to relax as much as possible the τ -dependent constraint on δ ensuring exponential decay with explicit τ -dependent rates towards the stationary solution. In the strongly collisional limit τ → 0, we also examine all possible asymptotic regimes selected by a choice of observation time scale. Here also, our emphasis is on strong convergence, uniformity with respect to time and to initial data in bounded sets of a L^2 space. Our proofs rely on a detailed study of the nonlinear elliptic equation defining stationary solutions and a careful tracking and optimization of parameter dependencies of hypocoercive/hypoelliptic estimates.
Energy Technology Data Exchange (ETDEWEB)
Yoon, E. S.; Chang, C. S., E-mail: cschang@pppl.gov [Princeton Plasma Physics Laboratory, Princeton University, Princeton, New Jersey 08543 (United States); Korea Advanced Institute of Science and Technology, Yuseong-gu, DaeJeon 305-701 (Korea, Republic of)
2014-03-15
An approximate two-dimensional solver of the nonlinear Fokker-Planck-Landau collision operator has been developed using the assumption that the particle probability distribution function is independent of gyroangle in the limit of strong magnetic field. The isotropic one-dimensional scheme developed for nonlinear Fokker-Planck-Landau equation by Buet and Cordier [J. Comput. Phys. 179, 43 (2002)] and for linear Fokker-Planck-Landau equation by Chang and Cooper [J. Comput. Phys. 6, 1 (1970)] have been modified and extended to two-dimensional nonlinear equation. In addition, a method is suggested to apply the new velocity-grid based collision solver to Lagrangian particle-in-cell simulation by adjusting the weights of marker particles and is applied to a five dimensional particle-in-cell code to calculate the neoclassical ion thermal conductivity in a tokamak plasma. Error verifications show practical aspects of the present scheme for both grid-based and particle-based kinetic codes.
International Nuclear Information System (INIS)
Chao, A.W.; Lee, M.J.
1975-09-01
Effects upon longitudinal bunch shape in a storage ring due to linear and nonlinear potential can be calculated by finding the stationary solution to the Fokker-Planck equation for the particle distribution. Effects upon transverse bunch shape of a stored electron beam due to photon emissions and damping can be calculated by this method. It has been found that this method can also be used for a case in which the transverse modes of oscillation are coupled to the energy deviation δ. Examples of lattice elements which produce linear coupling between these oscillations are skew quadrupole magnets and solenoid magnets. For the linearly coupled case the stationary solution has been found to be given by exp (ΣΣA/sub ij/ x/sub i/x/sub j/) with x/sub i/ the canonical variables (x,p/sub x/, y, p/sub y/, δ, p/sub δ/) and A /sub ij/ some constants. The solution for the values of A /sub ij/'s will be described in this report. It will be shown that this solution can be expressed in a compact form. For simple cases, this form of solution leads directly to analytic expressions for the values of A /sub ij/'s and the bunch shape can be calculated by integrating the distribution function over some of the coordinates; for the more complex cases, it can be conveniently adapted as an algorithm for numerical evaluation. 16 refs
Shotorban, Babak
2010-04-01
The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.
International Nuclear Information System (INIS)
Shkarofsky, I.P.
1997-01-01
The relativistic Fokker-Planck collision term in Braams and Karney [Phys. Fluids B 1, 1355 (1989)] is expanded using Cartesian tensors (equivalent to associated Legendre spherical harmonics) retaining all non-linear terms and an arbitrary zeroth order distribution background. Expressions are given for collision terms between all harmonics and the background distribution in terms of the j and y functions in Braams and Karney. The results reduce to Braams and Karney for the first order harmonic term with a Maxwellian background and to those given by Shkarofsky [Can. J. Phys. 41, 1753 (1963)] in the non-relativistic limit. Expressions for the energy and momentum transfer associated with relativistic Coulomb collisions are given. The fast two dimensional Fokker-Planck solver in Shoucri and Shkarofsky [Comput. Phys. Commun. 82, 287 (1994)] has been extended to include the second order harmonic term. copyright 1997 American Institute of Physics
A local analytic approach for the fast solution of the Fokker-Planck equation
International Nuclear Information System (INIS)
Sajjadi, S.G.; Nicholas, D.J.
1987-11-01
In this report we describe a method of obtaining a closed form for the Focker-Planck equation rendering it amenable to solution in time-step with a complete hydrodynamic treatment of a plasma. We present a local expression for the heat flux, by solving the Focker-Planck equation for electrons in one space and two velocity dimensions in the presence of a self consistent electronic field. (author)
Numerical resolution of the Fokker-Planck equation for non-lineal cases
International Nuclear Information System (INIS)
Mastropiero, Daniel
1997-01-01
The author resolves the Fokker-Plank equation of the statistical thermodynamics of irreversible processes for the flow of particles in a medium, considering two cases: a) The diffusion coefficient of the medium depends on concentration; and b) The medium is unhomogeneous, i.e. the diffusion coefficient varies with the position. Different cases are analyzed and compared
International Nuclear Information System (INIS)
Wehner, M.F.
1983-01-01
A path-integral solution is derived for processes described by nonlinear Fokker-Plank equations together with externally imposed boundary conditions. This path-integral solution is written in the form of a path sum for small time steps and contains, in addition to the conventional volume integral, a surface integral which incorporates the boundary conditions. A previously developed numerical method, based on a histogram representation of the probability distribution, is extended to a trapezoidal representation. This improved numerical approach is combined with the present path-integral formalism for restricted processes and is show t give accurate results. 35 refs., 5 figs
International Nuclear Information System (INIS)
Jumarie, Guy
2004-01-01
There are presently two different models of fractional Brownian motions available in the literature: the Riemann-Liouville fractional derivative of white noise on the one hand, and the complex-valued Brownian motion of order n defined by using a random walk in the complex plane, on the other hand. The paper provides a comparison between these two approaches, and in addition, takes this opportunity to contribute some complements. These two models are more or less equivalent on the theoretical standpoint for fractional order between 0 and 1/2, but their practical significances are quite different. Otherwise, for order larger than 1/2, the fractional derivative model has no counterpart in the complex plane. These differences are illustrated by an example drawn from mathematical finance. Taylor expansion of fractional order provides the expression of fractional difference in terms of finite difference, and this allows us to improve the derivation of Fokker-Planck equation and Kramers-Moyal expansion, and to get more insight in their relation with stochastic differential equations of fractional order. In the case of multi-fractal systems, the Fokker-Planck equation can be solved by using path integrals, and the fractional dynamic equations of the state moments of the stochastic system can be easily obtained. By combining fractional derivative and complex white noise of order n, one obtains a family of complex-valued fractional Brownian motions which exhibits long-range dependence. The conclusion outlines suggestions for further research, mainly regarding Lorentz transformation of fractional noises
International Nuclear Information System (INIS)
Peysson, Y.
1997-09-01
A full implicit numerical procedure based on the use of a nine-point difference operator is presented to solve the two dimensional (2 D ) relativistic Fokker-Planck equation for the current drive problem and synergetic effects between the lower hybrid and the electron cyclotron waves in tokamaks. As compared to the standard approach based on the use of a five-point difference operator [M. Shoucri, I. Shkarofsky, Comput. Phys. Comm. 82 (1994) 287], the convergence rate towards the steady state solution may be significantly enhanced with no loss of accuracy on the distribution function. Moreover, it is shown that the numerical stability may be strongly improved without a large degradation of the CPU time consumption as in the five-point scheme, making this approach very attractive for a fast solution of the 2-D Fokker-Planck equation on a fine grid in conjunction with other numerical codes for realistic plasma simulations. This new algorithm, based on an approximate matrix factorization technique, may be applied to all numerical problems with large sets of equations which involve nine-point difference operators. (author)
Energy Technology Data Exchange (ETDEWEB)
Peysson, Y. [Association Euratom-CEA, CEA Grenoble, 38 (France). Dept. de Recherches sur la Fusion Controlee; Choucri, M. [Centre Canadien de Fusion Magnetique, Varennes, PQ (Canada)
1997-09-01
A full implicit numerical procedure based on the use of a nine-point difference operator is presented to solve the two dimensional (2{sub D}) relativistic Fokker-Planck equation for the current drive problem and synergetic effects between the lower hybrid and the electron cyclotron waves in tokamaks. As compared to the standard approach based on the use of a five-point difference operator [M. Shoucri, I. Shkarofsky, Comput. Phys. Comm. 82 (1994) 287], the convergence rate towards the steady state solution may be significantly enhanced with no loss of accuracy on the distribution function. Moreover, it is shown that the numerical stability may be strongly improved without a large degradation of the CPU time consumption as in the five-point scheme, making this approach very attractive for a fast solution of the 2-D Fokker-Planck equation on a fine grid in conjunction with other numerical codes for realistic plasma simulations. This new algorithm, based on an approximate matrix factorization technique, may be applied to all numerical problems with large sets of equations which involve nine-point difference operators. (author) 21 refs.
International Nuclear Information System (INIS)
Rodriguez, B.D.A.; Vilhena, M.T.; Borges, V.; Hoff, G.
2008-01-01
In this paper we solve the Fokker-Planck (FP) equation, an alternative approach for the Boltzmann transport equation for charged particles in a rectangular domain. To construct the solution we begin applying the P N approximation in the angular variable and the Laplace Transform in the x-variable, thus obtaining a first order linear differential equation in y-variable, which the solution is straightforward. The angular flux of electrons and the parameters of the medium are used for the calculation of the energy deposited by the secondary electrons generated by Compton Effect. The remaining effects will not be taken into account. The results will be presented under absorbed energy form in several points of interested. We present numerical simulations and comparisons with results obtained by using Geant4 (version 8) program which applies the Monte Carlo's technique to low energy libraries for a two-dimensional problem assuming the screened Rutherford differential scattering cross-section
International Nuclear Information System (INIS)
Jumarie, Guy
2009-01-01
A probability distribution of fractional (or fractal) order is defined by the measure μ{dx} = p(x)(dx) α , 0 α (D x α h α )f(x) provided by the modified Riemann Liouville definition, one can expand a probability calculus parallel to the standard one. A Fourier's transform of fractional order using the Mittag-Leffler function is introduced, together with its inversion formula; and it provides a suitable generalization of the characteristic function of fractal random variables. It appears that the state moments of fractional order are more especially relevant. The main properties of this fractional probability calculus are outlined, it is shown that it provides a sound approach to Fokker-Planck equation which are fractional in both space and time, and it provides new results in the information theory of non-random functions.
Energy Technology Data Exchange (ETDEWEB)
Buet, Ch. [CEA Bruyeres-le-Chatel, Dept. Sciences de la Simulation et de l' Information, Service Numerique Environnement et Constantes, 91 (France); Le Thanh, K.C. [CEA Bruyeres-le-Chatel, Service Physique des Plasmas et Electromagnetisme, 91 (France). Dept. de Physique Theorique et Appliquee
2008-07-01
The aim of this paper is to describe the discretization of the Fokker-Planck-Landau (FPL) collision term in the isotropic case, which models the self-collision for the electrons when they are totally isotropized by heavy particles background such as ions. The discussion focuses on schemes, which could preserve positivity, mass, energy and Maxwellian equilibrium. The Chang and Cooper method is widely used by plasma's physicists for the FPL equation (and for Fokker-Planck type equations). We present a new variant that is both positive and conservative contrary to the existing one's. We propose also a non Chang and Cooper 'type scheme on non-uniform grid, which is also both positive, conservative and equilibrium state preserving contrary to existing one's. The case of Coulombian potential is emphasized. We address also the problem of the time discretization. In particular we show how to recast some implicit methods to get band diagonal system and to solve it by direct method with a linear cost. (authors)
International Nuclear Information System (INIS)
Huang, Danhong; Apostolova, T.; Alsing, P.M.; Cardimona, D.A.
2004-01-01
The dynamics of a many-electron system under both dc and infrared fields is separated into a center-of-mass and a relative motion. The first-order force-balance equation is employed for the slow center-of-mass motion of electrons, and the Fokker-Planck equation is used for the ultrafast relative scattering motion of degenerate electrons. This approach allows us to include the anisotropic energy-relaxation process which has been neglected in the energy-balance equation in the past. It also leads us to include the anisotropic coupling to the incident infrared field with different polarizations. Based on this model, the transport of electrons is explored under strong dc and infrared fields by going beyond the relaxation-time approximation. The anisotropic dependence of the electron distribution function on the parallel and perpendicular kinetic energies of electrons is displayed with respect to the dc field direction, and the effect of anisotropic coupling to an incident infrared field with polarizations parallel and perpendicular to the applied dc electric field is shown. The heating of electrons is more accurately described beyond the energy-balance equation with the inclusion of an anisotropic coupling to the infrared field. The drift velocity of electrons is found to increase with the amplitude of the infrared field due to a suppressed momentum-relaxation process (or frictional force) under parallel polarization but decreases with the amplitude due to an enhanced momentum-relaxation process under perpendicular polarization
Massively parallel Fokker-Planck code ALLAp
International Nuclear Information System (INIS)
Batishcheva, A.A.; Krasheninnikov, S.I.; Craddock, G.G.; Djordjevic, V.
1996-01-01
The recently developed for workstations Fokker-Planck code ALLA simulates the temporal evolution of 1V, 2V and 1D2V collisional edge plasmas. In this work we present the results of code parallelization on the CRI T3D massively parallel platform (ALLAp version). Simultaneously we benchmark the 1D2V parallel vesion against an analytic self-similar solution of the collisional kinetic equation. This test is not trivial as it demands a very strong spatial temperature and density variation within the simulation domain. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Rodriguez, B.D.A. [Universidade Federal Rio Grande do Sul, Programa de Pos-Graduacao em Engenharia Mecanica, Rua Portuguesa 218/304, 90650-12 Porto Alegre, RS (Brazil)], E-mail: barbara.arodriguez@gmail.com; Vilhena, M.T. [Universidade Federal Rio Grande do Sul, Departamento de Matematica Pura e Aplicada, Porto Alegre, RS (Brazil)], E-mail: vilhena@mat.ufrgs.br; Borges, V. [Universidade Federal Rio Grande do Sul, Programa de Pos-Graduacao em Engenharia Mecanica, Rua Portuguesa 218/304, 90650-12 Porto Alegre, RS (Brazil)], E-mail: borges@ufrgs.br; Hoff, G. [Pontificia Universidade Catolica do Rio Grande do Sul, Faculdade de Fisica, Porto Alegre, RS (Brazil)], E-mail: hoff@pucrs.br
2008-05-15
In this paper we solve the Fokker-Planck (FP) equation, an alternative approach for the Boltzmann transport equation for charged particles in a rectangular domain. To construct the solution we begin applying the P{sub N} approximation in the angular variable and the Laplace Transform in the x-variable, thus obtaining a first order linear differential equation in y-variable, which the solution is straightforward. The angular flux of electrons and the parameters of the medium are used for the calculation of the energy deposited by the secondary electrons generated by Compton Effect. The remaining effects will not be taken into account. The results will be presented under absorbed energy form in several points of interested. We present numerical simulations and comparisons with results obtained by using Geant4 (version 8) program which applies the Monte Carlo's technique to low energy libraries for a two-dimensional problem assuming the screened Rutherford differential scattering cross-section.
Bianucci, Marco
2018-05-01
Finding the generalized Fokker-Planck Equation (FPE) for the reduced probability density function of a subpart of a given complex system is a classical issue of statistical mechanics. Zwanzig projection perturbation approach to this issue leads to the trouble of resumming a series of commutators of differential operators that we show to correspond to solving the Lie evolution of first order differential operators along the unperturbed Liouvillian of the dynamical system of interest. In this paper, we develop in a systematic way the procedure to formally solve this problem. In particular, here we show which the basic assumptions are, concerning the dynamical system of interest, necessary for the Lie evolution to be a group on the space of first order differential operators, and we obtain the coefficients of the so-evolved operators. It is thus demonstrated that if the Liouvillian of the system of interest is not a first order differential operator, in general, the FPE structure breaks down and the master equation contains all the power of the partial derivatives, up to infinity. Therefore, this work shed some light on the trouble of the ubiquitous emergence of both thermodynamics from microscopic systems and regular regression laws at macroscopic scales. However these results are very general and can be applied also in other contexts that are non-Hamiltonian as, for example, geophysical fluid dynamics, where important events, like El Niño, can be considered as large time scale phenomena emerging from the observation of few ocean degrees of freedom of a more complex system, including the interaction with the atmosphere.
International Nuclear Information System (INIS)
Prinja, A.K.
1995-08-01
We have developed and successfully implemented a two-dimensional bilinear discontinuous in space and time, used in conjunction with the S N angular approximation, to numerically solve the time dependent, one-dimensional, one-speed, slab geometry, (ion) transport equation. Numerical results and comparison with analytical solutions have shown that the bilinear-discontinuous (BLD) scheme is third-order accurate in the space ad time dimensions independently. Comparison of the BLD results with diamond-difference methods indicate that the BLD method is both quantitavely and qualitatively superior to the DD scheme. We note that the form of the transport operator is such that these conclusions carry over to energy dependent problems that include the constant-slowing-down-approximation term, and to multiple space dimensions or combinations thereof. An optimized marching or inversion scheme or a parallel algorithm should be investigated to determine if the increased accuracy can compensate for the extra overhead required for a BLD solution, and then could be compared to other discretization methods such as nodal or characteristic schemes
Vectorized Fokker-Planck package for the CRAY-1
International Nuclear Information System (INIS)
McCoy, M.G.; Mirin, A.A.; Killeen, J.
1979-08-01
A program for the solution of the time-dependent, two dimensional, nonlinear, multi-species Fokker-Planck equation is described. The programming is written such that the loop structure is highly vectorizable on the CRAY FORTRAN Compiler. A brief discussion of the Fokker-Planck equation itself is followed by a description of the procedure developed to solve the equation efficiently. The Fokker-Planck equation is a second order partial differential equation whose coefficients depend upon moments of the distribution functions. Both the procedure for the calculation of these coefficients and the procedure for the time advancement of the equation itself must be done efficiently if significant overall time saving is to result. The coefficients are calculated in a series of nested loops, while time advancement is accomplished by a choice of either a splitting or an ADI technique. Overall, timing tests show that the vectorized CRAY program realizes up to a factor of 12 advantage over an optimized CDC-7600 program and up to a factor of 365 over a non-vectorized version of the same program on the CRAY
Nier, Francis
2018-01-01
This article is concerned with the maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible boundary conditions cover a wide range of applications for the usual scalar Kramer-Fokker-Planck equation or Bismut's hypoelliptic laplacian.
FIFPC, a fast ion Fokker--Planck code
International Nuclear Information System (INIS)
Fowler, R.H.; Callen, J.D.; Rome, J.A.; Smith, J.
1976-07-01
A computer code is described which solves the Fokker--Planck equation for the velocity space distribution of fast ions injected into a tokamak plasma. The numerical techniques are described and use of the code is outlined. The program is written in FORTRAN IV and is modularized in order to provide greater flexibility to the user. A program listing is provided and the results of sample cases are presented
Boltzmann-Fokker-Planck calculations using standard discrete-ordinates codes
International Nuclear Information System (INIS)
Morel, J.E.
1987-01-01
The Boltzmann-Fokker-Planck (BFP) equation can be used to describe both neutral and charged-particle transport. Over the past several years, the author and several collaborators have developed methods for representing Fokker-Planck operators with standard multigroup-Legendre cross-section data. When these data are input to a standard S/sub n/ code such as ONETRAN, the code actually solves the Boltzmann-Fokker-Planck equation rather than the Boltzmann equation. This is achieved wihout any modification to the S/sub n/ codes. Because BFP calculations can be more demanding from a numerical viewpoint than standard neutronics calculations, we have found it useful to implement new quadrature methods ad convergence acceleration methods in the standard discrete-ordinates code, ONETRAN. We discuss our BFP cross-section representation techniques, our improved quadrature and acceleration techniques, and present results from BFP coupled electron-photon transport calculations performed with ONETRAN. 19 refs., 7 figs
Fokker-Planck modeling of pitting corrosion in underground pipelines
Energy Technology Data Exchange (ETDEWEB)
Camacho, Eliana Nogueira [Risco Ambiental Engenharia, Rio de Janeiro, RJ (Brazil); Melo, Paulo F. Frutuoso e [Coordenacao dos Programas de Pos-Graduacao de Engenharia (COPPE/UFRJ), Rio de Janeiro, RJ (Brazil). Programa de Engenharia Nuclear; Saldanha, Pedro Luiz C. [Comissao Nacional de Energia Nuclear (CGRC/CNEN), Rio de Janeiro, RJ (Brazil). Coordenacao Geral de Reatores e Ciclo do Combustivel; Silva, Edson de Pinho da [Universidade Federal Rural do Rio de Janeiro (UFRRJ), Seropedica, RJ (Brazil). Dept. of Physics
2011-07-01
Full text: The stochastic nature of pitting corrosion has been recognized since the 1930s. It has been learned that this damage retains no memory of its past. Instead, the future state is determined only by the knowledge of its present state. This Markovian property that underlies the stochastic process governing pitting corrosion has been explored as a discrete Markovian process by many authors since the beginning of the 1990s for underground pipelines of the oil and gas industries and nuclear power plants. Corrosion is a genuine continuous time and space state Markovian process, so to model it as a discrete time and/or state space is an approximation to the problem. Markovian chains approaches, with an increasing number of states, could involve a large number of parameters, the transition rates between states, to be experimentally determined. Besides, such an increase in the number of states produces matrices with huge dimensions leading to time-consuming computational solutions. Recent approaches involving Markovian discrete process have overcome those difficulties but, on the other hand, a large number of soil and pipe stochastic variables have to be known. In this work we propose a continuous time and space state approach to the evolution of pit corrosion depths in underground pipelines. In order to illustrate the application of the model for defect depth growth a combination of real life data and Monte Carlo simulation was used. The process is described by a Fokker-Planck equation. The Fokker-Planck equation is completely determined by the knowledge of two functions known as the drift and diffusion coefficients. In this work we also show that those functions can be estimated from corrosion depth data from in-line inspections. Some particular forms of drift and diffusion coefficients lead to particular Fokker-Planck equations for which analytical solutions are known, as is the case for the Wiener process, the Ornstein-Uhlenbeck process and the Brownian motion
Massively parallel Fokker-Planck calculations
International Nuclear Information System (INIS)
Mirin, A.A.
1990-01-01
This paper reports that the Fokker-Planck package FPPAC, which solves the complete nonlinear multispecies Fokker-Planck collision operator for a plasma in two-dimensional velocity space, has been rewritten for the Connection Machine 2. This has involved allocation of variables either to the front end or the CM2, minimization of data flow, and replacement of Cray-optimized algorithms with ones suitable for a massively parallel architecture. Calculations have been carried out on various Connection Machines throughout the country. Results and timings on these machines have been compared to each other and to those on the static memory Cray-2. For large problem size, the Connection Machine 2 is found to be cost-efficient
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
Annunziato, Mario
2014-09-01
In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assumptions it is shown that the two strategies are equivalent in the case of expected cost functionals, while the FokkerPlanck formalism allows considering a larger class of objectives. To illustrate the connection between the two control strategies, the cases of an Itō stochastic process and of a piecewise-deterministic process are considered.
Energy Technology Data Exchange (ETDEWEB)
Buet, Ch. [CEA Bruyeres-le-Chatel, Dept. des Sciences de la Simulation et de l' Information, 91 (France); Le Thanh, K.C. [CEA Bruyeres-le-Chatel, Dept. de Physique Theorique et Appliquee, 91 (France)
2006-07-01
The aim of this paper is to describe the discretization of the Fokker-Planck-Landau (FPL) collision term in the isotropic case which models the self collision for the electrons when they are totally isotropized by heavy particles background such as ions. The discussion focus on schemes which could preserve positivity, mass, energy and Maxwellian equilibrium. First, we analyze in detail the popular Chang and Cooper method for this non-linear collision term: derivation, conservation and positivity properties. We show that some variants of this method, based on the drift-diffusion form of the FPL operator, could not be positive or could not conserve the energy. We present a new variant of the Chang and Cooper method derived from the Landau form that is both positive and conservative. We also propose two new alternatives and simpler schemes for the FPL operator which show that the Chang and Cooper method is not the only way to construct positive, energy conservative and equilibrium state preserving schemes for this operator. For all these schemes, we explain clearly the properties of conservation of the density and the energy, the positivity of the solution and the conservation of the equilibrium states, or their lack. The case of Maxwellian and Coulombian potentials are emphasized. (authors)
Simulating transient dynamics of the time-dependent time fractional Fokker-Planck systems
Kang, Yan-Mei
2016-09-01
For a physically realistic type of time-dependent time fractional Fokker-Planck (FP) equation, derived as the continuous limit of the continuous time random walk with time-modulated Boltzmann jumping weight, a semi-analytic iteration scheme based on the truncated (generalized) Fourier series is presented to simulate the resultant transient dynamics when the external time modulation is a piece-wise constant signal. At first, the iteration scheme is demonstrated with a simple time-dependent time fractional FP equation on finite interval with two absorbing boundaries, and then it is generalized to the more general time-dependent Smoluchowski-type time fractional Fokker-Planck equation. The numerical examples verify the efficiency and accuracy of the iteration method, and some novel dynamical phenomena including polarized motion orientations and periodic response death are discussed.
International Nuclear Information System (INIS)
Epperlein, E.M.
1992-01-01
Preliminary 1-D studies of nonlocal heat transport in spherical plasmas based on the Fokker-Planck code SPARK indicate significant levels of electron preheat and radial heat flux across a spherical heat sink surface kept at fixed temperature. However, the diffusive approximation to the Fokker-Planck equation is shown to be particularly sensitive to the nature of the inner surface boundary condition chosen. A suggested remedy is the inclusion of a target capsule in future simulations studies with SPARK
Olbrant, Edgar; Frank, Martin
2010-12-01
In this paper, we study a deterministic method for particle transport in biological tissues. The method is specifically developed for dose calculations in cancer therapy and for radiological imaging. Generalized Fokker-Planck (GFP) theory [Leakeas and Larsen, Nucl. Sci. Eng. 137 (2001), pp. 236-250] has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is forward-peaked and where there is a sufficient amount of large-angle scattering. We compare grid-based numerical solutions to FP and GFP in realistic medical applications. First, electron dose calculations in heterogeneous parts of the human body are performed. Therefore, accurate electron scattering cross sections are included and their incorporation into our model is extensively described. Second, we solve GFP approximations of the radiative transport equation to investigate reflectance and transmittance of light in biological tissues. All results are compared with either Monte Carlo or discrete-ordinates transport solutions.
FOKKER-PLANCK ANALYSIS OF TRANSVERSE COLLECTIVE INSTABILITIES IN ELECTRON STORAGE RINGS
Energy Technology Data Exchange (ETDEWEB)
Lindberg, R. R.
2017-06-25
We analyze single bunch transverse instabilities due to wakefields using a Fokker-Planck model. We expand on the work of Suzuki [1], writing out the linear matrix equation including chromaticity, both dipolar and quadrupolar transverse wakefields, and the effects of damping and diffusion due to the synchrotron radiation. The eigenvalues and eigenvectors determine the collective stability of the beam, and we show that the predicted threshold current for transverse instability and the profile of the unstable agree well with tracking simulations. In particular, we find that predicting collective stability for high energy electron beams at moderate to large values of chromaticity requires the full Fokker-Planck analysis to properly account for the effects of damping and diffusion due to synchrotron radiation.
Fokker-Planck modeling of current penetration during electron cyclotron current drive
International Nuclear Information System (INIS)
Merkulov, A.; Westerhof, E.; Schueller, F. C.
2007-01-01
The current penetration during electron cyclotron current drive (ECCD) on the resistive time scale is studied with a Fokker-Planck simulation, which includes a model for the magnetic diffusion that determines the parallel electric field evolution. The existence of the synergy between the inductive electric field and EC driven current complicates the process of the current penetration and invalidates the standard method of calculation in which Ohm's law is simply approximated by j-j cd =σE. Here it is proposed to obtain at every time step a self-consistent approximation to the plasma resistivity from the Fokker-Planck code, which is then used in a concurrent calculation of the magnetic diffusion equation in order to obtain the inductive electric field at the next time step. A series of Fokker-Planck calculations including a self-consistent evolution of the inductive electric field has been performed. Both the ECCD power and the electron density have been varied, thus varying the well known nonlinearity parameter for ECCD P rf [MW/m -3 ]/n e 2 [10 19 m -3 ] [R. W. Harvey et al., Phys. Rev. Lett 62, 426 (1989)]. This parameter turns out also to be a good predictor of the synergetic effects. The results are then compared with the standard method of calculations of the current penetration using a transport code. At low values of the Harvey parameter, the standard method is in quantitative agreement with Fokker-Planck calculations. However, at high values of the Harvey parameter, synergy between ECCD and E parallel is found. In the case of cocurrent drive, this synergy leads to the generation of large amounts of nonthermal electrons and a concomitant increase of the electrical conductivity and current penetration time. In the case of countercurrent drive, the ECCD efficiency is suppressed by the synergy with E parallel while only a small amount of nonthermal electrons is produced
Development of parallel Fokker-Planck code ALLAp
International Nuclear Information System (INIS)
Batishcheva, A.A.; Sigmar, D.J.; Koniges, A.E.
1996-01-01
We report on our ongoing development of the 3D Fokker-Planck code ALLA for a highly collisional scrape-off-layer (SOL) plasma. A SOL with strong gradients of density and temperature in the spatial dimension is modeled. Our method is based on a 3-D adaptive grid (in space, magnitude of the velocity, and cosine of the pitch angle) and a second order conservative scheme. Note that the grid size is typically 100 x 257 x 65 nodes. It was shown in our previous work that only these capabilities make it possible to benchmark a 3D code against a spatially-dependent self-similar solution of a kinetic equation with the Landau collision term. In the present work we show results of a more precise benchmarking against the exact solutions of the kinetic equation using a new parallel code ALLAp with an improved method of parallelization and a modified boundary condition at the plasma edge. We also report first results from the code parallelization using Message Passing Interface for a Massively Parallel CRI T3D platform. We evaluate the ALLAp code performance versus the number of T3D processors used and compare its efficiency against a Work/Data Sharing parallelization scheme and a workstation version
Tang, Xian-Zhu; Berk, H. L.; Guo, Zehua; McDevitt, C. J.
2014-03-01
Across a transition layer of disparate plasma temperatures, the high energy tail of the plasma distribution can have appreciable deviations from the local Maxwellian distribution due to the Knudson layer effect. The Fokker-Planck equation for the tail particle population can be simplified in a series of practically useful limiting cases. The first is the approximation of background Maxwellian distribution for linearizing the collision operator. The second is the supra-thermal particle speed ordering of vTi ≪ v ≪ vTe for the tail ions and vTi ≪ vTe ≪ v for the tail electrons. Keeping both the collisional drag and energy scattering is essential for the collision operator to produce a Maxwellian tail distribution. The Fokker-Planck model for following the tail ion distribution for a given background plasma profile is explicitly worked out for systems of one spatial dimension, in both slab and spherical geometry. A third simplification is an expansion of the tail particle distribution using the spherical harmonics, which are eigenfunctions of the pitch angle scattering operator. This produces a set of coupled Fokker-Planck equations that contain energy-dependent spatial diffusion terms in two coordinates (position and energy), which originate from pitch angle scattering in the original Fokker-Planck equation. It is shown that the well-known diffusive Fokker-Planck model is a poor approximation of the two-mode truncation model, which itself has fundamental deficiency compared with the three-mode truncation model. The cause is the lack of even-symmetry representation in pitch dependence in the two-mode truncation model.
Fokker-Planck transport in solid state accelerator concepts
International Nuclear Information System (INIS)
Newberger, B.; Tajima, T.
1989-01-01
Particle transport in a crystalline solid under channeling conditions is considered by means of a Fokker-Planck description. The model includes electron multiple scattering, radiation damping and an accelerating electric field. Analytic solutions have been obtained using a harmonic potential model to describe the channeling forces. These solutions will be described
Fokker-Planck description for the queue dynamics of large tick stocks
Garèche, A.; Disdier, G.; Kockelkoren, J.; Bouchaud, J.-P.
2013-09-01
Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation. Our description explicitly includes state dependence, i.e., the fact that the drift and diffusion depend on the volume present on both sides of the spread. “Jump” events, corresponding to sudden changes of the best limit price, must also be included as birth-death terms in the Fokker-Planck equation. All quantities involved in the equation can be calibrated using high-frequency data on the best quotes. One of our central findings is that the dynamical process is approximately scale invariant, i.e., the only relevant variable is the ratio of the current volume in the queue to its average value. While the latter shows intraday seasonalities and strong variability across stocks and time periods, the dynamics of the rescaled volumes is universal. In terms of rescaled volumes, we found that the drift has a complex two-dimensional structure, which is a sum of a gradient contribution and a rotational contribution, both stable across stocks and time. This drift term is entirely responsible for the dynamical correlations between the ask queue and the bid queue.
A New Fokker-Planck Approach for the Relaxation-driven Evolution of Galactic Nuclei
Vasiliev, Eugene
2017-10-01
We present an approach for simulating the collisional evolution of spherical isotropic stellar systems based on the one-dimensional Fokker-Planck equation. A novel aspect is that we use the phase volume as the argument of the distribution function instead of the traditionally used energy, which facilitates the solution. The publicly available code PhaseFlow implements a high-accuracy finite-element method for the Fokker-Planck equation, and can handle multiple-component systems, optionally with the central black hole and taking into account loss-cone effects and star formation. We discuss the energy balance in the general setting, and in application to the Bahcall-Wolf cusp around a central black hole, for which we derive a perturbative solution. We stress that the cusp is not a steady-state structure, but rather evolves in amplitude while retaining an approximately ρ \\propto {r}-7/4 density profile. Finally, we apply the method to the nuclear star cluster of the milky Way, and illustrate a possible evolutionary scenario in which a two-component system of lighter main-sequence stars and stellar-mass black holes develops a Bahcall-Wolf cusp in the heavier component and a weaker ρ \\propto {r}-3/2 cusp in the lighter, visible component, over the period of several Gyr. The present-day density profile is consistent with the recently detected mild cusp inside the central parsec, and is weakly sensitive to initial conditions.
A fractional Fokker-Planck model for anomalous diffusion
Energy Technology Data Exchange (ETDEWEB)
Anderson, Johan, E-mail: anderson.johan@gmail.com [Department of Earth and Space Sciences, Chalmers University of Technology, SE-412 96 Göteborg (Sweden); Kim, Eun-jin [Department of Mathematics and Statistics, University of Sheffield, Hicks Building, Hounsfield Road, Sheffield S3 7RH (United Kingdom); Moradi, Sara [Ecole Polytechnique, CNRS UMR7648, LPP, F-91128 Palaiseau (France)
2014-12-15
In this paper, we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality of the stable Lévy distribution. The statistical properties of the distribution functions are assessed by a generalized normalized expectation measure and entropy in terms of Tsallis statistical mechanics. We find that the ratio of the generalized entropy and expectation is increasing with decreasing fractionality towards the well known so-called sub-diffusive domain, indicating a self-organising behavior.
New Fokker-Planck derivation of heavy gas models for neutron thermalization
International Nuclear Information System (INIS)
Larsen, E.W.; Williams, M.M.R.
1990-01-01
This paper is concerned with the derivation of new generalized heavy gas models for the infinite medium neutron energy spectrum equation. Our approach is general and can be used to derive improved Fokker-Planck approximations for other types of kinetic equations. In this paper we obtain two distinct heavy gas models, together with estimates for the corresponding errors. The models are shown in a special case to reduce to modified heavy gas models proposed earlier by Corngold (1962). The error estimates show that both of the new models should be more accurate than Corngold's modified heavy gas model, and that the first of the two new models should generally be more accurate than the second. (author)
A Fokker-Planck based kinetic model for diatomic rarefied gas flows
Gorji, M. Hossein; Jenny, Patrick
2013-06-01
A Fokker-Planck based kinetic model is presented here, which also accounts for internal energy modes characteristic for diatomic gas molecules. The model is based on a Fokker-Planck approximation of the Boltzmann equation for monatomic molecules, whereas phenomenological principles were employed for the derivation. It is shown that the model honors the equipartition theorem in equilibrium and fulfills the Landau-Teller relaxation equations for internal degrees of freedom. The objective behind this approximate kinetic model is accuracy at reasonably low computational cost. This can be achieved due to the fact that the resulting stochastic differential equations are continuous in time; therefore, no collisions between the simulated particles have to be calculated. Besides, because of the devised energy conserving time integration scheme, it is not required to resolve the collisional scales, i.e., the mean collision time and the mean free path of molecules. This, of course, gives rise to much more efficient simulations with respect to other particle methods, especially the conventional direct simulation Monte Carlo (DSMC), for small and moderate Knudsen numbers. To examine the new approach, first the computational cost of the model was compared with respect to DSMC, where significant speed up could be obtained for small Knudsen numbers. Second, the structure of a high Mach shock (in nitrogen) was studied, and the good performance of the model for such out of equilibrium conditions could be demonstrated. At last, a hypersonic flow of nitrogen over a wedge was studied, where good agreement with respect to DSMC (with level to level transition model) for vibrational and translational temperatures is shown.
Fokker-Planck theory of electron cyclotron assisted startup and breakdown in Tokamaks
International Nuclear Information System (INIS)
Fidone, I.; Granata, G.
1993-04-01
The kinetic theory of plasma startup in a tokamak in the presence of electron cyclotron resonance heating is discussed. The linear theory of the X-mode and the upper-hybrid converted mode damping in low density and temperature plasmas are first reviewed. Then, the kinetic equation for the electron velocity distribution is considered, which is determined by the perpendicular electron cyclotron quasilinear diffusion operator, the parallel electric field, elastic and inelastic electron-neutral collisions and various losses. Two different time scales, namely the elastic electron-neutral collision time and the much longer ionization time, are identified. Thus a two time scale ordering procedure is legitimated for which the velocity distribution is determined by the quasilinear diffusion and the electron-neutral collision frequency; the ionization rate is computed using the Fokker-Planck solution for the electron velocity distribution
Fokker-Planck simulation study of Alfven eigenmode burst
International Nuclear Information System (INIS)
Todo, Y.; Watanabe, T.; Park, Hyoung-Bin; Sato, T.
2001-01-01
Recurrent bursts of toroidicity-induced Alfven eigenmodes (TAEs) are reproduced with a Fokker-Planck-magnetohydrodynamic simulation where a fast-ion source and slowing down are incorporated self-consistently. The bursts take place at regular time intervals and the behaviors of all the TAEs are synchronized. The fast-ion transport due to TAE activity spatially broadens the classical fast-ion distribution and significantly reduces its peak value. Only a small change of the distribution takes place with each burst, leading to loss of a small fraction of the fast ions. The system stays close to the marginal stability state established through the interplay of the fast-ion source, slowing down, and TAE activity. (author)
International Nuclear Information System (INIS)
Rockstroh, J.M.
1977-01-01
Cosmic-ray electrons generate the observed radio-frequency background. Previous attempts in the literature to reconcile quantitatively the measured radio-frequency intensity with the intensity deduced from the electron spectrum measured at earth have culminated in the problem that to get the respective emissivities to agree, an unacceptably high interstellar B field must be chosen. In the light of new experimental data on the emissivity as deduced from H II region studies and on the functional dependence of the diffusion coefficient with solar radius and particle rigidity, the assumptions under which the electron emissivity comparison has been made have been reexamined closely. The paradox between predicted and measured emissivity was resolved by ascribing to the magnetic fields of the galaxy a distribution of magnetic field strengths. From modified synchrotron formulas, the interstellar electron spectrum has been constructed from the radio frequency emission data with greatly improved precision. The interstellar electron spectrum has been determined independently of the solar modulation and provides, therefore, an estimate of the absolute depth of the electron modulation. Then the measured electron, proton, and helium-nuclei fluxes were systematically compared to the predictions of the spherically symmetric Fokker-Planck equation using the electron modulation as a base. A previously unnoticed non-tracking of the modulation parameters was observed during the recent recovery that did not occur during the 1965 to 1969 period. Although the argument could be presented just as well by attributing the anomaly to the nuclei, the discussion here arbitrarily tailored it to the electrons, and this new phenomenon was named, the modulation reluctance of the cosmic-ray electrons
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
Annunziato, Mario; Borzì , Alfio; Nobile, Fabio; Tempone, Raul
2014-01-01
appropriate assumptions it is shown that the two strategies are equivalent in the case of expected cost functionals, while the FokkerPlanck formalism allows considering a larger class of objectives. To illustrate the connection between the two control
Vlasov-Fokker-Planck modeling of magnetized plasma
International Nuclear Information System (INIS)
Thomas, Alexander
2016-01-01
Understanding the magnetic fields that can develop in high-power-laser interactions with solid-density plasma is important because such fields significantly modify both the magnitude and direction of electron heat fluxes. The dynamics of such fields evidently have consequences for inertial fusion energy applications, as the coupling of the laser beams with the walls or pellet and the development of temperature inhomogeneities are critical to the uniformity of the implosion and potentially the success of, for example, the National Ignition Facility. To study these effects, we used the code Impacta, a two-dimensional, fully implicit, Vlasov-Fokker-Planck code with self-consistent magnetic fields and a hydrodynamic ion model, designed for nanosecond time-scale laser-plasma interactions. Heat-flux effects in Ohm's law under non-local conditions was investigated; physics that is not well captured by standard numerical models but is nevertheless important in fusion-related scenarios. Under such conditions there are numerous interesting physical effects, such as collisional magnetic instabilities, amplification of magnetic fields, re-emergence of non-locality through magnetic convection, and reconnection of magnetic field lines and redistribution of thermal energy. In this project highlights included the first full-scale kinetic simulations of a magnetized hohlraum and the discovery of a new magnetic reconnection mechanism, as well as a completed PhD thesis and the production of a new code for Inertial Fusion research.
Vlasov-Fokker-Planck modeling of magnetized plasma
Energy Technology Data Exchange (ETDEWEB)
Thomas, Alexander [Univ. of Michigan, Ann Arbor, MI (United States)
2016-08-01
Understanding the magnetic fields that can develop in high-power-laser interactions with solid-density plasma is important because such fields significantly modify both the magnitude and direction of electron heat fluxes. The dynamics of such fields evidently have consequences for inertial fusion energy applications, as the coupling of the laser beams with the walls or pellet and the development of temperature inhomogeneities are critical to the uniformity of the implosion and potentially the success of, for example, the National Ignition Facility. To study these effects, we used the code Impacta, a two-dimensional, fully implicit, Vlasov-Fokker-Planck code with self-consistent magnetic fields and a hydrodynamic ion model, designed for nanosecond time-scale laser-plasma interactions. Heat-flux effects in Ohm’s law under non-local conditions was investigated; physics that is not well captured by standard numerical models but is nevertheless important in fusion-related scenarios. Under such conditions there are numerous interesting physical effects, such as collisional magnetic instabilities, amplification of magnetic fields, re-emergence of non-locality through magnetic convection, and reconnection of magnetic field lines and redistribution of thermal energy. In this project highlights included the first full-scale kinetic simulations of a magnetized hohlraum and the discovery of a new magnetic reconnection mechanism, as well as a completed PhD thesis and the production of a new code for Inertial Fusion research.
Taitano, W. T.; Chacón, L.; Simakov, A. N.
2018-07-01
We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we extend the conservative adaptive velocity-space discretization scheme proposed in [Taitano et al., J. Comput. Phys., 318, 391-420, (2016)] to a spatially inhomogeneous system. In this approach, we normalize the velocity-space coordinate to a temporally and spatially varying local characteristic speed per species. We explicitly consider the resulting inertial terms in the Vlasov equation, and derive a discrete formulation that conserves mass, momentum, and energy up to a prescribed nonlinear tolerance upon convergence. Our conservation strategy employs nonlinear constraints to enforce these properties discretely for both the Vlasov operator and the Fokker-Planck collision operator. Numerical examples of varying degrees of complexity, including shock-wave propagation, demonstrate the favorable efficiency and accuracy properties of the scheme.
Fokker-Planck description of the scattering of radio frequency waves at the plasma edge
International Nuclear Information System (INIS)
Hizanidis, Kyriakos; Kominis, Yannis; Tsironis, Christos; Ram, Abhay K.
2010-01-01
In magnetic fusion devices, radio frequency (rf) waves in the electron cyclotron (EC) and lower hybrid (LH) range of frequencies are being commonly used to modify the plasma current profile. In ITER, EC waves are expected to stabilize the neoclassical tearing mode (NTM) by providing current in the island region [R. Aymar et al., Nucl. Fusion 41, 1301 (2001)]. The appearance of NTMs severely limits the plasma pressure and leads to the degradation of plasma confinement. LH waves could be used in ITER to modify the current profile closer to the edge of the plasma. These rf waves propagate from the excitation structures to the core of the plasma through an edge region, which is characterized by turbulence--in particular, density fluctuations. These fluctuations, in the form of blobs, can modify the propagation properties of the waves by refraction. In this paper, the effect on rf due to randomly distributed blobs in the edge region is studied. The waves are represented as geometric optics rays and the refractive scattering from a distribution of blobs is formulated as a Fokker-Planck equation. The scattering can have two diffusive effects--one in real space and the other in wave vector space. The scattering can modify the trajectory of rays into the plasma and it can affect the wave vector spectrum. The refraction of EC waves, for example, could make them miss the intended target region where the NTMs occur. The broadening of the wave vector spectrum could broaden the wave generated current profile. The Fokker-Planck formalism for diffusion in real space and wave vector space is used to study the effect of density blobs on EC and LH waves in an ITER type of plasma environment. For EC waves the refractive effects become important since the distance of propagation from the edge to the core in ITER is of the order of a meter. The diffusion in wave vector space is small. For LH waves the refractive effects are insignificant but the diffusion in wave vector space is
Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.
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.
Feedback-induced bistability of an optically levitated nanoparticle: A Fokker-Planck treatment
Ge, Wenchao; Rodenburg, Brandon; Bhattacharya, M.
2016-08-01
Optically levitated nanoparticles have recently emerged as versatile platforms for investigating macroscopic quantum mechanics and enabling ultrasensitive metrology. In this paper we theoretically consider two damping regimes of an optically levitated nanoparticle cooled by cavityless parametric feedback. Our treatment is based on a generalized Fokker-Planck equation derived from the quantum master equation presented recently and shown to agree very well with experiment [B. Rodenburg, L. P. Neukirch, A. N. Vamivakas, and M. Bhattacharya, Quantum model of cooling and force sensing with an optically trapped nanoparticle, Optica 3, 318 (2016), 10.1364/OPTICA.3.000318]. For low damping, we find that the resulting Wigner function yields the single-peaked oscillator position distribution and recovers the appropriate energy distribution derived earlier using a classical theory and verified experimentally [J. Gieseler, R. Quidant, C. Dellago, and L. Novotny, Dynamic relaxation of a levitated nanoparticle from a non-equilibrium steady state, Nat. Nano. 9, 358 (2014), 10.1038/nnano.2014.40]. For high damping, in contrast, we predict a double-peaked position distribution, which we trace to an underlying bistability induced by feedback. Unlike in cavity-based optomechanics, stochastic processes play a major role in determining the bistable behavior. To support our conclusions, we present analytical expressions as well as numerical simulations using the truncated Wigner function approach. Our work opens up the prospect of developing bistability-based devices, characterization of phase-space dynamics, and investigation of the quantum-classical transition using levitated nanoparticles.
Analysis of unexpected exits using the Fokker - Planck equation
Herwaarden, van O.A.
1996-01-01
In this thesis exit problems are considered for stochastic dynamical systems with small random fluctuations. We study exit from a domain in the state space through a boundary, or a specified part of the boundary, that is unattainable in the underlying deterministic system. We analyze
Automatic mesh refinement and parallel load balancing for Fokker-Planck-DSMC algorithm
Küchlin, Stephan; Jenny, Patrick
2018-06-01
Recently, a parallel Fokker-Planck-DSMC algorithm for rarefied gas flow simulation in complex domains at all Knudsen numbers was developed by the authors. Fokker-Planck-DSMC (FP-DSMC) is an augmentation of the classical DSMC algorithm, which mitigates the near-continuum deficiencies in terms of computational cost of pure DSMC. At each time step, based on a local Knudsen number criterion, the discrete DSMC collision operator is dynamically switched to the Fokker-Planck operator, which is based on the integration of continuous stochastic processes in time, and has fixed computational cost per particle, rather than per collision. In this contribution, we present an extension of the previous implementation with automatic local mesh refinement and parallel load-balancing. In particular, we show how the properties of discrete approximations to space-filling curves enable an efficient implementation. Exemplary numerical studies highlight the capabilities of the new code.
Energy Technology Data Exchange (ETDEWEB)
Salmon, J [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires; Faculte des Sciences de Caen, 14 (France)
1961-07-01
The author examines the problem of the return to equilibrium of a particle in a plasma and completely explains Fokker-Planck equation. After that, he studies the possibility of interpreting the return of the test particle to Maxwellian distribution, using the development - which is obtained. He discusses the validity limits of the Rosenbluth, MacDonald and Judd approximation. (author) [French] Examinant le probleme du retour a l'equilibre d'une particule test au sein d'un plasma en equilibre, l'auteur cherche a expliciter completement l'expression de l'operateur de Fokker-Planck. Il etudie ensuite les conditions de coherence, c'est-a-dire la possibilite pour le developpement obtenu de traduire le retour de la particule test a l'etat maxwellien et discute des limites de validite de la formule de 'Rosenbluth, Mac Donald et Judd'. (auteur)
Madadi-Kandjani, E.; Fox, R. O.; Passalacqua, A.
2017-06-01
An extended quadrature method of moments using the β kernel density function (β -EQMOM) is used to approximate solutions to the evolution equation for univariate and bivariate composition probability distribution functions (PDFs) of a passive scalar for binary and ternary mixing. The key element of interest is the molecular mixing term, which is described using the Fokker-Planck (FP) molecular mixing model. The direct numerical simulations (DNSs) of Eswaran and Pope ["Direct numerical simulations of the turbulent mixing of a passive scalar," Phys. Fluids 31, 506 (1988)] and the amplitude mapping closure (AMC) of Pope ["Mapping closures for turbulent mixing and reaction," Theor. Comput. Fluid Dyn. 2, 255 (1991)] are taken as reference solutions to establish the accuracy of the FP model in the case of binary mixing. The DNSs of Juneja and Pope ["A DNS study of turbulent mixing of two passive scalars," Phys. Fluids 8, 2161 (1996)] are used to validate the results obtained for ternary mixing. Simulations are performed with both the conditional scalar dissipation rate (CSDR) proposed by Fox [Computational Methods for Turbulent Reacting Flows (Cambridge University Press, 2003)] and the CSDR from AMC, with the scalar dissipation rate provided as input and obtained from the DNS. Using scalar moments up to fourth order, the ability of the FP model to capture the evolution of the shape of the PDF, important in turbulent mixing problems, is demonstrated. Compared to the widely used assumed β -PDF model [S. S. Girimaji, "Assumed β-pdf model for turbulent mixing: Validation and extension to multiple scalar mixing," Combust. Sci. Technol. 78, 177 (1991)], the β -EQMOM solution to the FP model more accurately describes the initial mixing process with a relatively small increase in computational cost.
On the Fokker-Planck theory of electron three-body recombination
International Nuclear Information System (INIS)
Sayasov, Yu. S.
1977-01-01
The Fokker-Planck theory of electron three-body recombination based on the concept of electron diffusion along the energy scale in the excited hydrogen-like atoms formed in the recombining plasmas, is extended in several respects. 1) An universal formula for population distribution of the excited atoms in strongly ionized plasmas was found under a sole assumption, that the cross-sections for the inelastic atom-electron collisions are governed by the classical impulse approximation. 2) A general Fokker-Planck theory of the recombination in a slightly ionized, two-temperature plasmas was formulated. The recombination coefficients for such plasmas were shown to possess some peculiar properties in case the electronic temperature differs appreciable from the atomic one. A few limitations of the existing schemas for calculation of the recombination kinetics are briefly discussed. (orig.) [de
Quasilinear simulation of auroral kilometric radiation by a relativistic Fokker-Planck code
International Nuclear Information System (INIS)
Matsuda, Y.
1991-01-01
An intense terrestrial radiation called the auroral kilometric radiation (AKR) is believed to be generated by cyclotron maser instability. We study a quasilinear evolution of this instability by means of a two-dimensional relativistic Fokker-Planck code which treats waves and distributions self-consistently, including radiation loss and electron source and sink. We compare the distributions and wave amplitude with spacecraft observations to elucidate physical processes involved. 3 refs., 1 fig
Collective motions and non-polynomial lagrangians in Fokker-Planck dynamics
International Nuclear Information System (INIS)
Spina, A.; Vucetich, H.
1986-04-01
A method based on the ideas of collective motion is applied to Fokker-Planck dynamics. The usual diagramatic techniques used in stochastic dynamics are enlarged in order to deal with the non-polynomial Lagrangians that appear in the theory. The technique is tested and applied to the case of a self-sustained sinusoidal oscillator whose statistical behaviour is well understood: the Poincare oscillator. (author)
An application of the ideas of collective motion to Fokker-Planck dynamics
International Nuclear Information System (INIS)
Spina, A.
1985-08-01
The implementation of ideas and techniques of field theory to statistical physics have proved invaluable both in deepening our understanding in this second area and as a powerful computational tool. In this paper we analyze some aspects of the application to Fokker-Planck dynamics for the case of self-sustained oscillators driven by white noise of a concept that has been found fruitful in quantum field theory, namely the collective coordinate method. (author)
International Nuclear Information System (INIS)
Barber, D.P.; Heinemann, K.; Mais, H.; Ripken, G.
1991-12-01
In the following report we investigate stochastic particle motion in electron-positron storage ring in the framework of a Fokker-Planck treatment. The motion is described by using the canonical variables χ, p χ , z, p z , σ = s - cxt, p σ = ΔE/E 0 of the fully six-dimensional formalism. Thus synchrotron- and betatron-oscillations are treated simultaneously taking into account all kinds of coupling (synchro-betatron coupling and the coupling of the betatron oscillations by skew quadrupoles and solenoids). In order to set up the Fokker-Planck equation, action-angle variables of the linear coupled motion are introduced. The averaged dimensions of the bunch, resulting from radiation damping of the synchro-betatron oscillations and from an excitation of these oscillations by quantum fluctuations, are calculated by solving the Fokker-Planck equation. The surfaces of constant density in the six-dimensional phase space, given by six-dimensional ellipsoids, are determined. It is shown that the motion of such an ellipsoid under the influence of external fields can be described by six generating orbit vectors which may be combined into a six-dimenional matrix B(s). This 'bunch-shape matrix', B(s), contains complete information about the configuration of the bunch. Classical spin diffusion in linear approximation has also been included so that the dependence of the polarization vector on the orbital phase space coordinates can be studied and another derivation of the linearized depolarization time obtained. (orig.)
3-D Ray-tracing and 2-D Fokker-Planck Simulations of Radiofrequency Application to Tokamak Plasmas
International Nuclear Information System (INIS)
Cardinali, A.; Paoletti, F.; Bernabei, S.
1999-01-01
A state of the art numerical tool has been developed to simulate the propagation and the absorption of coexisting different types of waves in a tokamak geometry. The code includes a numerical solution of the three-dimensional (R, Z, Φ) toroidal wave equation for the electric field of the different waves in the WKBJ approximation. At each step of integration, the two-dimensional (v parallel, v perpendicular) Fokker-Planck equation is solved in the presence of quasilinear diffusion coefficients. The electron Landau damping of the waves is modeled taking into account the interaction of the wave electric fields with the quasilinearly modified distribution function. Consistently, the code calculates the radial profiles of non-inductively generated current densities, the transmitted power traces and the total power damping curves. Synergistic effects among the different type of waves (e.g., lower hybrid and ion Bernstein waves) are studied through the separation of the contributions of the single wave from the effects due to their coexistence
FOKN: a relativistic Fokker-Planck code with large angle scattering and radiation losses
International Nuclear Information System (INIS)
Zimmerman, G.; Scharlemann, T.; Wood, L.; Weaver, T.; Chu, T.; Lee, G.
1976-07-01
FOKN is a computer code which employs a relativistic Fokker-Planck algorithm to evolve the distribution functions of the various mutually interacting components of a multi-species plasma forward in time, with the optional addition of high angle, large energy and momentum transfer interactions between the various charged species of the plasma. As a computational expediency, the latter processes are handled by transfer matrices which are generated separately by another code, RNUX, so that once specific transfer matrices are generated, they can be used over and over by FOKN provided the group structures are compatible
Fokker-Planck Modelling of Delayed Loss of Charged Fusion Products in TFTR
International Nuclear Information System (INIS)
Edenstrasser, J.W.; Goloborod'ko, V.Ya.; Reznik, S.N.; Yavorskij, V.A.; Zweben, S.
1998-01-01
The results of a Fokker-Planck simulation of the ripple-induced loss of charged fusion products in the Tokamak Fusion Test Reactor (TFTR) are presented. It is shown that the main features of the measured ''delayed loss'' of partially thermalized fusion products, such as the differences between deuterium-deuterium and deuterium-tritium discharges, the plasma current and major radius dependencies, etc., are in satisfactory agreement with the classical collisional ripple transport mechanism. The inclusion of the inward shift of the vacuum flux surfaces turns out to be necessary for an adequate and consistent explanation of the origin of the partially thermalized fusion product loss to the bottom of TFTR
Fokker--Planck/transport analyses of fusion plasmas in contemporary beam-driven tokamaks
International Nuclear Information System (INIS)
Mirin, A.A.; McCoy, M.G.; Killeen, J.; Rensink, M.E.; Shumaker, D.E.; Jassby, D.L.; Post, D.E.
1978-04-01
The properties of deuterium plasmas in experimental tokamaks heated and fueled by intense neutral-beam injection are evaluated with a Fokker-Planck/radial transport code coupled with a Monte Carlo neutrals treatment. Illustrative results are presented for the Poloidal Divertor Experiment at PPPL as a function of beam power and plasma recycling coefficient, R/sub c/. When P/sub beam/ = 8 MW at E/sub b/ = 60 keV, and R/sub c/ = 0.2, then approximately 0.5, [ 2 / 3 ] = 22 keV approximately 6 , and the D-D neutron intensity is 10 16 n/sec
International Nuclear Information System (INIS)
Frank, T D
2009-01-01
Using a nonlinear Fokker-Planck perspective we re-formulate the linear discrepancy model proposed by Boster and colleagues that describes the emergence of risky shifts during group decision making. Analytical expressions for the stationary case are derived and risky shifts are obtained by Monte Carlo simulations. Striking similarities with the Kuramoto model for group synchronization are pointed out
Fokker-Planck simulations of knock-on electron runaway avalanche and bursts in tokamaks
International Nuclear Information System (INIS)
Chiu, S.C.; Rosenbluth, M.N.; Harvey, R.W.; Chan, V.S.
1998-01-01
The avalanche of runaway electrons in an ohmic tokamak plasma triggered by knock-on collisions of traces of energetic electrons with the bulk electrons is simulated by the bounce averaged Fokker-Planck code, CQL3D. It is shown that even when the electric field is small for the production of Dreicer runaways, the knock-on collisions can produce significant runaway electrons in a fraction of a second at typical reactor parameters. The energy spectrum of these knock-on runaways has a characteristic temperature. The growth rate and temperature of the runaway distribution are determined and compared with theory. In simulations of pellet injection into high temperature plasmas, it is shown that a burst of Dreicer runaways may also occur depending on the cooling rate due to the pellet injection. Implications of these phenomena on disruption control in reactor plasmas are discussed. (author)
Fokker-Planck simulation of runaway electron generation in disruptions with the hot-tail effect
Energy Technology Data Exchange (ETDEWEB)
Nuga, H., E-mail: nuga@p-grp.nucleng.kyoto-u.ac.jp; Fukuyama, A. [Department of Engineering, Kyoto University, Kyoto 615-8540 (Japan); Yagi, M. [National Institutes for Quantum and Radiological Science and Technology, Aomori 039-3212 (Japan)
2016-06-15
To study runaway electron generation in disruptions, we have extended the three-dimensional (two-dimensional in momentum space; one-dimensional in the radial direction) Fokker-Planck code, which describes the evolution of the relativistic momentum distribution function of electrons and the induced toroidal electric field in a self-consistent manner. A particular focus is placed on the hot-tail effect in two-dimensional momentum space. The effect appears if the drop of the background plasma temperature is sufficiently rapid compared with the electron-electron slowing down time for a few times of the pre-quench thermal velocity. It contributes to not only the enhancement of the primary runaway electron generation but also the broadening of the runaway electron distribution in the pitch angle direction. If the thermal energy loss during the major disruption is assumed to be isotropic, there are hot-tail electrons that have sufficiently large perpendicular momentum, and the runaway electron distribution becomes broader in the pitch angle direction. In addition, the pitch angle scattering also yields the broadening. Since the electric field is reduced due to the burst of runaway electron generation, the time required for accelerating electrons to the runaway region becomes longer. The longer acceleration period makes the pitch-angle scattering more effective.
Loading, absorption, and Fokker-Planck calculations for upcoming ICRF experiments on ATF
International Nuclear Information System (INIS)
Shepard, T.D.; Carter, M.D.; Goulding, R.H.; Kwon, M.
1989-01-01
ICRF experiments on ATF at the 100-kW level are planned for the current 1989 operating period. These plans include the 2ω/sub cH/ regime at f/sub RF/ = 28.88 MHz, D(H) at 14.44 MHz, and 4 He( 3 He) and D( 3 He) at 9.63 MHz. ECH target plasmas have n/sub eO/ /approxreverse arrowlt/ 0.15 /times/ 10 20 m/sup /minus/3/ and B = 0.95 T. The density and temperature profiles obtained are broader than those from 1988, owing to recent field error corrections. The values used for target-plasma parameters in the calculations were taken from initial 1989 ATF data. Loading and absorption calculations have been performed using the 3D RF heating code ORION with a helically symmetric equilibrium, and Fokker-Planck calculations were performed using the steady-state code RFTRANS with two velocity dimensions and one spatial dimension. 6 refs., 3 figs
A Priori Regularity of Parabolic Partial Differential Equations
Berkemeier, Francisco
2018-01-01
In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular
Dull, J. D.; Cohn, H. N.; Lugger, P. M.; Murphy, B. W.; Seitzer, P. O.; Callanan, P. J.; Rutten, R. G. M.; Charles, P. A.
2003-03-01
It has recently come to our attention that there are axis scale errors in three of the figures presented in Dull et al. (1997, hereafter D97). This paper presented Fokker-Planck models for the collapsed-core globular cluster M15 that include a dense, centrally concentrated population of neutron stars and massive white dwarfs. These models do not include a central black hole. Figure 12 of D97, which presents the predicted mass-to-light profile, is of particular interest, since it was used by Gerssen et al. (2002) as an input to their Jeans equation analysis of the Hubble Space Telescope (HST) STIS velocity measurements reported by van der Marel et al. (2002). On the basis of the original, incorrect version of Figure 12, Gerssen et al. (2002) concluded that the D97 models can fit the new data only with the addition of an intermediate-mass black hole. However, this is counter to our previous finding, shown in Figure 6 of D97, that the Fokker-Planck models predict the sort of moderately rising velocity dispersion profile that Gerssen et al. (2002) infer from the new data. Baumgardt et al. (2003) have independently noted this apparent inconsistency. We appreciate the thoughtful cooperation of Roeland van der Marel in resolving this issue. Using our corrected version of Figure 12 (see below), Gerssen et al. (2003) now find that the velocity dispersion profile that they infer from the D97 mass-to-light ratio profile is entirely consistent with the velocity dispersion profile presented in Figure 6 of D97. Gerssen et al. (2003) further find that there is no statistically significant difference between the fit to the van der Marel et al. (2002) velocity measurements provided by the D97 intermediate-phase model and that provided by their model, which supplements this D97 model with a 1.7+2.7-1.7×103Msolar black hole. Thus, the choice between models with and without black holes will require additional model predictions and observational tests. We present corrected versions of
A Simple Stochastic Differential Equation with Discontinuous Drift
DEFF Research Database (Denmark)
Simonsen, Maria; Leth, John-Josef; Schiøler, Henrik
2013-01-01
In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the Euler-Maruyama method approximates a candidate density...... function based on the stationary Fokker-Planck equation. Furthermore, we introduce a smooth function which approximates the discontinuous drift and apply the Euler-Maruyama method and the Fokker-Planck equation with this input. The point of departure for this work is a particular SDE with discontinuous...
International Nuclear Information System (INIS)
Debosscher, A.F.; Dutre, W.L.
1979-01-01
The paper deals with the exact stochastic analysis of the low-frequency neutron density fluctuations in an on-off controlled nuclear power reactor without delayed neutrons and perturbed by Gaussian white reactivity noise. The stochastic process, being Markovian, is completely characterized by its first-order probability density function (pdf) and the transition pdf. The first-order pdf is the normalized solution to the time-independent Fokker--Planck equation (FPE). Using this pdf, a general expression for the moments is obtained. The conditions for stochastic stability in probability, in the mean, and in the mean-square are derived. The time-dependent FPE is solved using the Laplace transform technique, which results in four distinct expressions for the transition pdf, according to the relative magnitude of initial and final reactor power with respect to the regulator level. After Laplace inversion, a physical interpretation of the controller's effect on the stochastic process becomes possible. Finally, making use of the obtained pdf's, the spectral density of the reactor power fluctuations is calculated
Directory of Open Access Journals (Sweden)
Petrov Yuri V.
2017-01-01
Full Text Available The bounce-average (BA finite-difference Fokker-Planck (FP code CQL3D [1,2] now includes the essential physics to describe the RF heating of Finite-Orbit-Width (FOW ions in tokamaks. The FP equation is reformulated in terms of Constants-Of-Motion coordinates, which we select to be particle speed, pitch angle, and major radius on the equatorial plane thus obtaining the distribution function directly at this location. Full-orbit, low collisionality neoclassical radial transport emerges from averaging the local friction and diffusion coefficients along guiding center orbits. Similarly, the BA of local quasilinear RF diffusion terms gives rise to additional radial transport. The local RF electric field components needed for the BA operator are usually obtained by a ray-tracing code, such as GENRAY, or in conjunction with full-wave codes. As a new, practical application, the CQL3D-FOW version is used for simulation of alpha-particle heating by high-harmonic waves in ITER. Coupling of high harmonic or helicon fast waves power to electrons is a promising current drive (CD scenario for high beta plasmas. However, the efficiency of current drive can be diminished by parasitic channeling of RF power into fast ions, such as alphas, through finite Larmor-radius effects. We investigate possibilities to reduce the fast ion heating in CD scenarios.
International Nuclear Information System (INIS)
Bizarro, J.P.; Peysson, Y.; Bonoli, P.T.; Carrasco, J.; Dudok de Wit, T.; Fuchs, V.; Hoang, G.T.; Litaudon, X.; Moreau, D.; Pocheau, C.; Shkarofsky, I.P.
1993-04-01
A detailed investigation is presented on the ability of combined ray-tracing and Fokker-Planck calculations to predict the hard x-ray (HXR) emission during lower-hybrid (LH) current drive in tokamaks when toroidally induced-ray-stochasticity is important. A large number of rays is used and the electron distribution function is obtained by self-consistently iterating the appropriate LH power deposition and Fokker-Planck calculations. Most of the experimentally observed features of the HXR emission are correctly predicted. It is found that corrections due to radial diffusion of suprathermal electrons and to radiation scattering by the inner wall can be significant
Stochastic processes and applications diffusion processes, the Fokker-Planck and Langevin equations
Pavliotis, Grigorios A
2014-01-01
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to eq...
The Dynamics of M15: Observations of the Velocity Dispersion Profile and Fokker-Planck Models
Dull, J. D.; Cohn, H. N.; Lugger, P. M.; Murphy, B. W.; Seitzer, P. O.; Callanan, P. J.; Rutten, R. G. M.; Charles, P. A.
1997-05-01
We report a new measurement of the velocity dispersion profile within 1' (3 pc) of the center of the globular cluster M15 (NGC 7078), using long-slit spectra from the 4.2 m William Herschel Telescope at La Palma Observatory. We obtained spatially resolved spectra for a total of 23 slit positions during two observing runs. During each run, a set of parallel slit positions was used to map out the central region of the cluster; the position angle used during the second run was orthogonal to that used for the first. The spectra are centered in wavelength near the Ca II infrared triplet at 8650 Å, with a spectral range of about 450 Å. We determined radial velocities by cross-correlation techniques for 131 cluster members. A total of 32 stars were observed more than once. Internal and external comparisons indicate a velocity accuracy of about 4 km s-1. The velocity dispersion profile rises from about σ = 7.2 +/- 1.4 km s-1 near 1' from the center of the cluster to σ = 13.9 +/- 1.8 km s-1 at 20". Inside of 20", the dispersion remains approximately constant at about 10.2 +/- 1.4 km s-1 with no evidence for a sharp rise near the center. This last result stands in contrast with that of Peterson, Seitzer, & Cudworth who found a central velocity dispersion of 25 +/- 7 km s-1, based on a line-broadening measurement. Our velocity dispersion profile is in good agreement with those determined in the recent studies of Gebhardt et al. and Dubath & Meylan. We have developed a new set of Fokker-Planck models and have fitted these to the surface brightness and velocity dispersion profiles of M15. We also use the two measured millisecond pulsar accelerations as constraints. The best-fitting model has a mass function slope of x = 0.9 (where 1.35 is the slope of the Salpeter mass function) and a total mass of 4.9 × 105 M⊙. This model contains approximately 104 neutron stars (3% of the total mass), the majority of which lie within 6" (0.2 pc) of the cluster center. Since the
International Nuclear Information System (INIS)
Takeda, T.; Mima, K.; Norimatsu, T.; Nagatomo, H.; Nishiguchi, A.
2003-01-01
It is proposed that a thick foam layer on a plastic capsule of fusion pellet is effective not only for reducing the initial imprint, but also for solving the melting problem of cryogenic deuterium-tritium layer, in a reactor chamber. Investigated are the dependences of gain, thermal insulation for preventing the melting, and imprint mitigation of a foam-buffered target on the foam layer thickness. The imprint mitigation, the Rayleigh-Taylor growth factor and the fusion gain of a foam-buffered target are evaluated by the hydrodynamic implosion code HIMICO [A. Nishiguchi et al., Phys. Fluids B 4, 417 (1992)], which includes a Fokker-Planck transport code. As the result, it is found that high gain can be achieved by the foam-buffered target together with thermal insulation and imprint mitigation
Hizanidis, Kyriakos; Vlahos, L.; Polymilis, C.
1989-01-01
The relativistic motion of an ensemble of electrons in an intense monochromatic electromagnetic wave propagating obliquely in a uniform external magnetic field is studied. The problem is formulated from the viewpoint of Hamiltonian theory and the Fokker-Planck-Kolmogorov approach analyzed by Hizanidis (1989), leading to a one-dimensional diffusive acceleration along paths of constant zeroth-order generalized Hamiltonian. For values of the wave amplitude and the propagating angle inside the analytically predicted stochastic region, the numerical results suggest that the diffusion probes proceeds in stages. In the first stage, the electrons are accelerated to relatively high energies by sampling the first few overlapping resonances one by one. During that stage, the ensemble-average square deviation of the variable involved scales quadratically with time. During the second stage, they scale linearly with time. For much longer times, deviation from linear scaling slowly sets in.
International Nuclear Information System (INIS)
Yan-Mei, Kang; Yao-Lin, Jiang
2008-01-01
To explore the influence of anomalous diffusion on stochastic resonance (SR) more deeply and effectively, the method of moments is extended to subdiffusive overdamped bistable fractional Fokker-Planck systems for calculating the long-time linear dynamic response. It is found that the method of moments attains high accuracy with the truncation order N = 10, and in normal diffusion such obtained spectral amplification factor (SAF) of the first-order harmonic is also confirmed by stochastic simulation. Observing the SAF of the odd-order harmonics we find some interesting results, i.e. for smaller driving frequency the decrease of sub diffusion exponent inhibits the stochastic resonance (SR), while for larger driving frequency the decrease of sub diffusion exponent enhances the second SR peak, but the first one vanishes and a double SR is induced in the third-order harmonic at the same time. These observations suggest that the anomalous diffusion has important influence on the bistable dynamics
Boghosian, Bruce M.; Devitt-Lee, Adrian; Johnson, Merek; Li, Jie; Marcq, Jeremy A.; Wang, Hongyan
2017-06-01
The ;Yard-Sale Model; of asset exchange is known to result in complete inequality-all of the wealth in the hands of a single agent. It is also known that, when this model is modified by introducing a simple model of redistribution based on the Ornstein-Uhlenbeck process, it admits a steady state exhibiting some features similar to the celebrated Pareto Law of wealth distribution. In the present work, we analyze the form of this steady-state distribution in much greater detail, using a combination of analytic and numerical techniques. We find that, while Pareto's Law is approximately valid for low redistribution, it gives way to something more similar to Gibrat's Law when redistribution is higher. Additionally, we prove in this work that, while this Pareto or Gibrat behavior may persist over many orders of magnitude, it ultimately gives way to gaussian decay at extremely large wealth. Also in this work, we introduce a bias in favor of the wealthier agent-what we call Wealth-Attained Advantage (WAA)-and show that this leads to the phenomenon of ;wealth condensation; when the bias exceeds a certain critical value. In the wealth-condensed state, a finite fraction of the total wealth of the population ;condenses; to the wealthiest agent. We examine this phenomenon in some detail, and derive the corresponding modification to the Fokker-Planck equation. We observe a second-order phase transition to a state of coexistence between an oligarch and a distribution of non-oligarchs. Finally, by studying the asymptotic behavior of the distribution in some detail, we show that the onset of wealth condensation has an abrupt reciprocal effect on the character of the non-oligarchical part of the distribution. Specifically, we show that the above-mentioned gaussian decay at extremely large wealth is valid both above and below criticality, but degenerates to exponential decay precisely at criticality.
Full-wave and Fokker Planck analysis of ICRF heating experiments in the Alcator C-Mod tokamak
International Nuclear Information System (INIS)
Bonoli, P.T.; Golovato, S.; Porkolab, M.; Takase, Y.
1996-01-01
The Alcator C-Mod device is a high field, high density, shaped tokamak with parameters a = 0.22 m, R 0 = 0.67 m, B 0 ≤ 9.0 T, κ ≤ 1.8, δ ≤ 0.8, and 1.0 x 10 20 m -3 n e (0) ≤ 1.0 x 10 21 m -3 . Four megawatt of ICRF power is available at 80 MHz. The wide operating range in magnetic field makes several heating schemes possible: (i) Second harmonic heating of hydrogen (f 0 = 2f CH ) at 2.6 T in (D-H); (ii) Fundamental heating of (H) (f 0 = f CH ) at 5.3T in a D-(H) plasma; and (iii) Fundamental heating of ( 3 He) (f 0 = f C 3 He ) at 7.9 T in a D-( 3 He) plasma. The most successful heating regime to date has been (H)-minority heating at 5.3 T. Pellet enhanced performance (PEP) modes have also been achieved in C-Mod in D-(H) at 5.3 T and in D-( 3 He) at 7.9 T, with a combination of intense ICRF heating and Li-pellet injection. A variety of numerical models are used to analyze these heating schemes. A 1-D full-wave code (FELICE) is used to study open-quotes single passclose quotes damping of the ICRF wavefront and damping of mode-converted ion Bernstein waves. A toroidal full-wave code (FISIC) is used to study interference and focussing effects of the ICRF waves as well as damping of the ICRF power upon multiple passes of the ICRF wavefront. A combined bounce averaged Fokker Planck and toroidal full-wave code (FPPRF) is used to study the ion tail formation, orbit losses, and the power partition of the ICRF tail to the background electrons and ions. Full-wave and Fokker Planck analyses confirm the strong single pass absorption of the ICRF power in D-(H) at 5.3 T. Analysis of PEP-mode plasmas in D-( 3 He) indicates improved wave focussing and 3 He-cyclotron absorption of the ICRF waves relative to L-mode. A dramatic increase in the transfer of 3 He tail power to the background deuterium is also found for PEP-mode plasmas
International Nuclear Information System (INIS)
Almeida Ferreira, A.C. de.
1984-01-01
For problems with azimuthal symmetry in velocity space, the distribution function depends only on the speed and on the pitch angle. The angular dependence of the distribution function is expanded in Legendre polynomials, and the expansions of the collision integrals describing two-body Coulomb interactions in a plasma are determined through the use of the Rosenbluth potentials. The electron distribution function is written as a Maxwellian plus a deviation, and the representation in Legendre polynomials of the electron-electron collision term is given for both its linear and nonlinear part. To determine the representation of the electron-ion collision term it is assumed that the ion distribution is much narrower in velocity space than the electron distribution, and shifted from the origin by a flow velocity. The equations are presented in a form that is suitable for their use in a computer. (Author) [pt
International Nuclear Information System (INIS)
Cohendet, O.
1989-01-01
We consider a quantum system with a finite number N of states and we show that a Markov process evolving in an 'extended' discrete phase can be associated with the discrete Wigner function of the system. This Wigner function is built using the Weyl quantization procedure on the group Z N xZ N . Moreover we can use this process to compute the quantum mean values as probabilistic expectations of functions of this process. This probabilistic formulation can be seen as a stochastic mechanics in phase space. (orig.)
Strong plasma shock structures based on the Navier--Stokes equations
International Nuclear Information System (INIS)
Abe, K.
1975-01-01
The structure of a plasma collisional shock wave is examined on the basis of the Navier--Stokes equations and simultaneously on the basis of the Fokker--Planck equation. The resultant structures are compared to check the validity of the Navier--Stokes equations applied to the structures of strong shock waves. The Navier--Stokes equations give quite correct structures for weak shock waves. For the strong shock waves, the detailed structures obtained from the Navier--Stokes equations differ from the results of the Fokker--Planck equation, but the shock thicknesses of the two shock waves are in relatively close agreement
Hager, Robert; Yoon, E. S.; Ku, S.; D'Azevedo, E. F.; Worley, P. H.; Chang, C. S.
2015-11-01
We describe the implementation, and application of a time-dependent, fully nonlinear multi-species Fokker-Planck-Landau collision operator based on the single-species work of Yoon and Chang [Phys. Plasmas 21, 032503 (2014)] in the full-function gyrokinetic particle-in-cell codes XGC1 [Ku et al., Nucl. Fusion 49, 115021 (2009)] and XGCa. XGC simulations include the pedestal and scrape-off layer, where significant deviations of the particle distribution function from a Maxwellian can occur. Thus, in order to describe collisional effects on neoclassical and turbulence physics accurately, the use of a non-linear collision operator is a necessity. Our collision operator is based on a finite volume method using the velocity-space distribution functions sampled from the marker particles. Since the same fine configuration space mesh is used for collisions and the Poisson solver, the workload due to collisions can be comparable to or larger than the workload due to particle motion. We demonstrate that computing time spent on collisions can be kept affordable by applying advanced parallelization strategies while conserving mass, momentum, and energy to reasonable accuracy. We also show results of production scale XGCa simulations in the H-mode pedestal and compare to conventional theory. Work supported by US DOE OFES and OASCR.
Fokker-Planck code for the quasi-linear absorption of electron cyclotron waves in a tokamak plasma
International Nuclear Information System (INIS)
Meyer, R.L.; Giruzzi, G.; Krivenski, V.
1986-01-01
We present the solution of the kinetic equation describing the quasi-linear evolution of the electron momentum distribution function under the influence of the electron cyclotron wave absorption. Coulomb collisions and the dc electric field in a tokamak plasma. The solution of the quasi-linear equation is obtained numerically using a two-dimensional initial value code following an ADI scheme. Most emphasis is given to the full non-linear and self-consistent problem, namely, the wave amplitude is evaluated at any instant and any point in space according to the actual damping. This is necessary since wave damping is a very sensitive function of the slope of the local momentum distribution function because the resonance condition relates the electron momentum to the location of wave energy deposition. (orig.)
Reduced kinetic equations: An influence functional approach
International Nuclear Information System (INIS)
Wio, H.S.
1985-01-01
The author discusses a scheme for obtaining reduced descriptions of multivariate kinetic equations based on the 'influence functional' method of Feynmann. It is applied to the case of Fokker-Planck equations showing the form that results for the reduced equation. The possibility of Markovian or non-Markovian reduced description is discussed. As a particular example, the reduction of the Kramers equation to the Smoluchwski equation in the limit of high friction is also discussed
International Nuclear Information System (INIS)
Catto, P.J.; Myra, J.R.; Russell, D.A.
1994-01-01
The off-axis quasilinear fast wave minority heating description of Catto and Myra [Phys. Fluids B 4, 187 (1992)] has been improved and implemented in a code which solves the combined quasilinear and collision operator equation for the minority distribution function. Geometrical complications of a minority resonance nearly tangent to a flux surface in the presence of trapped as well as passing particles are retained. The tangency interactions alter the moments and the fusion reaction rate parameter in a model which explores heating on a single flux surface. The strong tangency interactions enhance the more familiar interactions due to trapped particles turning in the vicinity of the minority resonance. An asymmetry in off-axis heating effects occurs because heating on the low field side of the magnetic axis heats more trapped particles than high field side heating. This asymmetry is responsible for the better performance of the low field side case relative to the high and on-axis cases and provides some control over the power absorbed by and the energy stored in the trapped particles
Energy Technology Data Exchange (ETDEWEB)
Etim, E; Basili, C [Rome Univ. (Italy). Ist. di Matematica
1978-08-21
The lagrangian in the path integral solution of the master equation of a stationary Markov process is derived by application of the Ehrenfest-type theorem of quantum mechanics and the Cauchy method of finding inverse functions. Applied to the non-linear Fokker-Planck equation the authors reproduce the result obtained by integrating over Fourier series coefficients and by other methods.
International Nuclear Information System (INIS)
Frank, T.D.
2007-01-01
We present a generalized Kramers-Moyal expansion for stochastic differential equations with single and multiple delays. In particular, we show that the delay Fokker-Planck equation derived earlier in the literature is a special case of the proposed Kramers-Moyal expansion. Applications for bond pricing and a self-inhibitory neuron model are discussed
A Priori Regularity of Parabolic Partial Differential Equations
Berkemeier, Francisco
2018-05-13
In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular initial data. These estimates are obtained by understanding the time decay of norms of solutions. First, we derive regularity results for the heat equation by estimating the decay of Lebesgue norms. Then, we apply similar methods to the Fokker-Planck equation with suitable assumptions on the advection and diffusion. Finally, we conclude by extending our techniques to the porous media equation. The sharpness of our results is confirmed by examining known solutions of these equations. The main contribution of this thesis is the use of functional inequalities to express decay of norms as differential inequalities. These are then combined with ODE methods to deduce estimates for the norms of solutions and their derivatives.
Hypocoercivity for linear kinetic equations conserving mass
Dolbeault, Jean; Mouhot, Clé ment; Schmeiser, Christian
2015-01-01
We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining potential, so that the solution relaxes towards a unique equilibrium state. Our goal is to evaluate in an appropriately weighted $ L^2$ norm the exponential rate of convergence to the equilibrium. The method covers various models, ranging from diffusive kinetic equations like Vlasov-Fokker-Planck equations, to scattering models or models with time relaxation collision kernels corresponding to polytropic Gibbs equilibria, including the case of the linear Boltzmann model. In this last case and in the case of Vlasov-Fokker-Planck equations, any linear or superlinear growth of the potential is allowed. - See more at: http://www.ams.org/journals/tran/2015-367-06/S0002-9947-2015-06012-7/#sthash.ChjyK6rc.dpuf
Hypocoercivity for linear kinetic equations conserving mass
Dolbeault, Jean
2015-02-03
We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining potential, so that the solution relaxes towards a unique equilibrium state. Our goal is to evaluate in an appropriately weighted $ L^2$ norm the exponential rate of convergence to the equilibrium. The method covers various models, ranging from diffusive kinetic equations like Vlasov-Fokker-Planck equations, to scattering models or models with time relaxation collision kernels corresponding to polytropic Gibbs equilibria, including the case of the linear Boltzmann model. In this last case and in the case of Vlasov-Fokker-Planck equations, any linear or superlinear growth of the potential is allowed. - See more at: http://www.ams.org/journals/tran/2015-367-06/S0002-9947-2015-06012-7/#sthash.ChjyK6rc.dpuf
Finite elements for partial differential equations: An introductory survey
International Nuclear Information System (INIS)
Succi, S.
1988-03-01
After presentation of the basic ideas behind the theory of the Finite Element Method, the application of the method to three equations of particular interest in Physics and Engineering is discussed in some detail, namely, a one-dimensional Sturm-Liouville problem, a two-dimensional linear Fokker-Planck equation and a two-dimensional nonlinear Navier-Stokes equation. 6 refs, 8 figs
Stationarity-conservation laws for fractional differential equations with variable coefficients
Energy Technology Data Exchange (ETDEWEB)
Klimek, Malgorzata [Institute of Mathematics and Computer Science, Technical University of Czestochowa, Czestochowa (Poland)
2002-08-09
In this paper, we study linear fractional differential equations with variable coefficients. It is shown that, by assuming some conditions for the coefficients, the stationarity-conservation laws can be derived. The area where these are valid is restricted by the asymptotic properties of solutions of the respective equation. Applications of the proposed procedure include the fractional Fokker-Planck equation in (1+1)- and (d+1)-dimensional space and the fractional Klein-Kramers equation. (author)
Stationarity-conservation laws for fractional differential equations with variable coefficients
International Nuclear Information System (INIS)
Klimek, Malgorzata
2002-01-01
In this paper, we study linear fractional differential equations with variable coefficients. It is shown that, by assuming some conditions for the coefficients, the stationarity-conservation laws can be derived. The area where these are valid is restricted by the asymptotic properties of solutions of the respective equation. Applications of the proposed procedure include the fractional Fokker-Planck equation in (1+1)- and (d+1)-dimensional space and the fractional Klein-Kramers equation. (author)
Non-equilibrium effects upon the non-Markovian Caldeira-Leggett quantum master equation
International Nuclear Information System (INIS)
Bolivar, A.O.
2011-01-01
Highlights: → Classical Brownian motion described by a non-Markovian Fokker-Planck equation. → Quantization process. → Quantum Brownian motion described by a non-Markovian Caldeira-Leggett equation. → A non-equilibrium quantum thermal force is predicted. - Abstract: We obtain a non-Markovian quantum master equation directly from the quantization of a non-Markovian Fokker-Planck equation describing the Brownian motion of a particle immersed in a generic environment (e.g. a non-thermal fluid). As far as the especial case of a heat bath comprising of quantum harmonic oscillators is concerned, we derive a non-Markovian Caldeira-Leggett master equation on the basis of which we work out the concept of non-equilibrium quantum thermal force exerted by the harmonic heat bath upon the Brownian motion of a free particle. The classical limit (or dequantization process) of this sort of non-equilibrium quantum effect is scrutinized, as well.
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.
Computer models for kinetic equations of magnetically confined plasmas
International Nuclear Information System (INIS)
Killeen, J.; Kerbel, G.D.; McCoy, M.G.; Mirin, A.A.; Horowitz, E.J.; Shumaker, D.E.
1987-01-01
This paper presents four working computer models developed by the computational physics group of the National Magnetic Fusion Energy Computer Center. All of the models employ a kinetic description of plasma species. Three of the models are collisional, i.e., they include the solution of the Fokker-Planck equation in velocity space. The fourth model is collisionless and treats the plasma ions by a fully three-dimensional particle-in-cell method
From BBGKY hierarchy to non-Markovian evolution equations
International Nuclear Information System (INIS)
Gerasimenko, V.I.; Shtyk, V.O.; Zagorodny, A.G.
2009-01-01
The problem of description of the evolution of the microscopic phase density and its generalizations is discussed. With this purpose, the sequence of marginal microscopic phase densities is introduced, and the appropriate BBGKY hierarchy for these microscopic distributions and their average values is formulated. The microscopic derivation of the generalized evolution equation for the average value of the microscopic phase density is given, and the non-Markovian generalization of the Fokker-Planck collision integral is proposed
Stochastic substitute for coupled rate equations in the modeling of highly ionized transient plasmas
International Nuclear Information System (INIS)
Eliezer, S.; Falquina, R.; Minguez, E.
1994-01-01
Plasmas produced by intense laser pulses incident on solid targets often do not satisfy the conditions for local thermodynamic equilibrium, and so cannot be modeled by transport equations relying on equations of state. A proper description involves an excessively large number of coupled rate equations connecting many quantum states of numerous species having different degrees of ionization. Here we pursue a recent suggestion to model the plasma by a few dominant states perturbed by a stochastic driving force. The driving force is taken to be a Poisson impulse process, giving a Langevin equation which is equivalent to a Fokker-Planck equation for the probability density governing the distribution of electron density. An approximate solution to the Langevin equation permits calculation of the characteristic relaxation rate. An exact stationary solution to the Fokker-Planck equation is given as a function of the strength of the stochastic driving force. This stationary solution is used, along with a Laplace transform, to convert the Fokker-Planck equation to one of Schroedinger type. We consider using the classical Hamiltonian formalism and the WKB method to obtain the time-dependent solution
Helffer, B
2004-01-01
Ces derni\\`eres ann\\'ees, les estimations hypoelliptiques ont connu une nouvelle jeunesse en liaison avec des questions provenant de la th\\'eorie cin\\'etique des gaz. Dans cette direction de nombreux auteurs ont en effet eu besoin de d\\'emontrer des estimations maximales pour en d\\'eduire la compacit\\'e de l'op\\'erateur de Fokker-Planck et avoir des estimations sur la r\\'esolvante permettant d'aborder la question du retour \\`a l'\\'equilibre. Dans un article tr\\`es r\\'ecent, F.~H\\'erau et F.~Nier (inspir\\'es par des calculs explicites du livre de Risken) ont mis en \\'evidence les liens \\'etroits entre ces questions et des questions analogues pour un laplacien de Witten. L'\\'etude de ces liens est poursuivie et syst\\'ematis\\'ee dans un livre en pr\\'eparation \\'ecrit en collaboration avec F.~Nier dont nous allons pr\\'esenter quelques aspects ici en pr\\'esentant parfois un \\'eclairage diff\\'erent sur un probl\\`eme qui laisse encore beaucoup de conjectures non r\\'esolues.
THE WIGNER–FOKKER–PLANCK EQUATION: STATIONARY STATES AND LARGE TIME BEHAVIOR
ARNOLD, ANTON
2012-11-01
We consider the linear WignerFokkerPlanck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique stationary solution in a weighted Sobolev space. A key ingredient of the proof is a new result on the existence of spectral gaps for FokkerPlanck type operators in certain weighted L 2-spaces. In addition we show that the steady state corresponds to a positive density matrix operator with unit trace and that the solutions of the time-dependent problem converge towards the steady state with an exponential rate. © 2012 World Scientific Publishing Company.
Frank, T D; Beek, P J
2001-08-01
Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary probability densities for linear stochastic delay differential equations. This paper presents an alternative derivation of these solutions by means of the Fokker-Planck approach introduced by Guillouzic [Phys. Rev. E 59, 3970 (1999); 61, 4906 (2000)]. Applications of this approach, which is argued to have greater generality, are discussed in the context of stochastic models for population growth and tracking movements.
Finite element method analysis of Fokker-Plank equation in stationary and evolutionary versions
Czech Academy of Sciences Publication Activity Database
Náprstek, Jiří; Král, Radomil
2014-01-01
Roč. 72, June (2014), s. 28-38 ISSN 0965-9978 R&D Projects: GA ČR(CZ) GA103/09/0094; GA AV ČR(CZ) IAA200710902 Institutional support: RVO:68378297 Keywords : Fokker-Planck equation * numerical solution * transition effects * stochastic mechanics * probability density function * non-linear dynamic systems Subject RIV: JM - Building Engineering Impact factor: 1.402, year: 2014 http://www.sciencedirect.com/science/article/pii/S0965997813001142
Linearized gyro-kinetic equation
International Nuclear Information System (INIS)
Catto, P.J.; Tsang, K.T.
1976-01-01
An ordering of the linearized Fokker-Planck equation is performed in which gyroradius corrections are retained to lowest order and the radial dependence appropriate for sheared magnetic fields is treated without resorting to a WKB technique. This description is shown to be necessary to obtain the proper radial dependence when the product of the poloidal wavenumber and the gyroradius is large (k rho much greater than 1). A like particle collision operator valid for arbitrary k rho also has been derived. In addition, neoclassical, drift, finite β (plasma pressure/magnetic pressure), and unperturbed toroidal electric field modifications are treated
Energy Technology Data Exchange (ETDEWEB)
Wang, Chi-Jen [Iowa State Univ., Ames, IA (United States)
2013-01-01
In this thesis, we analyze both the spatiotemporal behavior of: (A) non-linear “reaction” models utilizing (discrete) reaction-diffusion equations; and (B) spatial transport problems on surfaces and in nanopores utilizing the relevant (continuum) diffusion or Fokker-Planck equations. Thus, there are some common themes in these studies, as they all involve partial differential equations or their discrete analogues which incorporate a description of diffusion-type processes. However, there are also some qualitative differences, as shall be discussed below.
Turcksin, Bruno; Ragusa, Jean C.; Morel, Jim E.
2012-01-01
It is well known that the diffusion synthetic acceleration (DSA) methods for the Sn equations become ineffective in the Fokker-Planck forward-peaked scattering limit. In response to this deficiency, Morel and Manteuffel (1991) developed an angular multigrid method for the 1-D Sn equations. This method is very effective, costing roughly twice as much as DSA per source iteration, and yielding a maximum spectral radius of approximately 0.6 in the Fokker-Planck limit. Pautz, Adams, and Morel (PAM) (1999) later generalized the angular multigrid to 2-D, but it was found that the method was unstable with sufficiently forward-peaked mappings between the angular grids. The method was stabilized via a filtering technique based on diffusion operators, but this filtering also degraded the effectiveness of the overall scheme. The spectral radius was not bounded away from unity in the Fokker-Planck limit, although the method remained more effective than DSA. The purpose of this article is to recast the multidimensional PAM angular multigrid method without the filtering as an Sn preconditioner and use it in conjunction with the Generalized Minimal RESidual (GMRES) Krylov method. The approach ensures stability and our computational results demonstrate that it is also significantly more efficient than an analogous DSA-preconditioned Krylov method.
Brownian motion of classical spins: Anomalous dissipation and generalized Langevin equation
Bandyopadhyay, Malay; Jayannavar, A. M.
2017-10-01
In this work, we derive the Langevin equation (LE) of a classical spin interacting with a heat bath through momentum variables, starting from the fully dynamical Hamiltonian description. The derived LE with anomalous dissipation is analyzed in detail. The obtained LE is non-Markovian with multiplicative noise terms. The concomitant dissipative terms obey the fluctuation-dissipation theorem. The Markovian limit correctly produces the Kubo and Hashitsume equation. The perturbative treatment of our equations produces the Landau-Lifshitz equation and the Seshadri-Lindenberg equation. Then we derive the Fokker-Planck equation corresponding to LE and the concept of equilibrium probability distribution is analyzed.
International Nuclear Information System (INIS)
Harvey, R.W.
2009-01-01
This DOE grant supported fusion energy research, a potential long-term solution to the world's energy needs. Magnetic fusion, exemplified by confinement of very hot ionized gases, i.e., plasmas, in donut-shaped tokamak vessels is a leading approach for this energy source. Thus far, a mixture of hydrogen isotopes has produced 10's of megawatts of fusion power for seconds in a tokamak reactor at Princeton Plasma Physics Laboratory in New Jersey. The research grant under consideration, ER54684, uses computer models to aid in understanding and projecting efficacy of heating and current drive sources in the National Spherical Torus Experiment, a tokamak variant, at PPPL. The NSTX experiment explores the physics of very tight aspect ratio, almost spherical tokamaks, aiming at producing steady-state fusion plasmas. The current drive is an integral part of the steady-state concept, maintaining the magnetic geometry in the steady-state tokamak. CompX further developed and applied models for radiofrequency (rf) heating and current drive for applications to NSTX. These models build on a 30 year development of rf ray tracing (the all-frequencies GENRAY code) and higher dimensional Fokker-Planck rf-collisional modeling (the 3D collisional-quasilinear CQL3D code) at CompX. Two mainline current-drive rf modes are proposed for injection into NSTX: (1) electron Bernstein wave (EBW), and (2) high harmonic fast wave (HHFW) modes. Both these current drive systems provide a means for the rf to access the especially high density plasma--termed high beta plasma--compared to the strength of the required magnetic fields. The CompX studies entailed detailed modeling of the EBW to calculate the efficiency of the current drive system, and to determine its range of flexibility for driving current at spatial locations in the plasma cross-section. The ray tracing showed penetration into NSTX bulk plasma, relatively efficient current drive, but a limited ability to produce current over the whole
Introduction to fractional and pseudo-differential equations with singular symbols
Umarov, Sabir
2015-01-01
The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables, fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a large class of stochastic processes are presented. A complex version of the theory of pseudo-differential operators with meromorphic symbols based on the recently introduced complex Fourier transform is developed and applied for initial and boundary value problems for systems of complex differential and pseudo-differential equations.
Stochastic Calculus and Differential Equations for Physics and Finance
McCauley, Joseph L.
2013-02-01
1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.
Equations of multiparticle dynamics
International Nuclear Information System (INIS)
Chao, A.W.
1987-01-01
The description of the motion of charged-particle beams in an accelerator proceeds in steps of increasing complexity. The first step is to consider a single-particle picture in which the beam is represented as a collection on non-interacting test particles moving in a prescribed external electromagnetic field. Knowing the external field, it is then possible to calculate the beam motion to a high accuracy. The real beam consists of a large number of particles, typically 10 11 per beam bunch. It is sometimes inconvenient, or even impossible, to treat the real beam behavior using the single particle approach. One way to approach this problem is to supplement the single particle by another qualitatively different picture. The commonly used tools in accelerator physics for this purpose are the Vlasov and the Fokker-Planck equations. These equations assume smooth beam distributions and are therefore strictly valid in the limit of infinite number of micro-particles, each carrying an infinitesimal charge. The hope is that by studying the two extremes -- the single particle picture and the picture of smooth beam distributions -- we will be able to describe the behavior of our 10 11 -particle system. As mentioned, the most notable use of the smooth distribution picture is the study of collective beam instabilities. However, the purpose of this lecture is not to address this more advanced subject. Rather, it has the limited goal to familiarize the reader with the analytical tools, namely the Vlasov and the Fokker-Planck equations, as a preparation for dealing with the more advanced problems at later times. We will first derive these equations and then illustrate their applications by several examples which allow exact solutions
International Nuclear Information System (INIS)
Dominguez Calle, Efrain Antonio
2004-01-01
This paper shows a modeling technique to forecast probability density curves for the flows that represent the monthly affluence to hydropower reservoirs. Briefly, the factors that require affluence forecast in terms of probabilities, the ranges of existing forecast methods as well as the contradiction between those techniques and the real requirements of decision-making procedures are pointed out. The mentioned contradiction is resolved applying the Fokker-Planck-Kolmogorov equation that describes the time evolution of a stochastic process that can be considered as markovian. We show the numerical scheme for this equation, its initial and boundary conditions, and its application results in the case of Betania's reservoir
Coffey, W T; Titov, S V
2003-01-01
A theory of orientational relaxation for the inertial rotational Brownian motion of a symmetric top molecule is developed using the Langevin equation rather than the Fokker-Planck equation. The infinite hierarchy of differential-recurrence relations for the orientational correlation functions for the relaxation behaviour is derived by averaging the corresponding Euler-Langevin equations. The solution of this hierarchy is obtained using matrix continued fractions allowing the calculation of the correlation times and the spectra of the orientational correlation functions for typical values of the model parameters.
Stochastic differential equation model to Prendiville processes
Energy Technology Data Exchange (ETDEWEB)
Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Stochastic differential equation model to Prendiville processes
International Nuclear Information System (INIS)
Granita; Bahar, Arifah
2015-01-01
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution
Potential in stochastic differential equations: novel construction
International Nuclear Information System (INIS)
Ao, P
2004-01-01
There is a whole range of emergent phenomena in a complex network such as robustness, adaptiveness, multiple-equilibrium, hysteresis, oscillation and feedback. Those non-equilibrium behaviours can often be described by a set of stochastic differential equations. One persistent important question is the existence of a potential function. Here we demonstrate that a dynamical structure built into stochastic differential equation allows us to construct such a global optimization potential function. We present an explicit construction procedure to obtain the potential and relevant quantities. In the procedure no reference to the Fokker-Planck equation is needed. The availability of the potential suggests that powerful statistical mechanics tools can be used in nonequilibrium situations. (letter to the editor)
International Nuclear Information System (INIS)
Larroche, O.
2007-01-01
A locally split-step explicit (LSSE) algorithm was developed for efficiently solving a multi-dimensional advection-diffusion type equation involving a highly inhomogeneous and highly anisotropic diffusion tensor, which makes the problem very ill-conditioned for standard implicit methods involving the iterative solution of large linear systems. The need for such an optimized algorithm arises, in particular, in the frame of thermonuclear fusion applications, for the purpose of simulating fast charged-particle slowing-down with an ion Fokker-Planck code. The LSSE algorithm is presented in this paper along with the results of a model slowing-down problem to which it has been applied
Moment equation approach to neoclassical transport theory
International Nuclear Information System (INIS)
Hirshman, S.P.
1978-01-01
The neoclassical cross-field fluxes for a toroidally confined, axisymmetric plasma are calculated in terms of the thermodynamic forces from the fluid continuity and momentum balance equations. This macroscopic formulation of neoclassical transport theory unifies the numerous complex expressions for the transport coefficients, previously obtained by solving the Fokker--Planck equation, and elucidates their physical basis. In the large aspect ratio limit, the continuous transition in the scaling of the diffusion coefficient throughout various collisionality regimes is shown to depend on the ratio of parallel viscosity coefficients of the plasma species. Comparison of the present results with the kinetic theory expressions for the neoclassical fluxes determines the parallel viscosity coefficients for a multispecies plasma in the long-mean-free-path regime
A mixed finite element method for nonlinear diffusion equations
Burger, Martin; Carrillo, José
2010-01-01
We propose a mixed finite element method for a class of nonlinear diffusion equations, which is based on their interpretation as gradient flows in optimal transportation metrics. We introduce an appropriate linearization of the optimal transport problem, which leads to a mixed symmetric formulation. This formulation preserves the maximum principle in case of the semi-discrete scheme as well as the fully discrete scheme for a certain class of problems. In addition solutions of the mixed formulation maintain exponential convergence in the relative entropy towards the steady state in case of a nonlinear Fokker-Planck equation with uniformly convex potential. We demonstrate the behavior of the proposed scheme with 2D simulations of the porous medium equations and blow-up questions in the Patlak-Keller-Segel model. © American Institute of Mathematical Sciences.
Master equations in the microscopic theory of nuclear collective dynamics
International Nuclear Information System (INIS)
Matsuo, M.; Sakata, F.; Marumori, T.; Zhuo, Y.
1988-07-01
In the first half of this paper, the authors describe briefly a recent theoretical approach where the mechanism of the large-amplitude dissipative collective motions can be investigated on the basis of the microscopic theory of nuclear collective dynamics. Namely, we derive the general coupled master equations which can disclose, in the framework of the TDHF theory, not only non-linear dynamics among the collective and the single-particle modes of motion but also microscopic dynamics responsible for the dissipative processes. In the latter half, the authors investigate, without relying on any statistical hypothesis, one possible microscopic origin which leads us to the transport equation of the Fokker-Planck type so that usefullness of the general framework is demonstrated. (author)
From quantum to semiclassical kinetic equations: Nuclear matter estimates
International Nuclear Information System (INIS)
Galetti, D.; Mizrahi, S.S.; Nemes, M.C.; Toledo Piza, A.F.R. de
1985-01-01
Starting from the exact microscopic time evolution of the quantum one body density associated with a many fermion system semiclassical approximations are derived to it. In the limit where small momentum transfer two body collisions are dominant we get a Fokker-Planck equation and work out friction and diffusion tensors explicitly for nuclear matter. If arbitrary momentum transfers are considered a Boltzmann equation is derived and used to calculate the viscosity coefficient of nuclear matter. A derivation is given of the collision term used by Landau to describe the damping of zero sound waves at low temperature in Plasmas. Memory effects are essential for this. The damping of zero sound waves in nuclear matter is also calculated and the value so obtained associated with the bulk value of the damping of giant resonances in finite nuclei. The bulk value is estimated to be quite small indicating the importance of the nuclear surface for the damping. (Author) [pt
Is the Langevin phase equation an efficient model for oscillating neurons?
Ota, Keisuke; Tsunoda, Takamasa; Omori, Toshiaki; Watanabe, Shigeo; Miyakawa, Hiroyoshi; Okada, Masato; Aonishi, Toru
2009-12-01
The Langevin phase model is an important canonical model for capturing coherent oscillations of neural populations. However, little attention has been given to verifying its applicability. In this paper, we demonstrate that the Langevin phase equation is an efficient model for neural oscillators by using the machine learning method in two steps: (a) Learning of the Langevin phase model. We estimated the parameters of the Langevin phase equation, i.e., a phase response curve and the intensity of white noise from physiological data measured in the hippocampal CA1 pyramidal neurons. (b) Test of the estimated model. We verified whether a Fokker-Planck equation derived from the Langevin phase equation with the estimated parameters could capture the stochastic oscillatory behavior of the same neurons disturbed by periodic perturbations. The estimated model could predict the neural behavior, so we can say that the Langevin phase equation is an efficient model for oscillating neurons.
Is the Langevin phase equation an efficient model for oscillating neurons?
International Nuclear Information System (INIS)
Ota, Keisuke; Tsunoda, Takamasa; Aonishi, Toru; Omori, Toshiaki; Okada, Masato; Watanabe, Shigeo; Miyakawa, Hiroyoshi
2009-01-01
The Langevin phase model is an important canonical model for capturing coherent oscillations of neural populations. However, little attention has been given to verifying its applicability. In this paper, we demonstrate that the Langevin phase equation is an efficient model for neural oscillators by using the machine learning method in two steps: (a) Learning of the Langevin phase model. We estimated the parameters of the Langevin phase equation, i.e., a phase response curve and the intensity of white noise from physiological data measured in the hippocampal CA1 pyramidal neurons. (b) Test of the estimated model. We verified whether a Fokker-Planck equation derived from the Langevin phase equation with the estimated parameters could capture the stochastic oscillatory behavior of the same neurons disturbed by periodic perturbations. The estimated model could predict the neural behavior, so we can say that the Langevin phase equation is an efficient model for oscillating neurons.
Isostable reduction with applications to time-dependent partial differential equations.
Wilson, Dan; Moehlis, Jeff
2016-07-01
Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.
Treatment of constraints in the stochastic quantization method and covariantized Langevin equation
International Nuclear Information System (INIS)
Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji
1993-01-01
We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevin equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O(N) non-linear σ model and it is shown that singular terms appearing in the improved Langevin equation cancel out the δ n (0) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of independent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalism. (orig.)
Parabolic equations in biology growth, reaction, movement and diffusion
Perthame, Benoît
2015-01-01
This book presents several fundamental questions in mathematical biology such as Turing instability, pattern formation, reaction-diffusion systems, invasion waves and Fokker-Planck equations. These are classical modeling tools for mathematical biology with applications to ecology and population dynamics, the neurosciences, enzymatic reactions, chemotaxis, invasion waves etc. The book presents these aspects from a mathematical perspective, with the aim of identifying those qualitative properties of the models that are relevant for biological applications. To do so, it uncovers the mechanisms at work behind Turing instability, pattern formation and invasion waves. This involves several mathematical tools, such as stability and instability analysis, blow-up in finite time, asymptotic methods and relative entropy properties. Given the content presented, the book is well suited as a textbook for master-level coursework.
Transport equation and shock waves
International Nuclear Information System (INIS)
Besnard, D.
1981-04-01
A multi-group method is derived from a one dimensional transport equation for the slowing down and spatial transport of energetic positive ions in a plasma. This method is used to calculate the behaviour of energetic charged particles in non homogeneous and non stationary plasma, and the effect of energy deposition of the particles on the heating of the plasma. In that purpose, an equation for the density of fast ions is obtained from the Fokker-Planck equation, and a closure condition for the second moment of this equation is deduced from phenomenological considerations. This method leads to a numerical method, simple and very efficient, which doesn't require much computer storage. Two types of numerical results are obtained. First, results on the slowing down of 3.5 MeV alpha particles in a 50 keV plasma plublished by Corman and al and Moses are compared with the results obtained with both our method and a Monte Carlo type method. Good agreement was obtained, even for energy deposition on the ions of the plasma. Secondly, we have calculated propagation of alpha particles heating a cold plasma. These results are in very good agreement with those given by an accurate Monte Carlo method, for both the thermal velocity, and the energy deposition in the plasma
Basilevsky, M V
2002-01-01
We develop an approach for derivation of quantum-classical relaxation equations for a two-channel problem. The treatment is based on the adiabatic channel wavefunctions and the system-bath coupling is modelled as a bilinear interaction in momentum representation. In the quantum-classical limit we obtain Liouville equations with the relaxation operator containing diffusion terms diagonal in Liouvillian space and the off-diagonal part which is responsible for thermal interlevel transitions. The high-frequency interlevel quantum beats are fully taken into account in this relaxation term. In the framework of the present formulation and as a consequence of the momentum-dependent interaction the Smoluchovsky diffusion limit can be reached without invoking Fokker-Planck equations as an intermediate step. The inherent property of equations so obtained is that the partial rates of interlevel transitions obey the principle of detailed balance. This result could not be gained in earlier treatments of the two-level diffu...
An x-space analysis of evolution equations: Soffer's inequality and the non-forward evolution
International Nuclear Information System (INIS)
Cafarella, Alessandro; Coriano, Claudio; Guzzi, Marco
2003-01-01
We analyze the use of algorithms based in x-space for the solution of renormalization group equations of DGLAP-type and test their consistency by studying bounds among partons distributions - in our specific case Soffer's inequality and the perturbative behaviour of the nucleon tensor charge - to next-to-leading order in QCD. A discussion of the perturbative resummation implicit in these expansions using Mellin moments is included. We also comment on the (kinetic) proof of positivity of the evolution of h1, using a kinetic analogy and illustrate the extension of the algorithm to the evolution of generalized parton distributions. We prove positivity of the non-forward evolution in a special case and illustrate a Fokker-Planck approximation to it. (author)
Numerical resolution of N-dimensional Fokker-Plank stochastic equations
International Nuclear Information System (INIS)
Garcia-Olivares, A.; Muoz, A.
1992-01-01
This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. the input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetics, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (author) 21 fig. 16 ref
Grima, Ramon
2011-11-01
The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Pedestrian Flow in the Mean Field Limit
Haji Ali, Abdul Lateef
2012-01-01
-dependent density of two-dimensional pedestrians satisfies a four-dimensional integro-differential Fokker-Planck equation. To approximate the solution of the Fokker-Planck equation we use a time-splitting approach and solve the diffusion part using a Crank
Fractional Bhatnagar-Gross-Krook kinetic equation
Goychuk, Igor
2017-11-01
The linear Boltzmann equation (LBE) approach is generalized to describe fractional superdiffusive transport of the Lévy walk type in external force fields. The time distribution between scattering events is assumed to have a finite mean value and infinite variance. It is completely characterized by the two scattering rates, one fractional and a normal one, which defines also the mean scattering rate. We formulate a general fractional LBE approach and exemplify it with a particularly simple case of the Bohm and Gross scattering integral leading to a fractional generalization of the Bhatnagar, Gross and Krook (BGK) kinetic equation. Here, at each scattering event the particle velocity is completely randomized and takes a value from equilibrium Maxwell distribution at a given fixed temperature. We show that the retardation effects are indispensable even in the limit of infinite mean scattering rate and argue that this novel fractional kinetic equation provides a viable alternative to the fractional Kramers-Fokker-Planck (KFP) equation by Barkai and Silbey and its generalization by Friedrich et al. based on the picture of divergent mean time between scattering events. The case of divergent mean time is also discussed at length and compared with the earlier results obtained within the fractional KFP. Also a phenomenological fractional BGK equation without retardation effects is proposed in the limit of infinite scattering rates. It cannot be, however, rigorously derived from a scattering model, being rather clever postulated. It this respect, this retardationless equation is similar to the fractional KFP by Barkai and Silbey. However, it corresponds to the opposite, much more physical limit and, therefore, also presents a viable alternative.
Energy Technology Data Exchange (ETDEWEB)
Mekkaoui, Abdessamad [IEK-4 Forschungszentrum Juelich 52428 (Germany)
2013-07-01
A method to derive stochastic differential equations for intermittent plasma density dynamics in magnetic fusion edge plasma is presented. It uses a measured first four moments (mean, variance, Skewness and Kurtosis) and the correlation time of turbulence to write a Pearson equation for the probability distribution function of fluctuations. The Fokker-Planck equation is then used to derive a Langevin equation for the plasma density fluctuations. A theoretical expectations are used as a constraints to fix the nonlinearity structure of the stochastic differential equation. In particular when the quadratically nonlinear dynamics is assumed, then it is shown that the plasma density is driven by a multiplicative Wiener process and evolves on the turbulence correlation time scale, while the linear growth is quadratically damped by the fluctuation level. Strong criteria for statistical discrimination of experimental time series are proposed as an alternative to the Kurtosis-Skewness scaling. This scaling is broadly used in contemporary literature to characterize edge turbulence, but it is inappropriate because a large family of distributions could share this scaling. Strong criteria allow us to focus on the relevant candidate distribution and approach a nonlinear structure of edge turbulence model.
International Nuclear Information System (INIS)
Edenstrasser, J.W.
1995-01-01
A multiple time-scale derivative expansion scheme is applied to the dimensionless Fokker--Planck equation and to Maxwell's equations, where the parameter range of a typical fusion plasma was assumed. Within kinetic theory, the four time scales considered are those of Larmor gyration, particle transit, collisions, and classical transport. The corresponding magnetohydrodynamic (MHD) time scales are those of ion Larmor gyration, Alfven, MHD collision, and resistive diffusion. The solution of the zeroth-order equations results in the force-free equilibria and ideal Ohm's law. The solution of the first-order equations leads under the assumption of a weak collisional plasma to the ideal MHD equations. On the MHD-collision time scale, not only the full set of the MHD transport equations is obtained, but also turbulent terms, where the related transport quantities are one order in the expansion parameter larger than those of classical transport. Finally, at the resistive diffusion time scale the known transport equations are arrived at including, however, also turbulent contributions. copyright 1995 American Institute of Physics
Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems
Marston, J. B.; Hastings, M. B.
2005-03-01
The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.
Gaudreault, Mathieu; Drolet, François; Viñals, Jorge
2010-11-01
Analytical expressions for pitchfork and Hopf bifurcation thresholds are given for a nonlinear stochastic differential delay equation with feedback. Our results assume that the delay time τ is small compared to other characteristic time scales, not a significant limitation close to the bifurcation line. A pitchfork bifurcation line is found, the location of which depends on the conditional average , where x(t) is the dynamical variable. This conditional probability incorporates the combined effect of fluctuation correlations and delayed feedback. We also find a Hopf bifurcation line which is obtained by a multiple scale expansion around the oscillatory solution near threshold. We solve the Fokker-Planck equation associated with the slowly varying amplitudes and use it to determine the threshold location. In both cases, the predicted bifurcation lines are in excellent agreement with a direct numerical integration of the governing equations. Contrary to the known case involving no delayed feedback, we show that the stochastic bifurcation lines are shifted relative to the deterministic limit and hence that the interaction between fluctuation correlations and delay affect the stability of the solutions of the model equation studied.
On the Solution of the Continuity Equation for Precipitating Electrons in Solar Flares
Emslie, A. Gordon; Holman, Gordon D.; Litvinenko, Yuri E.
2014-01-01
Electrons accelerated in solar flares are injected into the surrounding plasma, where they are subjected to the influence of collisional (Coulomb) energy losses. Their evolution is modeled by a partial differential equation describing continuity of electron number. In a recent paper, Dobranskis & Zharkova claim to have found an "updated exact analytical solution" to this continuity equation. Their solution contains an additional term that drives an exponential decrease in electron density with depth, leading them to assert that the well-known solution derived by Brown, Syrovatskii & Shmeleva, and many others is invalid. We show that the solution of Dobranskis & Zharkova results from a fundamental error in the application of the method of characteristics and is hence incorrect. Further, their comparison of the "new" analytical solution with numerical solutions of the Fokker-Planck equation fails to lend support to their result.We conclude that Dobranskis & Zharkova's solution of the universally accepted and well-established continuity equation is incorrect, and that their criticism of the correct solution is unfounded. We also demonstrate the formal equivalence of the approaches of Syrovatskii & Shmeleva and Brown, with particular reference to the evolution of the electron flux and number density (both differential in energy) in a collisional thick target. We strongly urge use of these long-established, correct solutions in future works.
Subdiffusive master equation with space-dependent anomalous exponent and structural instability
Fedotov, Sergei; Falconer, Steven
2012-03-01
We derive the fractional master equation with space-dependent anomalous exponent. We analyze the asymptotic behavior of the corresponding lattice model both analytically and by Monte Carlo simulation. We show that the subdiffusive fractional equations with constant anomalous exponent μ in a bounded domain [0,L] are not structurally stable with respect to the nonhomogeneous variations of parameter μ. In particular, the Gibbs-Boltzmann distribution is no longer the stationary solution of the fractional Fokker-Planck equation whatever the space variation of the exponent might be. We analyze the random distribution of μ in space and find that in the long-time limit, the probability distribution is highly intermediate in space and the behavior is completely dominated by very unlikely events. We show that subdiffusive fractional equations with the nonuniform random distribution of anomalous exponent is an illustration of a “Black Swan,” the low probability event of the small value of the anomalous exponent that completely dominates the long-time behavior of subdiffusive systems.
Energy Technology Data Exchange (ETDEWEB)
Dobranskis, R. R.; Zharkova, V. V., E-mail: valentina.zharkova@northumbria.ac.uk [Department of Mathematics and Information Sciences, University of Northumbria, Newcastle upon Tyne NE1 2XP (United Kingdom)
2014-06-10
The original continuity equation (CE) used for the interpretation of the power law energy spectra of beam electrons in flares was written and solved for an electron beam flux while ignoring an additional free term with an electron density. In order to remedy this omission, the original CE for electron flux, considering beam's energy losses in Coulomb collisions, was first differentiated by the two independent variables: depth and energy leading to partial differential equation for an electron beam density instead of flux with the additional free term. The analytical solution of this partial differential continuity equation (PDCE) is obtained by using the method of characteristics. This solution is further used to derive analytical expressions for mean electron spectra for Coulomb collisions and to carry out numeric calculations of hard X-ray (HXR) photon spectra for beams with different parameters. The solutions revealed a significant departure of electron densities at lower energies from the original results derived from the CE for the flux obtained for Coulomb collisions. This departure is caused by the additional exponential term that appeared in the updated solutions for electron differential density leading to its faster decrease at lower energies (below 100 keV) with every precipitation depth similar to the results obtained with numerical Fokker-Planck solutions. The effects of these updated solutions for electron densities on mean electron spectra and HXR photon spectra are also discussed.
A Generalized Boltzmann Fokker-Planck Method for Coupled Charged Particle Transport
Energy Technology Data Exchange (ETDEWEB)
Prinja, Anil K
2012-01-09
The goal of this project was to develop and investigate the performance of reduced-physics formulations of high energy charged particle (electrons, protons and heavier ions) transport that are computationally more efficient than not only analog Monte Carlo methods but also the established condensed history Monte Carlo technique. Charged particles interact with matter by Coulomb collisions with target nuclei and electrons, by bremsstrahlung radiation loss and by nuclear reactions such as spallation and fission. Of these, inelastic electronic collisions and elastic nuclear collisions are the dominant cause of energy-loss straggling and angular deflection or range straggling of a primary particle. These collisions are characterized by extremely short mean free paths (sub-microns) and highly peaked, near-singular differential cross sections about forward directions and zero energy loss, with the situation for protons and heavier ions more extreme than for electrons. For this reason, analog or truephysics single-event Monte Carlo simulation, while possible in principle, is computationally prohibitive for routine calculation of charged particle interaction phenomena.
A comparative study of the tail ion distribution with reduced Fokker-Planck models
McDevitt, C. J.; Tang, Xian-Zhu; Guo, Zehua; Berk, H. L.
2014-03-01
A series of reduced models are used to study the fast ion tail in the vicinity of a transition layer between plasmas at disparate temperatures and densities, which is typical of the gas and pusher interface in inertial confinement fusion targets. Emphasis is placed on utilizing progressively more comprehensive models in order to identify the essential physics for computing the fast ion tail at energies comparable to the Gamow peak. The resulting fast ion tail distribution is subsequently used to compute the fusion reactivity as a function of collisionality and temperature. While a significant reduction of the fusion reactivity in the hot spot compared to the nominal Maxwellian case is present, this reduction is found to be partially recovered by an increase of the fusion reactivity in the neighboring cold region.
Multigroup Boltzmann-Fokker-Planck approach for ion transport in amorphous media
Energy Technology Data Exchange (ETDEWEB)
Keen, N.D.; Prinja, A.K.; Dunham, G.D. [New Mexico Univ., Albuquerque, NM (United States). Chemical and Nuclear Engineering Dept.
2001-07-01
We present a MGMC approach for the transport of arbitrary mass ions having energies up to a few MeV. Specifically, we consider interactions with target atoms through Coulomb mediated elastic nuclear and inelastic electronic collisions and restrict considerations to ion implantation and energy deposition of primary ions in amorphous media. (orig.)
Fokker-Planck simulations of interactions of femtosecond laser pulses with dense plasmas
International Nuclear Information System (INIS)
Drska, L.; Limpouch, J.; Liska, R.
1993-01-01
The interaction of femtosecond laser pulses with fully ionized solid-state density plasmas in the regime of the normal skin effect was investigated by means of numerical simulation. For short wavelength lasers and 120 fs FWHM laser pulses the regime of normal skin effect is shown to hold for peak intensities up to 10 17 W/cm 2 . Basic characteristics of the interaction are revealed and certain departures of the electron distribution function, of the plasma dielectric constant and of laser absorption from simplistic models are pointed out. (author) 1 tab., 4 figs., 14 refs
Radio-frequency wave enhanced runaway production rate
International Nuclear Information System (INIS)
Chan, V.S.; McClain, F.W.
1983-01-01
Enhancement of runaway electron production (over that of an Ohmic discharge) can be achieved by the addition of radio-frequency waves. This effect is studied analytically and numerically using a two-dimensional Fokker--Planck quasilinear equation
From a stochastic to a macroscopic approach to brownian motion
International Nuclear Information System (INIS)
Bocquet, L.
1998-01-01
In this lecture, we examine the dynamics of suspensions of mesoscopic (Brownian) particles in a molecular fluid, starting from first principles. We introduce the technique of multiple time-scales to derive the Fokker-Planck equation for a single, or for a set of interacting Brownian particles, starting from the Liouville equation for the full system (Brownian particles and discrete bath). The limitations of the Fokker-Planck equation will then be emphasized. In particular, we shall point out that under ''standard'' experimental conditions, the Fokker-Planck description cannot be correct and that non-Markovian effects are expected. A microscopic description in the true experimental limit confirms this breakdown and leads to a ''generalized'' (non-Markovian and non-local in velocity space) Fokker-Planck equation, which describes the thermalization of the Brownian particle. (author)
Coupled energy-drift and force-balance equations for high-field hot-carrier transport
International Nuclear Information System (INIS)
Huang, Danhong; Alsing, P.M.; Apostolova, T.; Cardimona, D.A.
2005-01-01
Coupled energy-drift and force-balance equations that contain a frictional force for the center-of-mass motion of electrons are derived for hot-electron transport under a strong dc electric field. The frictional force is found to be related to the net rate of phonon emission, which takes away the momentum of a phonon from an electron during each phonon-emission event. The net rate of phonon emission is determined by the Boltzmann scattering equation, which depends on the distribution of electrons interacting with phonons. The work done by the frictional force is included into the energy-drift equation for the electron-relative scattering motion and is found to increase the thermal energy of the electrons. The importance of the hot-electron effect in the energy-drift term under a strong dc field is demonstrated in reducing the field-dependent drift velocity and mobility. The Doppler shift in the energy conservation of scattering electrons interacting with impurities and phonons is found to lead to an anisotropic distribution of electrons in the momentum space along the field direction. The importance of this anisotropic distribution is demonstrated through a comparison with the isotropic energy-balance equation, from which we find that defining a state-independent electron temperature becomes impossible. To the leading order, the energy-drift equation is linearized with a distribution function by expanding it into a Fokker-Planck-type equation, along with the expansions of both the force-balance equation and the Boltzmann scattering equation for hot phonons
THE WIGNER–FOKKER–PLANCK EQUATION: STATIONARY STATES AND LARGE TIME BEHAVIOR
ARNOLD, ANTON; GAMBA, IRENE M.; GUALDANI, MARIA PIA; MISCHLER, STÉ PHANE; MOUHOT, CLEMENT; SPARBER, CHRISTOF
2012-01-01
solution in a weighted Sobolev space. A key ingredient of the proof is a new result on the existence of spectral gaps for FokkerPlanck type operators in certain weighted L 2-spaces. In addition we show that the steady state corresponds to a positive density
Beraldo e Silva, Leandro; de Siqueira Pedra, Walter; Sodré, Laerte; Perico, Eder L. D.; Lima, Marcos
2017-09-01
The collapse of a collisionless self-gravitating system, with the fast achievement of a quasi-stationary state, is driven by violent relaxation, with a typical particle interacting with the time-changing collective potential. It is traditionally assumed that this evolution is governed by the Vlasov-Poisson equation, in which case entropy must be conserved. We run N-body simulations of isolated self-gravitating systems, using three simulation codes, NBODY-6 (direct summation without softening), NBODY-2 (direct summation with softening), and GADGET-2 (tree code with softening), for different numbers of particles and initial conditions. At each snapshot, we estimate the Shannon entropy of the distribution function with three different techniques: Kernel, Nearest Neighbor, and EnBiD. For all simulation codes and estimators, the entropy evolution converges to the same limit as N increases. During violent relaxation, the entropy has a fast increase followed by damping oscillations, indicating that violent relaxation must be described by a kinetic equation other than the Vlasov-Poisson equation, even for N as large as that of astronomical structures. This indicates that violent relaxation cannot be described by a time-reversible equation, shedding some light on the so-called “fundamental paradox of stellar dynamics.” The long-term evolution is well-described by the orbit-averaged Fokker-Planck model, with Coulomb logarithm values in the expected range 10{--}12. By means of NBODY-2, we also study the dependence of the two-body relaxation timescale on the softening length. The approach presented in the current work can potentially provide a general method for testing any kinetic equation intended to describe the macroscopic evolution of N-body systems.
DEFF Research Database (Denmark)
Visser, Andre
2008-01-01
The movement of plankton, either by turbulent mixing or their own inherent motility, can be simulated in a Lagrangian framework as a random walk. Validation of random walk simulations is essential. There is a continuum of mathematically valid stochastic integration schemes upon which random walk...
Grima, R
2010-07-21
Chemical master equations provide a mathematical description of stochastic reaction kinetics in well-mixed conditions. They are a valid description over length scales that are larger than the reactive mean free path and thus describe kinetics in compartments of mesoscopic and macroscopic dimensions. The trajectories of the stochastic chemical processes described by the master equation can be ensemble-averaged to obtain the average number density of chemical species, i.e., the true concentration, at any spatial scale of interest. For macroscopic volumes, the true concentration is very well approximated by the solution of the corresponding deterministic and macroscopic rate equations, i.e., the macroscopic concentration. However, this equivalence breaks down for mesoscopic volumes. These deviations are particularly significant for open systems and cannot be calculated via the Fokker-Planck or linear-noise approximations of the master equation. We utilize the system-size expansion including terms of the order of Omega(-1/2) to derive a set of differential equations whose solution approximates the true concentration as given by the master equation. These equations are valid in any open or closed chemical reaction network and at both the mesoscopic and macroscopic scales. In the limit of large volumes, the effective mesoscopic rate equations become precisely equal to the conventional macroscopic rate equations. We compare the three formalisms of effective mesoscopic rate equations, conventional rate equations, and chemical master equations by applying them to several biochemical reaction systems (homodimeric and heterodimeric protein-protein interactions, series of sequential enzyme reactions, and positive feedback loops) in nonequilibrium steady-state conditions. In all cases, we find that the effective mesoscopic rate equations can predict very well the true concentration of a chemical species. This provides a useful method by which one can quickly determine the
Derivation of a reduced kinetic equation using Lie-transform techniques
International Nuclear Information System (INIS)
Brizard, A.
1991-01-01
The asymptotic elimination of fast time scales from a general kinetic equation, of the form: ∂ t f+z·∂ x f = C[f], facilitates the study of the long time behavior of its solution f(z,t). Here z describe the single-particle Hamiltonian dynamics and the operator C, which may possess nonlinear functional dependence on f, describes processes (such as discrete-particle effects, resonant wave-particle effects, or effects due to external sources) which cause changes in f as it is convectively transported along a Hamiltonian phase-space trajectory. When a fast time scale is associated with z through the dependence on a fast angle θ (whose frequency θ = Ω satisfies ε ≡ 1/Ωτ much-lt 1, where τ is a slow time scale of interest), a near-identity phase-space transformation T ε :z→Z (carried out with Lie-transform techniques) yields reduced Hamiltonian dynamical equations Z ε which are θ-independent. The corresponding transformed kinetic equation is derived. Averaging this equation over the fast angle θ yields a kinetic equation for left-angle F right-angle, the θ-averaged part of F. In general, the θ-dependence of C ε couples the kinetic equations for left-angle F right-angle and F, the θ-dependent part of F. One solves for the Fourier coefficient F l (associated with e ilθ ) as a functional of left-angle F right-angle. One obtains a reduced kinetic equation for left-angle F right-angle: d R left-angle F right-angle/dt = C R [left-angle F right-angle]. General expressions for C R are given, as well as expressions for the guiding-center and oscillation-center phase-space transformations of a linear Fokker-Planck operator. A discussion of the relationship with Mynick's work is presented
International Nuclear Information System (INIS)
Keanini, R.G.
2011-01-01
Research highlights: → Systematic approach for physically probing nonlinear and random evolution problems. → Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. → Organization of near-molecular scale vorticity mediated by hydrodynamic modes. → Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the
Master equations and the theory of stochastic path integrals
Weber, Markus F.; Frey, Erwin
2017-04-01
them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.
Master equations and the theory of stochastic path integrals.
Weber, Markus F; Frey, Erwin
2017-04-01
expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.
International Nuclear Information System (INIS)
Wolfer, W.G.
1979-08-01
The development of the radiation-induced microstructure occurs in several stages: formation of small defect clusters, formation of dislocation loops, nucleation and growth of voids, and regeneration of the dislocation network. With the exception of the latter, these processes can be modeled with rate equations of similar form. However, instead of using one rate equation for each defect cluster of a given size, the discrete formulation is transformed in a continuous one leading to Fokker-Planck equations. It is shown by comparing the steady-state nucleation rates of both formulations that the Fokker-Planck equation derived is the correct continuous description. A path-integral solution for the Fokker-Planck equation was derived to provide the basis for a numerical solution procedure, capable of dealing with the vastly different time scales involved in cluster formation, nucleation, and growth
International Nuclear Information System (INIS)
Parisot, M.
2011-01-01
This work is dedicated study of a problem resulting from plasma physics: the thermal transfer of electrons in a plasma close to equilibrium Maxwellian. Firstly, a dimensional study of the Vlasov-Fokker-Planck-Maxwell system is performed, allowing one hand to identify a physically relevant parameter of scale and also to define mathematically the contours of validity domain. The asymptotic regime called Spitzer-Harm is studied for a relatively general class of collision operator. The following part of this work is devoted to the derivation and study of the hydrodynamic limit of the system of Vlasov-Maxwell-Landau outside the strictly asymptotic. A model proposed by Schurtz and Nicolais located in this context and analyzed. The particularity of this model lies in the application of a delocalization operation in the heat flux. The link with non-local models of Luciani and Mora is established as well as mathematics properties as the principle of maximum and entropy dissipation. Then a formal derivation from the Vlasov equations with a simplified collision operator, is proposed. The derivation, inspired by the recent work of D. Levermore, involves decomposition methods according to the spherical harmonics and methods of closing called diffusion methods. A hierarchy of intermediate models between the kinetic equations and the hydrodynamic limit is described. In particular a new hydrodynamic system integro-differential by nature, is proposed. The Schurtz and Nicolai model appears as a simplification of the system resulting from the derivation, assuming a steady flow of heat. The above results are then generalized to account for the internal energy dependence which appears naturally in the equation establishment. The existence and uniqueness of the solution of the nonstationary system are established in a simplified framework. The last part is devoted was the implementation of a specific numerical scheme to solve these models. We propose a finite volume approach can be
Energy Technology Data Exchange (ETDEWEB)
Baglin, H; Brin, A; Ozias, Y; Salmon, J [Commissariat a l' Energie Atomique, Saclay (France).Centre d' Etudes Nucleaires; Delcroix, J L [Ecole Normale Superieure, 75 - Paris (France)
1960-07-01
The equation giving the distribution function of the electrons in a steady-state, for a fully ionized plasma in an a.c. field, are provided from the Fokker-Planck equation. The electric conductivity is complex and depends on the frequency. (author) [French] L'equation qui donne la fonction de distribution des electrons dans un etat stationnaire pour un plasma totalement ionise dans un champ electrique alternatif est fournie par l'equation de Fokker-Planck. La conductibilite electrique est complexe et depend de la frequence. (auteur)
External non-white noise and nonequilibrium phase transitions
International Nuclear Information System (INIS)
Sancho, J.M.; San Miguel, M.
1980-01-01
Langevin equations with external non-white noise are considered. A Fokker Planck equation valid in general in first order of the correlation time tau of the noise is derived. In some cases its validity can be extended to any value of tau. The effect of a finite tau in the nonequilibrium phase transitions induced by the noise is analyzed, by means of such Fokker Planck equation, in general, for the Verhulst equation under two different kind of fluctuations, and for a genetic model. It is shown that new transitions can appear and that the threshold value of the parameter can be changed. (orig.)
Institute of Scientific and Technical Information of China (English)
Xie Wen-Xian; Xu Wei; Cai Li
2007-01-01
This paper shows the Fokker-Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker-Planck equation and the definition of Shannon's information entropy, the time dependence of entropy flux and entropy production can be calculated. The present results can be used to explain the extremal behaviour of time dependence of entropy flux and entropy production in view of the dissipative parameter γ of the system, coloured cross-correlation time τ and coloured cross-correlation strength λ.
International Nuclear Information System (INIS)
Habib, S.
1994-01-01
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the simple case of polynomial noise-couplings this equation reduces to a generalized Fokker-Planck form. With nonlinear noise injection new ''quantum diffusion'' terms rise that have no counterpart in the classical case. Two special examples that are not of a Fokker-Planck form are discussed: the first with a localized noise source and the other with a spatially modulated noise source
Noise-induced multistability in chemical systems: Discrete versus continuum modeling
Czech Academy of Sciences Publication Activity Database
Duncan, A.; Liao, S.; Vejchodský, Tomáš; Erban, R.; Grima, R.
2015-01-01
Roč. 91, č. 4 (2015), s. 042111 ISSN 1539-3755 EU Projects: European Commission(XE) 328008 - STOCHDETBIOMODEL Institutional support: RVO:67985840 Keywords : chemical master equation * chemical Fokker-Planck equation * multimodality Subject RIV: BA - General Mathematics Impact factor: 2.288, year: 2014 http://journals.aps.org/pre/abstract/10.1103/PhysRevE.91.042111
Transport theory of deep-inelastic collisions between heavy nuclei
International Nuclear Information System (INIS)
Ayik, S.; Noerenberg, W.; Schuermann, B.
1975-01-01
In collisions between heavy nuclei, the major part of the total cross-section is due to deep-inelastic processes. These processes have been studied within a quantum-statistical approach leading to transport equations of the Fokker-Planck type (generalized diffusion equation). Transport coefficients have been studied within a model. (orig./WL) [de
Diffusion-controlled reactions modeling in Geant4-DNA
Czech Academy of Sciences Publication Activity Database
Karamitros, M.; Luan, S.; Bernal, M. A.; Allison, J.; Baldacchino, G.; Davídková, Marie; Francis, Z.; Friedland, W.; Ivanchenko, A.; Ivanchenko, V.; Mantero, A.; Nieminen, P.; Santin, G.; Tran, H. N.; Stepan, V.; Incerti, S.
2014-01-01
Roč. 274, OCT (2014), s. 841-882 ISSN 0021-9991 Institutional support: RVO:61389005 Keywords : chemical kinetics simulation * radiation chemistry * Fokker-Planck equation * Smoluchowski diffusion equation * Brownian bridge * dynamical time steps * k-d tree * radiolysis * radiobiology * Geant4-DNA * Brownian dynamics Subject RIV: BO - Biophysics Impact factor: 2.434, year: 2014
A stochastic Friedman Universe with dissipation
International Nuclear Information System (INIS)
Gruszczak, J.
1985-01-01
A probabilistic measure is constructed for the radiation-filled Friedman Universe with bulk viscosity and the equation of state perturbed by a ''white noise''. The corresponding Fokker-Planck equation is solved. In the stochastic evolution singularities turn out to be irrelevant. 3 refs., 1 fig. (author)
Stochastic quantization for the axial model
International Nuclear Information System (INIS)
Farina, C.; Montani, H.; Albuquerque, L.C.
1991-01-01
We use bosonization ideas to solve the axial model in the stochastic quantization framework. We obtain the fermion propagator of the theory decoupling directly the Langevin equation, instead of the Fokker-Planck equation. In the Appendix we calculate explicitly the anomalous divergence of the axial-vector current by using a regularization that does not break the Markovian character of the stochastic process
On the Hughes model and numerical aspects
Gomes, Diogo A.; Machado Velho, Roberto
2017-01-01
We study a crowd model proposed by R. Hughes in [11] and we describe a numerical approach to solve it. This model comprises a Fokker-Planck equation coupled with an eikonal equation with Dirichlet or Neumann data. First, we establish a priori
Some Numerical Aspects on Crowd Motion - The Hughes Model
Gomes, Diogo A.; Machado Velho, Roberto
2016-01-01
Here, we study a crowd model proposed by R. Hughes in [5] and we describe a numerical approach to solve it. This model comprises a Fokker-Planck equation coupled with an Eikonal equation with Dirichlet or Neumann data. First, we establish a priori
The effect of an alternating electric field on a totally ionised plasma
International Nuclear Information System (INIS)
Baglin, H.; Brin, A.; Ozias, Y.; Salmon, J.
1960-01-01
The equation giving the distribution function of the electrons in a steady-state, for a fully ionized plasma in an a.c. field, are provided from the Fokker-Planck equation. The electric conductivity is complex and depends on the frequency. (author) [fr
Monte Carlo particle simulation and finite-element techniques for tandem mirror transport
International Nuclear Information System (INIS)
Rognlien, T.D.; Cohen, B.I.; Matsuda, Y.; Stewart, J.J. Jr.
1987-01-01
A description is given of numerical methods used in the study of axial transport in tandem mirrors owing to Coulomb collisions and rf diffusion. The methods are Monte Carlo particle simulations and direct solution to the Fokker-Planck equations by finite-element expansion. (author)
Quasi-steady State Reduction of Molecular Motor-Based Models of Directed Intermittent Search
Newby, Jay M.; Bressloff, Paul C.
2010-01-01
at the other end of the track. Such a scenario is exemplified by the motor-driven transport of vesicular cargo to synaptic targets located on the axon or dendrites of a neuron. The reduced model is described by a scalar Fokker-Planck (FP) equation, which has
Expectation-based intelligent control
International Nuclear Information System (INIS)
Zak, Michail
2006-01-01
New dynamics paradigms-negative diffusion and terminal attractors-are introduced to control noise and chaos. The applied control forces are composed of expectations governed by the associated Fokker-Planck and Liouville equations. The approach is expanded to a general concept of intelligent control via expectations. Relevance to control in livings is emphasized and illustrated by neural nets with mirror neurons
Heavy quarks thermalization in heavy-ion ultrarelativistic collisions: elastic or radiative?
International Nuclear Information System (INIS)
Gossiaux, Pol Bernard; Guiho, Vincent; Aichelin, Joerg
2006-01-01
We present a dynamical model of heavy quark evolution in the quark-gluon plasma (QGP) based on the Fokker-Planck equation. We then apply this model to the case of ultrarelativistic nucleus-nucleus collisions performed at RHIC in order to investigate which experimental observables might help to discriminate the fundamental process leading to thermalization
Passing to the limit in a Wasserstein gradient flow : from diffusion to reaction
Arnrich, S.; Mielke, A.; Peletier, M.A.; Savaré, G.; Veneroni, M.
2012-01-01
We study a singular-limit problem arising in the modelling of chemical reactions. At finite e > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is scaled by 1 / e and in the limit e --> 0, the solution concentrates
International Nuclear Information System (INIS)
Nakamura, Kazuo; Nakamura, Yukio; Hiraki, Naoji; Itoh, Satoshi
1981-01-01
Temporal evolution and spatial profile of ion energy spectrum just after the application of current pulse for turbulent heating are investigated experimentally in TRIAM-1 and numerically with a Fokker-Planck equation. Two-component ion energy spectrum formed by turbulent heating relaxes to single one within tau sub(i) (ion collision time). (author)
Stochastic quantum inflation for a canonical scalar field with linear self-interaction potential
Energy Technology Data Exchange (ETDEWEB)
Panotopoulos, Grigoris [CENTRA, Instituto Superior Tecnico, Universidade de Lisboa, Lisboa (Portugal)
2017-10-15
We apply Starobinsky's formalism of stochastic inflation to the case of a massless minimally coupled scalar field with linear self-interaction potential. We solve the corresponding Fokker-Planck equation exactly, and we obtain analytical expressions for the stochastic expectation values. (orig.)
Projection operator techniques in nonequilibrium statistical mechanics
International Nuclear Information System (INIS)
Grabert, H.
1982-01-01
This book is an introduction to the application of the projection operator technique to the statistical mechanics of irreversible processes. After a general introduction to the projection operator technique and statistical thermodynamics the Fokker-Planck and the master equation approach are described together with the response theory. Then, as applications the damped harmonic oscillator, simple fluids, and the spin relaxation are considered. (HSI)
Time evolution of the fission-decay width under the influence of dissipation
International Nuclear Information System (INIS)
Jurado, B.; Schmidt, K.H.; Benlliure, J.
2002-12-01
Different analytical approximations to the time-dependent fission-decay width used to extract the influence of dissipation on the fission process are critically examined. Calculations with a new, highly realistic analytical approximation to the exact solution of the Fokker-Planck equation sheds doubts on previous conclusions on the dissipation strength made on the basis of less realistic approximations. (orig.)
Steffen, T; Tanimura, Y
The quantum Fokker-Planck equation is derived for a system nonlinearly coupled to a harmonic oscillator bath. The system-bath interaction is assumed to be linear in the bath coordinates but quadratic in the system coordinate. The relaxation induced dynamics of a harmonic system are investigated by
Tanimura, Y; Steffen, T
2000-01-01
The relaxation processes in a quantum system nonlinearly coupled to a harmonic Gaussian-Markovian heat bath are investigated by the quantum Fokker-Planck equation in the hierarchy form. This model describes frequency fluctuations in the quantum system with an arbitrary correlation time and thus
A kind of iteration algorithm for fast wave heating
International Nuclear Information System (INIS)
Zhu Xueguang; Kuang Guangli; Zhao Yanping; Li Youyi; Xie Jikang
1998-03-01
The standard normal distribution for particles in Tokamak geometry is usually assumed in fast wave heating. In fact, due to the quasi-linear diffusion effect, the parallel and vertical temperature of resonant particles is not equal, so, this will bring some error. For this case, the Fokker-Planck equation is introduced, and iteration algorithm is adopted to solve the problem well
Modeling Populations of Thermostatic Loads with Switching Rate Actuation
DEFF Research Database (Denmark)
Totu, Luminita Cristiana; Wisniewski, Rafal; Leth, John-Josef
2015-01-01
We model thermostatic devices using a stochastic hybrid description, and introduce an external actuation mechanism that creates random switch events in the discrete dynamics. We then conjecture the form of the Fokker-Planck equation and successfully verify it numerically using Monte Carlo...... simulations. The actuation mechanism and subsequent modeling result are relevant for power system operation....
Dissipative nucleus-nucleus collisions: study of memory effects
International Nuclear Information System (INIS)
Agarwal, K.C.; Yadav, H.L.
2002-01-01
Dissipative collisions between two heavy nuclei are described in terms of a macroscopic dynamical model within the framework of a multi-dimensional Fokker-Planck equation. The reaction 86 Kr(8.18 MeV/u) + 166 Er has been used as a prototype to study and demonstrate the memory effects for dissipation and diffusion processes
Consistent dynamical and statistical description of fission and comparison
Energy Technology Data Exchange (ETDEWEB)
Shunuan, Wang [Chinese Nuclear Data Center, Beijing, BJ (China)
1996-06-01
The research survey of consistent dynamical and statistical description of fission is briefly introduced. The channel theory of fission with diffusive dynamics based on Bohr channel theory of fission and Fokker-Planck equation and Kramers-modified Bohr-Wheeler expression according to Strutinsky method given by P.Frobrich et al. are compared and analyzed. (2 figs.).
International Nuclear Information System (INIS)
Frank, T.D.
2006-01-01
First-order approximations of time-dependent solutions are determined for stochastic systems perturbed by time-delayed feedback forces. To this end, the theory of delay Fokker-Planck equations is applied in combination with Bayes' theorem. Applications to a time-delayed Ornstein-Uhlenbeck process and the geometric Brownian walk of financial physics are discussed
Stochastic evolutions and hadronization of highly excited hadronic matter
International Nuclear Information System (INIS)
Carruthers, P.
1984-01-01
Stochastic ingredients of high energy hadronic collisions are analyzed, with emphasis on multiplicity distributions. The conceptual simplicity of the k-cell negative binomial distribution is related to the evolution of probability distributions via the Fokker-Planck and related equations. The connection to underlying field theory ideas is sketched. 17 references
Energy Technology Data Exchange (ETDEWEB)
Nakamura, K; Nakamura, Y; Hiraki, N; Itoh, S [Kyushu Univ., Fukuoka (Japan). Research Inst. for Applied Mechanics
1981-07-01
Temporal evolution and spatial profile of ion energy spectrum just after the application of current pulse for turbulent heating are investigated experimentally in TRIAM-1 and numerically with a Fokker-Planck equation. Two-component ion energy spectrum formed by turbulent heating relaxes to single one within tau sub(i) (ion collision time).
Relaxation of ion energy spectrum just after turbulent heating pulse in TRIAM-1 tokamak
Energy Technology Data Exchange (ETDEWEB)
Nakamura, Kazuo; Hiraki, Naoji; Nakamura, Yukio; Itoh, Satoshi [Kyushu Univ., Fukuoka (Japan). Research Inst. for Applied Mechanics
1982-07-01
The temporal evolution and spatial profile of the ion energy spectrum just after the application of a toroidal current pulse for turbulent heating are investigated experimentally in the TRIAM-1 tokamak and also numerically using the Fokker-Planck equation. The two-component ion energy spectrum formed by turbulent heating relaxes to a single one within tausub(i) (the ion collision time).
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan; Erban, Radek; Chapman, S. Jonathan
2014-01-01
is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal
Problems of phenomenological simulation of the Dst variation
International Nuclear Information System (INIS)
Gul'el'mi, A.V.
1988-01-01
Stochastic generalization of RBM model, describing the D st -variation is suggested. The corresponding Fokker-Planck equation contains a new phenomenological parameter enabling to obtain the interval estimation of D st forecast. The structure of sources and sinks forming the D st -variation is considered from the viewpoint of critical phenomenon theory
Non-equipotential magnetic surfaces and mode-transition in tokamaks
International Nuclear Information System (INIS)
Li Xingzhong
1988-01-01
The solution of the Fokker-Planck equation is used to describe a phase transition in velocity space. This transition is related to the mode-transition in tokamaks. After the transition the electrostatic potential on a magnetic surface cannot be considered as a constant. (orig.)
Blanchet, Adrien; Dolbeault, Jean; Kowalczyk, MichaŁ
2009-01-01
-similar variables attached to t he center of mass to a stationary solution of a Fokker-Planck equation modulated by a periodic perturbation with fast oscillations, with an explicit rate. We also give an asymptotic expansion of the traveling diffusion front
Currents driven by electron cyclotron waves
International Nuclear Information System (INIS)
Karney, C.F.F.; Fisch, N.J.
1981-07-01
Certain aspects of the generation of steady-state currents by electron cyclotron waves are explored. A numerical solution of the Fokker-Planck equation is used to verify the theory of Fisch and Boozer and to extend their results into the nonlinear regime. Relativistic effects on the current generated are discussed. Applications to steady-state tokamak reactors are considered
Monte Carlo particle simulation and finite-element techniques for tandem mirror transport
International Nuclear Information System (INIS)
Rognlien, T.D.; Cohen, B.I.; Matsuda, Y.; Stewart, J.J. Jr.
1985-12-01
A description is given of numerical methods used in the study of axial transport in tandem mirrors owing to Coulomb collisions and rf diffusion. The methods are Monte Carlo particle simulations and direct solution to the Fokker-Planck equations by finite-element expansion. 11 refs
International Nuclear Information System (INIS)
Frank, T.D.
2010-01-01
We formulate Markov diffusion processes for canonical-dissipative systems exhibiting Nambu mechanics. Analytical expressions for stationary canonical-dissipative distributions are obtained. Nambu-Boltzmann distributions are derived as special cases for systems without energy pumping. The Markov short-time propagator is used to derive maximum likelihood estimators for parameters of a model that describes a particular dynamic motor pattern providing haptic cues.
A continuous stochastic model for non-equilibrium dense gases
Sadr, M.; Gorji, M. H.
2017-12-01
While accurate simulations of dense gas flows far from the equilibrium can be achieved by direct simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order to cope with that, an efficient yet accurate solution algorithm based on the Fokker-Planck approximation of the Enskog equation is devised in this paper; the approximation is very much associated with the Fokker-Planck model derived from the Boltzmann equation by Jenny et al. ["A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion," J. Comput. Phys. 229, 1077-1098 (2010)] and Gorji et al. ["Fokker-Planck model for computational studies of monatomic rarefied gas flows," J. Fluid Mech. 680, 574-601 (2011)]. The idea behind these Fokker-Planck descriptions is to project the dynamics of discrete collisions implied by the molecular encounters into a set of continuous Markovian processes subject to the drift and diffusion. Thereby, the evolution of particles representing the governing stochastic process becomes independent from each other and thus very efficient numerical schemes can be constructed. By close inspection of the Enskog operator, it is observed that the dense gas effects contribute further to the advection of molecular quantities. That motivates a modelling approach where the dense gas corrections can be cast in the extra advection of particles. Therefore, the corresponding Fokker-Planck approximation is derived such that the evolution in the physical space accounts for the dense effects present in the pressure, stress tensor, and heat fluxes. Hence the consistency between the devised Fokker-Planck approximation and the Enskog operator is shown for the velocity moments up to the heat fluxes. For validation studies, a homogeneous gas inside a box besides Fourier, Couette, and lid-driven cavity flow setups is considered. The results based on the Fokker-Planck model are
Quantization of non-Hamiltonian physical systems
International Nuclear Information System (INIS)
Bolivar, A.O.
1998-09-01
We propose a general method of quantization of non-Hamiltonian physical systems. Applying it, for example, to a dissipative system coupled to a thermal reservoir described by the Fokker-Planck equation, we are able to obtain the Caldeira-Leggett master equation, the non-linear Schroedinger-Langevin equation and Caldirola-Kanai equation (with an additional term), as particular cases. (author)
Liouville's theorem and phase-space cooling
International Nuclear Information System (INIS)
Mills, R.L.; Sessler, A.M.
1993-01-01
A discussion is presented of Liouville's theorem and its consequences for conservative dynamical systems. A formal proof of Liouville's theorem is given. The Boltzmann equation is derived, and the collisionless Boltzmann equation is shown to be rigorously true for a continuous medium. The Fokker-Planck equation is derived. Discussion is given as to when the various equations are applicable and, in particular, under what circumstances phase space cooling may occur
International Nuclear Information System (INIS)
Schulze-Halberg, Axel
2010-01-01
We study Green's functions of the generalized Sturm-Liouville problems that are related to each other by Darboux -equivalently, supersymmetrical - transformations. We establish an explicit relation between the corresponding Green's functions and derive a simple formula for their trace. The class of equations considered here includes the conventional Schroedinger equation and generalizations, such as for position-dependent mass and with linearly energy-dependent potential, as well as the stationary Fokker-Planck equation.
Brownian quasi-particles and quantum quasi-particles
International Nuclear Information System (INIS)
Fronteau, J.
1987-01-01
The concept of quasi-particles is used in Statistical Mechanics as well as in Quantum Mechanics, to associate differentiable trajectories to the equations of evolution, trajectories on which a maximum of informations is concentrated concerning the phenomena studied. Two cases are treated numerically, that of the Fokker-Planck equation with an x - x 3 field, and that of the Schroedinger equation with null potential, in a situation of interference [fr
When is quasi-linear theory exact. [particle acceleration
Jones, F. C.; Birmingham, T. J.
1975-01-01
We use the cumulant expansion technique of Kubo (1962, 1963) to derive an integrodifferential equation for the average one-particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the equation for this function degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory only for this limited class of fluctuations.
Mean-field games with logistic population dynamics
Gomes, Diogo A.
2013-12-01
In its standard form, a mean-field game can be defined by coupled system of equations, a Hamilton-Jacobi equation for the value function of agents and a Fokker-Planck equation for the density of agents. Traditionally, the latter equation is adjoint to the linearization of the former. Since the Fokker-Planck equation models a population dynamic, we introduce natural features such as seeding and birth, and nonlinear death rates. In this paper we analyze a stationary meanfield game in one dimension, illustrating various techniques to obtain regularity of solutions in this class of systems. In particular we consider a logistic-type model for birth and death of the agents which is natural in problems where crowding affects the death rate of the agents. The introduction of these new terms requires a number of new ideas to obtain wellposedness. In a forthcoming publication we will address higher dimensional models. ©2013 IEEE.
Mean-field games with logistic population dynamics
Gomes, Diogo A.; De Lima Ribeiro, Ricardo
2013-01-01
In its standard form, a mean-field game can be defined by coupled system of equations, a Hamilton-Jacobi equation for the value function of agents and a Fokker-Planck equation for the density of agents. Traditionally, the latter equation is adjoint to the linearization of the former. Since the Fokker-Planck equation models a population dynamic, we introduce natural features such as seeding and birth, and nonlinear death rates. In this paper we analyze a stationary meanfield game in one dimension, illustrating various techniques to obtain regularity of solutions in this class of systems. In particular we consider a logistic-type model for birth and death of the agents which is natural in problems where crowding affects the death rate of the agents. The introduction of these new terms requires a number of new ideas to obtain wellposedness. In a forthcoming publication we will address higher dimensional models. ©2013 IEEE.
Stochastic theory of molecular collisions. II. Application to atom--vibrotor collisions
International Nuclear Information System (INIS)
Augustin, S.D.; Rabitz, H.
1977-01-01
In this work stochastic theory is applied to the treatment of atom--vibrotor collisions. This is an extension of a previous paper which described molecular collisions by a Pauli master equation or a Fokker--Planck equation. In this framework an energy conserving classical path model is explored, and methods for solving the equations numerically are discussed. The coefficients of the Fokker--Planck equation are shown to be expressible as simple functions of the interaction potential. Estimates of the computational labor are also discussed. Finally as a followup on the initial work, numerical solutions of the master equation for the collinear vibrational excitation problem of Secrest and Johnson are presented in an Appendix
The Markov process admits a consistent steady-state thermodynamic formalism
Peng, Liangrong; Zhu, Yi; Hong, Liu
2018-01-01
The search for a unified formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general Markov processes described by the Chapman-Kolmogorov equation. Furthermore, corresponding formalisms of steady-state thermodynamics for the master equation and Fokker-Planck equation could be rigorously derived in mathematics. To be concrete, we proved that (1) in the limit of continuous time, the steady-state thermodynamic formalism for the Chapman-Kolmogorov equation fully agrees with that for the master equation; (2) a similar one-to-one correspondence could be established rigorously between the master equation and Fokker-Planck equation in the limit of large system size; (3) when a Markov process is restrained to one-step jump, the steady-state thermodynamic formalism for the Fokker-Planck equation with discrete state variables also goes to that for master equations, as the discretization step gets smaller and smaller. Our analysis indicated that general Markov processes admit a unified and self-consistent non-equilibrium steady-state thermodynamic formalism, regardless of underlying detailed models.
Energy Technology Data Exchange (ETDEWEB)
Belayche, P; Chavy, P; Dupoux, M; Salmon, J [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires
1961-07-01
Numerical solution of the Fokker-Planck equation applied to the slowing down of tritons in a deuterium plasma. After the equations and the boundary conditions have been written, some attention is paid to the numerical tricks used to run the problem on a high speed electronic computer. The numerical results thus obtained are then analyzed and as far as possible, mathematically explained. (authors) [French] Resolution numerique de l'equation de Fokker-Planck appliquee au ralentissement de tritons dans un plasma de deuterium. Apres avoir rappele les equations, les conditions aux limites, l'accent est mis sur les artifices numeriques utilises pour traiter le probleme sur une calculatrice a grande vitesse. Les resultats numeriques obtenus sont ensuite analyses et si possible expliques mathematiquement. En particulier ils peuvent se rattacher a ceux obtenus par application directe de la formule de Spitzer. (auteurs)
Stochastic diffusion of dust grains by the interplanetary magnetic field
International Nuclear Information System (INIS)
Hassan, M.H.A.; Wallis, M.K.
1983-10-01
The effects of the sectored Interplanetary Magnetic Field on charged dust grains orbiting around the sun under radiation pressure and Poynting-Robertson drag forces are examined for initially circular and non-inclined orbits. The distribution function of the charged grains satisfies a Fokker-Planck equation in which the sectored field is taken as a source of stochastic impulses. By adopting the integrals of the impulse-free motion as variable parameters, the Fokker-Planck equation can be properly treated as a diffusion equation. Analytic solutions of the resulting diffusion equation show that dust grains injected near the ecliptic plane are scattered strongly to high helio-latitudes. The scattering is more pronounced for small grains injected at large distances from the Sun. (author)
Nucleation rate of critical droplets on an elastic string in a φ6 potential
International Nuclear Information System (INIS)
Kerr, W.C.; Graham, A.J.
2004-01-01
We obtain the nucleation rate of critical droplets for an elastic string moving in a φ 6 local potential and subject to noise and damping forces. The critical droplet is a bound soliton-antisoliton pair that carries a section of the string out of the metastable central minimum into one of the stable side minima. The frequencies of small oscillations about the critical droplet are obtained from a Heun equation. We solve the Fokker-Planck equation for the phase-space probability density by projecting it onto the eigenfunction basis obtained from the Heun equation. We employ Farkas' 'flux-overpopulation' method to obtain boundary conditions for solving the Fokker-Planck equation; these restrict the validity of our solution to the moderate to heavy damping regime. We present results for the rate as a function of temperature, well depth, and damping
Nernst Effect in Magnetized Plasmas
Joglekar, Archis S.; Thomas, Alexander G. R.; Ridgers, Christopher P.; Kingham, Robert J.
2015-01-01
We present nanosecond timescale Vlasov-Fokker-Planck-Maxwell modeling of magnetized plasma transport and dynamics in a hohlraum with an applied external magnetic field, under conditions similar to recent experiments. Self-consistent modeling of the kinetic electron momentum equation allows for a complete treatment of the heat flow equation and Ohm's Law, including Nernst advection of magnetic fields. In addition to showing the prevalence of non-local behavior, we demonstrate that effects such...
Kinetic modeling of Nernst effect in magnetized hohlraums
Joglekar, A. S.; Ridgers, Christopher Paul; Kingham, R J; Thomas, A. G. R.
2016-01-01
We present nanosecond time-scale Vlasov-Fokker-Planck-Maxwell modeling of magnetized plasma transport and dynamics in a hohlraum with an applied external magnetic field, under conditions similar to recent experiments. Self-consistent modeling of the kinetic electron momentum equation allows for a complete treatment of the heat flow equation and Ohm's law, including Nernst advection of magnetic fields. In addition to showing the prevalence of nonlocal behavior, we demonstrate that effects such...
Non-Markovian Effects on the Brownian Motion of a Free Particle
Bolivar, A. O.
2010-01-01
Non-Markovian effects upon the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated within the framework of Fokker-Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian features can enhance the values of the mean square displacement and momentum, thereby assuring the mathematical property of differentiability of the these physically observable quantities.
Transport theory of dissipative heavy-ion collisions
International Nuclear Information System (INIS)
Norenberg, W.
1979-01-01
The lectures present the formulation of a transport theory, the derivation of a practicable transport equation (Fokker-Planck equation) and the evaluation of transport coefficients for dissipative (or deeply inelastic) heavy-ion collisions. The applicability of the theoretical concept is tested with remarkable success in the analyses of various experimental information (mass transfer, angular-momentum dissipation and energy loss). Some critical remarks on the present situation of transport theories are added. Future developments are outlined. (author)
Stochastic quantization and mean field approximation
International Nuclear Information System (INIS)
Jengo, R.; Parga, N.
1983-09-01
In the context of the stochastic quantization we propose factorized approximate solutions for the Fokker-Planck equation for the XY and Zsub(N) spin systems in D dimensions. The resulting differential equation for a factor can be solved and it is found to give in the limit of t→infinity the mean field or, in the more general case, the Bethe-Peierls approximation. (author)
Gas-induced friction and diffusion of rigid rotors
Martinetz, Lukas; Hornberger, Klaus; Stickler, Benjamin A.
2018-05-01
We derive the Boltzmann equation for the rotranslational dynamics of an arbitrary convex rigid body in a rarefied gas. It yields as a limiting case the Fokker-Planck equation accounting for friction, diffusion, and nonconservative drift forces and torques. We provide the rotranslational friction and diffusion tensors for specular and diffuse reflection off particles with spherical, cylindrical, and cuboidal shape, and show that the theory describes thermalization, photophoresis, and the inverse Magnus effect in the free molecular regime.
Stochastic methods for the description of multiparticle production
International Nuclear Information System (INIS)
Carruthers, P.
1984-01-01
Dynamical questions in the evolution of excited hadronic matter are reviewed, with emphasis on KNO scaling and its possible violation. It is suggested that the KNO distributions is described by a stochastic evolution of the Fokker-Planck type related to underlying field theory by coupled rate equations approximated by Langevin equations with noise. Refined correlation analysis of data, especially the use of intensity interferometry techniques, is recommended for data analysis. 26 references
Transport theory of dissipative heavy-ion collisions
International Nuclear Information System (INIS)
Noerenberg, W.
1979-03-01
The lectures present the formulation of a transport theory, the derivation of a practicable transport equation (Fokker-Planck equation) and the evaluation of transport coefficients for dissipative (or deeply inelastic) heavyion collisions. The applicability of the theoretical concept is tested with remarkable success in the analyses of various experimental informations (mass transfer, angular-momentum dissipation and energy loss). Some critical remarks on the present situation of transport theories are added. Future developments are outlined. (orig.) [de
Noise-induced multistability in chemical systems: Discrete versus continuum modeling
Czech Academy of Sciences Publication Activity Database
Duncan, A.; Liao, S.; Vejchodský, Tomáš; Erban, R.; Grima, R.
2015-01-01
Roč. 91, č. 4 (2015), s. 042111 ISSN 1539-3755 EU Projects: European Commission(XE) 328008 - STOCHDETBIOMODEL Institutional support: RVO:67985840 Keywords : chemical master equation * chemical Fokker-Planck equation * multimodality Subject RIV: BA - General Mathematics Impact factor: 2.288, year: 2014 http://journals. aps .org/pre/abstract/10.1103/PhysRevE.91.042111
Slowing down of test particles in a plasma (1961)
International Nuclear Information System (INIS)
Belayche, P.; Chavy, P.; Dupoux, M.; Salmon, J.
1961-01-01
Numerical solution of the Fokker-Planck equation applied to the slowing down of tritons in a deuterium plasma. After the equations and the boundary conditions have been written, some attention is paid to the numerical tricks used to run the problem on a high speed electronic computer. The numerical results thus obtained are then analyzed and as far as possible, mathematically explained. (authors) [fr
Statistical approach to bistable behaviour of a nonlinear system in a stationary field
International Nuclear Information System (INIS)
Luks, A.; Perina, J.; Perinova, V.; Bertolotti, M.; Sibilia, C.
1984-01-01
The quantum statistical properties of an elastic scattering process are investigated comprising crossed light beams which are in interaction with a particle (electron) beam treated as ''two-step'' system. Using the master equation and the generalized Fokker-Planck equation techniques, the integrated intensities are characterized by their probability distributions and it is demonstrated that single modes exhibit two-peak bistable behaviour. (author)
A structural self-regulation of functioning macromolecules
International Nuclear Information System (INIS)
Khristoforov, L.N.
1998-01-01
An approach to describing the functional structural changes of macromolecules processing the flows of low-mass agents is formulated. The latter appear as a source of a discrete noise whose defining parameters depend on structural variables. We derive a forward evolution equation and then, by adiabatic elimination, effective Fokker-Planck's equation for the structural modes. Within the dichotomous case, we discuss noise-induced nonequilibrium phase transitions reflecting the regulatory role of the structural subsystem
Stochastic dynamics of an inflationary model and initial distribution of universes
International Nuclear Information System (INIS)
Nambu, Yasusada.
1989-01-01
We investigate the stationary solution of the modified Fokker-Planck equation which governs the global dynamics of the inflation. Contrary to the original FP equation which is for a Hubble horizon size region, we found that the normalizable stationary solution can exist for modified Fokker-Planck equation which is for many Hubble horizon size regions. For a chaotic inflationary model with the potential λψ 2n , we get initial distribution of classical universes using this solution, and discussed the physical meaning of it. Especially for n = 2, this distribution obeys power-law and classical universes which created from the Planck energy region make the fractal structure. Other cases n ≠ 2, creation of large classical universes are strongly suppressed. (author)
Nonlinear drift-diffusion model of gating in K and nACh ion channels
Energy Technology Data Exchange (ETDEWEB)
Vaccaro, S.R. [Department of Physics, University of Adelaide, Adelaide, South Australia 5005 (Australia)], E-mail: svaccaro@physics.adelaide.edu.au
2007-09-03
The configuration of a sensor regulates the transition between the closed and open states of both voltage and ligand gated channels. The closed state dwell-time distribution f{sub c}(t) derived from a Fokker-Planck equation with a nonlinear diffusion coefficient is in good agreement with experimental data and can account for the power law approximation to f{sub c}(t) for a delayed rectifier K channel and a nicotinic acetylcholine (nACh) ion channel. The solution of a master equation which approximates the Fokker-Planck equation provides a better description of the small time behaviour of the dwell-time distribution and can account for the empirical rate-amplitude correlation for these ion channels.
Adaptive Finite Element Method Assisted by Stochastic Simulation of Chemical Systems
Cotter, Simon L.; Vejchodský , Tomá š; Erban, Radek
2013-01-01
Stochastic models of chemical systems are often analyzed by solving the corresponding Fokker-Planck equation, which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with nonnegligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the stationary probability density. Numerical examples demonstrate that the presented method is competitive with existing a posteriori methods. © 2013 Society for Industrial and Applied Mathematics.
Non deterministic methods for charged particle transport
International Nuclear Information System (INIS)
Besnard, D.C.; Buresi, E.; Hermeline, F.; Wagon, F.
1985-04-01
The coupling of Monte-Carlo methods for solving Fokker Planck equation with ICF inertial confinement fusion codes requires them to be economical and to preserve gross conservation properties. Besides, the presence in FPE Fokker-Planck equation of diffusion terms due to collisions between test particles and the background plasma challenges standard M.C. (Monte-Carlo) techniques if this phenomenon is dominant. We address these problems through the use of a fixed mesh in phase space which allows us to handle highly variable sources, avoiding any Russian Roulette for lowering the size of the sample. Also on this mesh are solved diffusion equations obtained from a splitting of FPE. Any non linear diffusion terms of FPE can be handled in this manner. Another method, also presented here is to use a direct particle method for solving the full FPE
Statistical properties of single-mode emission in free-electron lasers
International Nuclear Information System (INIS)
Bertolotti, M.; Luks, A.; Perina, J.; Perinova, V.; Sibilia, C.
1984-01-01
The authors of this paper discuss the statistical properties of radiation produced in the free electron laser, in the case of singlemode emission when the system is used as an amplifier, with very small gain. The coherent states technique and the q-c number correspondence is employed, starting from the master-equation and obtaining the generalized Fokker-Planck equation for the anti-normal quasidistribution function. Solutions of Fokker-Planck equation provide the photocounting distribution and its factorial moments. No losses are included. It is shown that, in the short-time approximation, the radiation field exhibits antibunching, and that the photocounting distributions, when some suitable conditions on the field intensities are fulfilled, in the stationary regime shows a two-peak behavior, evidencing the existence of bistable states
Pulse-coupled mixed-mode oscillators: Cluster states and extreme noise sensitivity
Karamchandani, Avinash J.; Graham, James N.; Riecke, Hermann
2018-04-01
Motivated by rhythms in the olfactory system of the brain, we investigate the synchronization of all-to-all pulse-coupled neuronal oscillators exhibiting various types of mixed-mode oscillations (MMOs) composed of sub-threshold oscillations (STOs) and action potentials ("spikes"). We focus particularly on the impact of the delay in the interaction. In the weak-coupling regime, we reduce the system to a Kuramoto-type equation with non-sinusoidal phase coupling and the associated Fokker-Planck equation. Its linear stability analysis identifies the appearance of various cluster states. Their type depends sensitively on the delay and the width of the pulses. Interestingly, long delays do not imply slow population rhythms, and the number of emerging clusters only loosely depends on the number of STOs. Direct simulations of the oscillator equations reveal that for quantitative agreement of the weak-coupling theory the coupling strength and the noise have to be extremely small. Even moderate noise leads to significant skipping of STO cycles, which can enhance the diffusion coefficient in the Fokker-Planck equation by two orders of magnitude. Introducing an effective diffusion coefficient extends the range of agreement significantly. Numerical simulations of the Fokker-Planck equation reveal bistability and solutions with oscillatory order parameters that result from nonlinear mode interactions. These are confirmed in simulations of the full spiking model.
Mobility and volatility: What is behind the rising income inequality in the United States
Wu, Huixuan; Li, Yao
2018-02-01
Inequality of family incomes in the United States has increased significantly in the past four decades. This is largely interpreted as a result of unequal mobility, e.g., the rich can get richer at a faster pace than the rest of the population. However, using nationally representative data and the Fokker-Planck equation, our study shows that income mobility in the United States has remained stable. Instead, we find another factor - income volatility, which measures the instability of incomes - has increased considerably and caused the surge of income inequality. In addition, the rising volatility is associated with the plummeting of income-growth opportunity, creating the feeling that the American Dream is in decline. Volatility has often been overlooked in previous studies on inequality, partially because mobility and volatility are usually studied separately. By contrast, the Fokker-Planck equation takes both mobility and volatility into consideration, making it a more comprehensive model.
International Nuclear Information System (INIS)
Molinari, V.G.; Pizzio, F.; Spiga, G.
1979-01-01
The electron distribution function, the electron temperature and some transport parameters (electrical conductivity and energy flow coefficient) are obtained starting from the nonlinear Boltzmann equation for a plasma under the action of an external electric field. The Fokker-Planck approximation is used for electron-electron and electron-ion interactions. The effects of electron-electron collisions are studied for different values of collision frequencies and electric field. (author)
Charmonia enhancement in quark-gluon plasma with improved description of c-quarks phase distribution
International Nuclear Information System (INIS)
Gossiaux, Pol Bernard; Guiho, Vincent; Aichelin, Joerg
2005-01-01
We present a dynamical model of heavy quark evolution in the quark-gluon plasma (QGP) based on the Fokker-Planck equation. We then apply this model to the case of central ultra-relativistic nucleus-nucleus collisions performed at RHIC and estimate the component of J/ψ production (integrated and differential) stemming from c-c-bar pairs that are initially uncorrelated
Thermal conduction down steep temperature gradients
International Nuclear Information System (INIS)
Bell, A.R.; Evans, R.G.; Nicholas, D.J.
1980-08-01
The Fokker-Planck equation has been solved numerically in one spatial and two velocity dimensions in order to study thermal conduction in large temperature gradients. An initially cold plasma is heated at one end of the spatial grid producing temperature gradients with scale lengths of a few times the electron mean free path. The heat flow is an order of magnitude smaller than that predicted by the classical theory which is valid in the limit of small temperature gradients. (author)
Effect of magnetic axis shift on neoclassical transport in helical torus
International Nuclear Information System (INIS)
Sanuki, Heiji; Todoroki, Jiro
2004-01-01
Neoclassical transport for large helical device (LHD) configurations is studied by solving the bounce-averaged Fokker-Planck equation. Numerical code employed in the present paper (CHD1) is much faster and more efficient than existing transport codes. Effects of the magnetic axis shift on the mono-energetic transport coefficients are studied in detail for the LHD configurations, revealing that a strong inward shift of the magnetic axis can reduce remarkably the neoclassical ripple transport. (author)
Inherent noise can facilitate coherence in collective swarm motion
Yates, C. A.; Erban, R.; Escudero, C.; Couzin, I. D.; Buhl, J.; Kevrekidis, I. G.; Maini, P. K.; Sumpter, D. J. T.
2009-01-01
Among the most striking aspects of the movement of many animal groups are their sudden coherent changes in direction. Recent observations of locusts and starlings have shown that this directional switching is an intrinsic property of their motion. Similar direction switches are seen in self-propelled particle and other models of group motion. Comprehending the factors that determine such switches is key to understanding the movement of these groups. Here, we adopt a coarse-grained approach to the study of directional switching in a self-propelled particle model assuming an underlying one-dimensional Fokker-Planck equation for the mean velocity of the particles. We continue with this assumption in analyzing experimental data on locusts and use a similar systematic Fokker-Planck equation coefficient estimation approach to extract the relevant information for the assumed Fokker-Planck equation underlying that experimental data. In the experiment itself the motion of groups of 5 to 100 locust nymphs was investigated in a homogeneous laboratory environment, helping us to establish the intrinsic dynamics of locust marching bands. We determine the mean time between direction switches as a function of group density for the experimental data and the self-propelled particle model. This systematic approach allows us to identify key differences between the experimental data and the model, revealing that individual locusts appear to increase the randomness of their movements in response to a loss of alignment by the group. We give a quantitative description of how locusts use noise to maintain swarm alignment. We discuss further how properties of individual animal behavior, inferred by using the Fokker-Planck equation coefficient estimation approach, can be implemented in the self-propelled particle model to replicate qualitatively the group level dynamics seen in the experimental data.
Integral representation of nonlinear heat transport
International Nuclear Information System (INIS)
Kishimoto, Y.; Mima, K.; Haines, M.G.
1985-07-01
The electron distribution function in a plasma with steep temperature gradient is obtained from a Fokker-Planck equation by Green's function method. The formula describes the nonlocal effects on thermal transport over the range, λ e /L e /L → 0. As an example, the heat wave is analyzed numerically by the integral formula and it is found that the previous simulation results are well reproduced. (author)
Transport of heavy ions in inertial confinement fusion
International Nuclear Information System (INIS)
Parvazian, A.; Shahbandari Gouchani, A.
2007-01-01
In this article we have investigated the interaction of heavy ions (U) with a target (Au). In inertial confinement fusion method Interaction between heavy ion beam and target was simulated, Numerical analysis of the Boltzmann Fokker Planck equation used in order to optimize the material of the target and Energy deposition of ion beam to electrons and ions of target and The thickness of the target were calculated.
Path integrals for inertialess classical particles under-going rapid stochastic trembling. I
International Nuclear Information System (INIS)
Bezak, V.
1978-01-01
Feynman path integrals are studied in reference to the Fokker-Planck (Smoluchowski) equation. Examples are presented including the motion of an inertialess classical charged particle between electrodes in plate and cylindrical capacitors with charges fluctuating rapidly as Gaussian white-noise stochastic processes. Another example concerns magnetodiffusion of a charged particle in an non-polarized electromagnetic beam characterized by a white-noise spectrum. (author)
The theory of hybrid stochastic algorithms
International Nuclear Information System (INIS)
Duane, S.; Kogut, J.B.
1986-01-01
The theory of hybrid stochastic algorithms is developed. A generalized Fokker-Planck equation is derived and is used to prove that the correct equilibrium distribution is generated by the algorithm. Systematic errors following from the discrete time-step used in the numerical implementation of the scheme are computed. Hybrid algorithms which simulate lattice gauge theory with dynamical fermions are presented. They are optimized in computer simulations and their systematic errors and efficiencies are studied. (orig.)
Response of sliding structures to seismic excitation: bibliographical study
International Nuclear Information System (INIS)
Sarh, K.; Duval, C.
1992-11-01
Calculation of the seismic response of structures on sliding supports involves the dual problem of ''non-linear'' and ''random'' dynamic behaviour. After a review of the non-linearities common in dynamics, slipping is compared with a hysteresis phenomenon. Simple examples are then used to present the Fokker-Planck equation and the equivalent linearization method. Finally, the methods for modification of the excitation spectrum intended for the engineering calculations are recalled. (authors). 21 figs., 23 refs
Relaxation of ion energy spectrum just after turbulent heating pulse in TRIAM-1 tokamak
International Nuclear Information System (INIS)
Nakamura, Kazuo; Hiraki, Naoji; Nakamura, Yukio; Itoh, Satoshi
1982-01-01
The temporal evolution and spatial profile of the ion energy spectrum just after the application of a toroidal current pulse for turbulent heating are investigated experimentally in the TRIAM-1 tokamak and also numerically using the Fokker-Planck equation. The two-component ion energy spectrum formed by turbulent heating relaxes to a single one within tausub(i) (the ion collision time). (author)
Random walk of the baryon number
International Nuclear Information System (INIS)
Kazaryan, A.M.; Khlebnikov, S.Y.; Shaposhnikov, M.E.
1989-01-01
A new approach is suggested for the anomalous nonconservation of baryon number in the electroweak theory at high temperatures. Arguments are presented in support of the idea that the baryon-number changing reactions may be viewed as random Markov processes. Making use of the general theory of Markov processes, the Fokker--Planck equation for the baryon-number distribution density is obtained and kinetic coefficients are calculated
Drowsy Cheetah Hunting Antelopes: A Diffusing Predator Seeking Fleeing Prey
Winkler, Karen; Bray, Alan J.
2004-01-01
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...
Kinetic theory of plasma in the limiter-scrape-off layer
International Nuclear Information System (INIS)
Daybelge, U.; Bein, B.
1977-01-01
An asymptotic solution is given for the ion-drift-kinetic equation with a full Fokker--Planck term for the limiter-scrape-off layer in a tokamak. In this layer, the plasma is assumed to consist of hot, collisionless ions, and cold, collisional electrons. From the solution of the boundary-layer problem, ion and electron particle and energy losses to the limiter are calculated. Limiter load profiles due to ions are explicitly given as functions of the poloidal angle
Inherent noise can facilitate coherence in collective swarm motion
Yates, C. A.
2009-03-31
Among the most striking aspects of the movement of many animal groups are their sudden coherent changes in direction. Recent observations of locusts and starlings have shown that this directional switching is an intrinsic property of their motion. Similar direction switches are seen in self-propelled particle and other models of group motion. Comprehending the factors that determine such switches is key to understanding the movement of these groups. Here, we adopt a coarse-grained approach to the study of directional switching in a self-propelled particle model assuming an underlying one-dimensional Fokker-Planck equation for the mean velocity of the particles. We continue with this assumption in analyzing experimental data on locusts and use a similar systematic Fokker-Planck equation coefficient estimation approach to extract the relevant information for the assumed Fokker-Planck equation underlying that experimental data. In the experiment itself the motion of groups of 5 to 100 locust nymphs was investigated in a homogeneous laboratory environment, helping us to establish the intrinsic dynamics of locust marching bands. We determine the mean time between direction switches as a function of group density for the experimental data and the self-propelled particle model. This systematic approach allows us to identify key differences between the experimental data and the model, revealing that individual locusts appear to increase the randomness of their movements in response to a loss of alignment by the group. We give a quantitative description of how locusts use noise to maintain swarm alignment. We discuss further how properties of individual animal behavior, inferred by using the Fokker-Planck equation coefficient estimation approach, can be implemented in the self-propelled particle model to replicate qualitatively the group level dynamics seen in the experimental data.
Analysis of a Stochastic Chemical System Close to a SNIPER Bifurcation of Its Mean-Field Model
Erban, Radek
2009-01-01
A framework for the analysis of stochastic models of chemical systems for which the deterministic mean-field description is undergoing a saddle-node infinite period (SNIPER) bifurcation is presented. Such a bifurcation occurs, for example, in the modeling of cell-cycle regulation. It is shown that the stochastic system possesses oscillatory solutions even for parameter values for which the mean-field model does not oscillate. The dependence of the mean period of these oscillations on the parameters of the model (kinetic rate constants) and the size of the system (number of molecules present) are studied. Our approach is based on the chemical Fokker-Planck equation. To gain some insight into the advantages and disadvantages of the method, a simple one-dimensional chemical switch is first analyzed, and then the chemical SNIPER problem is studied in detail. First, results obtained by solving the Fokker-Planck equation numerically are presented. Then an asymptotic analysis of the Fokker-Planck equation is used to derive explicit formulae for the period of oscillation as a function of the rate constants and as a function of the system size. © 2009 Society for Industrial and Applied Mathematics.
Backe, H.; Lauth, W.; Tran Thi, T. N.
2018-04-01
Line structures were observed for (110) planar channeling of electrons in a diamond single crystal even at a beam energy of 180 MeV . This observation motivated us to initiate dechanneling length measurements as function of the beam energy since the occupation of quantum states in the channeling potential is expected to enhance the dechanneling length. High energy loss signals, generated as a result of emission of a bremsstrahlung photon with about half the beam energy at channeling of 450 and 855 MeV electrons, were measured as function of the crystal thickness. The analysis required additional assumptions which were extracted from the numerical solution of the Fokker-Planck equation. Preliminary results for diamond are presented. In addition, we reanalyzed dechanneling length measurements at silicon single crystals performed previously at the Mainz Microtron MAMI at beam energies between 195 and 855 MeV from which we conclude that the quality of our experimental data set is not sufficient to derive definite conclusions on the dechanneling length. Our experimental results are below the predictions of the Fokker-Planck equation and somewhat above the results of simulation calculations of A. V. Korol and A. V. Solov'yov et al. on the basis of the MBN Explorer simulation package. We somehow conservatively conclude that the prediction of the asymptotic dechanneling length on the basis of the Fokker-Planck equation represents an upper limit.
Pedestrian Flow in the Mean Field Limit
Haji Ali, Abdul Lateef
2012-11-01
We study the mean-field limit of a particle-based system modeling the behavior of many indistinguishable pedestrians as their number increases. The base model is a modified version of Helbing\\'s social force model. In the mean-field limit, the time-dependent density of two-dimensional pedestrians satisfies a four-dimensional integro-differential Fokker-Planck equation. To approximate the solution of the Fokker-Planck equation we use a time-splitting approach and solve the diffusion part using a Crank-Nicholson method. The advection part is solved using a Lax-Wendroff-Leveque method or an upwind Backward Euler method depending on the advection speed. Moreover, we use multilevel Monte Carlo to estimate observables from the particle-based system. We discuss these numerical methods, and present numerical results showing the convergence of observables that were calculated using the particle-based model as the number of pedestrians increases to those calculated using the probability density function satisfying the Fokker-Planck equation.
Moiseiwitsch, B L
2005-01-01
Two distinct but related approaches hold the solutions to many mathematical problems--the forms of expression known as differential and integral equations. The method employed by the integral equation approach specifically includes the boundary conditions, which confers a valuable advantage. In addition, the integral equation approach leads naturally to the solution of the problem--under suitable conditions--in the form of an infinite series.Geared toward upper-level undergraduate students, this text focuses chiefly upon linear integral equations. It begins with a straightforward account, acco
Tricomi, FG
2013-01-01
Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and diff
Barbu, Viorel
2016-01-01
This textbook is a comprehensive treatment of ordinary differential equations, concisely presenting basic and essential results in a rigorous manner. Including various examples from physics, mechanics, natural sciences, engineering and automatic theory, Differential Equations is a bridge between the abstract theory of differential equations and applied systems theory. Particular attention is given to the existence and uniqueness of the Cauchy problem, linear differential systems, stability theory and applications to first-order partial differential equations. Upper undergraduate students and researchers in applied mathematics and systems theory with a background in advanced calculus will find this book particularly useful. Supplementary topics are covered in an appendix enabling the book to be completely self-contained.
Indian Academy of Sciences (India)
regarding nature of forces hold equally for liquids, even though the ... particle. Figure A. A fluid particle is a very small imaginary blob of fluid, here shown sche- matically in .... picture gives important information about the flow field. ... Bernoulli's equation is derived assuming ideal flow, .... weight acting in the flow direction S is.
International Nuclear Information System (INIS)
Gross, F.
1986-01-01
Relativistic equations for two and three body scattering are discussed. Particular attention is paid to relativistic three body kinetics because of recent form factor measurements of the Helium 3 - Hydrogen 3 system recently completed at Saclay and Bates and the accompanying speculation that relativistic effects are important for understanding the three nucleon system. 16 refs., 4 figs
One and one-half dimensional model of the EBT reactor
International Nuclear Information System (INIS)
Klein, H.H.; Bathke, C.G.
1979-01-01
A one-dimensional, time-dependent model is described for plasma particle and energy transport and alpha particle transport coupled with magnetic field evolution in a geometry appropriate to EBT. The transport equations used are derived from exact moments of the Boltzmann equation, and the magnetic field is calculated from Faraday's and Ampere's laws. The set of transport equations is closed by incorporating into them transport coefficiencents derived from the appropriate kinetic equation. Also included in the model is a Fokker-Planck calculation of the alpha particle slowing down and resultant plasma heating
Lower hybrid current drive in the presence of electric field
Directory of Open Access Journals (Sweden)
Saveliev Alexander
2017-01-01
Full Text Available A new one-dimensional approach to the lower hybrid current drive (LHCD modelling in the presence of an inductive electric field is suggested in this paper. The approach is based on using time-dependent solutions of a well-known Fokker-Planck equation for the distribution function of fast electrons calculated concurrently with solving plasma transport equation in the Automated System for TRansport Analysis (ASTRA [1]. A good agreement between experimental and modelling results is demonstrated for an FT-2 [2] plasma shot. Also new formulae for the steady-state solution of this kinetic equation are found.
Effect of dynamic and static friction on an asymmetric granular piston.
Talbot, Julian; Viot, Pascal
2012-02-01
We investigate the influence of dry friction on an asymmetric, granular piston of mass M, composed of two materials, undergoing inelastic collisions with bath particles of mass m. Numerical simulations of the Boltzmann-Lorentz equation reveal the existence of two scaling regimes depending on the friction strength. In the large friction limit, we introduce an exact model giving the asymptotic behavior of the Boltzmann-Lorentz equation. For small friction and for large mass ratio M/m, we derive a Fokker-Planck equation for which the exact solution is also obtained. Static friction attenuates the motor effect and results in a discontinuous velocity distribution. © 2012 American Physical Society
Directory of Open Access Journals (Sweden)
B.B. Markiv
2010-01-01
Full Text Available For a consistent description of kinetic and hydrodynamic processes in dense gases and liquids the generalized non-Markovian equations for the nonequilibrium one-particle distribution function and potential part of the averaged enthalpy density are obtained. The inner structure of the generalized transport kernels for these equations is established. It is shown that the collision integral of the kinetic equation has the Fokker-Planck form with the generalized friction coefficient in momentum space. It also contains contributions from the generalized diffusion coefficient and dissipative processes connected with the potential part of the enthalpy density.
Kuramoto model for infinite graphs with kernels
Canale, Eduardo
2015-01-07
In this paper we study the Kuramoto model of weakly coupled oscillators for the case of non trivial network with large number of nodes. We approximate of such configurations by a McKean-Vlasov stochastic differential equation based on infinite graph. We focus on circulant graphs which have enough symmetries to make the computations easier. We then focus on the asymptotic regime where an integro-partial differential equation is derived. Numerical analysis and convergence proofs of the Fokker-Planck-Kolmogorov equation are conducted. Finally, we provide numerical examples that illustrate the convergence of our method.
Lower hybrid current drive in the presence of electric field
Saveliev, Alexander; Zakharov, Vladimir
2017-10-01
A new one-dimensional approach to the lower hybrid current drive (LHCD) modelling in the presence of an inductive electric field is suggested in this paper. The approach is based on using time-dependent solutions of a well-known Fokker-Planck equation for the distribution function of fast electrons calculated concurrently with solving plasma transport equation in the Automated System for TRansport Analysis (ASTRA) [1]. A good agreement between experimental and modelling results is demonstrated for an FT-2 [2] plasma shot. Also new formulae for the steady-state solution of this kinetic equation are found.
Dielectric Relaxation of Water: Theory and Experiment
International Nuclear Information System (INIS)
Adhikari, Narayan Prasad; Paudyal, Harihar; Johri, Manoj
2010-06-01
We have studied the hydrogen bond dynamics and methods for evaluation of probability and relaxation time for hydrogen bond network. Further, dielectric relaxation time has been calculated by using a diagonalization procedure by obtaining eigen values (inverse of relaxation time) of a master equation framed on the basis of Fokker-Planck equations. Microwave cavity spectrometer has been described to make measurements of relaxation time. Slater's perturbation equations are given for the analysis of the data. A comparison of theoretical and experimental data shows that there is a need for improvements in the theoretical model and experimental techniques to provide exact information about structural properties of water. (author)
Differential Equations Compatible with KZ Equations
International Nuclear Information System (INIS)
Felder, G.; Markov, Y.; Tarasov, V.; Varchenko, A.
2000-01-01
We define a system of 'dynamical' differential equations compatible with the KZ differential equations. The KZ differential equations are associated to a complex simple Lie algebra g. These are equations on a function of n complex variables z i taking values in the tensor product of n finite dimensional g-modules. The KZ equations depend on the 'dual' variable in the Cartan subalgebra of g. The dynamical differential equations are differential equations with respect to the dual variable. We prove that the standard hypergeometric solutions of the KZ equations also satisfy the dynamical equations. As an application we give a new determinant formula for the coordinates of a basis of hypergeometric solutions
Finite-State Mean-Field Games, Crowd Motion Problems, and its Numerical Methods
Machado Velho, Roberto
2017-09-10
In this dissertation, we present two research projects, namely finite-state mean-field games and the Hughes model for the motion of crowds. In the first part, we describe finite-state mean-field games and some applications to socio-economic sciences. Examples include paradigm shifts in the scientific community and the consumer choice behavior in a free market. The corresponding finite-state mean-field game models are hyperbolic systems of partial differential equations, for which we propose and validate a new numerical method. Next, we consider the dual formulation to two-state mean-field games, and we discuss numerical methods for these problems. We then depict different computational experiments, exhibiting a variety of behaviors, including shock formation, lack of invertibility, and monotonicity loss. We conclude the first part of this dissertation with an investigation of the shock structure for two-state problems. In the second part, we consider a model for the movement of crowds proposed by R. Hughes in [56] and describe a numerical approach to solve it. This model comprises a Fokker-Planck equation coupled with an Eikonal equation with Dirichlet or Neumann data. We first establish a priori estimates for the solutions. Next, we consider radial solutions, and we identify a shock formation mechanism. Subsequently, we illustrate the existence of congestion, the breakdown of the model, and the trend to the equilibrium. We also propose a new numerical method for the solution of Fokker-Planck equations and then to systems of PDEs composed by a Fokker-Planck equation and a potential type equation. Finally, we illustrate the use of the numerical method both to the Hughes model and mean-field games. We also depict cases such as the evacuation of a room and the movement of persons around Kaaba (Saudi Arabia).
Energy Technology Data Exchange (ETDEWEB)
Fain, A [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires
1963-05-15
A completely ionised medium is considered in which the variations of the distribution functions for each species of particles is governed by the Fokker-Planck equation. The interaction operator is of a form given by Rosenbluth - Macdonald - Judd. The distribution functions are expanded into orthogonal polynomial series in the velocity space. In a first stage these functions are first split up into spherical harmonic series (or, in an equivalent form, into series of scalar products of irreducible cartesian tensors), with coefficients which are a function of the velocity modulus as well as space and time coordinates. In the second stage these coefficients are expanded into series of orthogonal functions of the velocity modulus; the 1 order harmonic is represented by the product of a Maxwell distribution and of a SONINE polynomial series, having an index of 1 + 1 / 2, which have as variable the reduced energy of the particles (in terms of a basic temperature), with coefficients which then only depend on the space and time coordinates. In the first part the relationship is established between the expansion coefficients and the moments of the distribution function, as well as the hydrodynamic values. In the second part the expansion using spherical harmonics is applied to the Fokker-Planck equation. The general expression for the second member is given as well as the particular expressions corresponding to the cases where the operator is linearized. In the third part the complete expansion in orthogonal polynomial series is applied to the Fokker-Planck equation. The expression of the generating functions is given for all the harmonics in the case of the linearized operator, as well as the transport equations for the first four harmonics. (author) [French] On considere un milieu completement ionise ou l'evolution des fonctions de distribution pour chaque espece de particules est regie par l'equation de FOKKER-PLANCK. L'operateur d'interaction se met sous la forme
Amplitude growth due to random, correlated kicks
International Nuclear Information System (INIS)
Michelotti, L.; Mills, F.
1989-03-01
Historically, stochastic processes, such as gas scattering or stochastic cooling, have been treated by the Fokker-Planck equation. In this approach, usually considered for one dimension only, the equation can be considered as a continuity equation for a variable which would be a constant of the motion in the absence of the stochastic process, for example, the action variable, I = ε/2π for betatron oscillations, where ε is the area of the Courant-Snyder ellipse, or energy in the case of unbunched beams, or the action variable for phase oscillations in case the beam is bunched. A flux, /Phi/, including diffusive terms can be defined, usually to second order. /Phi/ = M 1 F(I) + M 2 ∂F/∂I + /hor ellipsis/. M 1 and M 2 are the expectation values of δI and (δI) 2 due to the individual stochastic kicks over some period of time, long enough that the variance of these quantities is sufficiently small. Then the Fokker-Planck equation is just ∂F/∂I + ∂/Phi//∂I = 0. In many cases those where the beam distribution has already achieved its final shape, it is sufficient to find the rate of increase of by taking simple averages over the Fokker-Planck equation. At the time this work was begun, there was good knowledge of the second moment for general stochastic processes due to stochastic cooling theory, but the form of the first moment was known only for extremely wideband processes. The purposes of this note are to derive an expression relating the expected single particle amplitude growth to the noise autocorrelation function and to obtain, thereby, the form of M 1 for narrow band processes. 4 refs
Annual progress report for 1985 of Theoretical Physics Division
International Nuclear Information System (INIS)
Rastogi, B.P.
1986-01-01
This report presents a resume of the work done in the Theoretical Physics Division during the calender year, 1985. The topics covered are described by their brief summaries. The main fields of the work were : (a) physics design of the 500 MWe PHWR and related developmental studies, (b) reactor physics work related to Rajasthan, Narora and Tarapur stations, (c) laser fusion studies, (d) mathematical physics studies on Monte-Carlo method, transport equation and Fokker-Planck Equation and (e) theoretical physics studies related to Feynman path integrals and quantum optics. The lists of research publications and Trombay Colloquia organised are also appended. (author)
Quantum mechanics, stochasticity and space-time
International Nuclear Information System (INIS)
Ramanathan, R.
1986-04-01
An extended and more rigorous version of a recent proposal for an objective stochastic formulation of quantum mechanics along with its extension to the relativistic case without spin is presented. The relativistic Klein-Gordon equation is shown to be a particular form of the relativistic Kolmogorov-Fokker-Planck equation which is derived from a covariant formulation of the Chapman-Kolmogorov condition. Complexification of probability amplitudes is again achieved only through a conformal rotation of Minkowski space-time M 4 . (author)
Effect of thermal fluctuations in spin-torque driven magnetization dynamics
International Nuclear Information System (INIS)
Bonin, R.; Bertotti, G.; Serpico, C.; Mayergoyz, I.D.; D'Aquino, M.
2007-01-01
Nanomagnets with uniaxial symmetry driven by an external field and spin-polarized currents are considered. Anisotropy, applied field, and spin polarization are all aligned along the symmetry axis. Thermal fluctuations are described by adding a Gaussian white noise stochastic term to the Landau-Lifshitz-Gilbert equation for the deterministic dynamics. The corresponding Fokker-Planck equation is derived. It is shown that deterministic dynamics, thermal relaxation, and transition rate between stable states are governed by an effective potential including the effect of current injection
Effect of thermal fluctuations in spin-torque driven magnetization dynamics
Energy Technology Data Exchange (ETDEWEB)
Bonin, R. [INRiM, I-10135 Turin (Italy)]. E-mail: bonin@inrim.it; Bertotti, G. [INRiM, I-10135 Turin (Italy); Serpico, C. [Dipartimento di Ingegneria Elettrica, Universita di Napoli ' Federico II' I-80125 Naples (Italy); Mayergoyz, I.D. [Department of Electrical and Computer Engineering, University of Maryland, College Park, MD 20742 (United States); D' Aquino, M. [Dipartimento per le Tecnologie, Universita di Napoli ' Parthenope' , I-80133 Naples (Italy)
2007-09-15
Nanomagnets with uniaxial symmetry driven by an external field and spin-polarized currents are considered. Anisotropy, applied field, and spin polarization are all aligned along the symmetry axis. Thermal fluctuations are described by adding a Gaussian white noise stochastic term to the Landau-Lifshitz-Gilbert equation for the deterministic dynamics. The corresponding Fokker-Planck equation is derived. It is shown that deterministic dynamics, thermal relaxation, and transition rate between stable states are governed by an effective potential including the effect of current injection.
Mass exchange and angular distribution in a dynamical treatment of heavy ion collisions
International Nuclear Information System (INIS)
Ngo, C.; Hofmann, H.
1977-01-01
One presents a first numerical computation of the absolute value of the double differential cross section as a function of mass asymmetry and detection angle including a dynamical coupling between relative motion and mass asymmetry. One applies it to the 63 Cu+ 197 Au experiment at two different energies. The equation of motion used is a Fokker-Planck equation for distribution function in classical phase space. The coefficients needed are those known from classical model calculations, besides a friction coefficient introduced for the mass asymmetry degree. Encouraging agreement between the calculated and experimental curves is found
Controlled quantum evolutions and transitions
Energy Technology Data Exchange (ETDEWEB)
Petroni, Nicola Cufaro [INFN Sezione di Bari, INFM Unitadi Bari and Dipartimento Interateneo di Fisica dell' Universitae del Politecnico di Bari, Bari (Italy); De Martino, Salvatore; De Siena, Silvio; Illuminati, Fabrizio [INFM Unitadi Salerno, INFN Sezione di Napoli - Gruppo collegato di Salerno and Dipartimento di Fisica dell' Universitadi Salerno, Baronissi, Salerno (Italy)
1999-10-29
We study the nonstationary solutions of Fokker-Planck equations associated to either stationary or non stationary quantum states. In particular, we discuss the stationary states of quantum systems with singular velocity fields. We introduce a technique that allows arbitrary evolutions ruled by these equations to account for controlled quantum transitions. As a first significant application we present a detailed treatment of the transition probabilities and of the controlling time-dependent potentials associated to the transitions between the stationary, the coherent, and the squeezed states of the harmonic oscillator. (author)
Extracting the diffusion tensor from molecular dynamics simulation with Milestoning
International Nuclear Information System (INIS)
Mugnai, Mauro L.; Elber, Ron
2015-01-01
We propose an algorithm to extract the diffusion tensor from Molecular Dynamics simulations with Milestoning. A Kramers-Moyal expansion of a discrete master equation, which is the Markovian limit of the Milestoning theory, determines the diffusion tensor. To test the algorithm, we analyze overdamped Langevin trajectories and recover a multidimensional Fokker-Planck equation. The recovery process determines the flux through a mesh and estimates local kinetic parameters. Rate coefficients are converted to the derivatives of the potential of mean force and to coordinate dependent diffusion tensor. We illustrate the computation on simple models and on an atomically detailed system—the diffusion along the backbone torsions of a solvated alanine dipeptide
Isar, Aurelian
1995-01-01
The harmonic oscillator with dissipation is studied within the framework of the Lindblad theory for open quantum systems. By using the Wang-Uhlenbeck method, the Fokker-Planck equation, obtained from the master equation for the density operator, is solved for the Wigner distribution function, subject to either the Gaussian type or the delta-function type of initial conditions. The obtained Wigner functions are two-dimensional Gaussians with different widths. Then a closed expression for the density operator is extracted. The entropy of the system is subsequently calculated and its temporal behavior shows that this quantity relaxes to its equilibrium value.
Time-Dependent Mean-Field Games in the Subquadratic Case
Gomes, Diogo A.; Pimentel, Edgard A.; Sá nchez-Morgado, Hé ector
2014-01-01
In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the growth of the Hamiltonian and the dimension. This is done by combining regularity estimates for the Hamilton-Jacobi equation based on the Gagliardo-Nirenberg interpolation inequality with polynomial estimates for the Fokker-Planck equation. This technique improves substantially the previous results on the regularity of time-dependent mean-field games.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
Dissipative heavy-ion collisions
International Nuclear Information System (INIS)
Feldmeier, H.T.
1985-01-01
This report is a compilation of lecture notes of a series of lectures held at Argonne National Laboratory in October and November 1984. The lectures are a discussion of dissipative phenomena as observed in collisions of atomic nuclei. The model is based on a system which has initially zero temperature and the initial energy is kinetic and binding energy. Collisions excite the nuclei, and outgoing fragments or the compound system deexcite before they are detected. Brownian motion is used to introduce the concept of dissipation. The master equation and the Fokker-Planck equation are derived. 73 refs., 59 figs
Theory of decoherence in Bose-Einstein condensate interferometry
Energy Technology Data Exchange (ETDEWEB)
Dalton, B J [ARC Centre for Quantum-Atom Optics and Centre for Atom Optics and Ultrafast Spectroscopy, Swinburne University of Technology, Melbourne, Victoria 3122 (Australia)
2007-05-15
A full treatment of decoherence and dephasing effects in BEC interferometry has been developed based on using quantum correlation functions for treating interferometric effects. The BEC is described via a phase space distribution functional of the Wigner type for the condensate modes and the positive P type for the non-condensate modes. Ito equations for stochastic condensate and non-condensate field functions replace the functional Fokker-Planck equation for the distribution functional and stochastic averages of field function products determine the quantum correlation functions.
A dynamic mean-field glass model with reversible mode coupling and a trivial Hamiltonian
International Nuclear Information System (INIS)
Kawasaki, Kyozi; Kim, Bongsoo
2002-01-01
Often the current mode coupling theory (MCT) of glass transitions is compared with mean field theories. We explore this possible correspondence. After showing a simple-minded derivation of MCT with some difficulties we give a concise account of our toy model developed to gain more insight into MCT. We then reduce this toy model by adiabatically eliminating rapidly varying velocity-like variables to obtain a Fokker-Planck equation for the slowly varying density-like variables where the diffusion matrix can be singular. This gives room for non-ergodic stationary solutions of the above equation. (author)
Some Numerical Aspects on Crowd Motion - The Hughes Model
Gomes, Diogo A.
2016-01-06
Here, we study a crowd model proposed by R. Hughes in [5] and we describe a numerical approach to solve it. This model comprises a Fokker-Planck equation coupled with an Eikonal equation with Dirichlet or Neumann data. First, we establish a priori estimates for the solution. Second, we study radial solutions and identify a shock formation mechanism. Third, we illustrate the existence of congestion, the breakdown of the model, and the trend to the equilibrium. Finally, we propose a new numerical method and consider two numerical examples.
Current-drive theory II: the lower-hybrid wave
International Nuclear Information System (INIS)
Fisch, N.J.
1986-01-01
The theory of current-drive seeks to predict the efficiency with which an external power source can produce current in a plasma torus. The theory, which is now well supported by experimental data, becomes especially simple in the important limit of lower-hybrid or electron-cyclotron waves interacting with superthermal electrons. The solution of an equation adjoint to the linearized Fokker-Planck equation gives both the steady-state and ramp-up current-drive efficiencies. Other phenomena, such as rf-induced runaway rates, rf-induced radiation, etc., may be calculated by this method, and analytical solutions have been obtained in several limiting cases. 12 refs
Time-Dependent Mean-Field Games in the Subquadratic Case
Gomes, Diogo A.
2014-10-14
In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the growth of the Hamiltonian and the dimension. This is done by combining regularity estimates for the Hamilton-Jacobi equation based on the Gagliardo-Nirenberg interpolation inequality with polynomial estimates for the Fokker-Planck equation. This technique improves substantially the previous results on the regularity of time-dependent mean-field games.
Color diffusion in QCD transport theory
International Nuclear Information System (INIS)
Selikhov, A.V.; Gyulassy, M.
1993-01-01
Color diffusion is shown to be an important dissipative property of quark-gluon plasmas with the characteristic color relaxation time scale, t c ∼ (3α s T log (m E /m M )) -1 , showing its sensitivity to the ratio of the static color electric and magnetic screening masses. Fokker-Planck equations are derived for QCD Wigner distributions taking into account quantum color dynamics. These equations show that the anomalously small color relaxation time leads to a small color conductivity and to strong damping of collective color modes
Time dependent mean-field games
Gomes, Diogo A.; Pimentel, Edgard; Sá nchez-Morgado, Hé ctor
2014-01-01
In this setting we recur to a delicate argument that combines the non-linear adjoint method with polynomial estimates for solutions of the Fokker-Planck equation in terms of L1L1-norms of DpH. Concerning the subquadratic case, we substantially improve and extend the results previously obtained. Furthermore, to the best of our knowledge, the superquadratic case has not been addressed in the literature yet. In fact, it is likely that our estimates may also add to the current understanding of Hamilton-Jacobi equations with superquadratic Hamiltonians.
Transport in partially degenerate, magnetized plasmas. Pt. 1. Collision operators
International Nuclear Information System (INIS)
Brown, S.R.; Haines, M.G.
1997-01-01
The quantum Boltzmann collision operator is expanded to yield a degenerate form of the Fokker-Planck collision operator. This is analyzed using Rosenbluth potentials to give a degenerate analogue of the Shkarofsky operator. The distribution function is then expanded about an equilibrium Fermi-Dirac distribution function using a tensor perturbation formulation to give a zeroth-order and a first-order collision operator. These equations are shown to satisfy the relevant conservation equations. It is shown that the distribution function relaxes to a Fermi-Dirac form through electron-electron collisions. (Author)
On the Hughes model and numerical aspects
Gomes, Diogo A.
2017-01-05
We study a crowd model proposed by R. Hughes in [11] and we describe a numerical approach to solve it. This model comprises a Fokker-Planck equation coupled with an eikonal equation with Dirichlet or Neumann data. First, we establish a priori estimates for the solutions. Second, we study radial solutions and identify a shock formation mechanism. Third, we illustrate the existence of congestion, the breakdown of the model, and the trend to the equilibrium. Finally, we propose a new numerical method and consider two examples.
Time-Dependent Mean-Field Games with Logarithmic Nonlinearities
Gomes, Diogo A.; Pimentel, Edgard
2015-01-01
In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.
Time-Dependent Mean-Field Games with Logarithmic Nonlinearities
Gomes, Diogo A.
2015-10-06
In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.
The exact fundamental solution for the Benes tracking problem
Balaji, Bhashyam
2009-05-01
The universal continuous-discrete tracking problem requires the solution of a Fokker-Planck-Kolmogorov forward equation (FPKfe) for an arbitrary initial condition. Using results from quantum mechanics, the exact fundamental solution for the FPKfe is derived for the state model of arbitrary dimension with Benes drift that requires only the computation of elementary transcendental functions and standard linear algebra techniques- no ordinary or partial differential equations need to be solved. The measurement process may be an arbitrary, discrete-time nonlinear stochastic process, and the time step size can be arbitrary. Numerical examples are included, demonstrating its utility in practical implementation.
Elements of non-equilibrium (ℎ, k)-dynamics at zero and finite temperatures
International Nuclear Information System (INIS)
Golubeva, O.N.; Sukhanov, A.D.
2011-01-01
We suggest a method which allows developing some elements of non-equilibrium (ℎ, k)-dynamics without use of Schroedinger equation. It is based on the generalization pf Fokker-Planck and Hamilton-Jacobi equations. Sequential considering of stochastic influence of vacuum is realized in the quantum heat bath model. We show that at the presence of quantum-thermal diffusion non-equilibrium wave functions describe the process of nearing to generalized state of thermal equilibrium at zero and finite temperatures. They can be used as a ground for universal description of transport phenomena
Correlated Levy Noise in Linear Dynamical Systems
International Nuclear Information System (INIS)
Srokowski, T.
2011-01-01
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed symmetric white noise. Correlation properties of the process are discussed. The Fokker-Planck equation driven by that noise is solved. Distributions have the Levy shape and their width, for a given time, is smaller than for processes in the white noise limit. Applicability of the adiabatic approximation in the case of the linear force is discussed. (author)
International Nuclear Information System (INIS)
Shore, B.W.
1981-01-01
The equations of motion are discussed which describe time dependent population flows in an N-level system, reviewing the relationship between incoherent (rate) equations, coherent (Schrodinger) equations, and more general partially coherent (Bloch) equations. Approximations are discussed which replace the elaborate Bloch equations by simpler rate equations whose coefficients incorporate long-time consequences of coherence
Partial Differential Equations
1988-01-01
The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.
Equating error in observed-score equating
van der Linden, Willem J.
2006-01-01
Traditionally, error in equating observed scores on two versions of a test is defined as the difference between the transformations that equate the quantiles of their distributions in the sample and population of test takers. But it is argued that if the goal of equating is to adjust the scores of
Coding of Information in Limit Cycle Oscillators
Schleimer, Jan-Hendrik; Stemmler, Martin
2009-12-01
Starting from a general description of noisy limit cycle oscillators, we derive from the Fokker-Planck equations the linear response of the instantaneous oscillator frequency to a time-varying external force. We consider the time series of zero crossings of the oscillator’s phase and compute the mutual information between it and the driving force. A direct link is established between the phase response curve summarizing the oscillator dynamics and the ability of a limit cycle oscillator, such as a heart cell or neuron, to encode information in the timing of peaks in the oscillation.
A new approach to irreversibility in deep inelastic collisions
International Nuclear Information System (INIS)
Nemes, M.C.
1982-01-01
We use concepts of statistical mechanics to discuss the irreversible character of the experimental data in deep inelastic collisions. A definition of irreversibility proposed by Ruch permits a unified overview on current theories which describe these reactions. An information theoretical analysis of the data leads to a Fokker-Planck equation for the collective variables (excitation energy, charge and mass). The concept of mixing distance can serve as a quantitative measure to characterize the 'approach to equilibrium'. We apply it to the brownian motion as an illustration and also to the phenomenological analysis of deep inelastic scattering data with interesting results. (orig.)
International Nuclear Information System (INIS)
Goswami, Gurupada; Mukherjee, Biswajit; Bag, Bidhan Chandra
2005-01-01
We have studied the relaxation of non-Markovian and thermodynamically closed system both in the absence and presence of non-equilibrium constraint in terms of the information entropy flux and entropy production based on the Fokker-Planck and the entropy balance equations. Our calculation shows how the relaxation time depends on noise correlation time. It also considers how the non-equilibrium constraint is affected by system parameters such as noise correlation time, strength of dissipation and frequency of dynamical system. The interplay of non-equilibrium constraint, frictional memory kernel, noise correlation time and frequency of dynamical system reveals the extremum nature of the entropy production
To the theory of the first-type phase transformations for many variables
International Nuclear Information System (INIS)
Fateev, M.P.
2002-01-01
The multidimensional theory on the first-type phase transitions near the one-dimensional saddle point is considered. The transformations of the variables, describing the new phase nucleation, making it possible to achieve their complex separation in the Fokker-Planck equation, and thus to reduce the problem to the one-dimensional one, are proposed. The distribution function and nucleation velocity are determined both for the stationary and nonstationary nucleation stages. The problem on volatile liquid boiling is considered as an example for the case when there are two parameters, characterizing the new phase nucleation [ru
Goswami, Gurupada; Mukherjee, Biswajit; Bag, Bidhan Chandra
2005-06-01
We have studied the relaxation of non-Markovian and thermodynamically closed system both in the absence and presence of non-equilibrium constraint in terms of the information entropy flux and entropy production based on the Fokker-Planck and the entropy balance equations. Our calculation shows how the relaxation time depends on noise correlation time. It also considers how the non-equilibrium constraint is affected by system parameters such as noise correlation time, strength of dissipation and frequency of dynamical system. The interplay of non-equilibrium constraint, frictional memory kernel, noise correlation time and frequency of dynamical system reveals the extremum nature of the entropy production.
International Nuclear Information System (INIS)
Bonoli, P.T.; Barbato, E.; Imbeaux, F.
2003-01-01
This paper reviews the status of lower hybrid current drive (LHCD) simulation and modeling. We first discuss modules used for wave propagation, absorption, and current drive with particular emphasis placed on comparing exact numerical solutions of the Fokker Planck equation in 2-dimension with solution methods that employ 1-dimensional and adjoint approaches. We also survey model predictions for LHCD in past and present experiments showing detailed comparisons between simulated and observed current drive efficiencies and hard X-ray profiles. Finally we discuss several model predictions for lower hybrid current profile control in proposed next step reactor options. (authors)
Energy Technology Data Exchange (ETDEWEB)
Goswami, Gurupada; Majee, Pradip; Bag, Bidhan Chandra [Department of Chemistry, Visva-Bharati, Santiniketan 731 235 (India); Barik, Debashis [Indian Association for the Cultivation of Science, Jadavpur, Kolkata 700 032 (India)
2006-09-15
In this paper we have studied upper bound of time derivative of information entropy for colored cross-correlated noise driven open systems. The upper bound is calculated based on the Fokker-Planck equation and the Schwartz inequality principle. Our results consider the effect of the noise correlation strength and correlation time due to the correlation between additive and multiplicative white noises on the upper bound as well as relaxation time. The interplay of deterministic and random forces reveals extremal nature of the upper bound and its deviation from the time derivative of information entropy. (author)
Synthesis of superheavy elements and dinuclear-system concept of compound-nucleus formation
Energy Technology Data Exchange (ETDEWEB)
Antonenko, N.V.; Adamian, G.G.; Cherepanov, E.A. [Joint Institute for Nuclear Research, Dubna (Russian Federation)] [and others
1996-12-31
Dinuclear system concept is applied to the analysis of reactions used for the synthesis of elements with Z = 110, 112, 114, and 116. The inner fusion barriers obtained for these reactions are in good agreement with the experimental estimations resulted from the excitation energies of compound nuclei. A model is suggested for the calculation of the competition between complete fusion and quasifission in reactions with heavy nuclei. The fusion rate through the inner fusion barrier in mass asymmetry is found by using the multidimensional Kramers-type stationary solution of the Fokker-Planck equation. The influence of dissipative effects on the dynamics of nuclear fusion is considered.
Alpha-particle confinement and helium ash accumulation in stellarator reactors
International Nuclear Information System (INIS)
Ho, D.D.-M.; Kulsrud, R.M.
1986-01-01
The effect of local magnetic wells produced by the external helical windings of a stellarator reactor on α-particle confinement is investigated by using the Fokker-Planck equation. It is found that α-particles can deposit most of their energy into the background plasma before they scatter into the trapped region in velocity space and are lost. An estimate is made on the steady-state, low energy (thermal) α-particle concentration. The result shows that this concentration will be less than a few per cent of the background plasma density. (author)
International Nuclear Information System (INIS)
Guo Yongfeng; Xu Wei; Li Dongxi; Xie Wenxian
2008-01-01
A stochastic dissipative dynamical system driven by non-Gaussian noise is investigated. A general approximate Fokker-Planck equation of the system is derived through a path-integral approach. Based on the definition of Shannon's information entropy, the exact time dependence of entropy flux and entropy production of the system is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculation can be used to interpret the interplay of the dissipative constant and non-Gaussian noise on the entropy flux and entropy production
Vecksler-Macmillan phase stability for neutral atoms accelerated by a laser beam
Mel'nikov, I. V.; Haus, J. W.; Kazansky, P. G.
2003-05-01
We use a Fokker-Planck equation to study the phenomenon of accelerating a neutral atom bunch by a chirped optical beam. This method enables us to obtain a semi-analytical solution to the problem in which a wide range of parameters can be studied. In addition it provides a simple physical interpretation where the problem is reduced to an analogous problem of charged particles accelerators, that is, the Vecksler-Macmillan principle of phase stability. A possible experimental scenario is suggested, which uses a photonic crystal fiber as the guiding medium.
Elucidation of the character of radionuclide concentration changes in the near ground layer of air
International Nuclear Information System (INIS)
Vukovic, Z.
1998-01-01
The Fokker Planck equation was used to analyze the probability of the appearance of radionuclide impulses of any type. Distribution functions for the stationary state and conditions when different factors influence the impulse amplitude and duration are presented. A high degree of correlation was obtained between our results and an analysis of distribution functions of radioactivity and seismic noises in certain regions in Europe and Japan found in the literature. This presents a contribution to the further explanation of the mechanism of radioactivity changes in the near ground layers of air. (author)
Electron angular distribution axial channeling
International Nuclear Information System (INIS)
Khokonov, A.Kh.; Khokonov, M.Kh.
1989-01-01
Angular distributions of ultra-relativistic electrons are calculated in the assumption about presence of statistical equilibrium. Analysis is based on numerical solution of Fokker-Planck type kinetic equation. It is shown that in contrast to case of amorphous medium, the multiple scattering at axial channeling of negative particles results in self-focusing of the initial beam particles and due to it number of electrons moving at an angles to the chain, which are smaller, than critical angle of channeling, may increase by several times as compared to the initial one
Steady State Analysis of Stochastic Systems with Multiple Time Delays
Xu, W.; Sun, C. Y.; Zhang, H. Q.
In this paper, attention is focused on the steady state analysis of a class of nonlinear dynamic systems with multi-delayed feedbacks driven by multiplicative correlated Gaussian white noises. The Fokker-Planck equations for delayed variables are at first derived by Novikov's theorem. Then, under small delay assumption, the approximate stationary solutions are obtained by the probability density approach. As a special case, the effects of multidelay feedbacks and the correlated additive and multiplicative Gaussian white noises on the response of a bistable system are considered. It is shown that the obtained analytical results are in good agreement with experimental results in Monte Carlo simulations.
Interpretation of recent positron-electron measurements between 20 and 800 MeV
International Nuclear Information System (INIS)
Pellerin, C.J.; Hartman, R.C.
1975-01-01
The recent positron and negatron spectra measured by Hartman and Pellerin (see pages 402-407) are discussed with regard to the problem of solar modulation. At energies above 180 MeV, the spherically symmetric Fokker-Planck equation with a diffusion coefficient proportional to particle rigidity provides reasonable fits to both the positron and total electron data. At energies below 180 MeV the data are consistent with a continuation of the same diffusion coefficient and local source of negatrons, or a change in the diffusion coefficient to a constant value. (orig.) [de
Neoclassical tearing mode stabilization by ECCD in ITER
International Nuclear Information System (INIS)
Giruzzi, G.; Zabiego, M.
2001-01-01
A dynamic model, based on a 3-D Fokker-Planck code coupled to the island evolution equations, is used to evaluate the feasibility of active control of Neoclassical Tearing modes by Electron Cyclotron Current Drive (ECCD) in International Thermonuclear Experimental Reactor (ITER). The parameters of the present version of ITER, i.e., RTO/RC ITER (IAM option) are used. Both m=3, n=2 and m=2, n=1 modes are considered. It is shown that an Electron Cyclotron wave system at 140 GHz, with toroidally steerable antennas, can stabilize both modes simultaneously if a power ≥30 MW is available
Heavy ion collisions and quark distribution in nuclei
International Nuclear Information System (INIS)
Liu Lian-sou; Pan Ji-cai; Peng Hung-an
1986-01-01
Heavy-ion collisions are studied by means of two-component Fokker--Planck equations on the assumption that there exist multiquark states in nuclei. Inclusive cross sections for the production of protons are calculated in heavy-ion collisions of C+C, Ne+NaF, and Ar+KCl at 800 MeV/A; Ne+Na at 400 MeV/A, 800 MeV/A, and 2100 MeV/A. Satisfactory agreement with the experimental data near 90 degrees c.m. is obtained. The production of deuterons in the collision of C+C at 800 MeV/A is also discussed
Answer to an open problem proposed by E Barkai and J Klafter
International Nuclear Information System (INIS)
Ren Fuyao; Qiu Weiyuan; Xu Yun; Liang Jinrong
2004-01-01
In a negative answer to the open problem proposed by E Barkai andJ Klafter, it is proved that the theory presented by Amblard et al is not consistent with the GER. We suggest applying a theory in terms of a fractional Fokker-Planck equation to model the experiment measured by Amblard et al. The result obtained is consistent with the statement by Amblard et al (1996 Phys. Rev. Lett. 77 4470) that the numerical pre-factors of the power law would be modified by local geometry and are not exact
Relaxation of the distribution function tails for gases with power-law interaction potentials
International Nuclear Information System (INIS)
Potapenko, I.F.; Bobylev, A.V.; de Azevedo, C.A.; de Assis, A.S.
1997-01-01
The relaxation of rarefied gases of particles with the power-law interaction potentials U=α/r s , where 1≤s<4, is considered. The formation and evolution of the distribution function tails are investigated on the basis of the one-dimensional kinetic Landau endash Fokker-Planck equation. For long times, the constructed asymptotic solutions have a propagating-wave appearance in the high velocity region. The analytical solutions are expressed explicitly in terms of the error function. The analytical consideration is accomplished by numerical calculations. The obtained analytical results are in a good agreement with the numerical simulation results. copyright 1997 The American Physical Society
A Quantum Theory of Thermodynamic Relaxation
Directory of Open Access Journals (Sweden)
Roumen Tsekov
2001-05-01
Full Text Available Abstract: A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck-like equation is derived. The latter was examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space description of a mechanical system thus leading to a new treatment of this problem different from the Wigner presentation. The equilibrium probability density obtained in the mixed coordinate-momentum space is a reasonable extension of the Gibbs canonical distribution.
Ingber, Lester
1985-02-01
This paper is an essential addendum to a previous paper [L. Ingber, Phys. Rev. A 29, 3346 (1984)]. Calculations are presented here to support the claim made in the previous paper that there exists an approximate one-dimensional solution to the two-dimensional neocortical Fokker-Planck equation. This solution is extremely useful, not only for obtaining a closed algebraic expression for the time of first passage, but also for establishing that minima of the associated path-integral stationary Lagrangian are indeed stable points of the transient dynamic system. Also, a relatively nontechnical summary is given of the basic theory.
Longitudinal single-bunch instabilities
International Nuclear Information System (INIS)
Migliorati, M.; Palumbo, L.; Rome Univ. La Sapienza, Rome
2001-02-01
After introducing the concepts of longitudinal wakefield and coupling impedance, it is reviewed the theory of longitudinal single-bunch collective effects in storage rings. From the Fokker-Planck equation it is first derived the stationary solution describing the natural single-bunch regime, and then treat the problem of microwave instability, showing the different approaches used for estimating the threshold current. The lecture is ended with the semi-empirical laws that allow everyone to obtain the single-bunch behaviour above threshold, and with a description of the simulation codes that are now reliable tools for investigating all these effects
[Research programs in plasma physics]: Annual report
International Nuclear Information System (INIS)
Weitzner, H.
1988-01-01
This paper contains a brief review of the work done in 1987 at New York University in plasma physics. Topics discussed in this report are: reduction and interpretation of experimental tokamak data, turbulent transport in tokamaks and RFP's, laminar flow transport, wave propagation in different frequency regimes, stability of flows, plasma fueling, magnetic reconnection problems, development of new numerical techniques for Fokker-Planck-like equations, and stability of shock waves. Outside of fusion there has been work in free electron lasers, heating of solar coronal loops and renormalized theory of fluid turbulence
LLE Review quarterly report, April--June 1993. Volume 55
Energy Technology Data Exchange (ETDEWEB)
Hutchison, R.J. [ed.
1993-10-01
This volume of the LLE Review, covering the period April--June 1993, contains articles on spectral features from argon-filled target implosions on OMEGA, and on the theory of an implicit difference scheme for the Fokker-Planck equation. The advanced technology section includes reports on a novel polymer liquid-crystal wave plate and a new scheme for phase conversion of the OMEGA Upgrade beams that results in greater, smoother energy deposition on fusion targets. Finally, reports on the as-designed configuration of the OMEGA newly configured glass development laser system are summarized.
International Nuclear Information System (INIS)
Shigemori, K.; Azechi, H.; Fujioka, S.
2003-01-01
We present recent results on the hydrodynamic instability experiments on the HIPER (High Intensity Plasma Experimental Research) laser facility at ILE, Osaka University. We measured the Rayleigh-Taylor growth rate on the HIPER laser. Also measured were all parameters that determine the RT growth rate. We focused on the measurements of the ablation density of laser-irradiated targets, which had not been experimentally measured. The experimental results were compared with calculations with one dimensional simulation coupled with Fokker-Planck equation for electron transport. (author)
Drowsy cheetah hunting antelopes: a diffusing predator seeking fleeing prey
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.
Aggressive time step selection for the time asymptotic velocity diffusion problem
International Nuclear Information System (INIS)
Hewett, D.W.; Krapchev, V.B.; Hizanidis, K.; Bers, A.
1984-12-01
An aggressive time step selector for an ADI algorithm is preseneted that is applied to the linearized 2-D Fokker-Planck equation including an externally imposed quasilinear diffusion term. This method provides a reduction in CPU requirements by factors of two or three compared to standard ADI. More important, the robustness of the procedure greatly reduces the work load of the user. The procedure selects a nearly optimal Δt with a minimum of intervention by the user thus relieving the need to supervise the algorithm. In effect, the algorithm does its own supervision by discarding time steps made with Δt too large
CAS CERN Accelerator School: Advanced accelerator physics. Proceedings. Vol. 2
International Nuclear Information System (INIS)
Turner, S.
1987-01-01
This advanced course on general accelerator physics is the second of the biennial series given by the CERN Accelerator School and follows on from the first basic course given at Gif-sur-Yvette, Paris, in 1984. Stress is placed on the mathematical tools of Hamiltonian mechanics and the Vlasov and Fokker-Planck equations, which are widely used in accelerator theory. The main topics treated in this present work include: nonlinear resonances, chromaticity, motion in longitudinal phase space, growth and control of longitudinal and transverse beam emittance, space-charge effects and polarization. The seminar programme treats some specific accelerator techniques, devices, projects and future possibilities. (orig.)
Angular momentum transfer in deep inelastic heavy ion collisions. Part 2
International Nuclear Information System (INIS)
Barbosa, V.C.; Soares, P.C.; Oliveira, Edgar C. de; Gomes, Luiz Carlos
1985-01-01
The Fokker-Planck equation which describes the angular momentum transfer in deep inelastic heavy ion collisions is solved by a stochastic simulation procedure. The fusion cross section calculation is discussed. The calculations show that the critical orbital angular momentum does not play such a special role as in the deterministic case. The results of all the angular momentum transfer and their fluctuations are calculated and compared with experimental results for the reactions 86 Kr+ 154 Sm at 610 MeV, 165 Ho+ 148 Sm, and 165 Ho+ 176 Yb at 1400 MeV. (Author) [pt
Dynamic modelling of tearing mode stabilization by RF current drive
International Nuclear Information System (INIS)
Giruzzi, G.; Zabiego, M.; Gianakon, T.A.; Garbet, X.; Bernabei, S.
1998-01-01
The theory of tearing mode stabilization in toroidal plasmas by RF-driven currents that are modulated in phase with the island rotation is investigated. A time scale analysis of the phenomena involved indicates that transient effects, such as finite time response of the driven currents, island rotation during the power pulses, and the inductive response of the plasma, are intrinsically important. A dynamic model of such effects is developed, based on a 3-D Fokker-Planck code coupled to both the electric field diffusion and the island evolution equations. Extensive applications to both Electron Cyclotron and Lower Hybrid current drive in ITER are presented. (author)
International Nuclear Information System (INIS)
Soskin, S.M.
1987-01-01
The authors examine Brownian motion in a square well with reflecting walls. An exact solution is obtained for the corresponding Einstein-Fokker-Planck equation, which is used to find the coordinate correlation function in explicit form. The correlation function, normalized to the square of the distance between the walls, typically exhibits a similarity property: its behavior as a function of time, friction, temperature, and wall separation reduces to a function of one simple combination of those four quantities. The limiting cases of low and high friction are investigated in detail, with explicit expressions being derived for the spectrum
International Nuclear Information System (INIS)
Choe, W.; Ono, M.; Chang, C.S.
1994-11-01
The temperature anisotropy generated by cyclotron resonance heating of tokamak plasmas is calculated and the poloidal equilibrium electric field due to the anisotropy is studied. For the calculation of anisotropic temperatures, bounce-averaged Fokker-Planck equation with a bi-Maxwellian distribution function of heated particles is solved, assuming a moderate wave power and a constant quasilinear cyclotron resonance diffusion coefficient. The poloidal electrostatic potential variation is found to be proportional to the particle density and the degree of temperature anisotropy of warm species created by cyclotron resonance heating
Duality in an asset exchange model for wealth distribution
Li, Jie; Boghosian, Bruce M.
2018-05-01
Asset exchange models are agent-based economic models with binary transactions. Previous investigations have augmented these models with mechanisms for wealth redistribution, quantified by a parameter χ, and for trading bias favoring wealthier agents, quantified by a parameter ζ. By deriving and analyzing a Fokker-Planck equation for a particular asset exchange model thus augmented, it has been shown that it exhibits a second-order phase transition at ζ / χ = 1, between regimes with and without partial wealth condensation. In the "subcritical" regime with ζ / χ 1, a fraction 1 - χ / ζ of the wealth is condensed. Intuitively, one may associate the supercritical, wealth-condensed regime as reflecting the presence of "oligarchy," by which we mean that an infinitesimal fraction of the total agents hold a finite fraction of the total wealth in the continuum limit. In this paper, we further elucidate the phase behavior of this model - and hence of the generalized solutions of the Fokker-Planck equation that describes it - by demonstrating the existence of a remarkable symmetry between its supercritical and subcritical regimes in the steady-state. Noting that the replacement { ζ → χ , χ → ζ } , which clearly has the effect of inverting the order parameter ζ / χ, provides a one-to-one correspondence between the subcritical and supercritical states, we demonstrate that the wealth distribution of the subcritical state is identical to that of the corresponding supercritical state when the oligarchy is removed from the latter. We demonstrate this result analytically, both from the microscopic agent-level model and from its macroscopic Fokker-Planck description, as well as numerically. We argue that this symmetry is a kind of duality, analogous to the famous Kramers-Wannier duality between the subcritical and supercritical states of the Ising model, and to the Maldacena duality that underlies AdS/CFT theory.
Second RPA dynamics at finite temperature: time-evolutions of dynamical operators
International Nuclear Information System (INIS)
Jang, S.
1989-01-01
Time-evolutions of dynamical operators, in particular the generalized density matrix comprising both diagonal and off-diagonal elements, are investigated within the framework of second RPA dynamics at finite temperature. The calculation of the density matrix previously carried out through the appliance of the second RPA master equation by retaining only the slowly oscillating coupling terms is extended to include in the interaction Hamiltonian both the rapidly and slowly oscillating coupling terms. The extended second RPA master equation, thereby formulated without making use of the so-called resonant approximation, is analytically solved and a closed expression for the generalized density matrix is extracted. We provide illustrative examples of the generalized density matrix for various specific initial conditions. We turn particularly our attention to the Poisson distribution type of initial condition for which we deduce specifically a particular form of the density matrix from the solution of the Fokker-Planck equation for the coherent state representation. The relation of the Fokker-Planck equation to the second RPA master equation and its properties are briefly discussed. The oversight incurred in the time-evolution of operators by the resonant approximation is elucidated. The first and second moments of collective coordinates are also computed in relation to the expectation value of various dynamical operators involved in the extended master equation
Discrete ordinates transport methods for problems with highly forward-peaked scattering
International Nuclear Information System (INIS)
Pautz, S.D.
1998-04-01
The author examines the solutions of the discrete ordinates (S N ) method for problems with highly forward-peaked scattering kernels. He derives conditions necessary to obtain reasonable solutions in a certain forward-peaked limit, the Fokker-Planck (FP) limit. He also analyzes the acceleration of the iterative solution of such problems and offer improvements to it. He extends the analytic Fokker-Planck limit analysis to the S N equations. This analysis shows that in this asymptotic limit the S N solution satisfies a pseudospectral discretization of the FP equation, provided that the scattering term is handled in a certain way (which he describes) and that the analytic transport solution satisfies an analytic FP equation. Similar analyses of various spatially discretized S N equations reveal that they too produce solutions that satisfy discrete FP equations, given the same provisions. Numerical results agree with these theoretical predictions. He defines a multidimensional angular multigrid (ANMG) method to accelerate the iterative solution of highly forward-peaked problems. The analyses show that a straightforward application of this scheme is subject to high-frequency instabilities. However, by applying a diffusive filter to the ANMG corrections he is able to stabilize this method. Fourier analyses of model problems show that the resulting method is effective at accelerating the convergence rate when the scattering is forward-peaked. The numerical results demonstrate that these analyses are good predictors of the actual performance of the ANMG method
A kinetic theory of diffusion in general relativity with cosmological scalar field
International Nuclear Information System (INIS)
Calogero, Simone
2011-01-01
A new model to describe the dynamics of particles undergoing diffusion in general relativity is proposed. The evolution of the particle system is described by a Fokker-Planck equation without friction on the tangent bundle of spacetime. It is shown that the energy-momentum tensor for this matter model is not divergence-free, which makes it inconsistent to couple the Fokker-Planck equation to the Einstein equations. This problem can be solved by postulating the existence of additional matter fields in spacetime or by modifying the Einstein equations. The case of a cosmological scalar field term added to the left hand side of the Einstein equations is studied in some details. For the simplest cosmological model, namely the flat Robertson-Walker spacetime, it is shown that, depending on the initial value of the cosmological scalar field, which can be identified with the present observed value of the cosmological constant, either unlimited expansion or the formation of a singularity in finite time will occur in the future. Future collapse into a singularity also takes place for a suitable small but positive present value of the cosmological constant, in contrast to the standard diffusion-free scenario
Blakley, G. R.
1982-01-01
Reviews mathematical techniques for solving systems of homogeneous linear equations and demonstrates that the algebraic method of balancing chemical equations is a matter of solving a system of homogeneous linear equations. FORTRAN programs using this matrix method to chemical equation balancing are available from the author. (JN)
Handbook of integral equations
Polyanin, Andrei D
2008-01-01
This handbook contains over 2,500 integral equations with solutions as well as analytical and numerical methods for solving linear and nonlinear equations. It explores Volterra, Fredholm, WienerHopf, Hammerstein, Uryson, and other equations that arise in mathematics, physics, engineering, the sciences, and economics. This second edition includes new chapters on mixed multidimensional equations and methods of integral equations for ODEs and PDEs, along with over 400 new equations with exact solutions. With many examples added for illustrative purposes, it presents new material on Volterra, Fredholm, singular, hypersingular, dual, and nonlinear integral equations, integral transforms, and special functions.
Macroscopic plasma properties and stability theory
International Nuclear Information System (INIS)
Sakanaka, P.H.
1981-01-01
1. Two-fluid equations: (a) Boltzmann equation: complete set of equations; collision models - Vlasov, BGK, Fokker-Planck-Landau, Boltzmann. (b) Moments of the Boltzmann equation: problem of closure. (c) Two-fluid equations. 2. One-fluid equation: (a) One-fluid variables. (b) One-fluid equations: quasi-neutrality. (c) Resistive MHD equations. (d) Ideal MHD equations: one-adiabatic approximation; double-adiabatic approximation - CGL. 3. MHD stability problem - energy principle: (a) Linearized ideal MHD equations: force-operator equation. (b) Boundary conditions. (c) Self-adjointness of force operator. (d) The energy principle. 4. Stability problems: application of the energy principle; stability of sharp-boundary plasmas. 5. Thermodynamic approach for stability of plasmas: Newcomb and Rosenbluth's stability criteria. (author)
Some models of spin coherence and decoherence in storage rings
International Nuclear Information System (INIS)
Heinemann, K.
1997-09-01
I present some simple exactly solvable models of spin diffusion caused by synchrotron radiation noise in storage rings. I am able to use standard stochastic differential equation and Fokker-Planck methods and I thereby introduce, and exploit, the polarization density. This quantity obeys a linear evolution equation of the Bloch type, which is, like the Fokker-Planck equation, universal in the sense that it is independent of the state of the system. I also briefly consider Bloch equations for other local polarization quantities derived from the polarization density. One of the models chosen is of relevance for some existing and proposed low energy electron (positron) storage rings which need polarization. I present numerical results for a ring with parameters typical of HERA and show that, where applicable, the results of my approach are in satisfactory agreement with calculations using SLIM. These calculations provide a numerical check of a basic tenet of the conventional method of calculating depolarization using the n-vector-axis. I also investigate the equilibrium behaviour of the spin ensemble when there is no synchrotron radiation. Finally, I summarize other results which I have obtained using the polarization density and which will be published separately. (orig.)
Ergodicity of the Stochastic Nosé-Hoover Heat Bath
Wei Chung Lo,; Baowen Li,
2010-07-01
We numerically study the ergodicity of the stochastic Nosé-Hoover heat bath whose formalism is based on the Markovian approximation for the Nosé-Hoover equation [J. Phys. Soc. Jpn. 77 (2008) 103001]. The approximation leads to a Langevin-like equation driven by a fluctuating dissipative force and multiplicative Gaussian white noise. The steady state solution of the associated Fokker-Planck equation is the canonical distribution. We investigate the dynamics of this method for the case of (i) free particle, (ii) nonlinear oscillators and (iii) lattice chains. We derive the Fokker-Planck equation for the free particle and present approximate analytical solution for the stationary distribution in the context of the Markovian approximation. Numerical simulation results for nonlinear oscillators show that this method results in a Gaussian distribution for the particles velocity. We also employ the method as heat baths to study nonequilibrium heat flow in one-dimensional Fermi-Pasta-Ulam (FPU-β) and Frenkel-Kontorova (FK) lattices. The establishment of well-defined temperature profiles are observed only when the lattice size is large. Our results provide numerical justification for such Markovian approximation for classical single- and many-body systems.
Effect of Ponderomotive Terms on Heat Flux in Laser-Produced Plasmas
Li, G.
2005-10-01
A laser electromagnetic field introduces ponderomotive termsootnotetextV. N. Goncharov and G. Li, Phys. Plasmas 11, 5680 (2004). in the heat flux in a plasma. To account for the nonlocal effects in the ponderomotive terms, first, the kinetic equation coupled with the Maxwell equations is numerically solved for the isotropic part of the electron distribution function. Such an equation includes self-consistent electromagnetic fields and laser absorption through the inverse bremsstrahlung. Then, the anisotropic part is found by solving a simplified Fokker--Planck equation. Using the distribution function, the electric current and heat flux are obtained and substituted into the hydrocode LILAC to simulate ICF implosions. The simulation results are compared against the existing nonlocal electron conduction modelsootnotetextG. P. Schurtz, P. D. Nicola"i, and M. Busquet, Phys. Plasmas 9, 4238 (2000). and Fokker--Planck simulations. This work was supported by the U.S. Department of Energy Office of Inertial Confinement Fusion under Cooperative Agreement No. DE-FC52-92SF19460.
Introduction to differential equations
Taylor, Michael E
2011-01-01
The mathematical formulations of problems in physics, economics, biology, and other sciences are usually embodied in differential equations. The analysis of the resulting equations then provides new insight into the original problems. This book describes the tools for performing that analysis. The first chapter treats single differential equations, emphasizing linear and nonlinear first order equations, linear second order equations, and a class of nonlinear second order equations arising from Newton's laws. The first order linear theory starts with a self-contained presentation of the exponen
Uraltseva, N N
1995-01-01
This collection focuses on nonlinear problems in partial differential equations. Most of the papers are based on lectures presented at the seminar on partial differential equations and mathematical physics at St. Petersburg University. Among the topics explored are the existence and properties of solutions of various classes of nonlinear evolution equations, nonlinear imbedding theorems, bifurcations of solutions, and equations of mathematical physics (Navier-Stokes type equations and the nonlinear Schrödinger equation). The book will be useful to researchers and graduate students working in p
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan
2014-02-27
A discrete rate theory for multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model, one can determine the Markovian transition rates. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximizing ion flux is computed. © 2014 Society for Industrial and Applied Mathematics.
Time dependent mean-field games
Gomes, Diogo A.
2014-01-06
We consider time dependent mean-field games (MFG) with a local power-like dependence on the measure and Hamiltonians satisfying both sub and superquadratic growth conditions. We establish existence of smooth solutions under a certain set of conditions depending both on the growth of the Hamiltonian as well as on the dimension. In the subquadratic case this is done by combining a Gagliardo-Nirenberg type of argument with a new class of polynomial estimates for solutions of the Fokker-Planck equation in terms of LrLp- norms of DpH. These techniques do not apply to the superquadratic case. In this setting we recur to a delicate argument that combines the non-linear adjoint method with polynomial estimates for solutions of the Fokker-Planck equation in terms of L1L1-norms of DpH. Concerning the subquadratic case, we substantially improve and extend the results previously obtained. Furthermore, to the best of our knowledge, the superquadratic case has not been addressed in the literature yet. In fact, it is likely that our estimates may also add to the current understanding of Hamilton-Jacobi equations with superquadratic Hamiltonians.
Effects of Drift-Shell Splitting by Chorus Waves on Radiation Belt Electrons
Chan, A. A.; Zheng, L.; O'Brien, T. P., III; Tu, W.; Cunningham, G.; Elkington, S. R.; Albert, J.
2015-12-01
Drift shell splitting in the radiation belts breaks all three adiabatic invariants of charged particle motion via pitch angle scattering, and produces new diffusion terms that fully populate the diffusion tensor in the Fokker-Planck equation. Based on the stochastic differential equation method, the Radbelt Electron Model (REM) simulation code allows us to solve such a fully three-dimensional Fokker-Planck equation, and to elucidate the sources and transport mechanisms behind the phase space density variations. REM has been used to perform simulations with an empirical initial phase space density followed by a seed electron injection, with a Tsyganenko 1989 magnetic field model, and with chorus wave and ULF wave diffusion models. Our simulation results show that adding drift shell splitting changes the phase space location of the source to smaller L shells, which typically reduces local electron energization (compared to neglecting drift-shell splitting effects). Simulation results with and without drift-shell splitting effects are compared with Van Allen Probe measurements.
Finite Orbit Width Features in the CQL3D Code
Energy Technology Data Exchange (ETDEWEB)
Petrov, Y. V.; Harvey, R., E-mail: petrov@compxco.com [CompX, Del Mar (United States)
2012-09-15
Full text: The CQL3D Fokker-Planck equation solver is being upgraded to allow for the Finite-Orbit- Width (FOW) capabilities, which will provide an accurate description for a neoclassical transport, losses to the walls, and transfer of particles, momentum, and heat to the scrape-off layer. Two different options are discussed for implementing the FOW capabilities. In one option, the Fokker-Planck equation is solved for the distribution function of orbits centered around given flux surface; in the other, the equation is solved for the local distribution function at the outer-most point of flux surface at the midplane. Both options use a fast lookup table that allows characterization of orbits without actually tracing them. The lookup table, in effect, performs mapping from the Constants-Of-Motion space onto the (R{sub o}, u{sub o}, {theta}{sub o}) computational space on the midplane. The FOW modifications have been implemented for the formations of neutral beam source, RF quasilinear diffusion operator, particle diagnostics and collisional operator, and internal boundary conditions are being refined. Initial test runs show that in general, the FOW modifications result in a broader profiles of power absorption and RF-driven current, and accurate description of the loss cone. (author)
Two-dimensional and relativistic effects in lower-hybrid current drive
International Nuclear Information System (INIS)
Hewett, D.; Hizanidis, K.; Krapchev, V.; Bers, A.
1983-06-01
We present new numerical and analytic solutions of the two-dimensional Fokker-Planck equation supplemented by a parallel quasilinear diffusion term. The results show a large enhancement of the perpendicular temperature of both the electrons resonant with the applied RF fields and the more energetic electrons in the tail. Both the RF-generated current and power dissipated are substantially increased by the perpendicular energy broadening in the resonant region. In the presence of a small DC electric field the RF current generated is very much enhanced, much more than in a simple additive fashion. In addition, we present a relativistic formulation of the two-dimensional Fokker-Planck quasilinear equation. From conservation equations, based upon this formulation, we derive the characteristics of RF current drive with energetic electrons. These show how the RF-driven current and its figure of merit (I/P/sub d/) increase with the energy of the current-carrying electrons, and that their perpendicular, random momentum must also increase
International Nuclear Information System (INIS)
Lebedev, D.R.
1979-01-01
Benney's equations of motion of incompressible nonviscous fluid with free surface in the approximation of long waves are analyzed. The connection between the Lie algebra of Hamilton plane vector fields and the Benney's momentum equations is shown
Fractional Schroedinger equation
International Nuclear Information System (INIS)
Laskin, Nick
2002-01-01
Some properties of the fractional Schroedinger equation are studied. We prove the Hermiticity of the fractional Hamilton operator and establish the parity conservation law for fractional quantum mechanics. As physical applications of the fractional Schroedinger equation we find the energy spectra of a hydrogenlike atom (fractional 'Bohr atom') and of a fractional oscillator in the semiclassical approximation. An equation for the fractional probability current density is developed and discussed. We also discuss the relationships between the fractional and standard Schroedinger equations
Ordinary differential equations
Greenberg, Michael D
2014-01-01
Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps
Beginning partial differential equations
O'Neil, Peter V
2014-01-01
A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or
International Nuclear Information System (INIS)
Ichiguchi, Katsuji
1998-01-01
A new reduced set of resistive MHD equations is derived by averaging the full MHD equations on specified flux coordinates, which is consistent with 3D equilibria. It is confirmed that the total energy is conserved and the linearized equations for ideal modes are self-adjoint. (author)
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Energy Technology Data Exchange (ETDEWEB)
Binder, Tobias; Covi, Laura [Institute for Theoretical Physics, Georg-August University Göttingen,Friedrich-Hund-Platz 1, Göttingen, D-37077 (Germany); Kamada, Ayuki [Department of Physics and Astronomy, University of California,Riverside, California 92521 (United States); Murayama, Hitoshi [Kavli Institute for the Physics and Mathematics of the Universe (WPI),University of Tokyo Institutes for Advanced Study, University of Tokyo,Kashiwa 277-8583 (Japan); Department of Physics, University of California, Berkeley,Berkeley, California 94720 (United States); Theoretical Physics Group, Lawrence Berkeley National Laboratory,Berkeley, California 94720 (United States); Takahashi, Tomo [Department of Physics, Saga University,Saga 840-8502 (Japan); Yoshida, Naoki [Kavli Institute for the Physics and Mathematics of the Universe (WPI),University of Tokyo Institutes for Advanced Study, University of Tokyo,Kashiwa 277-8583 (Japan); Department of Physics, University of Tokyo,Tokyo 113-0033 (Japan); CREST, Japan Science and Technology Agency,4-1-8 Honcho, Kawaguchi, Saitama, 332-0012 (Japan)
2016-11-21
Dark Matter (DM) models providing possible alternative solutions to the small-scale crisis of the standard cosmology are nowadays of growing interest. We consider DM interacting with light hidden fermions via well-motivated fundamental operators showing the resultant matter power spectrum is suppressed on subgalactic scales within a plausible parameter region. Our basic description of the evolution of cosmological perturbations relies on a fully consistent first principles derivation of a perturbed Fokker-Planck type equation, generalizing existing literature. The cosmological perturbation of the Fokker-Planck equation is presented for the first time in two different gauges, where the results transform into each other according to the rules of gauge transformation. Furthermore, our focus lies on a derivation of a broadly applicable and easily computable collision term showing important phenomenological differences to other existing approximations. As one of the main results and concerning the small-scale crisis, we show the equal importance of vector and scalar boson mediated interactions between the DM and the light fermions.
International Nuclear Information System (INIS)
Hassani, S.
1985-01-01
An old idea of Kramers is to consider nuclear fission as a diffusion process in phase space corresponding to the collective variable of fission. The fission width is taken as an escape rate of the system over the barrier potential. The evolution of the distribution of this collective variable and its conjugate is governed by a Fokker-Planck equation. In a quasistationary treatment Kramers obtained a fission rate which differs from the result given by the transition state method by a friction dependent factor. The non quasistationary solution of the Fokker-Planck equation allows to obtain an escape rate that presents a transient regime: from zero it grows and reaches asymptotically the Kramers' value. This time-dependent fission width is included in a formalism that describes the deexcitation of the compound nucleus in order to calculate the neutron multiplicities in competition with fission. A sensitive friction-dependence of the multiplicities is obtained. Using this formalism and comparing the results with data of a recent experiment gives a good agreement; resolving the disagreement between data and the usual statistical model at high energy. A range of values of the friction coefficient is deduced [fr
Nonstationary random acoustic and electromagnetic fields as wave diffusion processes
International Nuclear Information System (INIS)
Arnaut, L R
2007-01-01
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as an ideal incoherent and statistically homogeneous isotropic random scalar or vector field, respectively. A physical model is constructed showing that the field dynamics can be characterized as a generalized diffusion process. The Langevin-It o-hat and Fokker-Planck equations are derived and their associated statistics and distributions for the complex analytic field, its magnitude and energy density are computed. The energy diffusion parameter is found to be proportional to the square of the ratio of the standard deviation of the source field to the characteristic time constant of the dynamic process, but is independent of the initial energy density, to first order. The energy drift vanishes in the asymptotic limit. The time-energy probability distribution is in general not separable, as a result of nonstationarity. A general solution of the Fokker-Planck equation is obtained in integral form, together with explicit closed-form solutions for several asymptotic cases. The findings extend known results on statistics and distributions of quasi-stationary ideal random fields (pure diffusions), which are retrieved as special cases
Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum
Friesen, Martin; Kondratiev, Yuri
2018-06-01
We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R}^d. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^-, ɛ > 0. Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+, where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^-. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^-. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^-. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on {Γ}^+ associated with the averaged Markov birth-and-death operator {\\overline{L}} = \\int _{Γ}^- L^+(γ ^-)d μ _{inv}(γ ^-).
ZORNOC: a 1 1/2-D tokamak data analysis code for studying noncircular high beta plasmas
International Nuclear Information System (INIS)
Zurro, B.; Wieland, R.M.; Murakami, M.; Swain, D.W.
1980-03-01
A new tokamak data analysis code, ZORNOC, was developed to study noncircular, high beta plasmas in the Impurity Study Experiment (ISX-B). These plasmas exhibit significant flux surface shifts and elongation in both ohmically heated and beam-heated discharges. The MHD equilibrium flux surface geometry is determined by solving the Grad-Shafranov equation based on: (1) the shape of the outermost flux surface, deduced from the magnetic loop probes; (2) a pressure profile, deduced by means of Thomson scattering data (electrons), charge exchange data (ions), and a Fokker-Planck model (fast ions); and (3) a safety factor profile, determined from the experimental data using a simple model (Z/sub eff/ = const) that is self-consistently altered while the plasma equilibrium is iterated. For beam-heated discharches the beam deposition profile is determined by means of a Monte Carlo scheme and the slowing down of the fast ions by means of an analytical solution of the Fokker-Planck equation. The code also carries out an electron power balance and calculates various confinement parameters. The code is described and examples of its operation are given
Directory of Open Access Journals (Sweden)
Qihua Zhang
Full Text Available Abstract To describe flow-induced fiber orientation, the Fokker-Planck equation is widely applied in the processing of composites and fiber suspensions. The analytical solution only exists when the Péclet number is infinite. So developing a numerical method covering a full range of Péclet number is of great significance. To accurately solve the Fokker-Planck equation, a numerical scheme based on the finite volume method is developed. Using spherical symmetry, the boundary is discretized and formulated into a cyclic tridiagonal matrix which is further solved by the CTDMA algorithm. To examine its validity, benchmark tests over a wide range of Péclet number are performed in a simple shear flow. For Pe=∞, the results agree well with the analytical solutions. For the other Pe numbers, the results are compared to results available in the literature. The tests show that this algorithm is accurate, stable, and globally conservative. Furthermore, this algorithm can be extended and used to predict the three-dimensional orientation distribution of complex suspension flows.
Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum
Friesen, Martin; Kondratiev, Yuri
2018-04-01
We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R^d . Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^- , ɛ > 0 . Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+ , where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^- . We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^- . Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^- . In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on Γ^+ associated with the averaged Markov birth-and-death operator \\overline{L} = \\int _{Γ}^-}L^+(γ ^-)d μ _{inv}(γ ^-).
Zhang, Guannan; Del-Castillo-Negrete, Diego
2017-10-01
Kinetic descriptions of RE are usually based on the bounced-averaged Fokker-Planck model that determines the PDFs of RE. Despite of the simplification involved, the Fokker-Planck equation can rarely be solved analytically and direct numerical approaches (e.g., continuum and particle-based Monte Carlo (MC)) can be time consuming specially in the computation of asymptotic-type observable including the runaway probability, the slowing-down and runaway mean times, and the energy limit probability. Here we present a novel backward MC approach to these problems based on backward stochastic differential equations (BSDEs). The BSDE model can simultaneously describe the PDF of RE and the runaway probabilities by means of the well-known Feynman-Kac theory. The key ingredient of the backward MC algorithm is to place all the particles in a runaway state and simulate them backward from the terminal time to the initial time. As such, our approach can provide much faster convergence than the brute-force MC methods, which can significantly reduce the number of particles required to achieve a prescribed accuracy. Moreover, our algorithm can be parallelized as easy as the direct MC code, which paves the way for conducting large-scale RE simulation. This work is supported by DOE FES and ASCR under the Contract Numbers ERKJ320 and ERAT377.
Model for ICRF fast wave current drive in self-consistent MHD equilibria
International Nuclear Information System (INIS)
Bonoli, P.T.; Englade, R.C.; Porkolab, M.; Fenstermacher, M.E.
1993-01-01
Recently, a model for fast wave current drive in the ion cyclotron radio frequency (ICRF) range was incorporated into the current drive and MHD equilibrium code ACCOME. The ACCOME model combines a free boundary solution of the Grad Shafranov equation with the calculation of driven currents due to neutral beam injection, lower hybrid (LH) waves, bootstrap effects, and ICRF fast waves. The equilibrium and current drive packages iterate between each other to obtain an MHD equilibrium which is consistent with the profiles of driven current density. The ICRF current drive package combines a toroidal full-wave code (FISIC) with a parameterization of the current drive efficiency obtained from an adjoint solution of the Fokker Planck equation. The electron absorption calculation in the full-wave code properly accounts for the combined effects of electron Landau damping (ELD) and transit time magnetic pumping (TTMP), assuming a Maxwellian (or bi-Maxwellian) electron distribution function. Furthermore, the current drive efficiency includes the effects of particle trapping, momentum conserving corrections to the background Fokker Planck collision operator, and toroidally induced variations in the parallel wavenumbers of the injected ICRF waves. This model has been used to carry out detailed studies of advanced physics scenarios in the proposed Tokamak Physics Experiment (TPX). Results are shown, for example, which demonstrate the possibility of achieving stable equilibria at high beta and high bootstrap current fraction in TPX. Model results are also shown for the proposed ITER device
International Nuclear Information System (INIS)
Zhalij, Alexander
2002-01-01
We classify (1+3)-dimensional Pauli equations for a spin-(1/2) particle interacting with the electro-magnetic field, that are solvable by the method of separation of variables. As a result, we obtain the 11 classes of vector-potentials of the electro-magnetic field A(t,x(vector sign))=(A 0 (t,x(vector sign)), A(vector sign)(t,x(vector sign))) providing separability of the corresponding Pauli equations. It is established, in particular, that the necessary condition for the Pauli equation to be separable into second-order matrix ordinary differential equations is its equivalence to the system of two uncoupled Schroedinger equations. In addition, the magnetic field has to be independent of spatial variables. We prove that coordinate systems and the vector-potentials of the electro-magnetic field providing the separability of the corresponding Pauli equations coincide with those for the Schroedinger equations. Furthermore, an efficient algorithm for constructing all coordinate systems providing the separability of Pauli equation with a fixed vector-potential of the electro-magnetic field is developed. Finally, we describe all vector-potentials A(t,x(vector sign)) that (a) provide the separability of Pauli equation, (b) satisfy vacuum Maxwell equations without currents, and (c) describe non-zero magnetic field
Functional equations with causal operators
Corduneanu, C
2003-01-01
Functional equations encompass most of the equations used in applied science and engineering: ordinary differential equations, integral equations of the Volterra type, equations with delayed argument, and integro-differential equations of the Volterra type. The basic theory of functional equations includes functional differential equations with causal operators. Functional Equations with Causal Operators explains the connection between equations with causal operators and the classical types of functional equations encountered by mathematicians and engineers. It details the fundamentals of linear equations and stability theory and provides several applications and examples.
Partial differential equations
Evans, Lawrence C
2010-01-01
This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...
Directory of Open Access Journals (Sweden)
Wei Khim Ng
2009-02-01
Full Text Available We construct nonlinear extensions of Dirac's relativistic electron equation that preserve its other desirable properties such as locality, separability, conservation of probability and Poincaré invariance. We determine the constraints that the nonlinear term must obey and classify the resultant non-polynomial nonlinearities in a double expansion in the degree of nonlinearity and number of derivatives. We give explicit examples of such nonlinear equations, studying their discrete symmetries and other properties. Motivated by some previously suggested applications we then consider nonlinear terms that simultaneously violate Lorentz covariance and again study various explicit examples. We contrast our equations and construction procedure with others in the literature and also show that our equations are not gauge equivalent to the linear Dirac equation. Finally we outline various physical applications for these equations.
Differential equations for dummies
Holzner, Steven
2008-01-01
The fun and easy way to understand and solve complex equations Many of the fundamental laws of physics, chemistry, biology, and economics can be formulated as differential equations. This plain-English guide explores the many applications of this mathematical tool and shows how differential equations can help us understand the world around us. Differential Equations For Dummies is the perfect companion for a college differential equations course and is an ideal supplemental resource for other calculus classes as well as science and engineering courses. It offers step-by-step techniques, practical tips, numerous exercises, and clear, concise examples to help readers improve their differential equation-solving skills and boost their test scores.
Degenerate nonlinear diffusion equations
Favini, Angelo
2012-01-01
The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asympt...
Directory of Open Access Journals (Sweden)
K. Banoo
1998-01-01
equation in the discrete momentum space. This is shown to be similar to the conventional drift-diffusion equation except that it is a more rigorous solution to the Boltzmann equation because the current and carrier densities are resolved into M×1 vectors, where M is the number of modes in the discrete momentum space. The mobility and diffusion coefficient become M×M matrices which connect the M momentum space modes. This approach is demonstrated by simulating electron transport in bulk silicon.
Solving Ordinary Differential Equations
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Reactimeter dispersion equation
A.G. Yuferov
2016-01-01
The aim of this work is to derive and analyze a reactimeter metrological model in the form of the dispersion equation which connects reactimeter input/output signal dispersions with superimposed random noise at the inlet. It is proposed to standardize the reactimeter equation form, presenting the main reactimeter computing unit by a convolution equation. Hence, the reactimeter metrological characteristics are completely determined by this unit hardware function which represents a transient re...
Differential equations I essentials
REA, Editors of
2012-01-01
REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Differential Equations I covers first- and second-order equations, series solutions, higher-order linear equations, and the Laplace transform.
International Nuclear Information System (INIS)
Laenen, E.
1995-01-01
We propose a new evolution equation for the gluon density relevant for the region of small x B . It generalizes the GLR equation and allows deeper penetration in dense parton systems than the GLR equation does. This generalization consists of taking shadowing effects more comprehensively into account by including multigluon correlations, and allowing for an arbitrary initial gluon distribution in a hadron. We solve the new equation for fixed α s . We find that the effects of multigluon correlations on the deep-inelastic structure function are small. (orig.)
Manca, V.; Salibra, A.; Scollo, Giuseppe
1990-01-01
Equational type logic is an extension of (conditional) equational logic, that enables one to deal in a single, unified framework with diverse phenomena such as partiality, type polymorphism and dependent types. In this logic, terms may denote types as well as elements, and atomic formulae are either
Alternative equations of gravitation
International Nuclear Information System (INIS)
Pinto Neto, N.
1983-01-01
It is shown, trough a new formalism, that the quantum fluctuation effects of the gravitational field in Einstein's equations are analogs to the effects of a continuum medium in Maxwell's Electrodynamics. Following, a real example of the applications of these equations is studied. Qunatum fluctuations effects as perturbation sources in Minkowski and Friedmann Universes are examined. (L.C.) [pt
Energy Technology Data Exchange (ETDEWEB)
Yagi, M. [Japan Atomic Energy Research Inst., Naka, Ibaraki (Japan). Naka Fusion Research Establishment; Horton, W. [Texas Univ., Austin, TX (United States). Inst. for Fusion Studies
1993-11-01
A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite {beta} that we solve the perpendicular component of Ohm`s law to conserve the physical energy while ensuring the relation {del} {center_dot} j = 0.
International Nuclear Information System (INIS)
Yagi, M.; Horton, W.
1993-11-01
A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite β that we solve the perpendicular component of Ohm's law to conserve the physical energy while ensuring the relation ∇ · j = 0
International Nuclear Information System (INIS)
Yagi, M.; Horton, W.
1994-01-01
A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite β that the perpendicular component of Ohm's law be solved to ensure ∇·j=0 for energy conservation
African Journals Online (AJOL)
The currently proposed model compaction equation was derived from data sourced from the. Niger Delta and it relates porosity to depth for sandstones under hydrostatic pressure condition. The equation is useful in predicting porosity and compaction trend in hydrostatic sands of the. Niger Delta. GEOLOGICAL SETTING OF ...
M. Hazewinkel (Michiel)
1995-01-01
textabstractDedication: I dedicate this paper to Prof. P.C. Baayen, at the occasion of his retirement on 20 December 1994. The beautiful equation which forms the subject matter of this paper was invented by Wouthuysen after he retired. The four complex variable Wouthuysen equation arises from an
The generalized Fermat equation
Beukers, F.
2006-01-01
This article will be devoted to generalisations of Fermat’s equation xn + yn = zn. Very soon after the Wiles and Taylor proof of Fermat’s Last Theorem, it was wondered what would happen if the exponents in the three term equation would be chosen differently. Or if coefficients other than 1 would
Simulations of Electron Transport in Laser Hot Spots
International Nuclear Information System (INIS)
Brunner, S.; Valeo, E.
2001-01-01
Simulations of electron transport are carried out by solving the Fokker-Planck equation in the diffusive approximation. The system of a single laser hot spot, with open boundary conditions, is systematically studied by performing a scan over a wide range of the two relevant parameters: (1) Ratio of the stopping length over the width of the hot spot. (2) Relative importance of the heating through inverse Bremsstrahlung compared to the thermalization through self-collisions. As for uniform illumination [J.P. Matte et al., Plasma Phys. Controlled Fusion 30 (1988) 1665], the bulk of the velocity distribution functions (VDFs) present a super-Gaussian dependence. However, as a result of spatial transport, the tails are observed to be well represented by a Maxwellian. A similar dependence of the distributions is also found for multiple hot spot systems. For its relevance with respect to stimulated Raman scattering, the linear Landau damping of the electron plasma wave is estimated for such VD Fs. Finally, the nonlinear Fokker-Planck simulations of the single laser hot spot system are also compared to the results obtained with the linear non-local hydrodynamic approach [A.V. Brantov et al., Phys. Plasmas 5 (1998) 2742], thus providing a quantitative limit to the latter method: The hydrodynamic approach presents more than 10% inaccuracy in the presence of temperature variations of the order delta T/T greater than or equal to 1%, and similar levels of deformation of the Gaussian shape of the Maxwellian background
Study of the relaxation of electron velocity distributions in gases
Energy Technology Data Exchange (ETDEWEB)
Braglia, G L [Parma Univ. (Italy). Ist. di Fisica; Caraffini, G L; Diligenti, M [Parma Univ. (Italy). Ist. di Matematica
1981-03-11
The Fokker-Planck equation governing the relaxation of the electron speed (energy) distribution in gases is solved in a number of cases of special interest. The solution is given in terms of eigenfunctions of the Fokker-Planck operator, satisfying an orthonormalization condition in which the steady-state distribution is the weight function. The real cross-sections of the noble gases He, Ne, Ar, Kr and Xe, together with model collision frequencies of the form ..nu..(v) = ..cap alpha..vsup(n) with n = 0.5, 1, 1.5, 3 and 3.5, are used to calculate eigenvalues and eigenfunctions. The first fifteen eigenvalues are obtained in each case both in the absence and in the presence of a d.c. electric field and, in the latter case, both with atoms at rest and atoms in motion. Calculations of relaxation times and examples of evolutions towards their steady-state forms of given initial distributions are reported in several particular cases.
Extended Smoluchowski models for interpreting relaxation phenomena in liquids
International Nuclear Information System (INIS)
Polimeno, A.; Frezzato, D.; Saielli, G.; Moro, G.J.; Nordio, P.L.
1998-01-01
Interpretation of the dynamical behaviour of single molecules or collective modes in liquids has been increasingly centered, in the last decade, on complex liquid systems, including ionic solutions, polymeric liquids, supercooled fluids and liquid crystals. This has been made necessary by the need of interpreting dynamical data obtained by advanced experiments, like optical Kerr effect, time dependent fluorescence shift experiments, two-dimensional Fourier-transform and high field electron spin resonance and scattering experiments like quasi-elastic neutron scattering. This communication is centered on the definition, treatment and application of several extended stochastic models, which have proved to be very effective tools for interpreting and rationalizing complex relaxation phenomena in liquids structures. First, applications of standard Fokker-Planck equations for the orientational relaxation of molecules in isotropic and ordered liquid phase are reviewed. In particular attention will be focused on the interpretation of neutron scattering in nematics. Next, an extended stochastic model is used to interpret time-domain resolved fluorescence emission experiments. A two-body stochastic model allows the theoretical interpretation of dynamical Stokes shift effects in fluorescence emission spectra, performed on probes in isotropic and ordered polar phases. Finally, for the case of isotropic fluids made of small rigid molecules, a very detailed model is considered, which includes as basic ingredients a Fokker-Planck description of the molecular vibrational motion and the slow diffusive motion of a persistent cage structure together with the decay processes related to the changing structure of the cage. (author)
Applied partial differential equations
Logan, J David
2004-01-01
This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...
Plasma simulation with the Differential Algebraic Cubic Interpolated Propagation scheme
Energy Technology Data Exchange (ETDEWEB)
Utsumi, Takayuki [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
A computer code based on the Differential Algebraic Cubic Interpolated Propagation scheme has been developed for the numerical solution of the Boltzmann equation for a one-dimensional plasma with immobile ions. The scheme advects the distribution function and its first derivatives in the phase space for one time step by using a numerical integration method for ordinary differential equations, and reconstructs the profile in phase space by using a cubic polynomial within a grid cell. The method gives stable and accurate results, and is efficient. It is successfully applied to a number of equations; the Vlasov equation, the Boltzmann equation with the Fokker-Planck or the Bhatnagar-Gross-Krook (BGK) collision term and the relativistic Vlasov equation. The method can be generalized in a straightforward way to treat cases such as problems with nonperiodic boundary conditions and higher dimensional problems. (author)
International Nuclear Information System (INIS)
Noerenberg, W.
1976-01-01
Relaxation phenomena in deeply inelastic collisions are qualitatively discussed and compared with precompound reactions. Different approaches for describing these processes are reviewed, in particular the microscopic transport theories, which can be understood from a generalized master equation for macroscopic variables. The Markoff approximation and the classical limit for the relative motion lead to two coupled equations, the classical equation of relative motion with friction and a Pauli master equation for the internal degrees of freedom. The master equation approximated by the corresponding Fokker-Planck equation for mass transfer and energy dissipation is discussed in detail. Simple analytic expressions are derived for the transport coefficients as functions of excitation energy, total mass, mass fragmentation and relative angular momentum. Calculated transport coefficients are compared with experimental values. Problems and future developments in microscopic transport theories are outlined. (orig.) [de
Examination of various postulates of irreversibility
Energy Technology Data Exchange (ETDEWEB)
Salmon, J [Conservatoire National des Arts et Metiers (CNAM), 75 - Paris (France)
1977-01-01
Firstly, it is shown that it is necessary to break the reversible character of the B.B.G.K.Y. system of equations by means of a postulate of irreversibility to obtain a kinetic equation compatible with the second principle of thermodynamics. Next, three postulates of irreversibility are examined: that of molecular chaos, that of linear relaxation and, finally, that of superposition. Then the corresponding kinetic equations and the expressions for the viscosity coefficient to which they lead are determined. Comparison with experiment is made each time. Lastly, an attempt to obtain an irreversible kinetic equation without introducing a postulate of irreversibility in the B.B.G.K.Y. system is realized. This consists in adding a complementary irreversible term to the fundamental equation of the dynamics of a particle. The suggested term is of quantum origin and leads to a kinetic equation of the Fokker-Planck type.
Hyperbolic partial differential equations
Witten, Matthew
1986-01-01
Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M
Wu Zhuo Qun; Li Hui Lai; Zhao Jun Ning
2001-01-01
Nonlinear diffusion equations, an important class of parabolic equations, come from a variety of diffusion phenomena which appear widely in nature. They are suggested as mathematical models of physical problems in many fields, such as filtration, phase transition, biochemistry and dynamics of biological groups. In many cases, the equations possess degeneracy or singularity. The appearance of degeneracy or singularity makes the study more involved and challenging. Many new ideas and methods have been developed to overcome the special difficulties caused by the degeneracy and singularity, which
Differential equations problem solver
Arterburn, David R
2012-01-01
REA's Problem Solvers is a series of useful, practical, and informative study guides. Each title in the series is complete step-by-step solution guide. The Differential Equations Problem Solver enables students to solve difficult problems by showing them step-by-step solutions to Differential Equations problems. The Problem Solvers cover material ranging from the elementary to the advanced and make excellent review books and textbook companions. They're perfect for undergraduate and graduate studies.The Differential Equations Problem Solver is the perfect resource for any class, any exam, and
Supersymmetric quasipotential equations
International Nuclear Information System (INIS)
Zaikov, R.P.
1981-01-01
A supersymmetric extension of the Logunov-Tavkhelidze quasipotential approach is suggested. The supersymmetric Bethe- Salpeter equation is an initial equation. The transition from the four-time to the two-time Green function is made in the super- center-of-mass system. The two-time Green function has no inverse function in the whole spinor space. The resolvent operator if found using the Majorana character of the spinor wave function. The supersymmetric quasipotential equation is written. The consideration is carried out in the framework of the theory of chiral scalar superfields [ru
Local instant conservation equations
International Nuclear Information System (INIS)
Delaje, Dzh.
1984-01-01
Local instant conservation equations for two-phase flow are derived. Derivation of the equation starts from the recording of integral laws of conservation for a fixed reference volume, containing both phases. Transformation of the laws, using the Leibniz rule and Gauss theory permits to obtain the sum of two integrals as to the volume and integral as to the surface. Integrals as to the volume result in local instant differential equations, in particular derivatives for each phase, and integrals as to the surface reflect local instant conditions of a jump on interface surface
Beginning partial differential equations
O'Neil, Peter V
2011-01-01
A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres
Ordinary differential equations
Miller, Richard K
1982-01-01
Ordinary Differential Equations is an outgrowth of courses taught for a number of years at Iowa State University in the mathematics and the electrical engineering departments. It is intended as a text for a first graduate course in differential equations for students in mathematics, engineering, and the sciences. Although differential equations is an old, traditional, and well-established subject, the diverse backgrounds and interests of the students in a typical modern-day course cause problems in the selection and method of presentation of material. In order to compensate for this diversity,
Uncertain differential equations
Yao, Kai
2016-01-01
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.
Applied partial differential equations
Logan, J David
2015-01-01
This text presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. Emphasis is placed on motivation, concepts, methods, and interpretation, rather than on formal theory. The concise treatment of the subject is maintained in this third edition covering all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. In this third edition, text remains intimately tied to applications in heat transfer, wave motion, biological systems, and a variety other topics in pure and applied science. The text offers flexibility to instructors who, for example, may wish to insert topics from biology or numerical methods at any time in the course. The exposition is presented in a friendly, easy-to-read, style, with mathematical ideas motivated from physical problems. Many exercises and worked e...
Nonlinear differential equations
Energy Technology Data Exchange (ETDEWEB)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Tsintsadze, Nodar L.; Tsintsadze, Levan N.
2008-01-01
A general derivation of the charging equation of a dust grain is presented, and indicated where and when it can be used. A problem of linear fluctuations of charges on the surface of the dust grain is discussed.
Equations For Rotary Transformers
Salomon, Phil M.; Wiktor, Peter J.; Marchetto, Carl A.
1988-01-01
Equations derived for input impedance, input power, and ratio of secondary current to primary current of rotary transformer. Used for quick analysis of transformer designs. Circuit model commonly used in textbooks on theory of ac circuits.
Problems in differential equations
Brenner, J L
2013-01-01
More than 900 problems and answers explore applications of differential equations to vibrations, electrical engineering, mechanics, and physics. Problem types include both routine and nonroutine, and stars indicate advanced problems. 1963 edition.
Applied partial differential equations
DuChateau, Paul
2012-01-01
Book focuses mainly on boundary-value and initial-boundary-value problems on spatially bounded and on unbounded domains; integral transforms; uniqueness and continuous dependence on data, first-order equations, and more. Numerous exercises included.
Nonlinear differential equations
International Nuclear Information System (INIS)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics
Saaty, Thomas L
1981-01-01
Covers major types of classical equations: operator, functional, difference, integro-differential, and more. Suitable for graduate students as well as scientists, technologists, and mathematicians. "A welcome contribution." - Math Reviews. 1964 edition.
Introduction to Physical Intelligence
Zak, Michail
2011-01-01
A slight deviation from Newtonian dynamics can lead to new effects associated with the concept of physical intelligence. Non-Newtonian effects such as deviation from classical thermodynamic as well as quantum-like properties have been analyzed. A self-supervised (intelligent) particle that can escape from Brownian motion autonomously is introduced. Such a capability is due to a coupling of the particle governing equation with its own Liouville equation via an appropriate feedback. As a result, the governing equation is self-stabilized, and random oscillations are suppressed, while the Liouville equation takes the form of the Fokker-Planck equation with negative diffusion. Non- Newtonian properties of such a dynamical system as well as thermodynamical implications have been evaluated.
International Nuclear Information System (INIS)
Dekker, H.
1980-01-01
It is shown how to solve the master equation for a Markov process including a critical point by means of successive approximations in terms of a small parameter. A critical point occurs if, by adjusting an externally controlled quantity, the system shows a transition from normal monostable to bistable behaviour. The fundamental idea of the theory is to separate the master equation into its proper irreducible part and a corrective remainder. The irreducible or zeroth order stochastic approximation will be a relatively simple Fokker-Planck equation that contains the essential features of the process. Once the solution of this irreducible equation is known, the higher order corrections in the original master equation can be incorporated in a systematic manner. (Auth.)
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
Structural Equations and Causation
Hall, Ned
2007-01-01
Structural equations have become increasingly popular in recent years as tools for understanding causation. But standard structural equations approaches to causation face deep problems. The most philosophically interesting of these consists in their failure to incorporate a distinction between default states of an object or system, and deviations therefrom. Exploring this problem, and how to fix it, helps to illuminate the central role this distinction plays in our causal thinking.
Equations of radiation hydrodynamics
International Nuclear Information System (INIS)
Mihalas, D.
1982-01-01
The purpose of this paper is to give an overview of the role of radiation in the transport of energy and momentum in a combined matter-radiation fluid. The transport equation for a moving radiating fluid is presented in both a fully Eulerian and a fully Lagrangian formulation, along with conservation equations describing the dynamics of the fluid. Special attention is paid to the problem of deriving equations that are mutually consistent in each frame, and between frames, to 0(v/c). A detailed analysis is made to show that in situations of broad interest, terms that are formally of 0(v/c) actually dominate the solution, demonstrating that it is esential (1) to pay scrupulous attention to the question of the frame dependence in formulating the equations; and (2) to solve the equations to 0(v/c) in quite general circumstances. These points are illustrated in the context of the nonequilibrium radiation diffusion limit, and a sketch of how the Lagrangian equations are to be solved will be presented
Quantum linear Boltzmann equation
International Nuclear Information System (INIS)
Vacchini, Bassano; Hornberger, Klaus
2009-01-01
We review the quantum version of the linear Boltzmann equation, which describes in a non-perturbative fashion, by means of scattering theory, how the quantum motion of a single test particle is affected by collisions with an ideal background gas. A heuristic derivation of this Lindblad master equation is presented, based on the requirement of translation-covariance and on the relation to the classical linear Boltzmann equation. After analyzing its general symmetry properties and the associated relaxation dynamics, we discuss a quantum Monte Carlo method for its numerical solution. We then review important limiting forms of the quantum linear Boltzmann equation, such as the case of quantum Brownian motion and pure collisional decoherence, as well as the application to matter wave optics. Finally, we point to the incorporation of quantum degeneracies and self-interactions in the gas by relating the equation to the dynamic structure factor of the ambient medium, and we provide an extension of the equation to include internal degrees of freedom.
Covariant field equations in supergravity
Energy Technology Data Exchange (ETDEWEB)
Vanhecke, Bram [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium); Ghent University, Faculty of Physics, Gent (Belgium); Proeyen, Antoine van [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium)
2017-12-15
Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Covariant field equations in supergravity
International Nuclear Information System (INIS)
Vanhecke, Bram; Proeyen, Antoine van
2017-01-01
Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Differential Equation over Banach Algebra
Kleyn, Aleks
2018-01-01
In the book, I considered differential equations of order $1$ over Banach $D$-algebra: differential equation solved with respect to the derivative; exact differential equation; linear homogeneous equation. In noncommutative Banach algebra, initial value problem for linear homogeneous equation has infinitely many solutions.
Transport equation solving methods
International Nuclear Information System (INIS)
Granjean, P.M.
1984-06-01
This work is mainly devoted to Csub(N) and Fsub(N) methods. CN method: starting from a lemma stated by Placzek, an equivalence is established between two problems: the first one is defined in a finite medium bounded by a surface S, the second one is defined in the whole space. In the first problem the angular flux on the surface S is shown to be the solution of an integral equation. This equation is solved by Galerkin's method. The Csub(N) method is applied here to one-velocity problems: in plane geometry, slab albedo and transmission with Rayleigh scattering, calculation of the extrapolation length; in cylindrical geometry, albedo and extrapolation length calculation with linear scattering. Fsub(N) method: the basic integral transport equation of the Csub(N) method is integrated on Case's elementary distributions; another integral transport equation is obtained: this equation is solved by a collocation method. The plane problems solved by the Csub(N) method are also solved by the Fsub(N) method. The Fsub(N) method is extended to any polynomial scattering law. Some simple spherical problems are also studied. Chandrasekhar's method, collision probability method, Case's method are presented for comparison with Csub(N) and Fsub(N) methods. This comparison shows the respective advantages of the two methods: a) fast convergence and possible extension to various geometries for Csub(N) method; b) easy calculations and easy extension to polynomial scattering for Fsub(N) method [fr
Introduction to partial differential equations
Greenspan, Donald
2000-01-01
Designed for use in a one-semester course by seniors and beginning graduate students, this rigorous presentation explores practical methods of solving differential equations, plus the unifying theory underlying the mathematical superstructure. Topics include basic concepts, Fourier series, second-order partial differential equations, wave equation, potential equation, heat equation, approximate solution of partial differential equations, and more. Exercises appear at the ends of most chapters. 1961 edition.
International Nuclear Information System (INIS)
Fulinski, A.
1994-01-01
The properties of non-Markovian noises with exponentially correlated memory are discussed. Considered are dichotomic noise, white shot noise, Gaussian white noise, and Gaussian colored noise. The stationary correlation functions of the non-Markovian versions of these noises are given by linear combinations of two or three exponential functions (colored noises) or of the δ function and exponential function (white noises). The non-Markovian white noises are well defined only when the kernel of the non-Markovian master equation contains a nonzero admixture of a Markovian term. Approximate equations governing the probability densities for processes driven by such non-Markovian noises are derived, including non-Markovian versions of the Fokker-Planck equation and the telegrapher's equation. As an example, it is shown how the non-Markovian nature changes the behavior of the driven linear process
Risk-sensitive mean-field games
Tembine, Hamidou
2014-04-01
In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.
Statistical theory of wave propagation and multipass absorption for current drive in Tokamaks
International Nuclear Information System (INIS)
Moreau, D.; Litaudon, X.
1993-07-01
The effect of ray stochasticity on the multipass absorption of lower-hybrid waves, used to drive current in tokamaks, is considered. In toroidal geometry, stochasticity arises as an intrinsic property of the Hamiltonian ray trajectories for lower-hybrid waves. Based on the wave kinetic equation, a diffusion equation is derived, with damping and sources, for the wave energy density in the stochastic layer. This equation is solved simultaneously with the electron Fokker-Planck equation to describe the quasilinear flattening of the electron distribution function and the subsequent modification of the wave damping. It is shown that the spectral gap is filled in a self-regulating manner, so that the boundaries of the diffused wave spectrum are independent of the level of ray stochastic diffusion. A simple model for the self-consistent wave spectrum and the radial profile of absorbed power is proposed
A practical nonlocal model for heat transport in magnetized laser plasmas
International Nuclear Information System (INIS)
Nicolaie, Ph.D.; Feugeas, J.-L.A.; Schurtz, G.P.
2006-01-01
A model of nonlocal transport for multidimensional radiation magnetohydrodynamics codes is presented. In laser produced plasmas, it is now believed that the heat transport can be strongly modified by the nonlocal nature of the electron conduction. Other mechanisms, such as self-generated magnetic fields, may also affect the heat transport. The model described in this work, based on simplified Fokker-Planck equations aims at extending the model of G. Schurtz, Ph. Nicolaie, and M. Busquet [Phys. Plasmas 7, 4238 (2000)] to magnetized plasmas. A complete system of nonlocal equations is derived from kinetic equations with self-consistent electric and magnetic fields. These equations are analyzed and simplified in order to be implemented into large laser fusion codes and coupled to other relevant physics. The model is applied to two laser configurations that demonstrate the main features of the model and point out the nonlocal Righi-Leduc effect in a multidimensional case
A practical nonlocal model for heat transport in magnetized laser plasmas
Nicolaï, Ph. D.; Feugeas, J.-L. A.; Schurtz, G. P.
2006-03-01
A model of nonlocal transport for multidimensional radiation magnetohydrodynamics codes is presented. In laser produced plasmas, it is now believed that the heat transport can be strongly modified by the nonlocal nature of the electron conduction. Other mechanisms, such as self-generated magnetic fields, may also affect the heat transport. The model described in this work, based on simplified Fokker-Planck equations aims at extending the model of G. Schurtz, Ph. Nicolaï, and M. Busquet [Phys. Plasmas 7, 4238 (2000)] to magnetized plasmas. A complete system of nonlocal equations is derived from kinetic equations with self-consistent electric and magnetic fields. These equations are analyzed and simplified in order to be implemented into large laser fusion codes and coupled to other relevant physics. The model is applied to two laser configurations that demonstrate the main features of the model and point out the nonlocal Righi-Leduc effect in a multidimensional case.
Risk-sensitive mean-field games
Tembine, Hamidou; Zhu, Quanyan; Başar, Tamer
2014-01-01
In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Quadratic Diophantine equations
Andreescu, Titu
2015-01-01
This monograph treats the classical theory of quadratic Diophantine equations and guides the reader through the last two decades of computational techniques and progress in the area. These new techniques combined with the latest increases in computational power shed new light on important open problems. The authors motivate the study of quadratic Diophantine equations with excellent examples, open problems, and applications. Moreover, the exposition aptly demonstrates many applications of results and techniques from the study of Pell-type equations to other problems in number theory. The book is intended for advanced undergraduate and graduate students as well as researchers. It challenges the reader to apply not only specific techniques and strategies, but also to employ methods and tools from other areas of mathematics, such as algebra and analysis.