Exact master equations for the non-Markovian decay of a qubit

International Nuclear Information System (INIS)

Vacchini, Bassano; Breuer, Heinz-Peter

2010-01-01

Exact master equations describing the decay of a two-state system into a structured reservoir are constructed. By employing the exact solution for the model, analytical expressions are determined for the memory kernel of the Nakajima-Zwanzig master equation and for the generator of the corresponding time-convolutionless master equation. This approach allows an explicit comparison of the convergence behavior of the corresponding perturbation expansions. Moreover, the structure of widely used phenomenological master equations with a memory kernel may be incompatible with a nonperturbative treatment of the underlying microscopic model. Several physical implications of the results on the microscopic analysis and the phenomenological modeling of non-Markovian quantum dynamics of open systems are discussed.

Non-Markovian nuclear dynamics

International Nuclear Information System (INIS)

Kolomietz, V.M.

2011-01-01

A prove of equations of motion for the nuclear shape variables which establish a direct connection of the memory effects with the dynamic distortion of the Fermi surface is suggested. The equations of motion for the nuclear Fermi liquid drop are derived from the collisional kinetic equation. In general, the corresponding equations are non-Markovian. The memory effects appear due to the Fermi surface distortions and depend on the relaxation time. The main purpose of the present work is to apply the non-Markovian dynamics to the description of the nuclear giant multipole resonances (GMR) and the large amplitude motion. We take also into consideration the random forces and concentrate on the formation of both the conservative and the friction forces to make more clear the memory effect on the nuclear dynamics. In this respect, the given approach represents an extension of the traditional liquid drop model (LDM) to the case of the nuclear Fermi liquid drop. In practical application, we pay close attention to the description of the descent of the nucleus from the fission barrier to the scission point.

Recursive approach for non-Markovian time-convolutionless master equations

Science.gov (United States)

Gasbarri, G.; Ferialdi, L.

2018-02-01

We consider a general open system dynamics and we provide a recursive method to derive the associated non-Markovian master equation in a perturbative series. The approach relies on a momenta expansion of the open system evolution. Unlike previous perturbative approaches of this kind, the method presented in this paper provides a recursive definition of each perturbative term. Furthermore, we give an intuitive diagrammatic description of each term of the series, which provides a useful analytical tool to build them and to derive their structure in terms of commutators and anticommutators. We eventually apply our formalism to the evolution of the observables of the reduced system, by showing how the method can be applied to the adjoint master equation, and by developing a diagrammatic description of the associated series.

Ultrafast dynamics of laser-pulse excited semiconductors: non-Markovian quantum kinetic equations with nonequilibrium correlations

Directory of Open Access Journals (Sweden)

V.V.Ignatyuk

2004-01-01

Full Text Available Non-Markovian kinetic equations in the second Born approximation are derived for a two-zone semiconductor excited by a short laser pulse. Both collision dynamics and running nonequilibrium correlations are taken into consideration. The energy balance and relaxation of the system to equilibrium are discussed. Results of numerical solution of the kinetic equations for carriers and phonons are presented.

Markovianity and non-Markovianity in quantum and classical systems

International Nuclear Information System (INIS)

Vacchini, Bassano; Smirne, Andrea; Laine, Elsi-Mari; Piilo, Jyrki; Breuer, Heinz-Peter

2011-01-01

We discuss the conceptually different definitions used for the non-Markovianity of classical and quantum processes. The well-established definition of non-Markovianity of a classical stochastic process represents a condition on the Kolmogorov hierarchy of the n-point joint probability distributions. Since this definition cannot be transferred to the quantum regime, quantum non-Markovianity has recently been defined and quantified in terms of the underlying quantum dynamical map, using either its divisibility properties or the behavior of the trace distance between pairs of initial states. Here, we investigate and compare these definitions and their relations to the classical notion of non-Markovianity by employing a large class of non-Markovian processes, known as semi-Markov processes, which admit a natural extension to the quantum case. A number of specific physical examples are constructed that allow us to study the basic features of the classical and the quantum definitions and to evaluate explicitly the measures of quantum non-Markovianity. Our results clearly demonstrate several fundamental differences between the classical and the quantum notion of non-Markovianity, as well as between the various quantum measures of non-Markovianity. In particular, we show that the divisibility property in the classical case does not coincide with Markovianity and that the non-Markovianity measure based on divisibility assigns equal infinite values to different dynamics, which can be distinguished by exploiting the trace distance measure. A simple exact expression for the latter is also obtained in a special case.

Exact solution for a non-Markovian dissipative quantum dynamics.

Science.gov (United States)

Ferialdi, Luca; Bassi, Angelo

2012-04-27

We provide the exact analytic solution of the stochastic Schrödinger equation describing a harmonic oscillator interacting with a non-Markovian and dissipative environment. This result represents an arrival point in the study of non-Markovian dynamics via stochastic differential equations. It is also one of the few exactly solvable models for infinite-dimensional systems. We compute the Green's function; in the case of a free particle and with an exponentially correlated noise, we discuss the evolution of Gaussian wave functions.

Non-Markovian Effects on the Brownian Motion of a Free Particle

OpenAIRE

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.

Basic mechanisms in the laser control of non-Markovian dynamics

Science.gov (United States)

Puthumpally-Joseph, R.; Mangaud, E.; Chevet, V.; Desouter-Lecomte, M.; Sugny, D.; Atabek, O.

2018-03-01

Referring to a Fano-type model qualitative analogy we develop a comprehensive basic mechanism for the laser control of the non-Markovian bath response and fully implement it in a realistic control scheme, in strongly coupled open quantum systems. Converged hierarchical equations of motion are worked out to numerically solve the master equation of a spin-boson Hamiltonian to reach the reduced electronic density matrix of a heterojunction in the presence of strong terahertz laser pulses. Robust and efficient control is achieved increasing by a factor of 2 the non-Markovianity measured by the time evolution of the volume of accessible states. The consequences of such fields on the central system populations and coherence are examined, putting the emphasis on the relation between the increase of non-Markovianity and the slowing down of decoherence processes.

Non-Markovian dynamics in the theory of full counting statistics

DEFF Research Database (Denmark)

Flindt, Christian; Braggio, A.; Novotny, Tomas

2007-01-01

generating function corresponding to the resulting non-Markovian rate equation and find that the measured current cumulants behave significantly differently compared to those of a Markovian transport process. Our findings provide a novel interpretation of noise suppression found in a number of systems....

Non-Markovian finite-temperature two-time correlation functions of system operators of a pure-dephasing model

International Nuclear Information System (INIS)

Goan, Hsi-Sheng; Jian, Chung-Chin; Chen, Po-Wen

2010-01-01

We evaluate the non-Markovian finite-temperature two-time correlation functions (CF's) of system operators of a pure-dephasing spin-boson model in two different ways, one by the direct exact operator technique and the other by the recently derived evolution equations, valid to second order in the system-environment interaction Hamiltonian. This pure-dephasing spin-boson model that is exactly solvable has been extensively studied as a simple decoherence model. However, its exact non-Markovian finite-temperature two-time system operator CF's, to our knowledge, have not been presented in the literature. This may be mainly due to the fact, illustrated in this article, that in contrast to the Markovian case, the time evolution of the reduced density matrix of the system (or the reduced quantum master equation) alone is not sufficient to calculate the two-time system operator CF's of non-Markovian open systems. The two-time CF's obtained using the recently derived evolution equations in the weak system-environment coupling case for this non-Markovian pure-dephasing model happen to be the same as those obtained from the exact evaluation. However, these results significantly differ from the non-Markovian two-time CF's obtained by wrongly directly applying the quantum regression theorem (QRT), a useful procedure to calculate the two-time CF's for weak-coupling Markovian open systems. This demonstrates clearly that the recently derived evolution equations generalize correctly the QRT to non-Markovian finite-temperature cases. It is believed that these evolution equations will have applications in many different branches of physics.

Connecting two jumplike unravelings for non-Markovian open quantum systems

Energy Technology Data Exchange (ETDEWEB)

Luoma, Kimmo; Suominen, Kalle-Antti; Piilo, Jyrki [Turku Centre for Quantum Physics, Department of Physics and Astronomy, University of Turku, FI-20014 Turun Yliopisto (Finland)

2011-09-15

The development and use of Monte Carlo algorithms plays a visible role in the study of non-Markovian quantum dynamics due to the provided insight and powerful numerical methods for solving the system dynamics. In the Markovian case, the connections between the various types of methods are fairly well understood while, for the non-Markovian case, there has so far been only a few studies. We focus here on two jumplike unravelings of non-Markovian dynamics: the non-Markovian quantum jump (NMQJ) method and the property state method by Gambetta, Askerud, and Wiseman (GAW). The results for simple quantum optical systems illustrate the connections between the realizations of the two methods and also highlight how the probability currents between the system and environment, or between the property states of the total system, are associated with the decay rates of time-local master equations and, consequently, with the jump rates of the NMQJ method.

Connecting two jumplike unravelings for non-Markovian open quantum systems

International Nuclear Information System (INIS)

Luoma, Kimmo; Suominen, Kalle-Antti; Piilo, Jyrki

2011-01-01

The development and use of Monte Carlo algorithms plays a visible role in the study of non-Markovian quantum dynamics due to the provided insight and powerful numerical methods for solving the system dynamics. In the Markovian case, the connections between the various types of methods are fairly well understood while, for the non-Markovian case, there has so far been only a few studies. We focus here on two jumplike unravelings of non-Markovian dynamics: the non-Markovian quantum jump (NMQJ) method and the property state method by Gambetta, Askerud, and Wiseman (GAW). The results for simple quantum optical systems illustrate the connections between the realizations of the two methods and also highlight how the probability currents between the system and environment, or between the property states of the total system, are associated with the decay rates of time-local master equations and, consequently, with the jump rates of the NMQJ method.

Non-Markovianity in the optimal control of an open quantum system described by hierarchical equations of motion

Science.gov (United States)

Mangaud, E.; Puthumpally-Joseph, R.; Sugny, D.; Meier, C.; Atabek, O.; Desouter-Lecomte, M.

2018-04-01

Optimal control theory is implemented with fully converged hierarchical equations of motion (HEOM) describing the time evolution of an open system density matrix strongly coupled to the bath in a spin-boson model. The populations of the two-level sub-system are taken as control objectives; namely, their revivals or exchange when switching off the field. We, in parallel, analyze how the optimal electric field consequently modifies the information back flow from the environment through different non-Markovian witnesses. Although the control field has a dipole interaction with the central sub-system only, its indirect influence on the bath collective mode dynamics is probed through HEOM auxiliary matrices, revealing a strong correlation between control and dissipation during a non-Markovian process. A heterojunction is taken as an illustrative example for modeling in a realistic way the two-level sub-system parameters and its spectral density function leading to a non-perturbative strong coupling regime with the bath. Although, due to strong system-bath couplings, control performances remain rather modest, the most important result is a noticeable increase of the non-Markovian bath response induced by the optimally driven processes.

Jump probabilities in the non-Markovian quantum jump method

International Nuclear Information System (INIS)

Haerkoenen, Kari

2010-01-01

The dynamics of a non-Markovian open quantum system described by a general time-local master equation is studied. The propagation of the density operator is constructed in terms of two processes: (i) deterministic evolution and (ii) evolution of a probability density functional in the projective Hilbert space. The analysis provides a derivation for the jump probabilities used in the recently developed non-Markovian quantum jump (NMQJ) method (Piilo et al 2008 Phys. Rev. Lett. 100 180402).

Shot-noise at a Fermi-edge singularity: Non-Markovian dynamics

Energy Technology Data Exchange (ETDEWEB)

Ubbelohde, N.; Maire, N.; Haug, R. J. [Institut für Festkörperphysik, Leibniz Universität Hannover, Appelstraße 2, D-30167 Hannover (Germany); Roszak, K. [Institute of Physics, Wrocław University of Technology, PL-50370 Wrocław (Poland); Hohls, F. [Physikalisch-Technische Bundesanstalt, D-38116 Braunschweig (Germany); Novotný, T. [Department of Condensed Matter Physics, Faculty of Mathematics and Physics, Charles University, CZ-12116 Prague (Czech Republic)

2013-12-04

For an InAs quantum dot we study the current shot noise at a Fermi-edge singularity in low temperature cross-correlation measurements. In the regime of the interaction effect the strong suppression of noise observed at zero magnetic field and the sequence of enhancement and suppression in magnetic field go beyond a Markovian master equation model. Qualitative and quantitative agreement can however be achieved by a generalized master equation model taking non-Markovian dynamics into account.

Nonlocal non-Markovian effects in dephasing environments

International Nuclear Information System (INIS)

Xie Dong; Wang An-Min

2014-01-01

We study the nonlocal non-Markovian effects through local interactions between two subsystems and the corresponding two environments. It has been found that the initial correlations between two environments can turn a Markovian to a non-Markovian regime with extra control on the local interaction time. We further research the nonlocal non-Markovian effects from two situations: without extra control, the nonlocal non-Markovian effects only appear under the condition that two local dynamics are non-Markovian–non-Markovian (both of the two local dynamics are non-Markovian) or Markovian–non-Markovian, but not under the condition of Markovian–Markovian; with extra control, the nonlocal non-Markovian effects can occur under the condition of Markovian–Markovian. It shows that the function of correlations between two environments has an upper bound, which makes a flow of information from the environment back to the global system beginning finitely earlier than that back to one of the two local systems, not infinitely. Then, we proposed two special ways to distribute classical correlations between two environments without initial correlations. Finally, from numerical solutions in the spin star configuration, we found that the self-correlation (internal correlation) of each environment promotes the nonlocal non-Markovian effects. (general)

Joint probability distributions for a class of non-Markovian processes.

Science.gov (United States)

Baule, A; Friedrich, R

2005-02-01

We consider joint probability distributions for the class of coupled Langevin equations introduced by Fogedby [H. C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. We generalize well-known results for the single-time probability distributions to the case of N -time joint probability distributions. It is shown that these probability distribution functions can be obtained by an integral transform from distributions of a Markovian process. The integral kernel obeys a partial differential equation with fractional time derivatives reflecting the non-Markovian character of the process.

Non-Markovian linear response theory for quantum open systems and its applications.

Science.gov (United States)

Shen, H Z; Li, D X; Yi, X X

2017-01-01

The Kubo formula is an equation that expresses the linear response of an observable due to a time-dependent perturbation. It has been extended from closed systems to open systems in recent years under the Markovian approximation, but is barely explored for open systems in non-Markovian regimes. In this paper, we derive a formula for the linear response of an open system to a time-independent external field. This response formula is available for both Markovian and non-Markovian dynamics depending on parameters in the spectral density of the environment. As an illustration of the theory, the Hall conductance of a two-band system subjected to environments is derived and discussed. With the tight-binding model, we point out the Hall conductance changes from Markovian to non-Markovian dynamics by modulating the spectral density of the environment. Our results suggest a way to the controlling of the system response, which has potential applications for quantum statistical mechanics and condensed matter physics.

Properties of quantum Markovian master equations

International Nuclear Information System (INIS)

Gorini, V.; Frigerio, A.; Verri, M.; Kossakowski, A.; Sudarshan, E.C.G.

1976-11-01

An essentially self-contained account is given of some general structural properties of the dynamics of quantum open Markovian systems. Some recent results regarding the problem of the classification of quantum Markovian master equations and the limiting conditions under which the dynamical evolution of a quantum open system obeys an exact semigroup law (weak coupling limit and singular coupling limit are reviewed). A general form of quantum detailed balance and its relation to thermal relaxation and to microreversibility is discussed

On the validity of non-Markovian master equation approaches for the entanglement dynamics of two-qubit systems

Energy Technology Data Exchange (ETDEWEB)

Ferraro, E; Scala, M; Napoli, A [CNISM and Dipartimento di Scienze Fisiche ed Astronomiche, Universita di Palermo, via Archirafi 36, 90123 Palermo (Italy); Migliore, R, E-mail: ferraro@fisica.unipa.i, E-mail: matteo.scala@fisica.unipa.i [CNR-INFM, Research Unit CNISM of Palermo, via Archirafi 36, 90123 Palermo (Italy)

2010-09-01

In the framework of the dissipative dynamics of coupled qubits interacting with independent reservoirs, a comparison between non-Markovian master equation techniques and an exact solution is presented here. We study various regimes in order to find the limits of validity of the Nakajima-Zwanzig and the time-convolutionless master equations in the description of the entanglement dynamics. A comparison between the performances of the concurrence and the negativity as entanglement measures for the system under study is also presented.

Quantum non-Markovianity: characterization, quantification and detection

International Nuclear Information System (INIS)

Rivas, Ángel; Huelga, Susana F; Plenio, Martin B

2014-01-01

We present a comprehensive and up-to-date review of the concept of quantum non-Markovianity, a central theme in the theory of open quantum systems. We introduce the concept of a quantum Markovian process as a generalization of the classical definition of Markovianity via the so-called divisibility property and relate this notion to the intuitive idea that links non-Markovianity with the persistence of memory effects. A detailed comparison with other definitions presented in the literature is provided. We then discuss several existing proposals to quantify the degree of non-Markovianity of quantum dynamics and to witness non-Markovian behavior, the latter providing sufficient conditions to detect deviations from strict Markovianity. Finally, we conclude by enumerating some timely open problems in the field and provide an outlook on possible research directions. (review article)

Quantum non-Markovianity: characterization, quantification and detection

Science.gov (United States)

Rivas, Ángel; Huelga, Susana F.; Plenio, Martin B.

2014-09-01

We present a comprehensive and up-to-date review of the concept of quantum non-Markovianity, a central theme in the theory of open quantum systems. We introduce the concept of a quantum Markovian process as a generalization of the classical definition of Markovianity via the so-called divisibility property and relate this notion to the intuitive idea that links non-Markovianity with the persistence of memory effects. A detailed comparison with other definitions presented in the literature is provided. We then discuss several existing proposals to quantify the degree of non-Markovianity of quantum dynamics and to witness non-Markovian behavior, the latter providing sufficient conditions to detect deviations from strict Markovianity. Finally, we conclude by enumerating some timely open problems in the field and provide an outlook on possible research directions.

A Dynamical Theory of Markovian Diffusion

OpenAIRE

Davidson, Mark

2001-01-01

A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order quantum effects is derived.

Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

CERN Document Server

Chekroun, Mickaël D; Wang, Shouhong

2015-01-01

In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

Non-Markovian electron dynamics in nanostructures coupled to dissipative contacts

Science.gov (United States)

Novakovic, B.; Knezevic, I.

2013-02-01

In quasiballistic semiconductor nanostructures, carrier exchange between the active region and dissipative contacts is the mechanism that governs relaxation. In this paper, we present a theoretical treatment of transient quantum transport in quasiballistic semiconductor nanostructures, which is based on the open system theory and valid on timescales much longer than the characteristic relaxation time in the contacts. The approach relies on a model interaction between the current-limiting active region and the contacts, given in the scattering-state basis. We derive a non-Markovian master equation for the irreversible evolution of the active region's many-body statistical operator by coarse-graining the exact dynamical map over the contact relaxation time. In order to obtain the response quantities of a nanostructure under bias, such as the potential and the charge and current densities, the non-Markovian master equation must be solved numerically together with the Schr\\"{o}dinger, Poisson, and continuity equations. We discuss how to numerically solve this coupled system of equations and illustrate the approach on the example of a silicon nin diode.

Non-Markovian entanglement dynamics of noisy continuous-variable quantum channels

International Nuclear Information System (INIS)

An, J.-H.; Zhang, W.-M.

2007-01-01

We investigate the entanglement dynamics of continuous-variable quantum channels in terms of an entangled squeezed state of two cavity fields in a general non-Markovian environment. Using the Feynman-Vernon influence functional theory in the coherent-state representation, we derive an exact master equation with time-dependent coefficients reflecting the non-Markovian influence of the environment. The influence of environments with different spectral densities, e.g., Ohmic, sub-Ohmic, and super-Ohmic, is numerically studied. The non-Markovian process shows its remarkable influence on the entanglement dynamics due to the sensitive time dependence of the dissipation and noise functions within the typical time scale of the environment. The Ohmic environment shows a weak dissipation-noise effect on the entanglement dynamics, while the sub-Ohmic and super-Ohmic environments induce much more severe noise. In particular, the memory of the system interacting with the environment contributes a strong decoherence effect to the entanglement dynamics in the super-Ohmic case

Delineating incoherent non-Markovian dynamics using quantum coherence

Energy Technology Data Exchange (ETDEWEB)

Chanda, Titas, E-mail: titaschanda@hri.res.in; Bhattacharya, Samyadeb, E-mail: samyadebbhattacharya@hri.res.in

2016-03-15

We introduce a method of characterization of non-Markovianity using coherence of a system interacting with the environment. We show that under the allowed incoherent operations, monotonicity of a valid coherence measure is affected due to non-Markovian features of the system–environment evolution. We also define a measure to quantify non-Markovianity of the underlying dynamics based on the non-monotonic behavior of the coherence measure. We investigate our proposed non-Markovianity marker in the behavior of dephasing and dissipative dynamics for one and two qubit cases. We also show that our proposed measure captures the back-flow of information from the environment to the system and compatible with well known distinguishability criteria of non-Markovianity.

Rate processes with non-Markovian dynamical disorder

International Nuclear Information System (INIS)

Goychuk, Igor

2005-01-01

Rate processes with dynamical disorder are investigated within a simple framework provided by unidirectional electron transfer (ET) with fluctuating transfer rate. The rate fluctuations are assumed to be described by a non-Markovian stochastic jump process which reflects conformational dynamics of an electron transferring donor-acceptor molecular complex. A tractable analytical expression is obtained for the relaxation of the donor population (in the Laplace-transformed time domain) averaged over the stationary conformational fluctuations. The corresponding mean transfer time is also obtained in an analytical form. The case of two-state fluctuations is studied in detail for a model incorporating substate diffusion within one of the conformations. It is shown that an increase of the conformational diffusion time results in a gradual transition from the regime of fast modulation characterized by the averaged ET rate to the regime of quasistatic disorder. This transition occurs at the conformational mean residence time intervals fixed much less than the inverse of the corresponding ET rates. An explanation of this paradoxical effect is provided. Moreover, its presence is also manifested for the simplest, exactly solvable non-Markovian model with a biexponential distribution of the residence times in one of the conformations. The nontrivial conditions for this phenomenon to occur are found

Diffusion equation and non-holonomy

International Nuclear Information System (INIS)

Gomes, Luiz Carlos; Lobo, R.; Simao, F.R.A.

1980-01-01

The diffusion equation for particles in a Riemannian space subject to a single constraint is discussed. The implications of the holonomy and non-holonomy of this single constraint is also discussed. (L.C.) [pt

The simulation of the non-Markovian behaviour of a two-level system

Science.gov (United States)

Semina, I.; Petruccione, F.

2016-05-01

Non-Markovian relaxation dynamics of a two-level system is studied with the help of the non-linear stochastic Schrödinger equation with coloured Ornstein-Uhlenbeck noise. This stochastic Schrödinger equation is investigated numerically with an adapted Platen scheme. It is shown, that the memory effects have a significant impact to the dynamics of the system.

Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching

Directory of Open Access Journals (Sweden)

Hua Yang

2012-01-01

Full Text Available We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs. Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations. Therefore, numerical solutions have become an important issue in the study of SDDEsPJMSs. The key contribution of this paper is to investigate the strong convergence between the true solutions and the numerical solutions to SDDEsPJMSs when the drift and diffusion coefficients are Taylor approximations.

Mixing-induced quantum non-Markovianity and information flow

Science.gov (United States)

Breuer, Heinz-Peter; Amato, Giulio; Vacchini, Bassano

2018-04-01

Mixing dynamical maps describing open quantum systems can lead from Markovian to non-Markovian processes. Being surprising and counter-intuitive, this result has been used as argument against characterization of non-Markovianity in terms of information exchange. Here, we demonstrate that, quite the contrary, mixing can be understood in a natural way which is fully consistent with existing theories of memory effects. In particular, we show how mixing-induced non-Markovianity can be interpreted in terms of the distinguishability of quantum states, system-environment correlations and the information flow between system and environment.

Foundations and measures of quantum non-Markovianity

International Nuclear Information System (INIS)

Breuer, Heinz-Peter

2012-01-01

The basic features of the dynamics of open quantum systems, such as the dissipation of energy, the decay of coherences, the relaxation to an equilibrium or non-equilibrium stationary state, and the transport of excitations in complex structures are of central importance in many applications of quantum mechanics. The theoretical description, analysis and control of non-Markovian quantum processes play an important role in this context. While in a Markovian process an open system irretrievably loses information to its surroundings, non-Markovian processes feature a flow of information from the environment back to the open system, which implies the presence of memory effects and represents the key property of non-Markovian quantum behaviour. Here, we review recent ideas developing a general mathematical definition for non-Markovianity in the quantum regime and a measure for the degree of memory effects in the dynamics of open systems, which are based on the exchange of information between system and environment. We further study the dynamical effects induced by the presence of system–environment correlations in the total initial state and design suitable methods to detect such correlations through local measurements on the open system. (topical review)

Non-Markovian Investigation of an Autonomous Quantum Heat Engine

Science.gov (United States)

Goyal, Ketan

A systematic study of a quantum heat engine is presented in this thesis. In particular, we study heat conduction through a two-two level composite system, which is then connected to a photon cavity to extract work, forming an autonomous quantum heat engine. The question as to what extent quantum effects such as quantum coherence and correlations impact thermodynamic properties of such a system is addressed. The investigated heat engine has been previously studied using the popular Born-Markovian quantum master equation under weak internal coupling approximation. However, we show that the used approach is quite limited in addressing such problems as it is incapable of correctly accounting for the quantum effects. By using a non-Markovian approach involving hierarchical equations of motion, we show that quantum coherence and correlations between system and environments play a significant role in energy transfer processes of heat conduction and work.

Optimized auxiliary representation of non-Markovian impurity problems by a Lindblad equation

International Nuclear Information System (INIS)

Dorda, A; Sorantin, M; Linden, W von der; Arrigoni, E

2017-01-01

We present a general scheme to address correlated nonequilibrium quantum impurity problems based on a mapping onto an auxiliary open quantum system of small size. The infinite fermionic reservoirs of the original system are thereby replaced by a small number N B of noninteracting auxiliary bath sites whose dynamics are described by a Lindblad equation, which can then be exactly solved by numerical methods such as Lanczos or matrix-product states. The mapping becomes exponentially exact with increasing N B , and is already quite accurate for small N B . Due to the presence of the intermediate bath sites, the overall dynamics acting on the impurity site is non-Markovian. While in previous work we put the focus on the manybody solution of the associated Lindblad problem, here we discuss the mapping scheme itself, which is an essential part of the overall approach. On the one hand, we provide technical details together with an in-depth discussion of the employed algorithms, and on the other hand, we present a detailed convergence study. The latter clearly demonstrates the above-mentioned exponential convergence of the procedure with increasing N B . Furthermore, the influence of temperature and an external bias voltage on the reservoirs is investigated. The knowledge of the particular convergence behavior is of great value to assess the applicability of the scheme to certain physical situations. Moreover, we study different geometries for the auxiliary system. On the one hand, this is of importance for advanced manybody solution techniques such as matrix product states which work well for short-ranged couplings, and on the other hand, it allows us to gain more insights into the underlying mechanisms when mapping non-Markovian reservoirs onto Lindblad-type impurity problems. Finally, we present results for the spectral function of the Anderson impurity model in and out of equilibrium and discuss the accuracy obtained with the different geometries of the auxiliary system

Evolution of entropy in different types of non-Markovian three-level ...

Indian Academy of Sciences (India)

We solve the Nakajima–Zwanzig (NZ) non-Markovian master equation to study the dynamics of different types of three-level atomic systems interacting with bosonic Lorentzian reservoirs at zero temperature. Von Neumann entropy (S) is used to show the evolution of the degree of entanglement of the subsystems.

Entanglement, non-Markovianity, and causal non-separability

Science.gov (United States)

Milz, Simon; Pollock, Felix A.; Le, Thao P.; Chiribella, Giulio; Modi, Kavan

2018-03-01

Quantum mechanics, in principle, allows for processes with indefinite causal order. However, most of these causal anomalies have not yet been detected experimentally. We show that every such process can be simulated experimentally by means of non-Markovian dynamics with a measurement on additional degrees of freedom. In detail, we provide an explicit construction to implement arbitrary a causal processes. Furthermore, we give necessary and sufficient conditions for open system dynamics with measurement to yield processes that respect causality locally, and find that tripartite entanglement and nonlocal unitary transformations are crucial requirements for the simulation of causally indefinite processes. These results show a direct connection between three counter-intuitive concepts: entanglement, non-Markovianity, and causal non-separability.

Mean first-passage times in confined media: from Markovian to non-Markovian processes

International Nuclear Information System (INIS)

Bénichou, O; Voituriez, R; Guérin, T

2015-01-01

We review recent theoretical works that enable the accurate evaluation of the mean first passage time (MFPT) of a random walker to a target in confinement for Markovian (memory-less) and non-Markovian walkers. For the Markovian problem, we present a general theory which allows one to accurately evaluate the MFPT and its extensions to related first-passage observables such as splitting probabilities and occupation times. We show that this analytical approach provides a universal scaling dependence of the MFPT on both the volume of the confining domain and the source–target distance in the case of general scale-invariant processes. This analysis is applicable to a broad range of stochastic processes characterized by length scale-invariant properties, and reveals the key role that can be played by the starting position of the random walker. We then present an extension to non-Markovian walks by taking the specific example of a tagged monomer of a polymer chain looking for a target in confinement. We show that the MFPT can be calculated accurately by computing the distribution of the positions of all the monomers in the chain at the instant of reaction. Such a theory can be used to derive asymptotic relations that generalize the scaling dependence with the volume and the initial distance to the target derived for Markovian walks. Finally, we present an application of this theory to the problem of the first contact time between the two ends of a polymer chain, and review the various theoretical approaches of this non- Markovian problem. (topical review)

The quantum entropic uncertainty relation and entanglement witness in the two-atom system coupling with the non-Markovian environments

International Nuclear Information System (INIS)

Zou, Hong-Mei; Fang, Mao-Fa; Yang, Bai-Yuan; Guo, You-Neng; He, Wei; Zhang, Shi-Yang

2014-01-01

The quantum entropic uncertainty relation and entanglement witness in the two-atom system coupling with the non-Markovian environments are studied using the time-convolutionless master-equation approach. The influence of the non-Markovian effect and detuning on the lower bound of the quantum entropic uncertainty relation and entanglement witness is discussed in detail. The results show that, only if the two non-Markovian reservoirs are identical, increasing detuning and non-Markovian effect can reduce the lower bound of the entropic uncertainty relation, lengthen the time region during which the entanglement can be witnessed, and effectively protect the entanglement region witnessed by the lower bound of the entropic uncertainty relation. The results can be applied in quantum measurement, quantum cryptography tasks and quantum information processing. (paper)

A classical appraisal of quantum definitions of non-Markovian dynamics

International Nuclear Information System (INIS)

Vacchini, Bassano

2012-01-01

We consider the issue of non-Markovianity of a quantum dynamics starting from a comparison with the classical definition of Markovian processes. We point to the fact that two sufficient but not necessary signatures of non-Markovianity of a classical process find their natural quantum counterpart in recently introduced measures of quantum non-Markovianity. This behaviour is analysed in detail for quantum dynamics which can be built taking as input a class of classical processes. (paper)

Non-Markovianity-assisted high-fidelity Deutsch-Jozsa algorithm in diamond

Science.gov (United States)

Dong, Yang; Zheng, Yu; Li, Shen; Li, Cong-Cong; Chen, Xiang-Dong; Guo, Guang-Can; Sun, Fang-Wen

2018-01-01

The memory effects in non-Markovian quantum dynamics can induce the revival of quantum coherence, which is believed to provide important physical resources for quantum information processing (QIP). However, no real quantum algorithms have been demonstrated with the help of such memory effects. Here, we experimentally implemented a non-Markovianity-assisted high-fidelity refined Deutsch-Jozsa algorithm (RDJA) with a solid spin in diamond. The memory effects can induce pronounced non-monotonic variations in the RDJA results, which were confirmed to follow a non-Markovian quantum process by measuring the non-Markovianity of the spin system. By applying the memory effects as physical resources with the assistance of dynamical decoupling, the probability of success of RDJA was elevated above 97% in the open quantum system. This study not only demonstrates that the non-Markovianity is an important physical resource but also presents a feasible way to employ this physical resource. It will stimulate the application of the memory effects in non-Markovian quantum dynamics to improve the performance of practical QIP.

Quantum adiabatic Markovian master equations

International Nuclear Information System (INIS)

Albash, Tameem; Zanardi, Paolo; Boixo, Sergio; Lidar, Daniel A

2012-01-01

We develop from first principles Markovian master equations suited for studying the time evolution of a system evolving adiabatically while coupled weakly to a thermal bath. We derive two sets of equations in the adiabatic limit, one using the rotating wave (secular) approximation that results in a master equation in Lindblad form, the other without the rotating wave approximation but not in Lindblad form. The two equations make markedly different predictions depending on whether or not the Lamb shift is included. Our analysis keeps track of the various time and energy scales associated with the various approximations we make, and thus allows for a systematic inclusion of higher order corrections, in particular beyond the adiabatic limit. We use our formalism to study the evolution of an Ising spin chain in a transverse field and coupled to a thermal bosonic bath, for which we identify four distinct evolution phases. While we do not expect this to be a generic feature, in one of these phases dissipation acts to increase the fidelity of the system state relative to the adiabatic ground state. (paper)

Non-Markovianity in the collision model with environmental block

Science.gov (United States)

Jin, Jiasen; Yu, Chang-shui

2018-05-01

We present an extended collision model to simulate the dynamics of an open quantum system. In our model, the unit to represent the environment is, instead of a single particle, a block which consists of a number of environment particles. The introduced blocks enable us to study the effects of different strategies of system–environment interactions and states of the blocks on the non-Markovianities. We demonstrate our idea in the Gaussian channels of an all-optical system and derive a necessary and sufficient condition of non-Markovianity for such channels. Moreover, we show the equivalence of our criterion to the non-Markovian quantum jump in the simulation of the pure damping process of a single-mode field. We also show that the non-Markovianity of the channel working in the strategy that the system collides with environmental particles in each block in a certain order will be affected by the size of the block and the embedded entanglement and the effects of heating and squeezing the vacuum environmental state will quantitatively enhance the non-Markovianity.

Numerical Solutions for Convection-Diffusion Equation through Non-Polynomial Spline

Directory of Open Access Journals (Sweden)

Ravi Kanth A.S.V.

2016-01-01

Full Text Available In this paper, numerical solutions for convection-diffusion equation via non-polynomial splines are studied. We purpose an implicit method based on non-polynomial spline functions for solving the convection-diffusion equation. The method is proven to be unconditionally stable by using Von Neumann technique. Numerical results are illustrated to demonstrate the efficiency and stability of the purposed method.

Non-Markovian quantum Brownian motion in one dimension in electric fields

Science.gov (United States)

Shen, H. Z.; Su, S. L.; Zhou, Y. H.; Yi, X. X.

2018-04-01

Quantum Brownian motion is the random motion of quantum particles suspended in a field (or an effective field) resulting from their collision with fast-moving modes in the field. It provides us with a fundamental model to understand various physical features concerning open systems in chemistry, condensed-matter physics, biophysics, and optomechanics. In this paper, without either the Born-Markovian or rotating-wave approximation, we derive a master equation for a charged-Brownian particle in one dimension coupled with a thermal reservoir in electric fields. The effect of the reservoir and the electric fields is manifested as time-dependent coefficients and coherent terms, respectively, in the master equation. The two-photon correlation between the Brownian particle and the reservoir can induce nontrivial squeezing dynamics to the particle. We derive a current equation including the source from the driving fields, transient current from the system flowing into the environment, and the two-photon current caused by the non-rotating-wave term. The presented results then are compared with that given by the rotating-wave approximation in the weak-coupling limit, and these results are extended to a more general quantum network involving an arbitrary number of coupled-Brownian particles. The presented formalism might open a way to better understand exactly the non-Markovian quantum network.

Non-Markovian dynamics of a qubit due to single-photon scattering in a waveguide

Science.gov (United States)

Fang, Yao-Lung L.; Ciccarello, Francesco; Baranger, Harold U.

2018-04-01

We investigate the open dynamics of a qubit due to scattering of a single photon in an infinite or semi-infinite waveguide. Through an exact solution of the time-dependent multi-photon scattering problem, we find the qubit's dynamical map. Tools of open quantum systems theory allow us then to show the general features of this map, find the corresponding non-Linbladian master equation, and assess in a rigorous way its non-Markovian nature. The qubit dynamics has distinctive features that, in particular, do not occur in emission processes. Two fundamental sources of non-Markovianity are present: the finite width of the photon wavepacket and the time delay for propagation between the qubit and the end of the semi-infinite waveguide.

Non-probabilistic solutions of imprecisely defined fractional-order diffusion equations

International Nuclear Information System (INIS)

Chakraverty, S.; Tapaswini, Smita

2014-01-01

The fractional diffusion equation is one of the most important partial differential equations (PDEs) to model problems in mathematical physics. These PDEs are more practical when those are combined with uncertainties. Accordingly, this paper investigates the numerical solution of a non-probabilistic viz. fuzzy fractional-order diffusion equation subjected to various external forces. A fuzzy diffusion equation having fractional order 0 < α ≤ 1 with fuzzy initial condition is taken into consideration. Fuzziness appearing in the initial conditions is modelled through convex normalized triangular and Gaussian fuzzy numbers. A new computational technique is proposed based on double parametric form of fuzzy numbers to handle the fuzzy fractional diffusion equation. Using the single parametric form of fuzzy numbers, the original fuzzy diffusion equation is converted first into an interval-based fuzzy differential equation. Next, this equation is transformed into crisp form by using the proposed double parametric form of fuzzy numbers. Finally, the same is solved by Adomian decomposition method (ADM) symbolically to obtain the uncertain bounds of the solution. Computed results are depicted in terms of plots. Results obtained by the proposed method are compared with the existing results in special cases. (general)

Optimal management of non-Markovian biological populations

Science.gov (United States)

Williams, B.K.

2007-01-01

Wildlife populations typically are described by Markovian models, with population dynamics influenced at each point in time by current but not previous population levels. Considerable work has been done on identifying optimal management strategies under the Markovian assumption. In this paper we generalize this work to non-Markovian systems, for which population responses to management are influenced by lagged as well as current status and/or controls. We use the maximum principle of optimal control theory to derive conditions for the optimal management such a system, and illustrate the effects of lags on the structure of optimal habitat strategies for a predator-prey system.

Computing the non-Markovian coarse-grained interactions derived from the Mori-Zwanzig formalism in molecular systems: Application to polymer melts

Science.gov (United States)

Li, Zhen; Lee, Hee Sun; Darve, Eric; Karniadakis, George Em

2017-01-01

Memory effects are often introduced during coarse-graining of a complex dynamical system. In particular, a generalized Langevin equation (GLE) for the coarse-grained (CG) system arises in the context of Mori-Zwanzig formalism. Upon a pairwise decomposition, GLE can be reformulated into its pairwise version, i.e., non-Markovian dissipative particle dynamics (DPD). GLE models the dynamics of a single coarse particle, while DPD considers the dynamics of many interacting CG particles, with both CG systems governed by non-Markovian interactions. We compare two different methods for the practical implementation of the non-Markovian interactions in GLE and DPD systems. More specifically, a direct evaluation of the non-Markovian (NM) terms is performed in LE-NM and DPD-NM models, which requires the storage of historical information that significantly increases computational complexity. Alternatively, we use a few auxiliary variables in LE-AUX and DPD-AUX models to replace the non-Markovian dynamics with a Markovian dynamics in a higher dimensional space, leading to a much reduced memory footprint and computational cost. In our numerical benchmarks, the GLE and non-Markovian DPD models are constructed from molecular dynamics (MD) simulations of star-polymer melts. Results show that a Markovian dynamics with auxiliary variables successfully generates equivalent non-Markovian dynamics consistent with the reference MD system, while maintaining a tractable computational cost. Also, transient subdiffusion of the star-polymers observed in the MD system can be reproduced by the coarse-grained models. The non-interacting particle models, LE-NM/AUX, are computationally much cheaper than the interacting particle models, DPD-NM/AUX. However, the pairwise models with momentum conservation are more appropriate for correctly reproducing the long-time hydrodynamics characterised by an algebraic decay in the velocity autocorrelation function.

Thermodynamic fingerprints of non-Markovianity in a system of coupled superconducting qubits

Science.gov (United States)

Hamedani Raja, Sina; Borrelli, Massimo; Schmidt, Rebecca; Pekola, Jukka P.; Maniscalco, Sabrina

2018-03-01

The exploitation and characterization of memory effects arising from the interaction between system and environment is a key prerequisite for quantum reservoir engineering beyond the standard Markovian limit. In this paper we investigate a prototype of non-Markovian dynamics experimentally implementable with superconducting qubits. We rigorously quantify non-Markovianity, highlighting the effects of the environmental temperature on the Markovian to non-Markovian crossover. We investigate how memory effects influence, and specifically suppress, the ability to perform work on the driven qubit. We show that the average work performed on the qubit can be used as a diagnostic tool to detect the presence or absence of memory effects.

Dynamics of non-Markovian exclusion processes

International Nuclear Information System (INIS)

Khoromskaia, Diana; Grosskinsky, Stefan; Harris, Rosemary J

2014-01-01

Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP) plays a paradigmatic role to describe noise-activated driven motion of entities subject to an excluded volume interaction and many variants have been studied in recent years. While in the standard ASEP the noise is Poissonian and the process is therefore Markovian, in many applications the statistics of the activating noise has a non-standard distribution with possible memory effects resulting from internal degrees of freedom or external sources. This leads to temporal correlations and can significantly affect the shape of the current-density relation as has been studied recently for a number of scenarios. In this paper we report a general framework to derive the fundamental diagram of ASEPs driven by non-Poissonian noise by using effectively only two simple quantities, viz., the mean residual lifetime of the jump distribution and a suitably defined temporal correlation length. We corroborate our results by detailed numerical studies for various noise statistics under periodic boundary conditions and discuss how our approach can be applied to more general driven diffusive systems. (paper)

Dynamics of non-Markovian exclusion processes

Science.gov (United States)

Khoromskaia, Diana; Harris, Rosemary J.; Grosskinsky, Stefan

2014-12-01

Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP) plays a paradigmatic role to describe noise-activated driven motion of entities subject to an excluded volume interaction and many variants have been studied in recent years. While in the standard ASEP the noise is Poissonian and the process is therefore Markovian, in many applications the statistics of the activating noise has a non-standard distribution with possible memory effects resulting from internal degrees of freedom or external sources. This leads to temporal correlations and can significantly affect the shape of the current-density relation as has been studied recently for a number of scenarios. In this paper we report a general framework to derive the fundamental diagram of ASEPs driven by non-Poissonian noise by using effectively only two simple quantities, viz., the mean residual lifetime of the jump distribution and a suitably defined temporal correlation length. We corroborate our results by detailed numerical studies for various noise statistics under periodic boundary conditions and discuss how our approach can be applied to more general driven diffusive systems.

Thermodynamic description of non-Markovian information flux of nonequilibrium open quantum systems

Science.gov (United States)

Chen, Hong-Bin; Chen, Guang-Yin; Chen, Yueh-Nan

2017-12-01

One of the fundamental issues in the field of open quantum systems is the classification and quantification of non-Markovianity. In the contest of quantity-based measures of non-Markovianity, the intuition of non-Markovianity in terms of information backflow is widely discussed. However, it is not easy to characterize the information flux for a given system state and show its connection to non-Markovianity. Here, by using the concepts from thermodynamics and information theory, we discuss a potential definition of information flux of an open quantum system, valid for static environments. We present a simple protocol to show how a system attempts to share information with its environment and how it builds up system-environment correlations. We also show that the information returned from the correlations characterizes the non-Markovianity and a hierarchy of indivisibility of the system dynamics.

Non-Markovianity Measure Based on Brukner–Zeilinger Invariant Information for Unital Quantum Dynamical Maps

International Nuclear Information System (INIS)

He Zhi; Zhu Lie-Qiang; Li Li

2017-01-01

A non-Markovianity measure based on Brukner–Zeilinger invariant information to characterize non-Markovian effect of open systems undergoing unital dynamical maps is proposed. The method takes advantage of non-increasing property of the Brukner–Zeilinger invariant information under completely positive and trace-preserving unital maps. The simplicity of computing the Brukner–Zeilinger invariant information is the advantage of the proposed measure because of mainly depending on the purity of quantum state. The measure effectively captures the characteristics of non-Markovianity of unital dynamical maps. As some concrete application, we consider two typical non-Markovian noise channels, i.e., the phase damping channel and the random unitary channel to show the sensitivity of the proposed measure. By investigation, we find that the conditions of detecting the non-Markovianity for the phase damping channel are consistent with the results of existing measures for non-Markovianity, i.e., information flow, divisibility and quantum mutual information. However, for the random unitary channel non-Markovian conditions are same to that of the information flow, but is different from that of the divisibility and quantum mutual information. (paper)

Error Distributions on Large Entangled States with Non-Markovian Dynamics

DEFF Research Database (Denmark)

McCutcheon, Dara; Lindner, Netanel H.; Rudolph, Terry

2014-01-01

We investigate the distribution of errors on a computationally useful entangled state generated via the repeated emission from an emitter undergoing strongly non-Markovian evolution. For emitter-environment coupling of pure-dephasing form, we show that the probability that a particular patten...... of errors occurs has a bound of Markovian form, and thus, accuracy threshold theorems based on Markovian models should be just as effective. Beyond the pure-dephasing assumption, though complicated error structures can arise, they can still be qualitatively bounded by a Markovian error model....

Population dynamics of excited atoms in non-Markovian environments at zero and finite temperature

International Nuclear Information System (INIS)

Zou Hong-Mei; Fang Mao-Fa

2015-01-01

The population dynamics of a two-atom system, which is in two independent Lorentzian reservoirs or in two independent Ohmic reservoirs respectively, where the reservoirs are at zero temperature or finite temperature, is studied by using the time-convolutionless master-equation method. The influences of the characteristics and temperature of a non-Markovian environment on the population of the excited atoms are analyzed. We find that the population trapping of the excited atoms is related to the characteristics and the temperature of the non-Markovian environment. The results show that, at zero temperature, the two atoms can be effectively trapped in the excited state both in the Lorentzian reservoirs and in the Ohmic reservoirs. At finite temperature, the population of the excited atoms will quickly decay to a nonzero value. (paper)

Study on the security of discrete-variable quantum key distribution over non-Markovian channels

International Nuclear Information System (INIS)

Huang Peng; Zhu Jun; He Guangqiang; Zeng Guihua

2012-01-01

The dynamic of the secret key rate of the discrete-variable quantum key distribution (QKD) protocol over the non-Markovian quantum channel is investigated. In particular, we calculate the secret key rate for the six-state protocol over non-Markovian depolarizing channels with coloured noise and Markovian depolarizing channels with Gaussian white noise, respectively. We find that the secure secret key rate for the non-Markovian depolarizing channel will be larger than the Markovian one under the same conditions even when their upper bounds of tolerable quantum bit error rate are equal. This indicates that this coloured noise in the non-Markovian depolarizing channel can enhance the security of communication. Moreover, we show that the secret key rate fluctuates near the secure point when the coupling strength of the system with the environment is high. The results demonstrate that the non-Markovian effects of the transmission channel can have a positive impact on the security of discrete-variable QKD. (paper)

Non-Markovian dynamics of dust charge fluctuations in dusty plasmas

Science.gov (United States)

Asgari, H.; Muniandy, S. V.; Ghalee, Amir; Ghalee

2014-06-01

Dust charge fluctuates even in steady-state uniform plasma due to the discrete nature of the charge carriers and can be described using standard Langevin equation. In this work, two possible approaches in order to introduce the memory effect in dust charging dynamics are proposed. The first part of the paper provides the generalization form of the fluctuation-dissipation relation for non-Markovian systems based on generalized Langevin equations to determine the amplitudes of the dust charge fluctuations for two different kinds of colored noises under the assumption that the fluctuation-dissipation relation is valid. In the second part of the paper, aiming for dusty plasma system out of equilibrium, the fractionalized Langevin equation is used to derive the temporal two-point correlation function of grain charge fluctuations which is shown to be non-stationary due to the dependence on both times and not the time difference. The correlation function is used to derive the amplitude of fluctuations for early transient time.

Non-Markovian spontaneous emission from a single quantum dot

DEFF Research Database (Denmark)

Madsen, Kristian Høeg; Ates, Serkan; Lund-Hansen, Toke

2011-01-01

We observe non-Markovian dynamics of a single quantum dot when tuned into resonance with a cavity mode. Excellent agreement between experiment and theory is observed providing the first quantitative description of such a system.......We observe non-Markovian dynamics of a single quantum dot when tuned into resonance with a cavity mode. Excellent agreement between experiment and theory is observed providing the first quantitative description of such a system....

Non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems with applications to quantum information theory of continuous variable systems

International Nuclear Information System (INIS)

Hoerhammer, C.

2007-01-01

In this thesis, non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems are studied. In particular, applications to quantum information theory of continuous variable systems are considered. The non-Markovian dynamics are described by the Hu-Paz-Zhang master equation of quantum Brownian motion. In this context the focus is on non-Markovian effects on decoherence and separability time scales of various single- mode and two-mode continuous variable states. It is verified that moderate non-Markovian influences slow down the decay of interference fringes and quantum correlations, while strong non-Markovian effects resulting from an out-of-resonance bath can even accelerate the loss of coherence, compared to predictions of Markovian approximations. Qualitatively different scenarios including exponential, Gaussian or algebraic decay of the decoherence function are analyzed. It is shown that partial recurrence of coherence can occur in case of non-Lindblad-type dynamics. The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir and two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For this purpose the model of quantum Brownian motion is extended. Various separability criteria for Gaussian and non-Gaussian continuous variable systems are applied. In both types of reservoir models moderate non-Markovian effects prolong the separability time scales. However, in these models the properties of the stationary state may differ. In the two-reservoir model the initial entanglement is completely lost and both modes are finally uncorrelated. In a common reservoir both modes interact indirectly via the coupling to the same bath variables. Therefore, new quantum correlations may emerge between the two modes. Below a critical bath temperature entanglement is preserved even in the steady state. A separability criterion is derived, which depends

Quantum measurements in spin-boson model under non-Markovian environment

Science.gov (United States)

Berrada, K.; Aldaghri, O.

2017-07-01

We propose a control approach of the parameter estimation for a two-level quantum system interacting with a bosonic reservoir considering non-Markovian open, dissipative quantum system. We show that the precision of the estimation significantly affected and behaves differently within the framework of the markovian and non-Markovian regimes. The influence of memory effects for an Ohmic reservoir with Lorentz-Drude regularization on the estimation-parameter precision are numerically demonstrated under the following three conditions: ω0 ≪ωc , ω0 ≈ωc or ω0 ≫ωc , where ω0 is the characteristic frequency of the two-level system, and ωc is the cut-off frequency of Ohmic reservoir. We investigate the precision rate in high temperature, intermediate temperature, and low temperature reservoirs for various values of the ratio r =ωc /ω0 considering manifold external fields. We reveal that the enhancement and preservation of the measurement precision, highly depend on the combination of the external control field, reservoir parameters, and non-Markovian effects.

Non-Markovian dynamics of quantum systems: decay rate, capture and pure states

International Nuclear Information System (INIS)

Kanokov, Z.; Palchikov, Yu.V.; Antonenko, N.V.; Adamian, G.G.; Kanokov, Z.; Adamian, G.G.; Scheid, W.

2004-01-01

Full text: With the exact numerical solution of the equation for the reduced density matrix we found a minor role of the time dependence of the friction and diffusion coefficients in the escape rate from a potential well [1]. Since the used friction and diffusion coefficients were self- consistently under certain approximations derived, they preserve the positivity of the density matrix at any time. The mixed diffusion coefficient leads to a decrease of the escape rate. Since the used value of quantum diffusion coefficient in momentum is larger than the one following from a 'classic' treatment, the obtained escape rate is close to the rate calculated with the 'classic' set of diffusion coefficients. If the regime of motion is close to the under damped case or the temperature is small, the quasi-stationary escape rate can increase with friction. This is explained by the larger role of the increasing diffusion in the decay process. The agreement of the escape rate obtained with the analytical expressions in comparison to numerically calculated data depends on the characteristics of the considered system. The agreement is better in the overdamped regime. However, for any regime the deviations are not larger than in the case of the classical Kramers formula. Therefore, the analytical expressions can be applied in a large range of parameters for the potential and diffusion coefficients. We demonstrated that the uncertainty function is related to the linear entropy. The diffusion coefficients supplying the purity of states were elaborated for the non-Markovian dynamics. The obtained dependences of the capture probability on the friction proves that the quantum nature of this process should be taken into consideration when one calculates the capture cross section in nucleus-nucleus collisions

Enhancement of Quantum Correlations in Qubit-Qutrit Systems under the non-Markovian Environment

Institute of Scientific and Technical Information of China (English)

Abdul Basit; Hamad Ali; Fazal Badshah; Guo-Qin Ge

2017-01-01

We investigate the time evolution of quantum correlations of a hybrid qubit-qutrit system under the classical Ornstein-Uhlenbeck (OU) noise.Here we consider two different one-parameter families of qubit-qutrit states which independently interact with the non-Markovian reservoirs.A comparison with the Markovian dynamics reveals that for the same set of initial condition parameters,the non-Markovian behavior of the environment plays an important role in the enhancement of the survival time of quantum correlations.In addition,it is observed that the non-Markovian strength (γ/F) has a positive impact on the correlations time.For the initial separable states it is found that there is a finite time interval in which the geometric quantum discord is frozen despite the presence of a noisy environment and that interval can be further prolonged by using the non-Markovian property.Moreover,its decay can be significantly delayed.

Stochastic representation of a class of non-Markovian completely positive evolutions

International Nuclear Information System (INIS)

Budini, Adrian A.

2004-01-01

By modeling the interaction of an open quantum system with its environment through a natural generalization of the classical concept of continuous time random walk, we derive and characterize a class of non-Markovian master equations whose solution is a completely positive map. The structure of these master equations is associated with a random renewal process where each event consist in the application of a superoperator over a density matrix. Strong nonexponential decay arise by choosing different statistics of the renewal process. As examples we analyze the stochastic and averaged dynamics of simple systems that admit an analytical solution. The problem of positivity in quantum master equations induced by memory effects [S. M. Barnett and S. Stenholm, Phys. Rev. A 64, 033808 (2001)] is clarified in this context

Evolution of entropy in different types of non-Markovian three-level ...

Indian Academy of Sciences (India)

ference between Markovian and non-Markovian systems lies in the memory ... In recent years, research on quantum entanglement has attracted a lot of attention, which .... Hamiltonians for three types of atoms in the interaction picture are.

Non-Markovianity Measure Based on Brukner-Zeilinger Invariant Information for Unital Quantum Dynamical Maps

Science.gov (United States)

He, Zhi; Zhu, Lie-Qiang; Li, Li

2017-03-01

A non-Markovianity measure based on Brukner-Zeilinger invariant information to characterize non-Markovian effect of open systems undergoing unital dynamical maps is proposed. The method takes advantage of non-increasing property of the Brukner-Zeilinger invariant information under completely positive and trace-preserving unital maps. The simplicity of computing the Brukner-Zeilinger invariant information is the advantage of the proposed measure because of mainly depending on the purity of quantum state. The measure effectively captures the characteristics of non-Markovianity of unital dynamical maps. As some concrete application, we consider two typical non-Markovian noise channels, i.e., the phase damping channel and the random unitary channel to show the sensitivity of the proposed measure. By investigation, we find that the conditions of detecting the non-Markovianity for the phase damping channel are consistent with the results of existing measures for non-Markovianity, i.e., information flow, divisibility and quantum mutual information. However, for the random unitary channel non-Markovian conditions are same to that of the information flow, but is different from that of the divisibility and quantum mutual information. Supported by the National Natural Science Foundation of China under Grant No. 61505053, the Natural Science Foundation of Hunan Province under Grant No. 2015JJ3092, the Research Foundation of Education Bureau of Hunan Province, China under Grant No. 16B177, the School Foundation from the Hunan University of Arts and Science under Grant No. 14ZD01

Controlling quantum memory-assisted entropic uncertainty in non-Markovian environments

Science.gov (United States)

Zhang, Yanliang; Fang, Maofa; Kang, Guodong; Zhou, Qingping

2018-03-01

Quantum memory-assisted entropic uncertainty relation (QMA EUR) addresses that the lower bound of Maassen and Uffink's entropic uncertainty relation (without quantum memory) can be broken. In this paper, we investigated the dynamical features of QMA EUR in the Markovian and non-Markovian dissipative environments. It is found that dynamical process of QMA EUR is oscillation in non-Markovian environment, and the strong interaction is favorable for suppressing the amount of entropic uncertainty. Furthermore, we presented two schemes by means of prior weak measurement and posterior weak measurement reversal to control the amount of entropic uncertainty of Pauli observables in dissipative environments. The numerical results show that the prior weak measurement can effectively reduce the wave peak values of the QMA-EUA dynamic process in non-Markovian environment for long periods of time, but it is ineffectual on the wave minima of dynamic process. However, the posterior weak measurement reversal has an opposite effects on the dynamic process. Moreover, the success probability entirely depends on the quantum measurement strength. We hope that our proposal could be verified experimentally and might possibly have future applications in quantum information processing.

Solving QCD evolution equations in rapidity space with Markovian Monte Carlo

CERN Document Server

Golec-Biernat, K; Placzek, W; Skrzypek, M

2009-01-01

This work covers methodology of solving QCD evolution equation of the parton distribution using Markovian Monte Carlo (MMC) algorithms in a class of models ranging from DGLAP to CCFM. One of the purposes of the above MMCs is to test the other more sophisticated Monte Carlo programs, the so-called Constrained Monte Carlo (CMC) programs, which will be used as a building block in the parton shower MC. This is why the mapping of the evolution variables (eikonal variable and evolution time) into four-momenta is also defined and tested. The evolution time is identified with the rapidity variable of the emitted parton. The presented MMCs are tested independently, with ~0.1% precision, against the non-MC program APCheb especially devised for this purpose.

Pseudothermalization in driven-dissipative non-Markovian open quantum systems

Science.gov (United States)

Lebreuilly, José; Chiocchetta, Alessio; Carusotto, Iacopo

2018-03-01

We investigate a pseudothermalization effect, where an open quantum system coupled to a nonequilibrated environment consisting of several non-Markovian reservoirs presents an emergent thermal behavior. This thermal behavior is visible at both static and dynamical levels and the system satisfies the fluctuation-dissipation theorem. Our analysis is focused on the exactly solvable model of a weakly interacting driven-dissipative Bose gas in presence of frequency-dependent particle pumping and losses, and is based on a quantum Langevin theory, which we derive starting from a microscopical quantum optics model. For generic non-Markovian reservoirs, we demonstrate that the emergence of thermal properties occurs in the range of frequencies corresponding to low-energy excitations. For the specific case of non-Markovian baths verifying the Kennard-Stepanov relation, we show that pseudothermalization can instead occur at all energy scales. The possible implications regarding the interpretation of thermal laws in low-temperature exciton-polariton experiments are discussed. We finally show that the presence of either a saturable pumping or a dispersive environment leads to a breakdown of the pseudothermalization effect.

Non-Markovianity and memory of the initial state

Science.gov (United States)

Hinarejos, Margarida; Bañuls, Mari-Carmen; Pérez, Armando; de Vega, Inés

2017-08-01

We explore in a rigorous manner the intuitive connection between the non-Markovianity of the evolution of an open quantum system and the performance of the system as a quantum memory. Using the paradigmatic case of a two-level open quantum system coupled to a bosonic bath, we compute the recovery fidelity, which measures the best possible performance of the system to store a qubit of information. We deduce that this quantity is connected, but not uniquely determined, by the non-Markovianity, for which we adopt the Breuer-Laine-Piilo measure proposed in Breuer et al (2009 Phys. Rev. Lett. 103 210401). We illustrate our findings with explicit calculations for the case of a structured environment.

Computing Rates of Small Molecule Diffusion Through Protein Channels Using Markovian Milestoning

Science.gov (United States)

Abrams, Cameron

2014-03-01

Measuring diffusion rates of ligands plays a key role in understanding the kinetic processes inside proteins. For example, although many molecular simulation studies have reported free energy barriers to infer rates for CO diffusion in myoglobin (Mb), they typically do not include direct calculation of diffusion rates because of the long simulation times needed to infer these rates with statistical accuracy. We show in this talk how to apply Markovian milestoning along minimum free-energy pathways to calculate diffusion rates of CO inside Mb. In Markovian milestoning, one partitions a suitable reaction coordinate space into regions and performs restrained molecular dynamics in each region to accumulate kinetic statistics that, when assembled across regions, provides an estimate of the mean first-passage time between states. The mean escape time for CO directly from the so-called distal pocket (DP) through the histidine gate (HG) is estimated at about 24 ns, confirming the importance of this portal for CO. But Mb is known to contain several internal cavities, and cavity-to-cavity diffusion rates are also computed and used to build a complete kinetic network as a Markov state model. Within this framework, the effective mean time of escape to the solvent through HG increases to 30 ns. Our results suggest that carrier protein structure may have evolved under pressure to modulate dissolved gas release rates using a network of ligand-accessible cavities. Support: NIH R01GM100472.

An improved non-Markovian degradation model with long-term dependency and item-to-item uncertainty

Science.gov (United States)

Xi, Xiaopeng; Chen, Maoyin; Zhang, Hanwen; Zhou, Donghua

2018-05-01

It is widely noted in the literature that the degradation should be simplified into a memoryless Markovian process for the purpose of predicting the remaining useful life (RUL). However, there actually exists the long-term dependency in the degradation processes of some industrial systems, including electromechanical equipments, oil tankers, and large blast furnaces. This implies the new degradation state depends not only on the current state, but also on the historical states. Such dynamic systems cannot be accurately described by traditional Markovian models. Here we present an improved non-Markovian degradation model with both the long-term dependency and the item-to-item uncertainty. As a typical non-stationary process with dependent increments, fractional Brownian motion (FBM) is utilized to simulate the fractal diffusion of practical degradations. The uncertainty among multiple items can be represented by a random variable of the drift. Based on this model, the unknown parameters are estimated through the maximum likelihood (ML) algorithm, while a closed-form solution to the RUL distribution is further derived using a weak convergence theorem. The practicability of the proposed model is fully verified by two real-world examples. The results demonstrate that the proposed method can effectively reduce the prediction error.

Memory loss process and non-Gibbsian equilibrium solutions of master equations

International Nuclear Information System (INIS)

Cataldo, H.M.; Hernandez, E.S.

1988-01-01

The phonon dynamics of a harmonic oscillator coupled to a steady reservoir is studied. In the Markovian limit, the equilibrium is reached through a progressive loss of memory process which involves the moments of the initial distribution. The relationship to the non-Markovian equations of motion and its resolvent poles is settled. As a particular model of the coupling mechanism is adopted, the possibility of non-Gibbsian equilibrium distribution arises, which is analyzed focusing upon the dependence of various parameters of the system on an effective equilibrium temperature

Quantum operation for a one-qubit system under a non-Markovian environment

International Nuclear Information System (INIS)

Xue Shibei; Zhang Jing; Wu Rebing; Li Chunwen; Tarn, Tzyh-Jong

2011-01-01

This paper introduces a simple alternating-current (AC) control strategy to perform quantum state manipulations under non-Markovian noise. A genetic algorithm is adopted to optimize the parameters of the AC control, which can be further used to fulfil one-qubit quantum operations at a given final time. Theoretical analysis and simulations show that our method works almost equally well for 1/f noise, ohmic, sub-ohmic and super-ohmic noise, which demonstrates the robustness of our strategy for noise with various spectra. In comparison with the Markovian cases, our method is more suitable to be used to suppress non-Markovian noise.

Femtosecond Non-Markovian Optical Dynamics in Solution

NARCIS (Netherlands)

Nibbering, Erik T.J.; Wiersma, Douwe A.; Duppen, Koos

1991-01-01

Femtosecond photon-echo experiments on sodium resorufin in dimethylsulfoxide at room temperature show that optical dephasing in solution is of non-Markovian character. A single Gauss-Markov stochastic modulation process is used to interpret both the femtosecond light-scattering results and the

Non-Markovian decay of a three-level cascade atom in a structured reservoir

International Nuclear Information System (INIS)

Dalton, B.J.; Garraway, B.M.

2003-01-01

The dynamics of a three-level atom in a cascade (or ladder) configuration with both transitions coupled to a single structured reservoir of quantized electromagnetic field modes is treated using Laplace transform methods applied to the coupled amplitude equations. In this system two-photon excitation of the reservoir occurs, and both sequences for emitting the two photons are allowed and included in the theory. An integral equation is found to govern the complex amplitudes of interest. It is shown that the dynamics of the atomic system is completely determined in terms of reservoir structure functions, which are products of the mode density with the coupling constant squared. This dependence on reservoir structure functions rather than on the mode density or coupling constants alone, shows that it may be possible to extend pseudomode theory to treat multiphoton excitation of a structured reservoir--pseudomodes being introduced in one-one correspondence with the poles of reservoir structure functions in the complex frequency plane. A general numerical method for solving the integral equations based on discretizing frequency space, and applicable to different structured reservoirs such as high-Q cavities and photonic band-gap systems, is presented. An application to a high-Q-cavity case with identical Lorentzian reservoir structure functions is made, and the non-Markovian decay of the excited state shown. A formal solution to the integral equations in terms of right and left eigenfunctions of a non-Hermitian kernel is also given. The dynamics of the cascade atom, with the two transitions coupled to two separate structured reservoirs of quantized electromagnetic field modes, is treated similarly to the single structured reservoir situation. Again the dynamics only depends on reservoir structure functions. As only one sequence of emitting the two photons now occurs, the integral equation for the amplitudes can be solved analytically. The non-Markovian decay of the

Colloquium: Non-Markovian dynamics in open quantum systems

Science.gov (United States)

Breuer, Heinz-Peter; Laine, Elsi-Mari; Piilo, Jyrki; Vacchini, Bassano

2016-04-01

The dynamical behavior of open quantum systems plays a key role in many applications of quantum mechanics, examples ranging from fundamental problems, such as the environment-induced decay of quantum coherence and relaxation in many-body systems, to applications in condensed matter theory, quantum transport, quantum chemistry, and quantum information. In close analogy to a classical Markovian stochastic process, the interaction of an open quantum system with a noisy environment is often modeled phenomenologically by means of a dynamical semigroup with a corresponding time-independent generator in Lindblad form, which describes a memoryless dynamics of the open system typically leading to an irreversible loss of characteristic quantum features. However, in many applications open systems exhibit pronounced memory effects and a revival of genuine quantum properties such as quantum coherence, correlations, and entanglement. Here recent theoretical results on the rich non-Markovian quantum dynamics of open systems are discussed, paying particular attention to the rigorous mathematical definition, to the physical interpretation and classification, as well as to the quantification of quantum memory effects. The general theory is illustrated by a series of physical examples. The analysis reveals that memory effects of the open system dynamics reflect characteristic features of the environment which opens a new perspective for applications, namely, to exploit a small open system as a quantum probe signifying nontrivial features of the environment it is interacting with. This Colloquium further explores the various physical sources of non-Markovian quantum dynamics, such as structured environmental spectral densities, nonlocal correlations between environmental degrees of freedom, and correlations in the initial system-environment state, in addition to developing schemes for their local detection. Recent experiments addressing the detection, quantification, and control of

Non-Markovianity of Gaussian Channels.

Science.gov (United States)

Torre, G; Roga, W; Illuminati, F

2015-08-14

We introduce a necessary and sufficient criterion for the non-Markovianity of Gaussian quantum dynamical maps based on the violation of divisibility. The criterion is derived by defining a general vectorial representation of the covariance matrix which is then exploited to determine the condition for the complete positivity of partial maps associated with arbitrary time intervals. Such construction does not rely on the Choi-Jamiolkowski representation and does not require optimization over states.

Non-markovian boltzmann equation

International Nuclear Information System (INIS)

Kremp, D.; Bonitz, M.; Kraeft, W.D.; Schlanges, M.

1997-01-01

A quantum kinetic equation for strongly interacting particles (generalized binary collision approximation, ladder or T-matrix approximation) is derived in the framework of the density operator technique. In contrast to conventional kinetic theory, which is valid on large time scales as compared to the collision (correlation) time only, our approach retains the full time dependencies, especially also on short time scales. This means retardation and memory effects resulting from the dynamics of binary correlations and initial correlations are included. Furthermore, the resulting kinetic equation conserves total energy (the sum of kinetic and potential energy). The second aspect of generalization is the inclusion of many-body effects, such as self-energy, i.e., renormalization of single-particle energies and damping. To this end we introduce an improved closure relation to the Bogolyubov endash Born endash Green endash Kirkwood endash Yvon hierarchy. Furthermore, in order to express the collision integrals in terms of familiar scattering quantities (Mo/ller operator, T-matrix), we generalize the methods of quantum scattering theory by the inclusion of medium effects. To illustrate the effects of memory and damping, the results of numerical simulations are presented. copyright 1997 Academic Press, Inc

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

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.

Non-diffusive transport in 3-D pressure driven plasma turbulence

International Nuclear Information System (INIS)

Del-Castillo-Negrete, D.; Carreras, B.A.; Lynch, V.

2005-01-01

Numerical evidence of non-diffusive transport in 3-dimensional, resistive, pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of tracers is strongly non-Gaussian and exhibits algebraic decaying tails. To describe these results, a transport model using fractional derivative operators in proposed. The model incorporates in a unified way non-locality (i.e., non-Fickian transport), memory effects (i.e., non-Markovian transport), and non-diffusive scaling features known to be present in fusion plasmas. There is quantitative agreement between the model and the turbulent transport numerical calculations. In particular, the model reproduces the shape and space-time scaling of the pdf, and the super-diffusive scaling of the moments. (author)

Joint Probability Distributions for a Class of Non-Markovian Processes

OpenAIRE

Baule, A.; Friedrich, R.

2004-01-01

We consider joint probability distributions for the class of coupled Langevin equations introduced by Fogedby [H.C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. We generalize well-known results for the single time probability distributions to the case of N-time joint probability distributions. It is shown that these probability distribution functions can be obtained by an integral transform from distributions of a Markovian process. The integral kernel obeys a partial differential equation with fr...

Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

Science.gov (United States)

Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

2018-02-01

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

Non-Markovian dissipative quantum mechanics with stochastic trajectories

International Nuclear Information System (INIS)

Koch, Werner

2010-01-01

All fields of physics - be it nuclear, atomic and molecular, solid state, or optical - offer examples of systems which are strongly influenced by the environment of the actual system under investigation. The scope of what is called ''the environment'' may vary, i.e., how far from the system of interest an interaction between the two does persist. Typically, however, it is much larger than the open system itself. Hence, a fully quantum mechanical treatment of the combined system without approximations and without limitations of the type of system is currently out of reach. With the single assumption of the environment to consist of an internally thermalized set of infinitely many harmonic oscillators, the seminal work of Stockburger and Grabert [Chem. Phys., 268:249-256, 2001] introduced an open system description that captures the environmental influence by means of a stochastic driving of the reduced system. The resulting stochastic Liouville-von Neumann equation describes the full non-Markovian dynamics without explicit memory but instead accounts for it implicitly through the correlations of the complex-valued noise forces. The present thesis provides a first application of the Stockburger-Grabert stochastic Liouville-von Neumann equation to the computation of the dynamics of anharmonic, continuous open systems. In particular, it is demonstrated that trajectory based propagators allow for the construction of a numerically stable propagation scheme. With this approach it becomes possible to achieve the tremendous increase of the noise sample count necessary to stochastically converge the results when investigating such systems with continuous variables. After a test against available analytic results for the dissipative harmonic oscillator, the approach is subsequently applied to the analysis of two different realistic, physical systems. As a first example, the dynamics of a dissipative molecular oscillator is investigated. Long time propagation - until

Continuous quantum error correction for non-Markovian decoherence

International Nuclear Information System (INIS)

Oreshkov, Ognyan; Brun, Todd A.

2007-01-01

We study the effect of continuous quantum error correction in the case where each qubit in a codeword is subject to a general Hamiltonian interaction with an independent bath. We first consider the scheme in the case of a trivial single-qubit code, which provides useful insights into the workings of continuous error correction and the difference between Markovian and non-Markovian decoherence. We then study the model of a bit-flip code with each qubit coupled to an independent bath qubit and subject to continuous correction, and find its solution. We show that for sufficiently large error-correction rates, the encoded state approximately follows an evolution of the type of a single decohering qubit, but with an effectively decreased coupling constant. The factor by which the coupling constant is decreased scales quadratically with the error-correction rate. This is compared to the case of Markovian noise, where the decoherence rate is effectively decreased by a factor which scales only linearly with the rate of error correction. The quadratic enhancement depends on the existence of a Zeno regime in the Hamiltonian evolution which is absent in purely Markovian dynamics. We analyze the range of validity of this result and identify two relevant time scales. Finally, we extend the result to more general codes and argue that the performance of continuous error correction will exhibit the same qualitative characteristics

A hybrid stochastic hierarchy equations of motion approach to treat the low temperature dynamics of non-Markovian open quantum systems

Science.gov (United States)

Moix, Jeremy M.; Cao, Jianshu

2013-10-01

The hierarchical equations of motion technique has found widespread success as a tool to generate the numerically exact dynamics of non-Markovian open quantum systems. However, its application to low temperature environments remains a serious challenge due to the need for a deep hierarchy that arises from the Matsubara expansion of the bath correlation function. Here we present a hybrid stochastic hierarchical equation of motion (sHEOM) approach that alleviates this bottleneck and leads to a numerical cost that is nearly independent of temperature. Additionally, the sHEOM method generally converges with fewer hierarchy tiers allowing for the treatment of larger systems. Benchmark calculations are presented on the dynamics of two level systems at both high and low temperatures to demonstrate the efficacy of the approach. Then the hybrid method is used to generate the exact dynamics of systems that are nearly impossible to treat by the standard hierarchy. First, exact energy transfer rates are calculated across a broad range of temperatures revealing the deviations from the Förster rates. This is followed by computations of the entanglement dynamics in a system of two qubits at low temperature spanning the weak to strong system-bath coupling regimes.

Non-Markovianity hinders Quantum Darwinism

Science.gov (United States)

Galve, Fernando; Zambrini, Roberta; Maniscalco, Sabrina

2016-01-01

We investigate Quantum Darwinism and the emergence of a classical world from the quantum one in connection with the spectral properties of the environment. We use a microscopic model of quantum environment in which, by changing a simple system parameter, we can modify the information back flow from environment into the system, and therefore its non-Markovian character. We show that the presence of memory effects hinders the emergence of classical objective reality, linking these two apparently unrelated concepts via a unique dynamical feature related to decoherence factors.

Non-Markovian dissipative quantum mechanics with stochastic trajectories

Energy Technology Data Exchange (ETDEWEB)

Koch, Werner

2010-09-09

All fields of physics - be it nuclear, atomic and molecular, solid state, or optical - offer examples of systems which are strongly influenced by the environment of the actual system under investigation. The scope of what is called ''the environment'' may vary, i.e., how far from the system of interest an interaction between the two does persist. Typically, however, it is much larger than the open system itself. Hence, a fully quantum mechanical treatment of the combined system without approximations and without limitations of the type of system is currently out of reach. With the single assumption of the environment to consist of an internally thermalized set of infinitely many harmonic oscillators, the seminal work of Stockburger and Grabert [Chem. Phys., 268:249-256, 2001] introduced an open system description that captures the environmental influence by means of a stochastic driving of the reduced system. The resulting stochastic Liouville-von Neumann equation describes the full non-Markovian dynamics without explicit memory but instead accounts for it implicitly through the correlations of the complex-valued noise forces. The present thesis provides a first application of the Stockburger-Grabert stochastic Liouville-von Neumann equation to the computation of the dynamics of anharmonic, continuous open systems. In particular, it is demonstrated that trajectory based propagators allow for the construction of a numerically stable propagation scheme. With this approach it becomes possible to achieve the tremendous increase of the noise sample count necessary to stochastically converge the results when investigating such systems with continuous variables. After a test against available analytic results for the dissipative harmonic oscillator, the approach is subsequently applied to the analysis of two different realistic, physical systems. As a first example, the dynamics of a dissipative molecular oscillator is investigated. Long time

Counting statistics of non-markovian quantum stochastic processes

DEFF Research Database (Denmark)

Flindt, Christian; Novotny, T.; Braggio, A.

2008-01-01

We derive a general expression for the cumulant generating function (CGF) of non-Markovian quantum stochastic transport processes. The long-time limit of the CGF is determined by a single dominating pole of the resolvent of the memory kernel from which we extract the zero-frequency cumulants...

Simple non-Markovian microscopic models for the depolarizing channel of a single qubit

International Nuclear Information System (INIS)

Fonseca Romero, K M; Lo Franco, R

2012-01-01

The archetypal one-qubit noisy channels - depolarizing, phase-damping and amplitude-damping channels - describe both Markovian and non-Markovian evolution. Simple microscopic models for the depolarizing channel, both classical and quantum, are considered. Microscopic models that describe phase-damping and amplitude-damping channels are briefly reviewed.

Spherical particle Brownian motion in viscous medium as non-Markovian random process

International Nuclear Information System (INIS)

Morozov, Andrey N.; Skripkin, Alexey V.

2011-01-01

The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered. -- Highlights: → Description of Brownian motion considering the entrainment of medium is developed. → We find the equations for statistical characteristics of impulse fluctuations. → Brownian motion at small time intervals is considered. → Theoretical results and experimental data are compared.

Non-Markovian quantum processes: Complete framework and efficient characterization

Science.gov (United States)

Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

2018-01-01

Currently, there is no systematic way to describe a quantum process with memory solely in terms of experimentally accessible quantities. However, recent technological advances mean we have control over systems at scales where memory effects are non-negligible. The lack of such an operational description has hindered advances in understanding physical, chemical, and biological processes, where often unjustified theoretical assumptions are made to render a dynamical description tractable. This has led to theories plagued with unphysical results and no consensus on what a quantum Markov (memoryless) process is. Here, we develop a universal framework to characterize arbitrary non-Markovian quantum processes. We show how a multitime non-Markovian process can be reconstructed experimentally, and that it has a natural representation as a many-body quantum state, where temporal correlations are mapped to spatial ones. Moreover, this state is expected to have an efficient matrix-product-operator form in many cases. Our framework constitutes a systematic tool for the effective description of memory-bearing open-system evolutions.

Non-Markovian reduced dynamics of ultrafast charge transfer at an oligothiophene–fullerene heterojunction

Energy Technology Data Exchange (ETDEWEB)

Hughes, Keith H., E-mail: keith.hughes@bangor.ac.uk [School of Chemistry, Bangor University, Bangor, Gwynedd LL57 2UW (United Kingdom); Cahier, Benjamin [School of Chemistry, Bangor University, Bangor, Gwynedd LL57 2UW (United Kingdom); Martinazzo, Rocco [Dipartimento di Chimica Università degli Studi di Milano, v. Golgi 19, 20133 Milano (Italy); Tamura, Hiroyuki [WPI-Advanced Institute for Material Research, Tohoku University, 2-1-1 Katahira, Aoba-ku, Sendai 980-8577 (Japan); Burghardt, Irene [Institute of Physical and Theoretical Chemistry, Goethe University Frankfurt, Max-von-Laue-Str. 7, 60438 Frankfurt/Main (Germany)

2014-10-17

Highlights: • Quantum dynamical study of exciton dissociation at a heterojunction interface. • The non-Markovian quantum dynamics involves a highly structured spectral density. • Spectral density is reconstructed from an effective mode transformation of the Hamiltonian. • The dynamics is studied using the hierarchical equations of motion approach. • It was found that the temperature has little effect on the charge transfer. - Abstract: We extend our recent quantum dynamical study of the exciton dissociation and charge transfer at an oligothiophene–fullerene heterojunction interface (Tamura et al., 2012) [6] by investigating the process using the non-perturbative hierarchical equations of motion (HEOM) approach. Based upon an effective mode reconstruction of the spectral density the effect of temperature on the charge transfer is studied using reduced density matrices. It was found that the temperature had little effect on the charge transfer and a coherent dynamics persists over the first few tens of femtoseconds, indicating that the primary charge transfer step proceeds by an activationless pathway.

Fractional Diffusion Equations and Anomalous Diffusion

Science.gov (United States)

Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin

2018-01-01

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

Non-Markovian reservoir-dependent squeezing

International Nuclear Information System (INIS)

Paavola, J

2010-01-01

The squeezing dynamics of a damped harmonic oscillator are studied for different types of environment without making the Markovian approximation. The squeezing dynamics of a coherent state depend on the reservoir spectrum in a unique way that can, in the weak coupling approximation, be analysed analytically. Comparison of squeezing dynamics for ohmic, sub-ohmic and super-ohmic environments is done, showing a clear connection between the squeezing-non-squeezing oscillations and reservoir structure. Understanding the effects occurring due to structured reservoirs is important both from a purely theoretical point of view and in connection with evolving experimental techniques and future quantum computing applications.

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

Science.gov (United States)

Gyrya, V.; Lipnikov, K.

2017-11-01

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

Stochastic models for surface diffusion of molecules

Energy Technology Data Exchange (ETDEWEB)

Shea, Patrick, E-mail: patrick.shea@dal.ca; Kreuzer, Hans Jürgen [Department of Physics and Atmospheric Science, Dalhousie University, Halifax, Nova Scotia B3H 3J5 (Canada)

2014-07-28

We derive a stochastic model for the surface diffusion of molecules, starting from the classical equations of motion for an N-atom molecule on a surface. The equation of motion becomes a generalized Langevin equation for the center of mass of the molecule, with a non-Markovian friction kernel. In the Markov approximation, a standard Langevin equation is recovered, and the effect of the molecular vibrations on the diffusion is seen to lead to an increase in the friction for center of mass motion. This effective friction has a simple form that depends on the curvature of the lowest energy diffusion path in the 3N-dimensional coordinate space. We also find that so long as the intramolecular forces are sufficiently strong, memory effects are usually not significant and the Markov approximation can be employed, resulting in a simple one-dimensional model that can account for the effect of the dynamics of the molecular vibrations on the diffusive motion.

A framework for the direct evaluation of large deviations in non-Markovian processes

International Nuclear Information System (INIS)

Cavallaro, Massimo; Harris, Rosemary J

2016-01-01

We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the ‘cloning’ procedure of Giardiná et al (2006 Phys. Rev. Lett. 96 120603) to non-Markovian systems. We demonstrate the validity of this method by testing non-Markovian variants of an ion-channel model and the totally asymmetric exclusion process, recovering results obtainable by other means. (letter)

Non-markovian effects in semiconductor cavity QED: Role of phonon-mediated processes

DEFF Research Database (Denmark)

Nielsen, Per Kær; Nielsen, Torben Roland; Lodahl, Peter

We show theoretically that the non-Markovian nature of the carrier-phonon interaction influences the dynamical properties of a semiconductor cavity QED system considerably, leading to asymmetries with respect to detuning in carrier lifetimes. This pronounced phonon effect originates from the pola......We show theoretically that the non-Markovian nature of the carrier-phonon interaction influences the dynamical properties of a semiconductor cavity QED system considerably, leading to asymmetries with respect to detuning in carrier lifetimes. This pronounced phonon effect originates from...... the polaritonic quasi-particle nature of the carrier-photon system interacting with the phonon reservoir....

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

Brownian motion of spins; generalized spin Langevin equation

International Nuclear Information System (INIS)

Jayannavar, A.M.

1990-03-01

We derive the Langevin equations for a spin interacting with a heat bath, starting from a fully dynamical treatment. The obtained equations are non-Markovian with multiplicative fluctuations and concomitant dissipative terms obeying the fluctuation-dissipation theorem. In the Markovian limit our equations reduce to the phenomenological equations proposed by Kubo and Hashitsume. The perturbative treatment on our equations lead to Landau-Lifshitz equations and to other known results in the literature. (author). 16 refs

Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

Science.gov (United States)

Hasnain, Shahid; Saqib, Muhammad; Mashat, Daoud Suleiman

2017-07-01

This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit) to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

Directory of Open Access Journals (Sweden)

Shahid Hasnain

2017-07-01

Full Text Available This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation

Science.gov (United States)

Agarwal, P.; El-Sayed, A. A.

2018-06-01

In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given numerical examples.

Non-Markovian effect on the geometric phase of a dissipative qubit

International Nuclear Information System (INIS)

Chen Juanjuan; Tong Qingjun; An Junhong; Luo Honggang; Oh, C. H.

2010-01-01

We studied the geometric phase of a two-level atom coupled to an environment with Lorentzian spectral density. The non-Markovian effect on the geometric phase is explored analytically and numerically. In the weak coupling limit, the lowest order correction to the geometric phase is derived analytically and the general case is calculated numerically. It was found that the correction to the geometric phase is significantly large if the spectral width is small, and in this case the non-Markovian dynamics has a significant impact on the geometric phase. When the spectral width increases, the correction to the geometric phase becomes negligible, which shows the robustness of the geometric phase to the environmental white noises. The result is significant to the quantum information processing based on the geometric phase.

Suppression of thermal noise in a non-Markovian random velocity field

International Nuclear Information System (INIS)

Ueda, Masahiko

2016-01-01

We study the diffusion of Brownian particles in a Gaussian random velocity field with short memory. By extending the derivation of an effective Fokker–Planck equation for the Lanvegin equation with weakly colored noise to a random velocity-field problem, we find that the effect of thermal noise on particles is suppressed by the existence of memory. We also find that the renormalization effect for the relative diffusion of two particles is stronger than that for single-particle diffusion. The results are compared with those of molecular dynamics simulations. (paper: classical statistical mechanics, equilibrium and non-equilibrium)

Continued-fraction representation of the Kraus map for non-Markovian reservoir damping

Science.gov (United States)

van Wonderen, A. J.; Suttorp, L. G.

2018-04-01

Quantum dissipation is studied for a discrete system that linearly interacts with a reservoir of harmonic oscillators at thermal equilibrium. Initial correlations between system and reservoir are assumed to be absent. The dissipative dynamics as determined by the unitary evolution of system and reservoir is described by a Kraus map consisting of an infinite number of matrices. For all Laplace-transformed Kraus matrices exact solutions are constructed in terms of continued fractions that depend on the pair correlation functions of the reservoir. By performing factorizations in the Kraus map a perturbation theory is set up that conserves in arbitrary perturbative order both positivity and probability of the density matrix. The latter is determined by an integral equation for a bitemporal matrix and a finite hierarchy for Kraus matrices. In the lowest perturbative order this hierarchy reduces to one equation for one Kraus matrix. Its solution is given by a continued fraction of a much simpler structure as compared to the non-perturbative case. In the lowest perturbative order our non-Markovian evolution equations are applied to the damped Jaynes–Cummings model. From the solution for the atomic density matrix it is found that the atom may remain in the state of maximum entropy for a significant time span that depends on the initial energy of the radiation field.

Burst of virus infection and a possibly largest epidemic threshold of non-Markovian susceptible-infected-susceptible processes on networks

Science.gov (United States)

Liu, Qiang; Van Mieghem, Piet

2018-02-01

Since a real epidemic process is not necessarily Markovian, the epidemic threshold obtained under the Markovian assumption may be not realistic. To understand general non-Markovian epidemic processes on networks, we study the Weibullian susceptible-infected-susceptible (SIS) process in which the infection process is a renewal process with a Weibull time distribution. We find that, if the infection rate exceeds 1 /ln(λ1+1 ) , where λ1 is the largest eigenvalue of the network's adjacency matrix, then the infection will persist on the network under the mean-field approximation. Thus, 1 /ln(λ1+1 ) is possibly the largest epidemic threshold for a general non-Markovian SIS process with a Poisson curing process under the mean-field approximation. Furthermore, non-Markovian SIS processes may result in a multimodal prevalence. As a byproduct, we show that a limiting Weibullian SIS process has the potential to model bursts of a synchronized infection.

Dynamics of density fluctuations in a non-Markovian Boltzmann- Langevin model

International Nuclear Information System (INIS)

Ayik, S.

1996-01-01

In the course of the past few years, the nuclear Boltzmann-Langevin (BL)model has emerged as a promising microscopic model for nuclear dynamics at intermediate energies. The BL model goes beyond the much employed Boltzmann-Uehling-Uhlenbeck (BUU) model, and hence it provides a basis for describing dynamics of density fluctuations and addressing processes exhibiting spontaneous symmetry breaking and catastrophic transformations in nuclear collisions, such as induced fission and multifragmentation. In these standard models, the collision term is treated in a Markovian approximation by assuming that two-body collisions are local in both space and time, in accordance with Boltzmann's original treatment. This simplification is usually justified by the fact that the duration of a two-body collision is short on the time scale characteristic of the macroscopic evolution of the system. As a result, transport properties of the collective motion has then a classical character. However, when the system possesses fast collective modes with characteristic energies that are not small in comparision with the temperature, then the quantum-statistical effects are important and the standard Markovian treatment is inadequate. In this case, it is necessary to improve the one-body transport model by including the memory effect due to the finite duration of two-body collisions. First we briefly describe the non-Markovian extension of the BL model by including the finite memory time associated with two-body collisions. Then, using this non-Markovian model in a linear response framework, we investigate the effect of the memory time on the agitation of unstable modes in nuclear matter in the spinodal zone, and calculate the collisional relaxation rates of nuclear collective vibrations

Asymptotic propagators and trajectories in plasma turbulence theory. The importance of irreversibility, asymptoticity and non-Markovian terms

International Nuclear Information System (INIS)

Misguich, J.H.

1978-09-01

The physical meaning of perturbed trajectories in turbulent fields is analysed. Special care is devoted to the asymptotic description of average trajectories for long time intervals, as occuring in many recent plasma turbulence theories. Equivalence is proved between asymptotic average trajectories described as well (i) by the propagators V(t,t-tau) for retrodiction and Wsub(J)(t,t+tau) for prediction, and (ii) by the long time secular behavior of the solution of the equations of motion. This confirms the equivalence between perturbed orbit theories and renormalized theories, including non-Markovian contributions

Fault-tolerant quantum computation for local non-Markovian noise

International Nuclear Information System (INIS)

Terhal, Barbara M.; Burkard, Guido

2005-01-01

We derive a threshold result for fault-tolerant quantum computation for local non-Markovian noise models. The role of error amplitude in our analysis is played by the product of the elementary gate time t 0 and the spectral width of the interaction Hamiltonian between system and bath. We discuss extensions of our model and the applicability of our analysis

Optical signatures of non-Markovian behavior in open quantum systems

DEFF Research Database (Denmark)

McCutcheon, Dara

2016-01-01

for the correlation functions, making only a second-order expansion in the system-environment coupling strength and invoking the Born approximation at a fixed initial time. The results are used to investigate a driven semiconductor quantum dot coupled to an acoustic phonon bath, where we find the non-Markovian nature...

Distributed order reaction-diffusion systems associated with Caputo derivatives

Science.gov (United States)

Saxena, R. K.; Mathai, A. M.; Haubold, H. J.

2014-08-01

given in Appendix B of this paper. Fractional reaction-diffusion equations are of specific interest in physics for non-Gaussian, non-Markovian, and non-Fickian phenomena.

Coupled radiative transfer equation and diffusion approximation model for photon migration in turbid medium with low-scattering and non-scattering regions

International Nuclear Information System (INIS)

Tarvainen, Tanja; Vauhkonen, Marko; Kolehmainen, Ville; Arridge, Simon R; Kaipio, Jari P

2005-01-01

In this paper, a coupled radiative transfer equation and diffusion approximation model is extended for light propagation in turbid medium with low-scattering and non-scattering regions. The light propagation is modelled with the radiative transfer equation in sub-domains in which the assumptions of the diffusion approximation are not valid. The diffusion approximation is used elsewhere in the domain. The two equations are coupled through their boundary conditions and they are solved simultaneously using the finite element method. The streamline diffusion modification is used to avoid the ray-effect problem in the finite element solution of the radiative transfer equation. The proposed method is tested with simulations. The results of the coupled model are compared with the finite element solutions of the radiative transfer equation and the diffusion approximation and with results of Monte Carlo simulation. The results show that the coupled model can be used to describe photon migration in turbid medium with low-scattering and non-scattering regions more accurately than the conventional diffusion model

Phonon-induced dissipation and decoherence in solid-state quantum devices: Markovian versus non-Markovian treatments

Science.gov (United States)

Iotti, Rita Claudia; Rossi, Fausto

2017-12-01

Microscopic modeling of electronic phase coherence versus energy dissipation plays a crucial role in the design and optimization of new-generation electronic quantum nanodevices, like quantum-cascade light sources and quantum logic gates; in this context, non-Markovian density-matrix approaches are widely used simulation strategies. Here we show that such methods, along with valuable virtues, in some circumstances may exhibit potential limitations that need to be taken into account for a reliable description of quantum materials and related devices. More specifically, extending the analysis recently proposed in [EPL 112, 67005 (2015)] to high temperatures and degenerate conditions, we show that the usual mean-field treatment - employed to derive quantum-kinetic equations - in some cases may lead to anomalous results, characterized by decoherence suppression and positivity violations. By means of a simple two-level model, we show that such unexpected behaviors may affect zero-dimensional electronic systems coupled to dispersionless phonon modes, while such anomalies are expected to play a negligible role in nanosystems with higher dimensionality; these limitations are found to be significant in the low-density and low-temperature limit, while in the degenerate and/or finite-temperature regime - typical of many state-of-the-art quantum devices - their impact is strongly reduced.

System–environment correlations and non-Markovian dynamics

International Nuclear Information System (INIS)

Pernice, A; Helm, J; Strunz, W T

2012-01-01

We determine the total state dynamics of a dephasing open quantum system using the standard environment of harmonic oscillators. Of particular interest are random unitary approaches to the same reduced dynamics and system–environment correlations in the full model. Concentrating on a model with an at times negative dephasing rate, the issue of ‘non-Markovianity’ will also be addressed. Crucially, given the quantum environment, the appearance of non-Markovian dynamics turns out to be accompanied by a loss of system–environment correlations. Depending on the initial purity of the qubit state, these system–environment correlations may be purely classical over the whole relevant time scale, or there may be intervals of genuine system–environment entanglement. In the latter case, we see no obvious relation between the build-up or decay of these quantum correlations and ‘non-Markovianity’. (paper)

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

Science.gov (United States)

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.

Large deviation estimates for a Non-Markovian Lévy generator of big order

International Nuclear Information System (INIS)

Léandre, Rémi

2015-01-01

We give large deviation estimates for a non-markovian convolution semi-group with a non-local generator of Lévy type of big order and with the standard normalisation of semi-classical analysis. No stochastic process is associated to this semi-group. (paper)

Evolution of entropy in different types of non-Markovian three-level ...

Indian Academy of Sciences (India)

Home; Journals; Pramana – Journal of Physics; Volume 86; Issue 5. Evolution of entropy in different types of non-Markovian three-level systems: Single reservoir vs. two independent reservoirs. JAGHOURI HAKIMEH SARBISHAEI MOHSEN JAVIDAN KUROSH. Regular Volume 86 Issue 5 May 2016 pp 997-1008 ...

Bilayer graphene lattice-layer entanglement in the presence of non-Markovian phase noise

Science.gov (United States)

Bittencourt, Victor A. S. V.; Blasone, Massimo; Bernardini, Alex E.

2018-03-01

The evolution of single particle excitations of bilayer graphene under effects of non-Markovian noise is described with focus on the decoherence process of lattice-layer (LL) maximally entangled states. Once the noiseless dynamics of an arbitrary initial state is identified by the correspondence between the tight-binding Hamiltonian for the AB-stacked bilayer graphene and the Dirac equation—which includes pseudovectorlike and tensorlike field interactions—the noisy environment is described as random fluctuations on bias voltage and mass terms. The inclusion of noisy dynamics reproduces the Ornstein-Uhlenbeck processes: A non-Markovian noise model with a well-defined Markovian limit. Considering that an initial amount of entanglement shall be dissipated by the noise, two profiles of dissipation are identified. On one hand, for eigenstates of the noiseless Hamiltonian, deaths and revivals of entanglement are identified along the oscillation pattern for long interaction periods. On the other hand, for departing LL Werner and Cat states, the entanglement is suppressed although, for both cases, some identified memory effects compete with the pure noise-induced decoherence in order to preserve the the overall profile of a given initial state.

Degenerate nonlinear diffusion equations

CERN Document Server

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...

Efficient numerical simulation of non-integer-order space-fractional reaction-diffusion equation via the Riemann-Liouville operator

Science.gov (United States)

Owolabi, Kolade M.

2018-03-01

In this work, we are concerned with the solution of non-integer space-fractional reaction-diffusion equations with the Riemann-Liouville space-fractional derivative in high dimensions. We approximate the Riemann-Liouville derivative with the Fourier transform method and advance the resulting system in time with any time-stepping solver. In the numerical experiments, we expect the travelling wave to arise from the given initial condition on the computational domain (-∞, ∞), which we terminate in the numerical experiments with a large but truncated value of L. It is necessary to choose L large enough to allow the waves to have enough space to distribute. Experimental results in high dimensions on the space-fractional reaction-diffusion models with applications to biological models (Fisher and Allen-Cahn equations) are considered. Simulation results reveal that fractional reaction-diffusion equations can give rise to a range of physical phenomena when compared to non-integer-order cases. As a result, most meaningful and practical situations are found to be modelled with the concept of fractional calculus.

Quantum theory of multiple-input-multiple-output Markovian feedback with diffusive measurements

International Nuclear Information System (INIS)

Chia, A.; Wiseman, H. M.

2011-01-01

Feedback control engineers have been interested in multiple-input-multiple-output (MIMO) extensions of single-input-single-output (SISO) results of various kinds due to its rich mathematical structure and practical applications. An outstanding problem in quantum feedback control is the extension of the SISO theory of Markovian feedback by Wiseman and Milburn [Phys. Rev. Lett. 70, 548 (1993)] to multiple inputs and multiple outputs. Here we generalize the SISO homodyne-mediated feedback theory to allow for multiple inputs, multiple outputs, and arbitrary diffusive quantum measurements. We thus obtain a MIMO framework which resembles the SISO theory and whose additional mathematical structure is highlighted by the extensive use of vector-operator algebra.

Diffusion in the special theory of relativity.

Science.gov (United States)

Herrmann, Joachim

2009-11-01

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

Parameter estimation in stochastic differential equations

CERN Document Server

Bishwal, Jaya P N

2008-01-01

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.

Maximum Path Information and Fokker Planck Equation

Science.gov (United States)

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.

Non-Markovian effects on quantum-communication protocols

International Nuclear Information System (INIS)

Yeo, Ye; Oh, C. H.; An, Jun-Hong

2010-01-01

We show how, under the influence of non-Markovian environments, two different maximally entangled Bell states give rise to states that have equal classical correlations and the same capacities to violate the Bell-Clauser-Horne-Shimony-Holt inequality, but intriguingly differing usefulness for teleportation and dense coding. We elucidate how different entanglement measures like negativity and concurrence, and two different measures of quantum discord, could account for these behaviors. In particular, we explicitly show how the Ollivier-Zurek measure of discord directly accounts for one state being a better resource for dense coding compared to another. Our study leads to several important issues about these measures of discord.

Non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems with applications to quantum information theory of continuous variable systems; Nicht-Markovsche Dynamik, Dekohaerenz und Verschraenkung in dissipativen Quantensystemen mit Anwendung in der Quanteninformationstheorie von Systemen kontinuierlicher Variablen

Energy Technology Data Exchange (ETDEWEB)

Hoerhammer, C.

2007-11-26

In this thesis, non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems are studied. In particular, applications to quantum information theory of continuous variable systems are considered. The non-Markovian dynamics are described by the Hu-Paz-Zhang master equation of quantum Brownian motion. In this context the focus is on non-Markovian effects on decoherence and separability time scales of various single- mode and two-mode continuous variable states. It is verified that moderate non-Markovian influences slow down the decay of interference fringes and quantum correlations, while strong non-Markovian effects resulting from an out-of-resonance bath can even accelerate the loss of coherence, compared to predictions of Markovian approximations. Qualitatively different scenarios including exponential, Gaussian or algebraic decay of the decoherence function are analyzed. It is shown that partial recurrence of coherence can occur in case of non-Lindblad-type dynamics. The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir and two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For this purpose the model of quantum Brownian motion is extended. Various separability criteria for Gaussian and non-Gaussian continuous variable systems are applied. In both types of reservoir models moderate non-Markovian effects prolong the separability time scales. However, in these models the properties of the stationary state may differ. In the two-reservoir model the initial entanglement is completely lost and both modes are finally uncorrelated. In a common reservoir both modes interact indirectly via the coupling to the same bath variables. Therefore, new quantum correlations may emerge between the two modes. Below a critical bath temperature entanglement is preserved even in the steady state. A separability criterion is derived, which depends

Generation of long-living entanglement between two distant three-level atoms in non-Markovian environments.

Science.gov (United States)

Li, Chuang; Yang, Sen; Song, Jie; Xia, Yan; Ding, Weiqiang

2017-05-15

In this paper, a scheme for the generation of long-living entanglement between two distant Λ-type three-level atoms separately trapped in two dissipative cavities is proposed. In this scheme, two dissipative cavities are coupled to their own non-Markovian environments and two three-level atoms are driven by the classical fields. The entangled state between the two atoms is produced by performing Bell state measurement (BSM) on photons leaving the dissipative cavities. Using the time-dependent Schördinger equation, we obtain the analytical results for the evolution of the entanglement. It is revealed that, by manipulating the detunings of classical field, the long-living stationary entanglement between two atoms can be generated in the presence of dissipation.

Stochastic processes crossing from ballistic to fractional diffusion with memory: exact results

Directory of Open Access Journals (Sweden)

V. Ilyin

2010-01-01

Full Text Available We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion at longer times. Using the standard non-Markovian diffusion equation we demonstrate how to choose the memory kernel to exactly respect the two different asymptotics of the diffusion process. Having done so we solve for the probability distribution function as a continuous function which evolves inside a ballistically expanding domain. This general solution agrees for long times with the probability distribution function obtained within the continuous random walk approach but it is much superior to this solution at shorter times where the effect of the ballistic regime is crucial.

Drift-Diffusion Equation

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.

Non-Markovian modification of the golden rule rate expression

International Nuclear Information System (INIS)

Basilevsky, M. V.; Davidovich, G. V.; Titov, S. V.; Voronin, A. I.

2006-01-01

The reformulation of the standard golden rule approach considered in this paper for treating reactive tunneling reduces the computation of the reaction rate to a derivation of band shapes for energy levels of reactant and product states. This treatment is based on the assumption that the medium environment is actively involved as a partner in the energy exchange with the reactive subsystem but its reorganization effect is negligible. Starting from the quantum relaxation equation for the density matrix, the required band shapes are represented in terms of the spectral density function, exhibiting the continuum spectrum inherent to the interaction between the reactants and the medium in the total reactive system. The simplest Lorentzian spectral bands, obtained under Redfield approximation, proved to be unsatisfactory because they produced a divergent rate expression at low temperature. The problem is resolved by invoking a refined spectral band shape, which behaves as Lorentzian one at the band center but decays exponentially at its tails. The corresponding closed non-Markovian rate expression is derived and investigated taking as an example the photochemical H-transfer reaction between fluorene and acridine proceeding in the fluorene molecular crystal. The kinetics in this reactive system was thoroughly studied experimentally in a wide temperature range [B. Prass et al., Ber. Bunsenges. Phys. Chem. 102, 498 (1998)

Nonlinear diffusion equations

CERN Document Server

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

Effect of turbulent collisions on diffusion in stationary plasma turbulence

International Nuclear Information System (INIS)

Xia, H.; Ishihara, O.

1990-01-01

Recently the velocity diffusion process was studied by the generalized Langevin equation derived by the projection operator method. The further study shows that the retarded frictional function plays an important role in suppressing particle diffusion in the velocity space in stronger turbulence as much as the resonance broadening effect. The retarded frictional effect, produced by the effective collisions due to the plasma turbulence is assumed to be a Gaussian, but non-Markovian and non-wide-sense stationary process. The relations between the proposed formulation and the extended resonance broadening theory is discussed. The authors also carry out test particle numerical experiment for Langmuir turbulence to test the theories. In a stronger turbulence a deviation of the diffusion rate from the one predicted by both the quasilinear and the extended resonance theories has been observed and is explained qualitatively by the present formulation

Non-Markovian response of ultrafast coherent electronic ring currents in chiral aromatic molecules in a condensed phase

International Nuclear Information System (INIS)

Mineo, H.; Lin, S. H.; Fujimura, Y.; Xu, J.; Xu, R. X.; Yan, Y. J.

2013-01-01

Results of a theoretical study on non-Markov response for femtosecond laser-driven coherent ring currents in chiral aromatic molecules embedded in a condensed phase are presented. Coherent ring currents are generated by coherent excitation of a pair of quasi-degenerated π-electronic excited states. The coherent electronic dynamical behaviors are strongly influenced by interactions between the electronic system and phonon bath in a condensed phase. Here, the bath correlation time is not instantaneous but should be taken to be a finite time in ultrashort time-resolved experiments. In such a case, Markov approximation breaks down. A hierarchical master equation approach for an improved semiclassical Drude dissipation model was adopted to examine the non-Markov effects on ultrafast coherent electronic ring currents of (P)-2,2 ′ -biphenol in a condensed phase. Time evolution of the coherent ring current derived in the hierarchical master equation approach was calculated and compared with those in the Drude model in the Markov approximation and in the static limit. The results show how non-Markovian behaviors in quantum beat signals of ring currents depend on the Drude bath damping constant. Effects of temperatures on ultrafast coherent electronic ring currents are also clarified

THE HALO MASS FUNCTION FROM EXCURSION SET THEORY. I. GAUSSIAN FLUCTUATIONS WITH NON-MARKOVIAN DEPENDENCE ON THE SMOOTHING SCALE

International Nuclear Information System (INIS)

Maggiore, Michele; Riotto, Antonio

2010-01-01

A classic method for computing the mass function of dark matter halos is provided by excursion set theory, where density perturbations evolve stochastically with the smoothing scale, and the problem of computing the probability of halo formation is mapped into the so-called first-passage time problem in the presence of a barrier. While the full dynamical complexity of halo formation can only be revealed through N-body simulations, excursion set theory provides a simple analytic framework for understanding various aspects of this complex process. In this series of papers we propose improvements of both technical and conceptual aspects of excursion set theory, and we explore up to which point the method can reproduce quantitatively the data from N-body simulations. In Paper I of the series, we show how to derive excursion set theory from a path integral formulation. This allows us both to derive rigorously the absorbing barrier boundary condition, that in the usual formulation is just postulated, and to deal analytically with the non-Markovian nature of the random walk. Such a non-Markovian dynamics inevitably enters when either the density is smoothed with filters such as the top-hat filter in coordinate space (which is the only filter associated with a well-defined halo mass) or when one considers non-Gaussian fluctuations. In these cases, beside 'Markovian' terms, we find 'memory' terms that reflect the non-Markovianity of the evolution with the smoothing scale. We develop a general formalism for evaluating perturbatively these non-Markovian corrections, and in this paper we perform explicitly the computation of the halo mass function for Gaussian fluctuations, to first order in the non-Markovian corrections due to the use of a top-hat filter in coordinate space. In Paper II of this series we propose to extend excursion set theory by treating the critical threshold for collapse as a stochastic variable, which better captures some of the dynamical complexity of the

Markovian dynamics on complex reaction networks

Energy Technology Data Exchange (ETDEWEB)

Goutsias, J., E-mail: goutsias@jhu.edu; Jenkinson, G., E-mail: jenkinson@jhu.edu

2013-08-10

Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological, ecological, social, neural, and multi-agent networks. A common approach to modeling such networks is by a master equation that governs the dynamic evolution of the joint probability mass function of the underlying population process and naturally leads to Markovian dynamics for such process. Due however to the nonlinear nature of most reactions and the large size of the underlying state-spaces, computation and analysis of the resulting stochastic population dynamics is a difficult task. This review article provides a coherent and comprehensive coverage of recently developed approaches and methods to tackle this problem. After reviewing a general framework for modeling Markovian reaction networks and giving specific examples, the authors present numerical and computational techniques capable of evaluating or approximating the solution of the master equation, discuss a recently developed approach for studying the stationary behavior of Markovian reaction networks using a potential energy landscape perspective, and provide an introduction to the emerging theory of thermodynamic analysis of such networks. Three representative problems of opinion formation, transcription regulation, and neural network dynamics are used as illustrative examples.

Markovian dynamics on complex reaction networks

International Nuclear Information System (INIS)

Goutsias, J.; Jenkinson, G.

2013-01-01

Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological, ecological, social, neural, and multi-agent networks. A common approach to modeling such networks is by a master equation that governs the dynamic evolution of the joint probability mass function of the underlying population process and naturally leads to Markovian dynamics for such process. Due however to the nonlinear nature of most reactions and the large size of the underlying state-spaces, computation and analysis of the resulting stochastic population dynamics is a difficult task. This review article provides a coherent and comprehensive coverage of recently developed approaches and methods to tackle this problem. After reviewing a general framework for modeling Markovian reaction networks and giving specific examples, the authors present numerical and computational techniques capable of evaluating or approximating the solution of the master equation, discuss a recently developed approach for studying the stationary behavior of Markovian reaction networks using a potential energy landscape perspective, and provide an introduction to the emerging theory of thermodynamic analysis of such networks. Three representative problems of opinion formation, transcription regulation, and neural network dynamics are used as illustrative examples

Dynamical symmetries of semi-linear Schrodinger and diffusion equations

International Nuclear Information System (INIS)

Stoimenov, Stoimen; Henkel, Malte

2005-01-01

Conditional and Lie symmetries of semi-linear 1D Schrodinger and diffusion equations are studied if the mass (or the diffusion constant) is considered as an additional variable. In this way, dynamical symmetries of semi-linear Schrodinger equations become related to the parabolic and almost-parabolic subalgebras of a three-dimensional conformal Lie algebra (conf 3 ) C . We consider non-hermitian representations and also include a dimensionful coupling constant of the non-linearity. The corresponding representations of the parabolic and almost-parabolic subalgebras of (conf 3 ) C are classified and the complete list of conditionally invariant semi-linear Schrodinger equations is obtained. Possible applications to the dynamical scaling behaviour of phase-ordering kinetics are discussed

Numerical solution of a reaction-diffusion equation

International Nuclear Information System (INIS)

Moyano, Edgardo A.; Scarpettini, Alberto F.

2000-01-01

The purpose of the present work to continue the observations and the numerical experiences on a reaction-diffusion model, that is a simplified form of the neutronic flux equation. The model is parabolic, nonlinear, with Dirichlet boundary conditions. The purpose is to approximate non trivial solutions, asymptotically stables for t → ∞, that is solutions that tend to the elliptic problem, in the Lyapunov sense. It belongs to the so-called reaction-diffusion equations of semi linear kind, that is, linear equations in the heat operator and they have a nonlinear reaction function, in this case f (u, a, b) = u (a - b u), being u concentration, a and b parameters. The study of the incidence of these parameters take an interest to the neutronic flux physics. So that we search non trivial, positive and bounded solutions. The used algorithm is based on the concept of monotone and ordered sequences, and on the existence theorem of Amann and Sattinger. (author)

Diffusion equations and the time evolution of foreign exchange rates

Energy Technology Data Exchange (ETDEWEB)

Figueiredo, Annibal; Castro, Marcio T. de [Institute of Physics, Universidade de Brasília, Brasília DF 70910-900 (Brazil); Fonseca, Regina C.B. da [Department of Mathematics, Instituto Federal de Goiás, Goiânia GO 74055-110 (Brazil); Gleria, Iram, E-mail: iram@fis.ufal.br [Institute of Physics, Federal University of Alagoas, Brazil, Maceió AL 57072-900 (Brazil)

2013-10-01

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

Diffusion equations and the time evolution of foreign exchange rates

Science.gov (United States)

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

2013-10-01

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

Diffusion equations and the time evolution of foreign exchange rates

International Nuclear Information System (INIS)

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

2013-01-01

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

Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

International Nuclear Information System (INIS)

Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym

2008-01-01

This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method

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

Science.gov (United States)

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.

Stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters

International Nuclear Information System (INIS)

Wang Linshan; Zhang Zhe; Wang Yangfan

2008-01-01

Some criteria for the global stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters are presented. The jumping parameters considered here are generated from a continuous-time discrete-state homogeneous Markov process, which are governed by a Markov process with discrete and finite state space. By employing a new Lyapunov-Krasovskii functional, a linear matrix inequality (LMI) approach is developed to establish some easy-to-test criteria of global exponential stability in the mean square for the stochastic neural networks. The criteria are computationally efficient, since they are in the forms of some linear matrix inequalities

Mesoscopic non-coherence as phase diffusion

International Nuclear Information System (INIS)

Milman, Perola; Davidovich, Luiz; Castin, Yvan

1997-01-01

In this work, we approach to the question whether it is possible to describe the process of non-coherence in terms of phase diffusion ψ. We will show that this can be done, for an electromagnetic field mode in a cavity interacting with a continuum of modes outside the cavity, for any value of α, where |α> is an eigenstate of the lowering operator for the harmonic oscillator. The description in terms of phase diffusion will occurs however in context of continuous observation of the field exiting the cavity. In this sense, the non-coherence process description as a quantum phase diffusion corresponds to an realization of the evolution described by the master equation, in terms of a stochastic Schroedinger equation. We will demonstrate that the average on many realizations corresponds exactly to the result obtained from the master equation

Ionic diffusion through confined geometries: from Langevin equations to partial differential equations

International Nuclear Information System (INIS)

Nadler, Boaz; Schuss, Zeev; Singer, Amit; Eisenberg, R S

2004-01-01

Ionic diffusion through and near small domains is of considerable importance in molecular biophysics in applications such as permeation through protein channels and diffusion near the charged active sites of macromolecules. The motion of the ions in these settings depends on the specific nanoscale geometry and charge distribution in and near the domain, so standard continuum type approaches have obvious limitations. The standard machinery of equilibrium statistical mechanics includes microscopic details, but is also not applicable, because these systems are usually not in equilibrium due to concentration gradients and to the presence of an external applied potential, which drive a non-vanishing stationary current through the system. We present a stochastic molecular model for the diffusive motion of interacting particles in an external field of force and a derivation of effective partial differential equations and their boundary conditions that describe the stationary non-equilibrium system. The interactions can include electrostatic, Lennard-Jones and other pairwise forces. The analysis yields a new type of Poisson-Nernst-Planck equations, that involves conditional and unconditional charge densities and potentials. The conditional charge densities are the non-equilibrium analogues of the well studied pair correlation functions of equilibrium statistical physics. Our proposed theory is an extension of equilibrium statistical mechanics of simple fluids to stationary non-equilibrium problems. The proposed system of equations differs from the standard Poisson-Nernst-Planck system in two important aspects. First, the force term depends on conditional densities and thus on the finite size of ions, and second, it contains the dielectric boundary force on a discrete ion near dielectric interfaces. Recently, various authors have shown that both of these terms are important for diffusion through confined geometries in the context of ion channels

Markovian Monte Carlo program EvolFMC v.2 for solving QCD evolution equations

Science.gov (United States)

Jadach, S.; Płaczek, W.; Skrzypek, M.; Stokłosa, P.

2010-02-01

We present the program EvolFMC v.2 that solves the evolution equations in QCD for the parton momentum distributions by means of the Monte Carlo technique based on the Markovian process. The program solves the DGLAP-type evolution as well as modified-DGLAP ones. In both cases the evolution can be performed in the LO or NLO approximation. The quarks are treated as massless. The overall technical precision of the code has been established at 5×10. This way, for the first time ever, we demonstrate that with the Monte Carlo method one can solve the evolution equations with precision comparable to the other numerical methods. New version program summaryProgram title: EvolFMC v.2 Catalogue identifier: AEFN_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFN_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including binary test data, etc.: 66 456 (7407 lines of C++ code) No. of bytes in distributed program, including test data, etc.: 412 752 Distribution format: tar.gz Programming language: C++ Computer: PC, Mac Operating system: Linux, Mac OS X RAM: Less than 256 MB Classification: 11.5 External routines: ROOT ( http://root.cern.ch/drupal/) Nature of problem: Solution of the QCD evolution equations for the parton momentum distributions of the DGLAP- and modified-DGLAP-type in the LO and NLO approximations. Solution method: Monte Carlo simulation of the Markovian process of a multiple emission of partons. Restrictions:Limited to the case of massless partons. Implemented in the LO and NLO approximations only. Weighted events only. Unusual features: Modified-DGLAP evolutions included up to the NLO level. Additional comments: Technical precision established at 5×10. Running time: For the 10 6 events at 100 GeV: DGLAP NLO: 27s; C-type modified DGLAP NLO: 150s (MacBook Pro with Mac OS X v.10

Noise suppression via generalized-Markovian processes

Science.gov (United States)

Marshall, Jeffrey; Campos Venuti, Lorenzo; Zanardi, Paolo

2017-11-01

It is by now well established that noise itself can be useful for performing quantum information processing tasks. We present results which show how one can effectively reduce the error rate associated with a noisy quantum channel by counteracting its detrimental effects with another form of noise. In particular, we consider the effect of adding on top of a purely Markovian (Lindblad) dynamics, a more general form of dissipation, which we refer to as generalized-Markovian noise. This noise has an associated memory kernel and the resulting dynamics are described by an integrodifferential equation. The overall dynamics are characterized by decay rates which depend not only on the original dissipative time scales but also on the new integral kernel. We find that one can engineer this kernel such that the overall rate of decay is lowered by the addition of this noise term. We illustrate this technique for the case where the bare noise is described by a dephasing Pauli channel. We analytically solve this model and show that one can effectively double (or even triple) the length of the channel, while achieving the same fidelity, entanglement, and error threshold. We numerically verify this scheme can also be used to protect against thermal Markovian noise (at nonzero temperature), which models spontaneous emission and excitation processes. A physical interpretation of this scheme is discussed, whereby the added generalized-Markovian noise causes the system to become periodically decoupled from the background Markovian noise.

Noise spectrum of quantum transport through double quantum dots: Renormalization and non-Markovian effects

Directory of Open Access Journals (Sweden)

Pengqin Shi

2016-09-01

Full Text Available Based on the time-nonlocal particle number-resolved master equation, we investigate the sequential electron transport through the interacting double quantum dots. Our calculations show that there exists the effect of energy renormalization in the dispersion of the bath interaction spectrum and it is sensitive to the the bandwidth of the bath. This effect would strongly affect the stationary current and its zero-frequency shot noise for weak inter-dot coherent coupling strength, but for strong inter-dot coupling regime, it is negligible due to the strong intrinsic Rabi coherent dynamics. Moreover, the possible observable effects of the energy renormalization in the noise spectrum are also investigated through the Rabi coherence signal. Finally, the non-Markovian effect is manifested in the finite-frequency noise spectrum with the appearance of quasisteps, and the magnitude of these quasisteps are modified by the dispersion function.

Particle Simulation of Fractional Diffusion Equations

KAUST Repository

Allouch, Samer

2017-07-12

This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the fractional diffusion term. The first method is based on direct differentiation of the particle representation, it follows the Riesz definition of the fractional derivative and results in a non-conservative scheme. The other three methods follow the particle strength exchange (PSE) methodology and are by construction conservative, in the sense that the total particle strength is time invariant. The first PSE algorithm is based on using direct differentiation to estimate the fractional diffusion flux, and exploiting the resulting estimates in an integral representation of the divergence operator. Meanwhile, the second one relies on the regularized Riesz representation of the fractional diffusion term to derive a suitable interaction formula acting directly on the particle representation of the diffusing field. A third PSE construction is considered that exploits the Green\\'s function of the fractional diffusion equation. The performance of all four approaches is assessed for the case of a one-dimensional diffusion equation with constant diffusivity. This enables us to take advantage of known analytical solutions, and consequently conduct a detailed analysis of the performance of the methods. This includes a quantitative study of the various sources of error, namely filtering, quadrature, domain truncation, and time integration, as well as a space and time self-convergence analysis. These analyses are conducted for different values of the order of the fractional derivatives, and computational experiences are used to gain insight that can be used for generalization of the present constructions.

Particle Simulation of Fractional Diffusion Equations

KAUST Repository

Allouch, Samer; Lucchesi, Marco; Maî tre, O. P. Le; Mustapha, K. A.; Knio, Omar

2017-01-01

This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the fractional diffusion term. The first method is based on direct differentiation of the particle representation, it follows the Riesz definition of the fractional derivative and results in a non-conservative scheme. The other three methods follow the particle strength exchange (PSE) methodology and are by construction conservative, in the sense that the total particle strength is time invariant. The first PSE algorithm is based on using direct differentiation to estimate the fractional diffusion flux, and exploiting the resulting estimates in an integral representation of the divergence operator. Meanwhile, the second one relies on the regularized Riesz representation of the fractional diffusion term to derive a suitable interaction formula acting directly on the particle representation of the diffusing field. A third PSE construction is considered that exploits the Green's function of the fractional diffusion equation. The performance of all four approaches is assessed for the case of a one-dimensional diffusion equation with constant diffusivity. This enables us to take advantage of known analytical solutions, and consequently conduct a detailed analysis of the performance of the methods. This includes a quantitative study of the various sources of error, namely filtering, quadrature, domain truncation, and time integration, as well as a space and time self-convergence analysis. These analyses are conducted for different values of the order of the fractional derivatives, and computational experiences are used to gain insight that can be used for generalization of the present constructions.

The analysis of the derivation principles of kinetic equations based on exactly solvable models of the bulk reaction A + B → Product

International Nuclear Information System (INIS)

Kipriyanov, A.A.; Doktorov, A.B.

2005-01-01

We have considered two many-particle models of the irreversible reaction A + B → Product for which closed kinetic equations for the mean concentration N A (t) of A species can be exactly obtained. These equations are identically recast into a unified form of integro-differential equation of general kinetic theory. It is shown that the memory functions for both models under consideration can be represented as a sum of the Markovian and non-Markovian parts. It is essential that the Markovian part of the Laplace transform of any kernel can be obtained using the Laplace transform of the kernel itself, and is the root of the non-Markovian part of the Laplace transform of the kernel. The properties established allowed us to perform correct approximation of the memory functions at small concentrations [B] of B species and derive the binary non-Markovian integro-differential equation. Within the binary theory accuracy this equation has been rewritten in a regular frame of a familiar rate equation satisfying general principles of binary kinetic equations. Thus using particular exactly solvable many-particle models, we have reproduced the most essential steps of the known general way for the derivation of the binary kinetic equation avoiding the sophisticated many-particle technique and the corresponding approximations. Besides, the results obtained can serve as an additional evidence of the approximations made in a general many-particle approach to the derivation of the binary kinetic equation

Exploiting Non-Markovianity for Quantum Control.

Science.gov (United States)

Reich, Daniel M; Katz, Nadav; Koch, Christiane P

2015-07-22

Quantum technology, exploiting entanglement and the wave nature of matter, relies on the ability to accurately control quantum systems. Quantum control is often compromised by the interaction of the system with its environment since this causes loss of amplitude and phase. However, when the dynamics of the open quantum system is non-Markovian, amplitude and phase flow not only from the system into the environment but also back. Interaction with the environment is then not necessarily detrimental. We show that the back-flow of amplitude and phase can be exploited to carry out quantum control tasks that could not be realized if the system was isolated. The control is facilitated by a few strongly coupled, sufficiently isolated environmental modes. Our paradigmatic example considers a weakly anharmonic ladder with resonant amplitude control only, restricting realizable operations to SO(N). The coupling to the environment, when harnessed with optimization techniques, allows for full SU(N) controllability.

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

Fractional diffusion equations and anomalous diffusion

CERN Document Server

Evangelista, Luiz Roberto

2018-01-01

Anomalous diffusion has been detected in a wide variety of scenarios, from fractal media, systems with memory, transport processes in porous media, to fluctuations of financial markets, tumour growth, and complex fluids. Providing a contemporary treatment of this process, this book examines the recent literature on anomalous diffusion and covers a rich class of problems in which surface effects are important, offering detailed mathematical tools of usual and fractional calculus for a wide audience of scientists and graduate students in physics, mathematics, chemistry and engineering. Including the basic mathematical tools needed to understand the rules for operating with the fractional derivatives and fractional differential equations, this self-contained text presents the possibility of using fractional diffusion equations with anomalous diffusion phenomena to propose powerful mathematical models for a large variety of fundamental and practical problems in a fast-growing field of research.

Bifurcation dynamics of the tempered fractional Langevin equation

Energy Technology Data Exchange (ETDEWEB)

Zeng, Caibin, E-mail: macbzeng@scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China); Chen, YangQuan, E-mail: ychen53@ucmerced.edu [MESA LAB, School of Engineering, University of California, Merced, 5200 N. Lake Road, Merced, California 95343 (United States)

2016-08-15

Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

Analysis of fractional non-linear diffusion behaviors based on Adomian polynomials

Directory of Open Access Journals (Sweden)

Wu Guo-Cheng

2017-01-01

Full Text Available A time-fractional non-linear diffusion equation of two orders is considered to investigate strong non-linearity through porous media. An equivalent integral equation is established and Adomian polynomials are adopted to linearize non-linear terms. With the Taylor expansion of fractional order, recurrence formulae are proposed and novel numerical solutions are obtained to depict the diffusion behaviors more accurately. The result shows that the method is suitable for numerical simulation of the fractional diffusion equations of multi-orders.

Non-rigid registration of breast surfaces using the laplace and diffusion equations

Directory of Open Access Journals (Sweden)

Ou Jao J

2010-02-01

Full Text Available Abstract A semi-automated, non-rigid breast surface registration method is presented that involves solving the Laplace or diffusion equations over undeformed and deformed breast surfaces. The resulting potential energy fields and isocontours are used to establish surface correspondence. This novel surface-based method, which does not require intensity images, anatomical landmarks, or fiducials, is compared to a gold standard of thin-plate spline (TPS interpolation. Realistic finite element simulations of breast compression and further testing against a tissue-mimicking phantom demonstrate that this method is capable of registering surfaces experiencing 6 - 36 mm compression to within a mean error of 0.5 - 5.7 mm.

Diffusive instabilities in hyperbolic reaction-diffusion equations

Science.gov (United States)

Zemskov, Evgeny P.; Horsthemke, Werner

2016-03-01

We investigate two-variable reaction-diffusion systems of the hyperbolic type. A linear stability analysis is performed, and the conditions for diffusion-driven instabilities are derived. Two basic types of eigenvalues, real and complex, are described. Dispersion curves for both types of eigenvalues are plotted and their behavior is analyzed. The real case is related to the Turing instability, and the complex one corresponds to the wave instability. We emphasize the interesting feature that the wave instability in the hyperbolic equations occurs in two-variable systems, whereas in the parabolic case one needs three reaction-diffusion equations.

Non probabilistic solution of uncertain neutron diffusion equation for imprecisely defined homogeneous bare reactor

International Nuclear Information System (INIS)

Chakraverty, S.; Nayak, S.

2013-01-01

Highlights: • Uncertain neutron diffusion equation of bare square homogeneous reactor is studied. • Proposed interval arithmetic is extended for fuzzy numbers. • The developed fuzzy arithmetic is used to handle uncertain parameters. • Governing differential equation is modelled by modified fuzzy finite element method. • Fuzzy critical eigenvalues and effective multiplication factors are investigated. - Abstract: The scattering of neutron collision inside a reactor depends upon geometry of the reactor, diffusion coefficient and absorption coefficient etc. In general these parameters are not crisp and hence we get uncertain neutron diffusion equation. In this paper we have investigated the above equation for a bare square homogeneous reactor. Here the uncertain governing differential equation is modelled by a modified fuzzy finite element method. Using modified fuzzy finite element method, obtained eigenvalues and effective multiplication factors are studied. Corresponding results are compared with the classical finite element method in special cases and various uncertain results have been discussed

Non-Markovian dynamics of charge carriers in quantum dots

International Nuclear Information System (INIS)

Vaz, E; Kyriakidis, J

2008-01-01

We have investigated the dynamics of bound particles in multilevel current-carrying quantum dots. We look specifically in the regime of resonant tunnelling transport, where several channels are available for transport. Through a non-Markovian formalism under the Born approximation, we investigate the real-time evolution of the confined particles including transport-induced decoherence and relaxation. In the case of a coherent superposition between states with different particle number, we find that a Fock-space coherence may be preserved even in the presence of tunneling into and out of the dot. Real-time results are presented for various asymmetries of tunneling rates into different orbitals

Data-based Non-Markovian Model Inference

Science.gov (United States)

Ghil, Michael

2015-04-01

This talk concentrates on obtaining stable and efficient data-based models for simulation and prediction in the geosciences and life sciences. The proposed model derivation relies on using a multivariate time series of partial observations from a large-dimensional system, and the resulting low-order models are compared with the optimal closures predicted by the non-Markovian Mori-Zwanzig formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a very broad generalization and a time-continuous limit of existing multilevel, regression-based approaches to data-based closure, in particular of empirical model reduction (EMR). We show that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the Mori-Zwanzig formalism. A simple correlation-based stopping criterion for an EMR-MSM model is derived to assess how well it approximates the GLE solution. Sufficient conditions are given for the nonlinear cross-interactions between the constitutive layers of a given MSM to guarantee the existence of a global random attractor. This existence ensures that no blow-up can occur for a very broad class of MSM applications. The EMR-MSM methodology is first applied to a conceptual, nonlinear, stochastic climate model of coupled slow and fast variables, in which only slow variables are observed. The resulting reduced model with energy-conserving nonlinearities captures the main statistical features of the slow variables, even when there is no formal scale separation and the fast variables are quite energetic. Second, an MSM is shown to successfully reproduce the statistics of a partially observed, generalized Lokta-Volterra model of population dynamics in its chaotic regime. The positivity constraint on the solutions' components replaces here the quadratic-energy-preserving constraint of fluid-flow problems and it successfully prevents blow-up. This work is based on a close

Monte Carlo simulation of fully Markovian stochastic geometries

International Nuclear Information System (INIS)

Lepage, Thibaut; Delaby, Lucie; Malvagi, Fausto; Mazzolo, Alain

2010-01-01

The interest in resolving the equation of transport in stochastic media has continued to increase these last years. For binary stochastic media it is often assumed that the geometry is Markovian, which is never the case in usual environments. In the present paper, based on rigorous mathematical theorems, we construct fully two-dimensional Markovian stochastic geometries and we study their main properties. In particular, we determine a percolation threshold p c , equal to 0.586 ± 0.0015 for such geometries. Finally, Monte Carlo simulations are performed through these geometries and the results compared to homogeneous geometries. (author)

Fractal diffusion equations: Microscopic models with anomalous diffusion and its generalizations

International Nuclear Information System (INIS)

Arkhincheev, V.E.

2001-04-01

To describe the ''anomalous'' diffusion the generalized diffusion equations of fractal order are deduced from microscopic models with anomalous diffusion as Comb model and Levy flights. It is shown that two types of equations are possible: with fractional temporal and fractional spatial derivatives. The solutions of these equations are obtained and the physical sense of these fractional equations is discussed. The relation between diffusion and conductivity is studied and the well-known Einstein relation is generalized for the anomalous diffusion case. It is shown that for Levy flight diffusion the Ohm's law is not applied and the current depends on electric field in a nonlinear way due to the anomalous character of Levy flights. The results of numerical simulations, which confirmed this conclusion, are also presented. (author)

Diffusive limits for linear transport equations

International Nuclear Information System (INIS)

Pomraning, G.C.

1992-01-01

The authors show that the Hibert and Chapman-Enskog asymptotic treatments that reduce the nonlinear Boltzmann equation to the Euler and Navier-Stokes fluid equations have analogs in linear transport theory. In this linear setting, these fluid limits are described by diffusion equations, involving familiar and less familiar diffusion coefficients. Because of the linearity extant, one can carry out explicitly the initial and boundary layer analyses required to obtain asymptotically consistent initial and boundary conditions for the diffusion equations. In particular, the effects of boundary curvature and boundary condition variation along the surface can be included in the boundary layer analysis. A brief review of heuristic (nonasymptotic) diffusion description derivations is also included in our discussion

Non-Markovian closure models for large eddy simulations using the Mori-Zwanzig formalism

Science.gov (United States)

Parish, Eric J.; Duraisamy, Karthik

2017-01-01

This work uses the Mori-Zwanzig (M-Z) formalism, a concept originating from nonequilibrium statistical mechanics, as a basis for the development of coarse-grained models of turbulence. The mechanics of the generalized Langevin equation (GLE) are considered, and insight gained from the orthogonal dynamics equation is used as a starting point for model development. A class of subgrid models is considered which represent nonlocal behavior via a finite memory approximation [Stinis, arXiv:1211.4285 (2012)], the length of which is determined using a heuristic that is related to the spectral radius of the Jacobian of the resolved variables. The resulting models are intimately tied to the underlying numerical resolution and are capable of approximating non-Markovian effects. Numerical experiments on the Burgers equation demonstrate that the M-Z-based models can accurately predict the temporal evolution of the total kinetic energy and the total dissipation rate at varying mesh resolutions. The trajectory of each resolved mode in phase space is accurately predicted for cases where the coarse graining is moderate. Large eddy simulations (LESs) of homogeneous isotropic turbulence and the Taylor-Green Vortex show that the M-Z-based models are able to provide excellent predictions, accurately capturing the subgrid contribution to energy transfer. Last, LESs of fully developed channel flow demonstrate the applicability of M-Z-based models to nondecaying problems. It is notable that the form of the closure is not imposed by the modeler, but is rather derived from the mathematics of the coarse graining, highlighting the potential of M-Z-based techniques to define LES closures.

Zero-crossing statistics for non-Markovian time series.

Science.gov (United States)

Nyberg, Markus; Lizana, Ludvig; Ambjörnsson, Tobias

2018-03-01

In applications spanning from image analysis and speech recognition to energy dissipation in turbulence and time-to failure of fatigued materials, researchers and engineers want to calculate how often a stochastic observable crosses a specific level, such as zero. At first glance this problem looks simple, but it is in fact theoretically very challenging, and therefore few exact results exist. One exception is the celebrated Rice formula that gives the mean number of zero crossings in a fixed time interval of a zero-mean Gaussian stationary process. In this study we use the so-called independent interval approximation to go beyond Rice's result and derive analytic expressions for all higher-order zero-crossing cumulants and moments. Our results agree well with simulations for the non-Markovian autoregressive model.

Zero-crossing statistics for non-Markovian time series

Science.gov (United States)

Nyberg, Markus; Lizana, Ludvig; Ambjörnsson, Tobias

2018-03-01

In applications spanning from image analysis and speech recognition to energy dissipation in turbulence and time-to failure of fatigued materials, researchers and engineers want to calculate how often a stochastic observable crosses a specific level, such as zero. At first glance this problem looks simple, but it is in fact theoretically very challenging, and therefore few exact results exist. One exception is the celebrated Rice formula that gives the mean number of zero crossings in a fixed time interval of a zero-mean Gaussian stationary process. In this study we use the so-called independent interval approximation to go beyond Rice's result and derive analytic expressions for all higher-order zero-crossing cumulants and moments. Our results agree well with simulations for the non-Markovian autoregressive model.

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

Science.gov (United States)

Kalinay, Pavol; Slanina, František

2018-06-01

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

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

Science.gov (United States)

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.

Generalized formalism for information backflow in assessing Markovianity and its equivalence to divisibility

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Chakraborty, Sagnik

2018-03-01

We present a general framework for the information backflow (IB) approach of Markovianity that not only includes a large number, if not all, of IB prescriptions proposed so far but also is equivalent to completely positive divisibility for invertible evolutions. Following the common approach of IB, where monotonic decay of some physical property or some information quantifier is seen as the definition of Markovianity, we propose in our framework a general description of what should be called a proper "physicality quantifier" to define Markovianity. We elucidate different properties of our framework and use them to argue that an infinite family of non-Markovianity measures can be constructed, which would capture varied strengths of non-Markovianity in the dynamics. Moreover, we show that generalized trace-distance measure in two dimensions serve as a sufficient criteria for IB Markovianity for a number of prescriptions suggested earlier in the literature.

Survival probability of a local excitation in a non-Markovian environment: Survival collapse, Zeno and anti-Zeno effects

International Nuclear Information System (INIS)

Rufeil-Fiori, E.; Pastawski, H.M.

2009-01-01

The decay dynamics of a local excitation interacting with a non-Markovian environment, modeled by a semi-infinite tight-binding chain, is exactly evaluated. We identify distinctive regimes for the dynamics. Sequentially: (i) early quadratic decay of the initial-state survival probability, up to a spreading time t S , (ii) exponential decay described by a self-consistent Fermi Golden Rule, and (iii) asymptotic behavior governed by quantum diffusion through the return processes, leading to an inverse power law decay. At this last cross-over time t R a survival collapse becomes possible. This could reduce the survival probability by several orders of magnitude. The cross-over times t S and t R allow to assess the range of applicability of the Fermi Golden Rule and give the conditions for the observation of the Zeno and anti-Zeno effect.

Derivation of the neutron diffusion equation

International Nuclear Information System (INIS)

Mika, J.R.; Banasiak, J.

1994-01-01

We discuss the diffusion equation as an asymptotic limit of the neutron transport equation for large scattering cross sections. We show that the classical asymptotic expansion procedure does not lead to the diffusion equation and present two modified approaches to overcome this difficulty. The effect of the initial layer is also discussed. (authors). 9 refs

Non-Markovian near-infrared Q branch of HCl diluted in liquid Ar.

Science.gov (United States)

Padilla, Antonio; Pérez, Justo

2013-08-28

By using a non-Markovian spectral theory based in the Kubo cumulant expansion technique, we have qualitatively studied the infrared Q branch observed in the fundamental absorption band of HCl diluted in liquid Ar. The statistical parameters of the anisotropic interaction present in this spectral theory were calculated by means of molecular dynamics techniques, and found that the values of the anisotropic correlation times are significantly greater (by a factor of two) than those previously obtained by fitting procedures or microscopic cell models. This fact is decisive for the observation in the theoretical spectral band of a central Q resonance which is absent in the abundant previous researches carried out with the usual theories based in Kubo cumulant expansion techniques. Although the theory used in this work only allows a qualitative study of the Q branch, we can employ it to study the unknown characteristics of the Q resonance which are difficult to obtain with the quantum simulation techniques recently developed. For example, in this study we have found that the Q branch is basically a non-Markovian (or memory) effect produced by the spectral line interferences, where the PR interferential profile basically determines the Q branch spectral shape. Furthermore, we have found that the Q resonance is principally generated by the first rotational states of the first two vibrational levels, those more affected by the action of the dissolvent.

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

Science.gov (United States)

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

2018-01-01

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

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

Science.gov (United States)

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

2018-06-01

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

Quench of non-Markovian coherence in the deep sub-Ohmic spin–boson model: A unitary equilibration scheme

International Nuclear Information System (INIS)

Yao, Yao

2015-01-01

The deep sub-Ohmic spin–boson model shows a longstanding non-Markovian coherence at low temperature. Motivating to quench this robust coherence, the thermal effect is unitarily incorporated into the time evolution of the model, which is calculated by the adaptive time-dependent density matrix renormalization group algorithm combined with the orthogonal polynomials theory. Via introducing a unitary heating operator to the bosonic bath, the bath is heated up so that a majority portion of the bosonic excited states is occupied. It is found in this situation the coherence of the spin is quickly quenched even in the coherent regime, in which the non-Markovian feature dominates. With this finding we come up with a novel way to implement the unitary equilibration, the essential term of the eigenstate-thermalization hypothesis, through a short-time evolution of the model

Similarity solutions of reaction–diffusion equation with space- and time-dependent diffusion and reaction terms

Energy Technology Data Exchange (ETDEWEB)

Ho, C.-L. [Department of Physics, Tamkang University, Tamsui 25137, Taiwan (China); Lee, C.-C., E-mail: chieh.no27@gmail.com [Center of General Education, Aletheia University, Tamsui 25103, Taiwan (China)

2016-01-15

We consider solvability of the generalized reaction–diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction–diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction–diffusion systems. Several representative examples of exactly solvable reaction–diffusion equations are presented.

Effective electrodiffusion equation for non-uniform nanochannels.

Science.gov (United States)

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

2013-06-28

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

Numerical solutions of diffusive logistic equation

International Nuclear Information System (INIS)

Afrouzi, G.A.; Khademloo, S.

2007-01-01

In this paper we investigate numerically positive solutions of a superlinear Elliptic equation on bounded domains. The study of Diffusive logistic equation continues to be an active field of research. The subject has important applications to population migration as well as many other branches of science and engineering. In this paper the 'finite difference scheme' will be developed and compared for solving the one- and three-dimensional Diffusive logistic equation. The basis of the analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from many authors these years

Computing generalized Langevin equations and generalized Fokker-Planck equations.

Science.gov (United States)

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.

Analyzing a stochastic time series obeying a second-order differential equation.

Science.gov (United States)

Lehle, B; Peinke, J

2015-06-01

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.

DCXE, Time-Dependent Xe Diffusion in Non-Multiplying Slab

International Nuclear Information System (INIS)

Horikami, K.; Kawasaki, S.

1969-01-01

1 - Nature of physical problem solved: Programme DCXE was designed for the analysis of the diffusion phenomena of xenon in non-multiplying media (slab geometry) and solves the Fick's second diffusion equation with boundary conditions. Initial distribution of xenon in the media at time 0 and 0 value of distribution at both ends of media at any positive time. 2 - Method of solution: Difference approximation is used to solve Fick's second diffusion equation. Strict stability condition is chosen between time and spatial intervals

DCXE, Time-Dependent Xe Diffusion in Non-Multiplying Slab

Energy Technology Data Exchange (ETDEWEB)

Horikami, K; Kawasaki, S [Japan Atomic Energy Research Institute, Tokai, Ibaraki (Japan)

1969-01-01

1 - Nature of physical problem solved: Programme DCXE was designed for the analysis of the diffusion phenomena of xenon in non-multiplying media (slab geometry) and solves the Fick's second diffusion equation with boundary conditions. Initial distribution of xenon in the media at time 0 and 0 value of distribution at both ends of media at any positive time. 2 - Method of solution: Difference approximation is used to solve Fick's second diffusion equation. Strict stability condition is chosen between time and spatial intervals.

Semiclassical evolution of dissipative Markovian systems

International Nuclear Information System (INIS)

Ozorio de Almeida, A M; Rios, P de M; Brodier, O

2009-01-01

A semiclassical approximation for an evolving density operator, driven by a 'closed' Hamiltonian operator and 'open' Markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the Wigner function. It reduces to an exact solution of the Lindblad master equation if the Hamiltonian operator is a quadratic function and the Lindblad operators are linear functions of positions and momenta. Initially, the semiclassical formulae for the case of Hermitian Lindblad operators are reinterpreted in terms of a (real) double phase space, generated by an appropriate classical double Hamiltonian. An extra 'open' term is added to the double Hamiltonian by the non-Hermitian part of the Lindblad operators in the general case of dissipative Markovian evolution. The particular case of generic Hamiltonian operators, but linear dissipative Lindblad operators, is studied in more detail. A Liouville-type equivariance still holds for the corresponding classical evolution in double phase space, but the centre subspace, which supports the Wigner function, is compressed, along with expansion of its conjugate subspace, which supports the chord function. Decoherence narrows the relevant region of double phase space to the neighbourhood of a caustic for both the Wigner function and the chord function. This difficulty is avoided by a propagator in a mixed representation, so that a further 'small-chord' approximation leads to a simple generalization of the quadratic theory for evolving Wigner functions

Fractional diffusion models of transport in magnetically confined plasmas

International Nuclear Information System (INIS)

Castillo-Negrete, D. del; Carreras, B. A.; Lynch, V. E.

2005-01-01

Experimental and theoretical evidence suggests that transport in magnetically confined fusion plasmas deviates from the standard diffusion paradigm. Some examples include the confinement time scaling in L-mode plasmas, rapid pulse propagation phenomena, and inward transport in off-axis fueling experiments. The limitations of the diffusion paradigm can be traced back to the restrictive assumptions in which it is based. In particular, Fick's law, one of the cornerstones of diffusive transport, assumes that the fluxes only depend on local quantities, i. e. the spatial gradient of the field (s). another key issue is the Markovian assumption that neglects memory effects. Also, at a microscopic level, standard diffusion assumes and underlying Gaussian, uncorrelated stochastic process (i. e. a Brownian random walk) with well defined characteristic spatio-temporal scales. Motivated by the need to develop models of non-diffusive transport, we discuss here a class of transport models base on the use of fractional derivative operators. The models incorporates in a unified way non-Fickian transport, non-Markovian processes or memory effects, and non-diffusive scaling. At a microscopic level, the models describe an underlying stochastic process without characteristic spatio-temporal scales that generalizes the Brownian random walk. As a concrete case study to motivate and test the model, we consider transport of tracers in three-dimensional, pressure-gradient-driven turbulence. We show that in this system transport is non-diffusive and cannot be described in the context of the standard diffusion parading. In particular, the probability density function (pdf) of the radial displacements of tracers is strongly non-Gaussian with algebraic decaying tails, and the moments of the tracer displacements exhibit super-diffusive scaling. there is quantitative agreement between the turbulence transport calculations and the proposed fractional diffusion model. In particular, the model

S2SA preconditioning for the Sn equations with strictly non negative spatial discretization

International Nuclear Information System (INIS)

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

2013-01-01

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

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Science.gov (United States)

Borges, G. M.; Ferreira, A. S.; da Silva, M. A. A.; Cressoni, J. C.; Viswanathan, G. M.; Mariz, A. M.

2012-09-01

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e.g., fractional Brownian motion, Lévy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation σt which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

Multi-diffusive nonlinear Fokker–Planck equation

International Nuclear Information System (INIS)

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

2017-01-01

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

Memory effects in turbulent diffusion

International Nuclear Information System (INIS)

Zagorodny, A.G.; Weiland, J.; Wilhelmsson, H.

1993-01-01

A non-Markovian approach is proposed for the derivation of the diffusion coefficient of saturated turbulence. A memory term accounting for nonlocal coherence effects is introduced in a new attempt to describe the transition between weak and strong turbulence. The result compares favourably with recent experiments as well as mode coupling simulations of fusion plasmas. (14 refs.)

Anomalous hydrodynamical dispersion and the Coats-Smith equation: the finite size effects

International Nuclear Information System (INIS)

Caceres, Manuel O.

2003-09-01

We investigate a family of probability distributions that shows anomalous hydrodynamics dispersion, by solving a particular class of coupled generalized master equations. The Fourier-Laplace solution is obtained analytically in terms of the matrix Green function method; then the Coats-Smith concentration profile is revisited in a particular case. Two models of disorder are worked out explicitly, and the mean current is asymptotically calculated. We present an approximation method to calculate the first passage time distribution for this stochastic transport process, and as an example an exact Markovian result is worked out; scaling results are also shown. We discuss the comparison with other different methods to work out complex diffusion phenomena in the presence of disordered multiple transport paths. Extensions when the models are non diffusive can also be solved in the Fourier-Laplace representation. (author)

The population and decay evolution of a qubit under the time-convolutionless master equation

International Nuclear Information System (INIS)

Huang Jiang; Fang Mao-Fa; Liu Xiang

2012-01-01

We consider the population and decay of a qubit under the electromagnetic environment. Employing the time-convolutionless master equation, we investigate the Markovian and non-Markovian behaviour of the corresponding perturbation expansion. The Jaynes-Cummings model on resonance is investigated. Some figures clearly show the different evolution behaviours. The reasons are interpreted in the paper. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

Amplitude equations for a sub-diffusive reaction-diffusion system

International Nuclear Information System (INIS)

Nec, Y; Nepomnyashchy, A A

2008-01-01

A sub-diffusive reaction-diffusion system with a positive definite memory operator and a nonlinear reaction term is analysed. Amplitude equations (Ginzburg-Landau type) are derived for short wave (Turing) and long wave (Hopf) bifurcation points

Implied Stopping Rules for American Basket Options from Markovian Projection

KAUST Repository

Bayer, Christian; Hä ppö lä , Juho; Tempone, Raul

2017-01-01

This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and the Black-Scholes models. In high dimensions, nonlinear partial differential equation methods for solving the problem become prohibitively costly due to the curse of dimensionality. Instead, this work proposes to use a stopping rule that depends on the dynamics of a low-dimensional Markovian projection of the given basket of assets. It is shown that the ability to approximate the original value function by a lower-dimensional approximation is a feature of the dynamics of the system and is unaffected by the path-dependent nature of the American basket option. Assuming that we know the density of the forward process and using the Laplace approximation, we first efficiently evaluate the diffusion coefficient corresponding to the low-dimensional Markovian projection of the basket. Then, we approximate the optimal early-exercise boundary of the option by solving a Hamilton-Jacobi-Bellman partial differential equation in the projected, low-dimensional space. The resulting near-optimal early-exercise boundary is used to produce an exercise strategy for the high-dimensional option, thereby providing a lower bound for the price of the American basket option. A corresponding upper bound is also provided. These bounds allow to assess the accuracy of the proposed pricing method. Indeed, our approximate early-exercise strategy provides a straightforward lower bound for the American basket option price. Following a duality argument due to Rogers, we derive a corresponding upper bound solving only the low-dimensional optimal control problem. Numerically, we show the feasibility of the method using baskets with dimensions up to fifty. In these examples, the resulting option price relative errors are only of the order of few percent.

Implied Stopping Rules for American Basket Options from Markovian Projection

KAUST Repository

Bayer, Christian

2017-05-01

This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and the Black-Scholes models. In high dimensions, nonlinear partial differential equation methods for solving the problem become prohibitively costly due to the curse of dimensionality. Instead, this work proposes to use a stopping rule that depends on the dynamics of a low-dimensional Markovian projection of the given basket of assets. It is shown that the ability to approximate the original value function by a lower-dimensional approximation is a feature of the dynamics of the system and is unaffected by the path-dependent nature of the American basket option. Assuming that we know the density of the forward process and using the Laplace approximation, we first efficiently evaluate the diffusion coefficient corresponding to the low-dimensional Markovian projection of the basket. Then, we approximate the optimal early-exercise boundary of the option by solving a Hamilton-Jacobi-Bellman partial differential equation in the projected, low-dimensional space. The resulting near-optimal early-exercise boundary is used to produce an exercise strategy for the high-dimensional option, thereby providing a lower bound for the price of the American basket option. A corresponding upper bound is also provided. These bounds allow to assess the accuracy of the proposed pricing method. Indeed, our approximate early-exercise strategy provides a straightforward lower bound for the American basket option price. Following a duality argument due to Rogers, we derive a corresponding upper bound solving only the low-dimensional optimal control problem. Numerically, we show the feasibility of the method using baskets with dimensions up to fifty. In these examples, the resulting option price relative errors are only of the order of few percent.

Fractional Diffusion Limit for Collisional Kinetic Equations

KAUST Repository

Mellet, Antoine

2010-08-20

This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is a Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise to a diffusion equation. In this paper, we consider situations in which the equilibrium distribution function is a heavy-tailed distribution with infinite variance. We then show that for an appropriate time scale, the small mean free path limit gives rise to a fractional diffusion equation. © 2010 Springer-Verlag.

Nodal spectrum method for solving neutron diffusion equation

International Nuclear Information System (INIS)

Sanchez, D.; Garcia, C. R.; Barros, R. C. de; Milian, D.E.

1999-01-01

Presented here is a new numerical nodal method for solving static multidimensional neutron diffusion equation in rectangular geometry. Our method is based on a spectral analysis of the nodal diffusion equations. These equations are obtained by integrating the diffusion equation in X, Y directions and then considering flat approximations for the current. These flat approximations are the only approximations that are considered in this method, as a result the numerical solutions are completely free from truncation errors. We show numerical results to illustrate the methods accuracy for coarse mesh calculations

From quantum stochastic differential equations to Gisin-Percival state diffusion

Science.gov (United States)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

Entanglement backflow under the composite effect of two non-Markovian reservoirs

International Nuclear Information System (INIS)

Li, Jun-Gang; Zou, Jian; Shao, Bin

2012-01-01

The entanglement backflow of two qubits coupled to two independent reservoirs is investigated. It is found that under the collective effects of the two independent reservoirs, the entanglement backflow of the qubits does not always increase with the increase of the non-Markovianity of one of the reservoirs but demonstrates an intricate behavior. Interestingly, the action of one reservoir can affect the other reservoir's contribution to the entanglement backflow even when the two reservoirs are independent. -- Highlights: ► We study entanglement backflow of two qubits coupled to two independent reservoirs. ► We find that the entanglement backflow demonstrates an intricate behavior. ► The action of one reservoir can affect the contribution of the other reservoir.

Decoherence suppression of tripartite entanglement in non-Markovian environments by using weak measurements

Energy Technology Data Exchange (ETDEWEB)

Ding, Zhi-yong [School of Physics & Material Science, Anhui University, Hefei 230039 (China); School of Physics & Electronic Engineering, Fuyang Normal University, Fuyang 236037 (China); He, Juan, E-mail: juanhe78@163.com [School of Physics & Electronic Engineering, Fuyang Normal University, Fuyang 236037 (China); Ye, Liu, E-mail: yeliu@ahu.edu.cn [School of Physics & Material Science, Anhui University, Hefei 230039 (China)

2017-02-15

A feasible scheme for protecting the Greenberger–Horne–Zeilinger (GHZ) entanglement state in non-Markovian environments is proposed. It consists of prior weak measurement on each qubit before the interaction with decoherence environments followed by post quantum measurement reversals. It is shown that both the fidelity and concurrence of the GHZ state can be effectively improved. Meanwhile, we also verified that our scenario can enhance tripartite nonlocality remarkably. In addition, the result indicates that the larger the weak measurement strength, the better the effectiveness of the scheme with the lower success probability.

Fractional diffusion equation for heterogeneous medium

International Nuclear Information System (INIS)

Polo L, M. A.; Espinosa M, E. G.; Espinosa P, G.; Del Valle G, E.

2011-11-01

The asymptotic diffusion approximation for the Boltzmann (transport) equation was developed in 1950 decade in order to describe the diffusion of a particle in an isotropic medium, considers that the particles have a diffusion infinite velocity. In this work is developed a new approximation where is considered that the particles have a finite velocity, with this model is possible to describe the behavior in an anomalous medium. According with these ideas the model was obtained from the Fick law, where is considered that the temporal term of the current vector is not negligible. As a result the diffusion equation of fractional order which describes the dispersion of particles in a highly heterogeneous or disturbed medium is obtained, i.e., in a general medium. (Author)

The generalized Airy diffusion equation

Directory of Open Access Journals (Sweden)

Frank M. Cholewinski

2003-08-01

Full Text Available Solutions of a generalized Airy diffusion equation and an associated nonlinear partial differential equation are obtained. Trigonometric type functions are derived for a third order generalized radial Euler type operator. An associated complex variable theory and generalized Cauchy-Euler equations are obtained. Further, it is shown that the Airy expansions can be mapped onto the Bessel Calculus of Bochner, Cholewinski and Haimo.

Stochastic wave-function simulation of irreversible emission processes for open quantum systems in a non-Markovian environment

Science.gov (United States)

Polyakov, Evgeny A.; Rubtsov, Alexey N.

2018-02-01

When conducting the numerical simulation of quantum transport, the main obstacle is a rapid growth of the dimension of entangled Hilbert subspace. The Quantum Monte Carlo simulation techniques, while being capable of treating the problems of high dimension, are hindered by the so-called "sign problem". In the quantum transport, we have fundamental asymmetry between the processes of emission and absorption of environment excitations: the emitted excitations are rapidly and irreversibly scattered away. Whereas only a small part of these excitations is absorbed back by the open subsystem, thus exercising the non-Markovian self-action of the subsystem onto itself. We were able to devise a method for the exact simulation of the dominant quantum emission processes, while taking into account the small backaction effects in an approximate self-consistent way. Such an approach allows us to efficiently conduct simulations of real-time dynamics of small quantum subsystems immersed in non-Markovian bath for large times, reaching the quasistationary regime. As an example we calculate the spatial quench dynamics of Kondo cloud for a bozonized Kodno impurity model.

Symmetry properties of fractional diffusion equations

Energy Technology Data Exchange (ETDEWEB)

Gazizov, R K; Kasatkin, A A; Lukashchuk, S Yu [Ufa State Aviation Technical University, Karl Marx strausse 12, Ufa (Russian Federation)], E-mail: gazizov@mail.rb.ru, E-mail: alexei_kasatkin@mail.ru, E-mail: lsu@mail.rb.ru

2009-10-15

In this paper, nonlinear anomalous diffusion equations with time fractional derivatives (Riemann-Liouville and Caputo) of the order of 0-2 are considered. Lie point symmetries of these equations are investigated and compared. Examples of using the obtained symmetries for constructing exact solutions of the equations under consideration are presented.

Feynman-Kac equations for reaction and diffusion processes

Science.gov (United States)

Hou, Ru; Deng, Weihua

2018-04-01

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

Basic Studies of Non-Diffusive Transport in Plasmas

Energy Technology Data Exchange (ETDEWEB)

Morales, George J. [University of California, Los Angeles, CA (United States); Maggs, James E. [University of California, Los Angeles, CA (United States)

2014-10-25

The project expanded and developed mathematical descriptions, and corresponding numerical modeling, of non-diffusive transport to incorporate new perspectives derived from basic transport experiments performed in the LAPD device at UCLA, and at fusion devices throughout the world. By non-diffusive it is meant that the transport of fundamental macroscopic parameters of a system, such as temperature and density, does not follow the standard diffusive behavior predicted by a classical Fokker-Planck equation. The appearance of non-diffusive behavior is often related to underlying microscopic processes that cause the value of a system parameter, at one spatial position, to be linked to distant events, i.e., non-locality. In the LAPD experiments the underlying process was traced to large amplitude, coherent drift-waves that give rise to chaotic trajectories. Significant advances were made in this project. The results have lead to a new perspective about the fundamentals of edge transport in magnetically confined plasmas; the insight has important consequences for worldwide studies in fusion devices. Progress was also made in advancing the mathematical techniques used to describe fractional diffusion.

Markovian Limit of a Spatio-Temporal Correlated Open Systems

Science.gov (United States)

Monnai, T.

Large fluctuation of Brownian particles is affected by the finiteness of the correlation length of the background noise field. Indeed a Fokker—Planck equation is derived in a Markovian limit of a spatio-temporal short correlated noise. Corresponding kinetic quantities are renormalized due to the spatio-temporal memory. We also investigate the case of open system by connecting a thermostat to the system.

Neutron transport equation - indications on homogenization and neutron diffusion

International Nuclear Information System (INIS)

Argaud, J.P.

1992-06-01

In PWR nuclear reactor, the practical study of the neutrons in the core uses diffusion equation to describe the problem. On the other hand, the most correct method to describe these neutrons is to use the Boltzmann equation, or neutron transport equation. In this paper, we give some theoretical indications to obtain a diffusion equation from the general transport equation, with some simplifying hypothesis. The work is organised as follows: (a) the most general formulations of the transport equation are presented: integro-differential equation and integral equation; (b) the theoretical approximation of this Boltzmann equation by a diffusion equation is introduced, by the way of asymptotic developments; (c) practical homogenization methods of transport equation is then presented. In particular, the relationships with some general and useful methods in neutronic are shown, and some homogenization methods in energy and space are indicated. A lot of other points of view or complements are detailed in the text or the remarks

Fitting Markovian binary trees using global and individual demographic data

OpenAIRE

Hautphenne, Sophie; Massaro, Melanie; Turner, Katharine

2017-01-01

We consider a class of branching processes called Markovian binary trees, in which the individuals lifetime and reproduction epochs are modeled using a transient Markovian arrival process (TMAP). We estimate the parameters of the TMAP based on population data containing information on age-specific fertility and mortality rates. Depending on the degree of detail of the available data, a weighted non-linear regression method or a maximum likelihood method is applied. We discuss the optimal choi...

New Insights into the Fractional Order Diffusion Equation Using Entropy and Kurtosis.

Science.gov (United States)

Ingo, Carson; Magin, Richard L; Parrish, Todd B

2014-11-01

Fractional order derivative operators offer a concise description to model multi-scale, heterogeneous and non-local systems. Specifically, in magnetic resonance imaging, there has been recent work to apply fractional order derivatives to model the non-Gaussian diffusion signal, which is ubiquitous in the movement of water protons within biological tissue. To provide a new perspective for establishing the utility of fractional order models, we apply entropy for the case of anomalous diffusion governed by a fractional order diffusion equation generalized in space and in time. This fractional order representation, in the form of the Mittag-Leffler function, gives an entropy minimum for the integer case of Gaussian diffusion and greater values of spectral entropy for non-integer values of the space and time derivatives. Furthermore, we consider kurtosis, defined as the normalized fourth moment, as another probabilistic description of the fractional time derivative. Finally, we demonstrate the implementation of anomalous diffusion, entropy and kurtosis measurements in diffusion weighted magnetic resonance imaging in the brain of a chronic ischemic stroke patient.

New Insights into the Fractional Order Diffusion Equation Using Entropy and Kurtosis

Directory of Open Access Journals (Sweden)

Carson Ingo

2014-11-01

Full Text Available Fractional order derivative operators offer a concise description to model multi-scale, heterogeneous and non-local systems. Specifically, in magnetic resonance imaging, there has been recent work to apply fractional order derivatives to model the non-Gaussian diffusion signal, which is ubiquitous in the movement of water protons within biological tissue. To provide a new perspective for establishing the utility of fractional order models, we apply entropy for the case of anomalous diffusion governed by a fractional order diffusion equation generalized in space and in time. This fractional order representation, in the form of the Mittag–Leffler function, gives an entropy minimum for the integer case of Gaussian diffusion and greater values of spectral entropy for non-integer values of the space and time derivatives. Furthermore, we consider kurtosis, defined as the normalized fourth moment, as another probabilistic description of the fractional time derivative. Finally, we demonstrate the implementation of anomalous diffusion, entropy and kurtosis measurements in diffusion weighted magnetic resonance imaging in the brain of a chronic ischemic stroke patient.

Diffusion phenomenon for linear dissipative wave equations

KAUST Repository

Said-Houari, Belkacem

2012-01-01

In this paper we prove the diffusion phenomenon for the linear wave equation. To derive the diffusion phenomenon, a new method is used. In fact, for initial data in some weighted spaces, we prove that for {equation presented} decays with the rate {equation presented} [0,1] faster than that of either u or v, where u is the solution of the linear wave equation with initial data {equation presented} [0,1], and v is the solution of the related heat equation with initial data v 0 = u 0 + u 1. This result improves the result in H. Yang and A. Milani [Bull. Sci. Math. 124 (2000), 415-433] in the sense that, under the above restriction on the initial data, the decay rate given in that paper can be improved by t -γ/2. © European Mathematical Society.

Bifurcation of positive solutions to scalar reaction-diffusion equations with nonlinear boundary condition

Science.gov (United States)

Liu, Ping; Shi, Junping

2018-01-01

The bifurcation of non-trivial steady state solutions of a scalar reaction-diffusion equation with nonlinear boundary conditions is considered using several new abstract bifurcation theorems. The existence and stability of positive steady state solutions are proved using a unified approach. The general results are applied to a Laplace equation with nonlinear boundary condition and bistable nonlinearity, and an elliptic equation with superlinear nonlinearity and sublinear boundary conditions.

Separating variables in two-way diffusion equations

International Nuclear Information System (INIS)

Fisch, N.J.; Kruskal, M.D.

1979-10-01

It is shown that solutions to a class of diffusion equations of the two-way type may be found by a method akin to separation of variables. The difficulty with such equations is that the boundary data must be specified partly as initial and partly as final conditions. In contrast to the one-way diffusion equation, where the solution separates only into decaying eigenfunctions, the two-way equations separate into both decaying and growing eigenfunctions. Criteria are set forth for the existence of linear eigenfunctions, which may not be found directly by separating variables. A speculation with interesting ramifications is that the growing and decaying eigenfunctions are separately complete in an appropriate half of the problem domain

Counting statistics of transport through Coulomb blockade nanostructures: High-order cumulants and non-Markovian effects

DEFF Research Database (Denmark)

Flindt, Christian; Novotny, Tomás; Braggio, Alessandro

2010-01-01

Recent experimental progress has made it possible to detect in real-time single electrons tunneling through Coulomb blockade nanostructures, thereby allowing for precise measurements of the statistical distribution of the number of transferred charges, the so-called full counting statistics...... interactions. Our recursive method can treat systems with many states as well as non-Markovian dynamics. We illustrate our approach with three examples of current experimental relevance: bunching transport through a two-level quantum dot, transport through a nanoelectromechanical system with dynamical Franck...

Iterative solutions of finite difference diffusion equations

International Nuclear Information System (INIS)

Menon, S.V.G.; Khandekar, D.C.; Trasi, M.S.

1981-01-01

The heterogeneous arrangement of materials and the three-dimensional character of the reactor physics problems encountered in the design and operation of nuclear reactors makes it necessary to use numerical methods for solution of the neutron diffusion equations which are based on the linear Boltzmann equation. The commonly used numerical method for this purpose is the finite difference method. It converts the diffusion equations to a system of algebraic equations. In practice, the size of this resulting algebraic system is so large that the iterative methods have to be used. Most frequently used iterative methods are discussed. They include : (1) basic iterative methods for one-group problems, (2) iterative methods for eigenvalue problems, and (3) iterative methods which use variable acceleration parameters. Application of Chebyshev theorem to iterative methods is discussed. The extension of the above iterative methods to multigroup neutron diffusion equations is also considered. These methods are applicable to elliptic boundary value problems in reactor design studies in particular, and to elliptic partial differential equations in general. Solution of sample problems is included to illustrate their applications. The subject matter is presented in as simple a manner as possible. However, a working knowledge of matrix theory is presupposed. (M.G.B.)

Exact analytical solutions for nonlinear reaction-diffusion equations

International Nuclear Information System (INIS)

Liu Chunping

2003-01-01

By using a direct method via the computer algebraic system of Mathematica, some exact analytical solutions to a class of nonlinear reaction-diffusion equations are presented in closed form. Subsequently, the hyperbolic function solutions and the triangular function solutions of the coupled nonlinear reaction-diffusion equations are obtained in a unified way

Speed ot travelling waves in reaction-diffusion equations

International Nuclear Information System (INIS)

Benguria, R.D.; Depassier, M.C.; Mendez, V.

2002-01-01

Reaction diffusion equations arise in several problems of population dynamics, flame propagation and others. In one dimensional cases the systems may evolve into travelling fronts. Here we concentrate on a reaction diffusion equation which arises as a simple model for chemotaxis and present results for the speed of the travelling fronts. (Author)

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

Study of ODE limit problems for reaction-diffusion equations

Directory of Open Access Journals (Sweden)

Jacson Simsen

2018-01-01

Full Text Available In this work we study ODE limit problems for reaction-diffusion equations for large diffusion and we study the sensitivity of nonlinear ODEs with respect to initial conditions and exponent parameters. Moreover, we prove continuity of the flow and weak upper semicontinuity of a family of global attractors for reaction-diffusion equations with spatially variable exponents when the exponents go to 2 in \\(L^{\\infty}(\\Omega\\ and the diffusion coefficients go to infinity.

Ground state solutions for non-local fractional Schrodinger equations

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Yang Pu

2015-08-01

Full Text Available In this article, we study a time-independent fractional Schrodinger equation with non-local (regional diffusion $$ (-\\Delta^{\\alpha}_{\\rho}u + V(xu = f(x,u \\quad \\text{in }\\mathbb{R}^{N}, $$ where $\\alpha \\in (0,1$, $N > 2\\alpha$. We establish the existence of a non-negative ground state solution by variational methods.

Monotonous property of non-oscillations of the damped Duffing's equation

International Nuclear Information System (INIS)

Feng Zhaosheng

2006-01-01

In this paper, we give a qualitative study to the damped Duffing's equation by means of the qualitative theory of planar systems. Under certain parametric conditions, the monotonous property of the bounded non-oscillations is obtained. Explicit exact solutions are obtained by a direct method and application of this approach to a reaction-diffusion equation is presented

Quantum Darwinism and non-Markovian dissipative dynamics from quantum phases of the spin-1/2 X X model

Science.gov (United States)

Giorgi, Gian Luca; Galve, Fernando; Zambrini, Roberta

2015-08-01

Quantum Darwinism explains the emergence of a classical description of objects in terms of the creation of many redundant registers in an environment containing their classical information. This amplification phenomenon, where only classical information reaches the macroscopic observer and through which different observers can agree on the objective existence of such object, has been revived lately for several types of situations, successfully explaining classicality. We explore quantum Darwinism in the setting of an environment made of two level systems which are initially prepared in the ground state of the XX model, which exhibits different phases; we find that the different phases have different abilities to redundantly acquire classical information about the system, the "ferromagnetic phase" being the only one able to complete quantum Darwinism. At the same time we relate this ability to how non-Markovian the system dynamics is, based on the interpretation that non-Markovian dynamics is associated with backflow of information from environment to system, thus spoiling the information transfer needed for Darwinism. Finally, we explore mixing of bath registers by allowing a small interaction among them, finding that this spoils the stored information as previously found in the literature.

The Dirichlet problem of a conformable advection-diffusion equation

Directory of Open Access Journals (Sweden)

Avci Derya

2017-01-01

Full Text Available The fractional advection-diffusion equations are obtained from a fractional power law for the matter flux. Diffusion processes in special types of porous media which has fractal geometry can be modelled accurately by using these equations. However, the existing nonlocal fractional derivatives seem complicated and also lose some basic properties satisfied by usual derivatives. For these reasons, local fractional calculus has recently been emerged to simplify the complexities of fractional models defined by nonlocal fractional operators. In this work, the conformable, a local, well-behaved and limit-based definition, is used to obtain a local generalized form of advection-diffusion equation. In addition, this study is devoted to give a local generalized description to the combination of diffusive flux governed by Fick’s law and the advection flux associated with the velocity field. As a result, the constitutive conformable advection-diffusion equation can be easily achieved. A Dirichlet problem for conformable advection-diffusion equation is derived by applying fractional Laplace transform with respect to time t and finite sin-Fourier transform with respect to spatial coordinate x. Two illustrative examples are presented to show the behaviours of this new local generalized model. The dependence of the solution on the fractional order of conformable derivative and the changing values of problem parameters are validated using graphics held by MATLcodes.

Reaction diffusion equations with boundary degeneracy

Directory of Open Access Journals (Sweden)

Huashui Zhan

2016-03-01

Full Text Available In this article, we consider the reaction diffusion equation $$ \\frac{\\partial u}{\\partial t} = \\Delta A(u,\\quad (x,t\\in \\Omega \\times (0,T, $$ with the homogeneous boundary condition. Inspired by the Fichera-Oleinik theory, if the equation is not only strongly degenerate in the interior of $\\Omega$, but also degenerate on the boundary, we show that the solution of the equation is free from any limitation of the boundary condition.

Enhanced finite difference scheme for the neutron diffusion equation using the importance function

International Nuclear Information System (INIS)

Vagheian, Mehran; Vosoughi, Naser; Gharib, Morteza

2016-01-01

Highlights: • An enhanced finite difference scheme for the neutron diffusion equation is proposed. • A seven-step algorithm is considered based on the importance function. • Mesh points are distributed through entire reactor core with respect to the importance function. • The results all proved that the proposed algorithm is highly efficient. - Abstract: Mesh point positions in Finite Difference Method (FDM) of discretization for the neutron diffusion equation can remarkably affect the averaged neutron fluxes as well as the effective multiplication factor. In this study, by aid of improving the mesh point positions, an enhanced finite difference scheme for the neutron diffusion equation is proposed based on the neutron importance function. In order to determine the neutron importance function, the adjoint (backward) neutron diffusion calculations are performed in the same procedure as for the forward calculations. Considering the neutron importance function, the mesh points can be improved through the entire reactor core. Accordingly, in regions with greater neutron importance, density of mesh elements is higher than that in regions with less importance. The forward calculations are then performed for both of the uniform and improved non-uniform mesh point distributions and the results (the neutron fluxes along with the corresponding eigenvalues) for the two cases are compared with each other. The results are benchmarked against the reference values (with fine meshes) for Kang and Rod Bundle BWR benchmark problems. These benchmark cases revealed that the improved non-uniform mesh point distribution is highly efficient.

Pattern formation due to non-linear vortex diffusion

Science.gov (United States)

Wijngaarden, Rinke J.; Surdeanu, R.; Huijbregtse, J. M.; Rector, J. H.; Dam, B.; Einfeld, J.; Wördenweber, R.; Griessen, R.

Penetration of magnetic flux in YBa 2Cu 3O 7 superconducting thin films in an external magnetic field is visualized using a magneto-optic technique. A variety of flux patterns due to non-linear vortex diffusion is observed: (1) Roughening of the flux front with scaling exponents identical to those observed in burning paper including two distinct regimes where respectively spatial disorder and temporal disorder dominate. In the latter regime Kardar-Parisi-Zhang behavior is found. (2) Fractal penetration of flux with Hausdorff dimension depending on the critical current anisotropy. (3) Penetration as ‘flux-rivers’. (4) The occurrence of commensurate and incommensurate channels in films with anti-dots as predicted in numerical simulations by Reichhardt, Olson and Nori. It is shown that most of the observed behavior is related to the non-linear diffusion of vortices by comparison with simulations of the non-linear diffusion equation appropriate for vortices.

Size dependent diffusive parameters and tensorial diffusion equations in neutronic models for optically small nuclear systems

International Nuclear Information System (INIS)

Premuda, F.

1983-01-01

Two lines in improved neutron diffusion theory extending the efficiency of finite-difference diffusion codes to the field of optically small systems, are here reviewed. The firs involves the nodal solution for tensorial diffusion equation in slab geometry and tensorial formulation in parallelepiped and cylindrical gemometry; the dependence of critical eigenvalue from small slab thicknesses is also analitically investigated and finally a regularized tensorial diffusion equation is derived for slab. The other line refer to diffusion models formally unchanged with respect to the classical one, but where new size-dependent RTGB definitions for diffusion parameters are adopted, requiring that they allow to reproduce, in diffusion approach, the terms of neutron transport global balance; the trascendental equation for the buckling, arising in slab, sphere and parallelepiped geometry from the above requirement, are reported and the sizedependence of the new diffusion coefficient and extrapolated end point is investigated

Perturbative approach to Markovian open quantum systems.

Science.gov (United States)

Li, Andy C Y; Petruccione, F; Koch, Jens

2014-05-08

The exact treatment of Markovian open quantum systems, when based on numerical diagonalization of the Liouville super-operator or averaging over quantum trajectories, is severely limited by Hilbert space size. Perturbation theory, standard in the investigation of closed quantum systems, has remained much less developed for open quantum systems where a direct application to the Lindblad master equation is desirable. We present such a perturbative treatment which will be useful for an analytical understanding of open quantum systems and for numerical calculation of system observables which would otherwise be impractical.

Some performance measures for vacation models with a batch Markovian arrival process

Directory of Open Access Journals (Sweden)

Sadrac K. Matendo

1994-01-01

Full Text Available We consider a single server infinite capacity queueing system, where the arrival process is a batch Markovian arrival process (BMAP. Particular BMAPs are the batch Poisson arrival process, the Markovian arrival process (MAP, many batch arrival processes with correlated interarrival times and batch sizes, and superpositions of these processes. We note that the MAP includes phase-type (PH renewal processes and non-renewal processes such as the Markov modulated Poisson process (MMPP.

Unconditionally stable diffusion-acceleration of the transport equation

International Nuclear Information System (INIS)

Larsen, E.W.

1982-01-01

The standard iterative procedure for solving fixed-source discrete-ordinates problems converges very slowly for problems in optically large regions with scattering ratios c near unity. The diffusion-synthetic acceleration method has been proposed to make use of the fact that for this class of problems the diffusion equation is often an accurate approximation to the transport equation. However, stability difficulties have historically hampered the implementation of this method for general transport differencing schemes. In this article we discuss a recently developed procedure for obtaining unconditionally stable diffusion-synthetic acceleration methods for various transport differencing schemes. We motivate the analysis by first discussing the exact transport equation; then we illustrate the procedure by deriving a new stable acceleration method for the linear discontinuous transport differencing scheme. We also provide some numerical results

Unconditionally stable diffusion-acceleration of the transport equation

International Nuclear Information System (INIS)

Larson, E.W.

1982-01-01

The standard iterative procedure for solving fixed-source discrete-ordinates problems converges very slowly for problems in optically thick regions with scattering ratios c near unity. The diffusion-synthetic acceleration method has been proposed to make use of the fact that for this class of problems, the diffusion equation is often an accurate approximation to the transport equation. However, stability difficulties have historically hampered the implementation of this method for general transport differencing schemes. In this article we discuss a recently developed procedure for obtaining unconditionally stable diffusion-synthetic acceleration methods for various transport differencing schemes. We motivate the analysis by first discussing the exact transport equation; then we illustrate the procedure by deriving a new stable acceleration method for the linear discontinuous transport differencing scheme. We also provide some numerical results

Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems

Science.gov (United States)

Zúñiga-Galindo, W. A.

2018-06-01

We initiate the study of non-Archimedean reaction-ultradiffusion equations and their connections with models of complex hierarchic systems. From a mathematical perspective, the equations studied here are the p-adic counterpart of the integro-differential models for phase separation introduced by Bates and Chmaj. Our equations are also generalizations of the ultradiffusion equations on trees studied in the 1980s by Ogielski, Stein, Bachas, Huberman, among others, and also generalizations of the master equations of the Avetisov et al models, which describe certain complex hierarchic systems. From a physical perspective, our equations are gradient flows of non-Archimedean free energy functionals and their solutions describe the macroscopic density profile of a bistable material whose space of states has an ultrametric structure. Some of our results are p-adic analogs of some well-known results in the Archimedean setting, however, the mechanism of diffusion is completely different due to the fact that it occurs in an ultrametric space.

Molecular dynamics on diffusive time scales from the phase-field-crystal equation.

Science.gov (United States)

Chan, Pak Yuen; Goldenfeld, Nigel; Dantzig, Jon

2009-03-01

We extend the phase-field-crystal model to accommodate exact atomic configurations and vacancies by requiring the order parameter to be non-negative. The resulting theory dictates the number of atoms and describes the motion of each of them. By solving the dynamical equation of the model, which is a partial differential equation, we are essentially performing molecular dynamics simulations on diffusive time scales. To illustrate this approach, we calculate the two-point correlation function of a fluid.

Hybrid diffusion-P3 equation in N-layered turbid media: steady-state domain.

Science.gov (United States)

Shi, Zhenzhi; Zhao, Huijuan; Xu, Kexin

2011-10-01

This paper discusses light propagation in N-layered turbid media. The hybrid diffusion-P3 equation is solved for an N-layered finite or infinite turbid medium in the steady-state domain for one point source using the extrapolated boundary condition. The Fourier transform formalism is applied to derive the analytical solutions of the fluence rate in Fourier space. Two inverse Fourier transform methods are developed to calculate the fluence rate in real space. In addition, the solutions of the hybrid diffusion-P3 equation are compared to the solutions of the diffusion equation and the Monte Carlo simulation. For the case of small absorption coefficients, the solutions of the N-layered diffusion equation and hybrid diffusion-P3 equation are almost equivalent and are in agreement with the Monte Carlo simulation. For the case of large absorption coefficients, the model of the hybrid diffusion-P3 equation is more precise than that of the diffusion equation. In conclusion, the model of the hybrid diffusion-P3 equation can replace the diffusion equation for modeling light propagation in the N-layered turbid media for a wide range of absorption coefficients.

Noninvasive Quantum Measurement of Arbitrary Operator Order by Engineered Non-Markovian Detectors

Science.gov (United States)

Bülte, Johannes; Bednorz, Adam; Bruder, Christoph; Belzig, Wolfgang

2018-04-01

The development of solid-state quantum technologies requires the understanding of quantum measurements in interacting, nonisolated quantum systems. In general, a permanent coupling of detectors to a quantum system leads to memory effects that have to be taken into account in interpreting the measurement results. We analyze a generic setup of two detectors coupled to a quantum system and derive a compact formula in the weak-measurement limit that interpolates between an instantaneous (text-book type) and almost continuous—detector dynamics-dependent—measurement. A quantum memory effect that we term "system-mediated detector-detector interaction" is crucial to observe noncommuting observables simultaneously. Finally, we propose a mesoscopic double-dot detector setup in which the memory effect is tunable and that can be used to explore the transition to non-Markovian quantum measurements experimentally.

Asymptotic Behavior for a Nonlocal Diffusion Equation in Domains with Holes

OpenAIRE

Cortazar, C.; Elgueta, M.; Quiros, F.; Wolanski, N.

2011-01-01

The paper deals with the asymptotic behavior of solutions to a non-local diffusion equation, $u_t=J*u-u:=Lu$, in an exterior domain, $\\Omega$, which excludes one or several holes, and with zero Dirichlet data on $\\mathbb{R}^N\\setminus\\Omega$. When the space dimension is three or more this behavior is given by a multiple of the fundamental solution of the heat equation away from the holes. On the other hand, if the solution is scaled according to its decay factor, close to the holes it behaves...

Solution of diffusion equation in deformable spheroids

Energy Technology Data Exchange (ETDEWEB)

Ayyoubzadeh, Seyed Mohsen [Department of Energy Engineering, Sharif University of Technology, Tehran (Iran, Islamic Republic of); Safari, Mohammad Javad, E-mail: iFluka@gmail.com [Department of Energy Engineering, Sharif University of Technology, Tehran (Iran, Islamic Republic of); Vosoughi, Naser [Department of Energy Engineering, Sharif University of Technology, Tehran (Iran, Islamic Republic of)

2011-05-15

Research highlights: > Developing an explicit solution for the diffusion equation in spheroidal geometry. > Proving an orthogonality relation for spheroidal eigenfunctions. > Developing a relation for the extrapolation distance in spheroidal geometry. > Considering the sphere and slab as limiting cases for a spheroid. > Cross-validation of the analytical solution with Monte Carlo simulations. - Abstract: The time-dependent diffusion of neutrons in a spheroid as a function of the focal distance has been studied. The solution is based on an orthogonal basis and an extrapolation distanced related boundary condition for the spheroidal geometry. It has been shown that spheres and disks are two limiting cases for the spheroids, for which there is a smooth transition for the systems properties between these two limits. Furthermore, it is demonstrated that a slight deformation from a sphere does not affect the fundamental mode properties, to the first order. The calculations for both multiplying and non-multiplying media have been undertaken, showing good agreement with direct Monte Carlo simulations.

Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise

Directory of Open Access Journals (Sweden)

Huiying Sun

2014-01-01

Full Text Available We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochastic Tn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs. Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.

Power-law tails and non-Markovian dynamics in open quantum systems: An exact solution from Keldysh field theory

Science.gov (United States)

Chakraborty, Ahana; Sensarma, Rajdeep

2018-03-01

The Born-Markov approximation is widely used to study the dynamics of open quantum systems coupled to external baths. Using Keldysh formalism, we show that the dynamics of a system of bosons (fermions) linearly coupled to a noninteracting bosonic (fermionic) bath falls outside this paradigm if the bath spectral function has nonanalyticities as a function of frequency. In this case, we show that the dissipative and noise kernels governing the dynamics have distinct power-law tails. The Green's functions show a short-time "quasi"-Markovian exponential decay before crossing over to a power-law tail governed by the nonanalyticity of the spectral function. We study a system of bosons (fermions) hopping on a one-dimensional lattice, where each site is coupled linearly to an independent bath of noninteracting bosons (fermions). We obtain exact expressions for the Green's functions of this system, which show power-law decay ˜|t - t'|-3 /2 . We use these to calculate the density and current profile, as well as unequal-time current-current correlators. While the density and current profiles show interesting quantitative deviations from Markovian results, the current-current correlators show qualitatively distinct long-time power-law tails |t - t'|-3 characteristic of non-Markovian dynamics. We show that the power-law decays survive in the presence of interparticle interaction in the system, but the crossover time scale is shifted to larger values with increasing interaction strength.

Diffusion-equation representations of landform evolution in the simplest circumstances: Appendix C

Science.gov (United States)

Hanks, Thomas C.

2009-01-01

The diffusion equation is one of the three great partial differential equations of classical physics. It describes the flow or diffusion of heat in the presence of temperature gradients, fluid flow in porous media in the presence of pressure gradients, and the diffusion of molecules in the presence of chemical gradients. [The other two equations are the wave equation, which describes the propagation of electromagnetic waves (including light), acoustic (sound) waves, and elastic (seismic) waves radiated from earthquakes; and LaPlace’s equation, which describes the behavior of electric, gravitational, and fluid potentials, all part of potential field theory. The diffusion equation reduces to LaPlace’s equation at steady state, when the field of interest does not depend on t. Poisson’s equation is LaPlace’s equation with a source term.

Support Operators Method for the Diffusion Equation in Multiple Materials

Energy Technology Data Exchange (ETDEWEB)

Winters, Andrew R. [Los Alamos National Laboratory; Shashkov, Mikhail J. [Los Alamos National Laboratory

2012-08-14

A second-order finite difference scheme for the solution of the diffusion equation on non-uniform meshes is implemented. The method allows the heat conductivity to be discontinuous. The algorithm is formulated on a one dimensional mesh and is derived using the support operators method. A key component of the derivation is that the discrete analog of the flux operator is constructed to be the negative adjoint of the discrete divergence, in an inner product that is a discrete analog of the continuum inner product. The resultant discrete operators in the fully discretized diffusion equation are symmetric and positive definite. The algorithm is generalized to operate on meshes with cells which have mixed material properties. A mechanism to recover intermediate temperature values in mixed cells using a limited linear reconstruction is introduced. The implementation of the algorithm is verified and the linear reconstruction mechanism is compared to previous results for obtaining new material temperatures.

Closed hierarchy of correlations in Markovian open quantum systems

International Nuclear Information System (INIS)

Žunkovič, Bojan

2014-01-01

We study the Lindblad master equation in the space of operators and provide simple criteria for closeness of the hierarchy of equations for correlations. We separately consider the time evolution of closed and open systems and show that open systems satisfying the closeness conditions are not necessarily of Gaussian type. In addition, we show that dissipation can induce the closeness of the hierarchy of correlations in interacting quantum systems. As an example we study an interacting optomechanical model, the Fermi–Hubbard model, and the Rabi model, all coupled to a fine-tuned Markovian environment and obtain exact analytic expressions for the time evolution of two-point correlations. (paper)

Cellular automata for spatiotemporal pattern formation from reaction–diffusion partial differential equations

International Nuclear Information System (INIS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

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

On Solution of a Fractional Diffusion Equation by Homotopy Transform Method

International Nuclear Information System (INIS)

Salah, A.; Hassan, S.S.A.

2012-01-01

The homotopy analysis transform method (HATM) is applied in this work in order to find the analytical solution of fractional diffusion equations (FDE). These equations are obtained from standard diffusion equations by replacing a second-order space derivative by a fractional derivative of order α and a first order time derivative by a fractional derivative. Furthermore, some examples are given. Numerical results show that the homotopy analysis transform method is easy to implement and accurate when applied to a fractional diffusion equations.

Some recent developments in non-equilibrium statistical physics

Indian Academy of Sciences (India)

: ... This canonical prescription is the starting point for studying a system in ... abilistic approach to non-equilibrium dynamics by treating the case of Markovian ..... equation in this network between the incoming flux and the outgoing flux at each.

On the integrability of the generalized Fisher-type nonlinear diffusion equations

International Nuclear Information System (INIS)

Wang Dengshan; Zhang Zhifei

2009-01-01

In this paper, the geometric integrability and Lax integrability of the generalized Fisher-type nonlinear diffusion equations with modified diffusion in (1+1) and (2+1) dimensions are studied by the pseudo-spherical surface geometry method and prolongation technique. It is shown that the (1+1)-dimensional Fisher-type nonlinear diffusion equation is geometrically integrable in the sense of describing a pseudo-spherical surface of constant curvature -1 only for m = 2, and the generalized Fisher-type nonlinear diffusion equations in (1+1) and (2+1) dimensions are Lax integrable only for m = 2. This paper extends the results in Bindu et al 2001 (J. Phys. A: Math. Gen. 34 L689) and further provides the integrability information of (1+1)- and (2+1)-dimensional Fisher-type nonlinear diffusion equations for m = 2

Development of Multigrid Methods for diffusion, Advection, and the incompressible Navier-Stokes Equations

Energy Technology Data Exchange (ETDEWEB)

Gjesdal, Thor

1997-12-31

This thesis discusses the development and application of efficient numerical methods for the simulation of fluid flows, in particular the flow of incompressible fluids. The emphasis is on practical aspects of algorithm development and on application of the methods either to linear scalar model equations or to the non-linear incompressible Navier-Stokes equations. The first part deals with cell centred multigrid methods and linear correction scheme and presents papers on (1) generalization of the method to arbitrary sized grids for diffusion problems, (2) low order method for advection-diffusion problems, (3) attempt to extend the basic method to advection-diffusion problems, (4) Fourier smoothing analysis of multicolour relaxation schemes, and (5) analysis of high-order discretizations for advection terms. The second part discusses a multigrid based on pressure correction methods, non-linear full approximation scheme, and papers on (1) systematic comparison of the performance of different pressure correction smoothers and some other algorithmic variants, low to moderate Reynolds numbers, and (2) systematic study of implementation strategies for high order advection schemes, high-Re flow. An appendix contains Fortran 90 data structures for multigrid development. 160 refs., 26 figs., 22 tabs.

Influence of Superconducting Leads Energy Gap on Electron Transport Through Double Quantum Dot by Markovian Quantum Master Equation Approach

International Nuclear Information System (INIS)

Afsaneh, E.; Yavari, H.

2014-01-01

The superconducting reservoir effect on the current carrying transport of a double quantum dot in Markovian regime is investigated. For this purpose, a quantum master equation at finite temperature is derived for the many-body density matrix of an open quantum system. The dynamics and the steady-state properties of the double quantum dot system for arbitrary bias are studied. We will show that how the populations and coherencies of the system states are affected by superconducting leads. The energy parameter of system contains essentially four contributions due to dots system-electrodes coupling, intra dot coupling, two quantum dots inter coupling and superconducting gap. The coupling effect of each energy contribution is applied to currents and coherencies results. In addition, the effect of energy gap is studied by considering the amplitude and lifetime of coherencies to get more current through the system. (author)

Nodal methods with non linear feedback for the three dimensional resolution of the diffusion's multigroup equations

International Nuclear Information System (INIS)

Ferri, A.A.

1986-01-01

Nodal methods applied in order to calculate the power distribution in a nuclear reactor core are presented. These methods have received special attention, because they yield accurate results in short computing times. Present nodal schemes contain several unknowns per node and per group. In the methods presented here, non linear feedback of the coupling coefficients has been applied to reduce this number to only one unknown per node and per group. The resulting algorithm is a 7- points formula, and the iterative process has proved stable in the response matrix scheme. The intranodal flux shape is determined by partial integration of the diffusion equations over two of the coordinates, leading to a set of three coupled one-dimensional equations. These can be solved by using a polynomial approximation or by integration (analytic solution). The tranverse net leakage is responsible for the coupling between the spatial directions, and two alternative methods are presented to evaluate its shape: direct parabolic approximation and local model expansion. Numerical results, which include the IAEA two-dimensional benchmark problem illustrate the efficiency of the developed methods. (M.E.L.) [es

Linear fractional diffusion-wave equation for scientists and engineers

CERN Document Server

Povstenko, Yuriy

2015-01-01

This book systematically presents solutions to the linear time-fractional diffusion-wave equation. It introduces the integral transform technique and discusses the properties of the Mittag-Leffler, Wright, and Mainardi functions that appear in the solutions. The time-nonlocal dependence between the flux and the gradient of the transported quantity with the “long-tail” power kernel results in the time-fractional diffusion-wave equation with the Caputo fractional derivative. Time-nonlocal generalizations of classical Fourier’s, Fick’s and Darcy’s laws are considered and different kinds of boundary conditions for this equation are discussed (Dirichlet, Neumann, Robin, perfect contact). The book provides solutions to the fractional diffusion-wave equation with one, two and three space variables in Cartesian, cylindrical and spherical coordinates. The respective sections of the book can be used for university courses on fractional calculus, heat and mass transfer, transport processes in porous media and ...

Anomalous transport in turbulent plasmas and continuous time random walks

International Nuclear Information System (INIS)

Balescu, R.

1995-01-01

The possibility of a model of anomalous transport problems in a turbulent plasma by a purely stochastic process is investigated. The theory of continuous time random walks (CTRW's) is briefly reviewed. It is shown that a particular class, called the standard long tail CTRW's is of special interest for the description of subdiffusive transport. Its evolution is described by a non-Markovian diffusion equation that is constructed in such a way as to yield exact values for all the moments of the density profile. The concept of a CTRW model is compared to an exact solution of a simple test problem: transport of charged particles in a fluctuating magnetic field in the limit of infinite perpendicular correlation length. Although the well-known behavior of the mean square displacement proportional to t 1/2 is easily recovered, the exact density profile cannot be modeled by a CTRW. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW

Entropy stable modeling of non-isothermal multi-component diffuse-interface two-phase flows with realistic equations of state

KAUST Repository

Kou, Jisheng

2018-02-25

In this paper, we consider mathematical modeling and numerical simulation of non-isothermal compressible multi-component diffuse-interface two-phase flows with realistic equations of state. A general model with general reference velocity is derived rigorously through thermodynamical laws and Onsager\\'s reciprocal principle, and it is capable of characterizing compressibility and partial miscibility between multiple fluids. We prove a novel relation among the pressure, temperature and chemical potentials, which results in a new formulation of the momentum conservation equation indicating that the gradients of chemical potentials and temperature become the primary driving force of the fluid motion except for the external forces. A key challenge in numerical simulation is to develop entropy stable numerical schemes preserving the laws of thermodynamics. Based on the convex-concave splitting of Helmholtz free energy density with respect to molar densities and temperature, we propose an entropy stable numerical method, which solves the total energy balance equation directly, and thus, naturally satisfies the first law of thermodynamics. Unconditional entropy stability (the second law of thermodynamics) of the proposed method is proved by estimating the variations of Helmholtz free energy and kinetic energy with time steps. Numerical results validate the proposed method.

Entropy stable modeling of non-isothermal multi-component diffuse-interface two-phase flows with realistic equations of state

KAUST Repository

Kou, Jisheng; Sun, Shuyu

2018-01-01

In this paper, we consider mathematical modeling and numerical simulation of non-isothermal compressible multi-component diffuse-interface two-phase flows with realistic equations of state. A general model with general reference velocity is derived rigorously through thermodynamical laws and Onsager's reciprocal principle, and it is capable of characterizing compressibility and partial miscibility between multiple fluids. We prove a novel relation among the pressure, temperature and chemical potentials, which results in a new formulation of the momentum conservation equation indicating that the gradients of chemical potentials and temperature become the primary driving force of the fluid motion except for the external forces. A key challenge in numerical simulation is to develop entropy stable numerical schemes preserving the laws of thermodynamics. Based on the convex-concave splitting of Helmholtz free energy density with respect to molar densities and temperature, we propose an entropy stable numerical method, which solves the total energy balance equation directly, and thus, naturally satisfies the first law of thermodynamics. Unconditional entropy stability (the second law of thermodynamics) of the proposed method is proved by estimating the variations of Helmholtz free energy and kinetic energy with time steps. Numerical results validate the proposed method.

Intermittent Motion, Nonlinear Diffusion Equation and Tsallis Formalism

Directory of Open Access Journals (Sweden)

Ervin K. Lenzi

2017-01-01

Full Text Available We investigate an intermittent process obtained from the combination of a nonlinear diffusion equation and pauses. We consider the porous media equation with reaction terms related to the rate of switching the particles from the diffusive mode to the resting mode or switching them from the resting to the movement. The results show that in the asymptotic limit of small and long times, the spreading of the system is essentially governed by the diffusive term. The behavior exhibited for intermediate times depends on the rates present in the reaction terms. In this scenario, we show that, in the asymptotic limits, the distributions for this process are given by in terms of power laws which may be related to the q-exponential present in the Tsallis statistics. Furthermore, we also analyze a situation characterized by different diffusive regimes, which emerges when the diffusive term is a mixing of linear and nonlinear terms.

Modeling non-Fickian dispersion by use of the velocity PDF on the pore scale

Science.gov (United States)

Kooshapur, Sheema; Manhart, Michael

2015-04-01

For obtaining a description of reactive flows in porous media, apart from the geometrical complications of resolving the velocities and scalar values, one has to deal with the additional reactive term in the transport equation. An accurate description of the interface of the reacting fluids - which is strongly influenced by dispersion- is essential for resolving this term. In REV-based simulations the reactive term needs to be modeled taking sub-REV fluctuations and possibly non-Fickian dispersion into account. Non-Fickian dispersion has been observed in strongly heterogeneous domains and in early phases of transport. A fully resolved solution of the Navier-Stokes and transport equations which yields a detailed description of the flow properties, dispersion, interfaces of fluids, etc. however, is not practical for domains containing more than a few thousand grains, due to the huge computational effort required. Through Probability Density Function (PDF) based methods, the velocity distribution in the pore space can facilitate the understanding and modelling of non-Fickian dispersion [1,2]. Our aim is to model the transition between non-Fickian and Fickian dispersion in a random sphere pack within the framework of a PDF based transport model proposed by Meyer and Tchelepi [1,3]. They proposed a stochastic transport model where velocity components of tracer particles are represented by a continuous Markovian stochastic process. In addition to [3], we consider the effects of pore scale diffusion and formulate a different stochastic equation for the increments in velocity space from first principles. To assess the terms in this equation, we performed Direct Numerical Simulations (DNS) for solving the Navier-Stokes equation on a random sphere pack. We extracted the PDFs and statistical moments (up to the 4th moment) of the stream-wise velocity, u, and first and second order velocity derivatives both independent and conditioned on velocity. By using this data and

Nonperturbative non-Markovian quantum master equation: Validity and limitation to calculate nonlinear response functions

Science.gov (United States)

Ishizaki, Akihito; Tanimura, Yoshitaka

2008-05-01

Based on the influence functional formalism, we have derived a nonperturbative equation of motion for a reduced system coupled to a harmonic bath with colored noise in which the system-bath coupling operator does not necessarily commute with the system Hamiltonian. The resultant expression coincides with the time-convolutionless quantum master equation derived from the second-order perturbative approximation, which is also equivalent to a generalized Redfield equation. This agreement occurs because, in the nonperturbative case, the relaxation operators arise from the higher-order system-bath interaction that can be incorporated into the reduced density matrix as the influence operator; while the second-order interaction remains as a relaxation operator in the equation of motion. While the equation describes the exact dynamics of the density matrix beyond weak system-bath interactions, it does not have the capability to calculate nonlinear response functions appropriately. This is because the equation cannot describe memory effects which straddle the external system interactions due to the reduced description of the bath. To illustrate this point, we have calculated the third-order two-dimensional (2D) spectra for a two-level system from the present approach and the hierarchically coupled equations approach that can handle quantal system-bath coherence thanks to its hierarchical formalism. The numerical demonstration clearly indicates the lack of the system-bath correlation in the present formalism as fast dephasing profiles of the 2D spectra.

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

Science.gov (United States)

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

Numerical analysis for the fractional diffusion and fractional Buckmaster equation by the two-step Laplace Adam-Bashforth method

Science.gov (United States)

Jain, Sonal

2018-01-01

In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.

Stochastic quantization of a topological quantum mechanical model

International Nuclear Information System (INIS)

Antunes, Sergio; Krein, Gastao; Menezes, Gabriel; Svaiter, Nami Fux

2011-01-01

Full text: Stochastic quantization of complex actions has been extensively studied in the literature. In these models, a Markovian Langevin equation is used in order to study the quantization of such systems. In such papers, the advantages of the Markovian stochastic quantization method were explored and exposed. However, many drawbacks of the method were also pointed out, such as instability of the simulations with absence of convergence and sometimes convergence to the wrong limit. Indeed, although several alternative methods have been proposed to deal with interesting physical systems where the action is complex, these approaches do not suggest any general way of solving the particular difficulties that arise in each situation. Here, we wish to make contributions to the program of stochastic quantization of theories with imaginary action by investigating the consequences of a non-Markovian stochastic quantization in a particular situation, namely a quantum mechanical topological action. We analyze the Markovian stochastic quantization for a topological quantum mechanical action which is analog to a Maxwell-Chern-Simons action in the Weyl gauge. Afterwards we consider a Langevin equation with memory kernel and Einstein's relations with colored noise. We show that convergence towards equilibrium is achieved in both regimes. We also sketch a simple numerical analysis to investigate the possible advantages of non-Markovian procedure over the usual Markovian quantization. Both retarded Green's function for the diffusion problem are considered in such analysis. We show that, although the results indicated that the effect of memory kernel, as usually expected, is to delay the convergence to equilibrium, non-Markovian systems imply a faster decay compared to Markovian ones as well as smoother convergence to equilibrium. (author)

Fractional Number Operator and Associated Fractional Diffusion Equations

Science.gov (United States)

Rguigui, Hafedh

2018-03-01

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

Initial-boundary value problems for multi-term time-fractional diffusion equations with x-dependent coefficients

OpenAIRE

Li, Zhiyuan; Huang, Xinchi; Yamamoto, Masahiro

2018-01-01

In this paper, we discuss an initial-boundary value problem (IBVP) for the multi-term time-fractional diffusion equation with x-dependent coefficients. By means of the Mittag-Leffler functions and the eigenfunction expansion, we reduce the IBVP to an equivalent integral equation to show the unique existence and the analyticity of the solution for the equation. Especially, in the case where all the coefficients of the time-fractional derivatives are non-negative, by the Laplace and inversion L...

Differential constraints and exact solutions of nonlinear diffusion equations

International Nuclear Information System (INIS)

Kaptsov, Oleg V; Verevkin, Igor V

2003-01-01

The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries

On an adaptive time stepping strategy for solving nonlinear diffusion equations

International Nuclear Information System (INIS)

Chen, K.; Baines, M.J.; Sweby, P.K.

1993-01-01

A new time step selection procedure is proposed for solving non- linear diffusion equations. It has been implemented in the ASWR finite element code of Lorenz and Svoboda [10] for 2D semiconductor process modelling diffusion equations. The strategy is based on equi-distributing the local truncation errors of the numerical scheme. The use of B-splines for interpolation (as well as for the trial space) results in a banded and diagonally dominant matrix. The approximate inverse of such a matrix can be provided to a high degree of accuracy by another banded matrix, which in turn can be used to work out the approximate finite difference scheme corresponding to the ASWR finite element method, and further to calculate estimates of the local truncation errors of the numerical scheme. Numerical experiments on six full simulation problems arising in semiconductor process modelling have been carried out. Results show that our proposed strategy is more efficient and better conserves the total mass. 18 refs., 6 figs., 2 tabs

On the dynamics of a non-local parabolic equation arising from the Gierer-Meinhardt system

Science.gov (United States)

Kavallaris, Nikos I.; Suzuki, Takashi

2017-05-01

The purpose of the current paper is to contribute to the comprehension of the dynamics of the shadow system of an activator-inhibitor system known as a Gierer-Meinhardt model. Shadow systems are intended to work as an intermediate step between single equations and reaction-diffusion systems. In the case where the inhibitor’s response to the activator’s growth is rather weak, then the shadow system of the Gierer-Meinhardt model is reduced to a single though non-local equation whose dynamics will be investigated. We mainly focus on the derivation of blow-up results for this non-local equation which can be seen as instability patterns of the shadow system. In particular, a diffusion driven instability (DDI), or Turing instability, in the neighbourhood of a constant stationary solution, which it is destabilised via diffusion-driven blow-up, is obtained. The latter actually indicates the formation of some unstable patterns, whilst some stability results of global-in-time solutions towards non-constant steady states guarantee the occurrence of some stable patterns.

A nonlinear equation for ionic diffusion in a strong binary electrolyte

Science.gov (United States)

Ghosal, Sandip; Chen, Zhen

2010-01-01

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

A non-local structural derivative model for characterization of ultraslow diffusion in dense colloids

Science.gov (United States)

Liang, Yingjie; Chen, Wen

2018-03-01

Ultraslow diffusion has been observed in numerous complicated systems. Its mean squared displacement (MSD) is not a power law function of time, but instead a logarithmic function, and in some cases grows even more slowly than the logarithmic rate. The distributed-order fractional diffusion equation model simply does not work for the general ultraslow diffusion. Recent study has used the local structural derivative to describe ultraslow diffusion dynamics by using the inverse Mittag-Leffler function as the structural function, in which the MSD is a function of inverse Mittag-Leffler function. In this study, a new stretched logarithmic diffusion law and its underlying non-local structural derivative diffusion model are proposed to characterize the ultraslow diffusion in aging dense colloidal glass at both the short and long waiting times. It is observed that the aging dynamics of dense colloids is a class of the stretched logarithmic ultraslow diffusion processes. Compared with the power, the logarithmic, and the inverse Mittag-Leffler diffusion laws, the stretched logarithmic diffusion law has better precision in fitting the MSD of the colloidal particles at high densities. The corresponding non-local structural derivative diffusion equation manifests clear physical mechanism, and its structural function is equivalent to the first-order derivative of the MSD.

Two-dimensional spectroscopy for harmonic vibrational modes with nonlinear system-bath interactions. II. Gaussian-Markovian case

NARCIS (Netherlands)

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

Derivation of a volume-averaged neutron diffusion equation; Atomos para el desarrollo de Mexico

Energy Technology Data Exchange (ETDEWEB)

Vazquez R, R.; Espinosa P, G. [UAM-Iztapalapa, Av. San Rafael Atlixco 186, Col. Vicentina, Mexico D.F. 09340 (Mexico); Morales S, Jaime B. [UNAM, Laboratorio de Analisis en Ingenieria de Reactores Nucleares, Paseo Cuauhnahuac 8532, Jiutepec, Morelos 62550 (Mexico)]. e-mail: rvr@xanum.uam.mx

2008-07-01

This paper presents a general theoretical analysis of the problem of neutron motion in a nuclear reactor, where large variations on neutron cross sections normally preclude the use of the classical neutron diffusion equation. A volume-averaged neutron diffusion equation is derived which includes correction terms to diffusion and nuclear reaction effects. A method is presented to determine closure-relationships for the volume-averaged neutron diffusion equation (e.g., effective neutron diffusivity). In order to describe the distribution of neutrons in a highly heterogeneous configuration, it was necessary to extend the classical neutron diffusion equation. Thus, the volume averaged diffusion equation include two corrections factor: the first correction is related with the absorption process of the neutron and the second correction is a contribution to the neutron diffusion, both parameters are related to neutron effects on the interface of a heterogeneous configuration. (Author)

A moving mesh finite difference method for equilibrium radiation diffusion equations

Energy Technology Data Exchange (ETDEWEB)

Yang, Xiaobo, E-mail: xwindyb@126.com [Department of Mathematics, College of Science, China University of Mining and Technology, Xuzhou, Jiangsu 221116 (China); Huang, Weizhang, E-mail: whuang@ku.edu [Department of Mathematics, University of Kansas, Lawrence, KS 66045 (United States); Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn [School of Mathematical Sciences and Fujian Provincial Key Laboratory of Mathematical Modeling and High-Performance Scientific Computing, Xiamen University, Xiamen, Fujian 361005 (China)

2015-10-01

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

A moving mesh finite difference method for equilibrium radiation diffusion equations

International Nuclear Information System (INIS)

Yang, Xiaobo; Huang, Weizhang; Qiu, Jianxian

2015-01-01

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

Solution of two group neutron diffusion equation by using homotopy analysis method

International Nuclear Information System (INIS)

Cavdar, S.

2010-01-01

The Homotopy Analysis Method (HAM), proposed in 1992 by Shi Jun Liao and has been developed since then, is based on differential geometry as well as homotopy which is a fundamental concept in topology. It has proved to be useful for obtaining series solutions of many such problems involving algebraic, linear/non-linear, ordinary/partial differential equations, differential-integral equations, differential-difference equations, and coupled equations of them. Briefly, through HAM, it is possible to construct a continuous mapping of an initial guess approximation to the exact solution of the equation of concern. An auxiliary linear operator is chosen to construct such kind of a continuous mapping and an auxiliary parameter is used to ensure the convergence of series solution. We present the solutions of two-group neutron diffusion equation through HAM in this work. We also compare the results with that obtained by other well-known solution analytical and numeric methods.

Using Directional Diffusion Coefficients for Nonlinear Diffusion Acceleration of the First Order SN Equations in Near-Void Regions

Energy Technology Data Exchange (ETDEWEB)

Schunert, Sebastian; Hammer, Hans; Lou, Jijie; Wang, Yaqi; Ortensi, Javier; Gleicher, Frederick; Baker, Benjamin; DeHart, Mark; Martineau, Richard

2016-11-01

The common definition of the diffusion coeffcient as the inverse of three times the transport cross section is not compat- ible with voids. Morel introduced a non-local tensor diffusion coeffcient that remains finite in voids[1]. It can be obtained by solving an auxiliary transport problem without scattering or fission. Larsen and Trahan successfully applied this diffusion coeffcient for enhancing the accuracy of diffusion solutions of very high temperature reactor (VHTR) problems that feature large, optically thin channels in the z-direction [2]. It is demonstrated that a significant reduction of error can be achieved in particular in the optically thin region. Along the same line of thought, non-local diffusion tensors are applied modeling the TREAT reactor confirming the findings of Larsen and Trahan [3]. Previous work of the authors have introduced a flexible Nonlinear-Diffusion Acceleration (NDA) method for the first order S N equations discretized with the discontinuous finite element method (DFEM), [4], [5], [6]. This NDA method uses a scalar diffusion coeffcient in the low-order system that is obtained as the flux weighted average of the inverse transport cross section. Hence, it su?ers from very large and potentially unbounded diffusion coeffcients in the low order problem. However, it was noted that the choice of the diffusion coeffcient does not influence consistency of the method at convergence and hence the di?usion coeffcient is essentially a free parameter. The choice of the di?usion coeffcient does, however, affect the convergence behavior of the nonlinear di?usion iterations. Within this work we use Morel’s non-local di?usion coef- ficient in the aforementioned NDA formulation in lieu of the flux weighted inverse of three times the transport cross section. The goal of this paper is to demonstrate that significant en- hancement of the spectral properties of NDA can be achieved in near void regions. For testing the spectral properties of the NDA

Solution of two energy-group neutron diffusion equation by triangular elements

International Nuclear Information System (INIS)

Correia Filho, A.

1981-01-01

The application of the triangular finite elements of first order in the solution of two energy-group neutron diffusion equation in steady-state conditions is aimed at. The EFTDN (triangular finite elements in neutrons diffusion) computer code in FORTRAN IV language is developed. The discrete formulation of the diffusion equation is obtained applying the Galerkin method. The power method is used to solve the eigenvalues' problem and the convergence is accelerated through the use of Chebshev polynomials. For the equation systems solution the Gauss method is applied. The results of the analysis of two test-problems are presented. (Author) [pt

An inverse diffusivity problem for the helium production–diffusion equation

International Nuclear Information System (INIS)

Bao, Gang; Xu, Xiang

2012-01-01

Thermochronology is a technique for the extraction of information about the thermal history of rocks. Such information is crucial for determining the depth below the surface at which rocks were located at a given time (Bao G et al 2011 Commun. Comput. Phys. 9 129). Mathematically, extracting the time–temperature path can be formulated as an inverse diffusivity problem for the helium production–diffusion equation which is the underlying process of thermochronology. In this paper, to reconstruct the diffusivity which depends on space only and accounts for the structural information of rocks, a local Hölder conditional stability is obtained by a Carleman estimate. A uniqueness result is also proven for extracting the thermal history, i.e. identifying the time-dependant part of the diffusion coefficient, provided that it is analytical with respect to time. Numerical examples are presented to illustrate the validity and effectiveness of the proposed regularization scheme. (paper)

A non linear half space problem for radiative transfer equations. Application to the Rosseland approximation

International Nuclear Information System (INIS)

Sentis, R.

1984-07-01

The radiative transfer equations may be approximated by a non linear diffusion equation (called Rosseland equation) when the mean free paths of the photons are small with respect to the size of the medium. Some technical assomptions are made, namely about the initial conditions, to avoid any problem of initial layer terms

Difference and differential equations with applications in queueing theory

CERN Document Server

Haghighi, Aliakbar Montazer

2013-01-01

  A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference and Differential Equations with Applications in Queueing Theory presents the unique connections between the methods and applications of differential equations, difference equations, and Markovian queues. Featuring a comprehensive collection of

Nonlinear analysis of a reaction-diffusion system: Amplitude equations

Energy Technology Data Exchange (ETDEWEB)

Zemskov, E. P., E-mail: zemskov@ccas.ru [Russian Academy of Sciences, Dorodnicyn Computing Center (Russian Federation)

2012-10-15

A reaction-diffusion system with a nonlinear diffusion term is considered. Based on nonlinear analysis, the amplitude equations are obtained in the cases of the Hopf and Turing instabilities in the system. Turing pattern-forming regions in the parameter space are determined for supercritical and subcritical instabilities in a two-component reaction-diffusion system.

Derivation of the Schroedinger equation from stochastic mechanics

International Nuclear Information System (INIS)

Wallstrom, T.C.

1988-01-01

The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schroedinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time-integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p t (x,y) > cp(y), and this result is applied to show that the set of spin-1/2 diffusions is uniformly ergodic. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp-Haag-Dankel diffusions onto IR 3 converge to a Markovian limit process. This conjecture is proved for the spin-1/2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schroedinger equation

Modeling of Particle Acceleration at Multiple Shocks Via Diffusive Shock Acceleration: Preliminary Results

Science.gov (United States)

Parker, L. N.; Zank, G. P.

2013-12-01

Successful forecasting of energetic particle events in space weather models require algorithms for correctly predicting the spectrum of ions accelerated from a background population of charged particles. We present preliminary results from a model that diffusively accelerates particles at multiple shocks. Our basic approach is related to box models (Protheroe and Stanev, 1998; Moraal and Axford, 1983; Ball and Kirk, 1992; Drury et al., 1999) in which a distribution of particles is diffusively accelerated inside the box while simultaneously experiencing decompression through adiabatic expansion and losses from the convection and diffusion of particles outside the box (Melrose and Pope, 1993; Zank et al., 2000). We adiabatically decompress the accelerated particle distribution between each shock by either the method explored in Melrose and Pope (1993) and Pope and Melrose (1994) or by the approach set forth in Zank et al. (2000) where we solve the transport equation by a method analogous to operator splitting. The second method incorporates the additional loss terms of convection and diffusion and allows for the use of a variable time between shocks. We use a maximum injection energy (Emax) appropriate for quasi-parallel and quasi-perpendicular shocks (Zank et al., 2000, 2006; Dosch and Shalchi, 2010) and provide a preliminary application of the diffusive acceleration of particles by multiple shocks with frequencies appropriate for solar maximum (i.e., a non-Markovian process).

Exponential attractors for a nonclassical diffusion equation

Directory of Open Access Journals (Sweden)

Qiaozhen Ma

2009-01-01

Full Text Available In this article, we prove the existence of exponential attractors for a nonclassical diffusion equation in ${H^{2}(Omega}cap{H}^{1}_{0}(Omega$ when the space dimension is less than 4.

Similarity Solutions for Multiterm Time-Fractional Diffusion Equation

OpenAIRE

Elsaid, A.; Abdel Latif, M. S.; Maneea, M.

2016-01-01

Similarity method is employed to solve multiterm time-fractional diffusion equation. The orders of the fractional derivatives belong to the interval (0,1] and are defined in the Caputo sense. We illustrate how the problem is reduced from a multiterm two-variable fractional partial differential equation to a multiterm ordinary fractional differential equation. Power series solution is obtained for the resulting ordinary problem and the convergence of the series solution is discussed. Based on ...

Protecting entanglement by adjusting the velocities of moving qubits inside non-Markovian environments

Science.gov (United States)

Mortezapour, Ali; Ahmadi Borji, Mahdi; Lo Franco, Rosario

2017-05-01

Efficient entanglement preservation in open quantum systems is a crucial scope towards a reliable exploitation of quantum resources. We address this issue by studying how two-qubit entanglement dynamically behaves when two atom qubits move inside two separated identical cavities. The moving qubits independently interact with their respective cavity. As a main general result, we find that under resonant qubit-cavity interaction the initial entanglement between two moving qubits remains closer to its initial value as time passes compared to the case of stationary qubits. In particular, we show that the initial entanglement can be strongly protected from decay by suitably adjusting the velocities of the qubits according to the non-Markovian features of the cavities. Our results supply a further way of preserving quantum correlations against noise with a natural implementation in cavity-QED scenarios and are straightforwardly extendable to many qubits for scalability.

Non-stationary classical diffusion in field - reversed configurations

International Nuclear Information System (INIS)

Clemente, R.A.; Sakanaka, P.H.; Mania, A.J.

1988-01-01

Plasma decay in field-reversed configurations (FRC) is described using resistive MHD equations. Assuming non-stationariety together with uniform but time dependent plasma temperature and neglecting inertial effects in the momentum balance equation, it is possible to show that the functional dependence of the plasma pressure with the poloidal magnetic flux remains fixed during diffusion. This allows to describe FRC evolution as a continuous sequence of plasma equilibria satisfying proper boundary conditions. The method is applied to pressure profiles linear with the poloidal magnetic flux obtaining the evolution of the flux, the number of confined particles and the size of the plasma boundary. (author) [pt

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

Science.gov (United States)

Hu, Wenjie; Duan, Yueliang

2018-04-01

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

Optimized waveform relaxation domain decomposition method for discrete finite volume non stationary convection diffusion equation

International Nuclear Information System (INIS)

Berthe, P.M.

2013-01-01

In the context of nuclear waste repositories, we consider the numerical discretization of the non stationary convection diffusion equation. Discontinuous physical parameters and heterogeneous space and time scales lead us to use different space and time discretizations in different parts of the domain. In this work, we choose the discrete duality finite volume (DDFV) scheme and the discontinuous Galerkin scheme in time, coupled by an optimized Schwarz waveform relaxation (OSWR) domain decomposition method, because this allows the use of non-conforming space-time meshes. The main difficulty lies in finding an upwind discretization of the convective flux which remains local to a sub-domain and such that the multi domain scheme is equivalent to the mono domain one. These difficulties are first dealt with in the one-dimensional context, where different discretizations are studied. The chosen scheme introduces a hybrid unknown on the cell interfaces. The idea of up winding with respect to this hybrid unknown is extended to the DDFV scheme in the two-dimensional setting. The well-posedness of the scheme and of an equivalent multi domain scheme is shown. The latter is solved by an OSWR algorithm, the convergence of which is proved. The optimized parameters in the Robin transmission conditions are obtained by studying the continuous or discrete convergence rates. Several test-cases, one of which inspired by nuclear waste repositories, illustrate these results. (author) [fr

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

Science.gov (United States)

K. Golmankhaneh, Alireza; Balankin, Alexander S.

2018-04-01

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

Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations

Science.gov (United States)

Indekeu, Joseph O.; Smets, Ruben

2017-08-01

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

Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations

International Nuclear Information System (INIS)

Indekeu, Joseph O; Smets, Ruben

2017-01-01

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

Systematic homogenization and self-consistent flux and pin power reconstruction for nodal diffusion methods. 1: Diffusion equation-based theory

International Nuclear Information System (INIS)

Zhang, H.; Rizwan-uddin; Dorning, J.J.

1995-01-01

A diffusion equation-based systematic homogenization theory and a self-consistent dehomogenization theory for fuel assemblies have been developed for use with coarse-mesh nodal diffusion calculations of light water reactors. The theoretical development is based on a multiple-scales asymptotic expansion carried out through second order in a small parameter, the ratio of the average diffusion length to the reactor characteristic dimension. By starting from the neutron diffusion equation for a three-dimensional heterogeneous medium and introducing two spatial scales, the development systematically yields an assembly-homogenized global diffusion equation with self-consistent expressions for the assembly-homogenized diffusion tensor elements and cross sections and assembly-surface-flux discontinuity factors. The rector eigenvalue 1/k eff is shown to be obtained to the second order in the small parameter, and the heterogeneous diffusion theory flux is shown to be obtained to leading order in that parameter. The latter of these two results provides a natural procedure for the reconstruction of the local fluxes and the determination of pin powers, even though homogenized assemblies are used in the global nodal diffusion calculation

Utilization of Weibull equation to obtain soil-water diffusivity in horizontal infiltration

International Nuclear Information System (INIS)

Guerrini, I.A.

1982-06-01

Water movement was studied in horizontal infiltration experiments using laboratory columns of air-dry and homogeneous soil to obtain a simple and suitable equation for soil-water diffusivity. Many water content profiles for each one of the ten soil columns utilized were obtained through gamma-ray attenuation technique using a 137 Cs source. During the measurement of a particular water content profile, the soil column was held in the same position in order to measure changes in time and so to reduce the errors in water content determination. The Weibull equation utilized was excellent in fitting water content profiles experimental data. The use of an analytical function for ν, the Boltzmann variable, according to Weibull model, allowed to obtain a simple equation for soil water diffusivity. Comparisons among the equation here obtained for diffusivity and others solutions found in literature were made, and the unsuitability of a simple exponential variation of diffusivity with water content for the full range of the latter was shown. The necessity of admitting the time dependency for diffusivity was confirmed and also the possibility fixing that dependency on a well known value extended to generalized soil water infiltration studies was found. Finally, it was shown that the soil water diffusivity function given by the equation here proposed can be obtained just by the analysis of the wetting front advance as a function of time. (Author) [pt

Diffusion and the self-measurability

Directory of Open Access Journals (Sweden)

Holeček M.

2009-06-01

Full Text Available The familiar diffusion equation, ∂g/∂t = DΔg, is studied by using the spatially averaged quantities. A non-local relation, so-called the self-measurability condition, fulfilled by this equation is obtained. We define a broad class of diffusion equations defined by some "diffusion inequality", ∂g/∂t · Δg ≥ 0, and show that it is equivalent to the self-measurability condition. It allows formulating the diffusion inequality in a non-local form. That represents an essential generalization of the diffusion problem in the case when the field g(x, t is not smooth. We derive a general differential equation for averaged quantities coming from the self-measurability condition.

Fractional Diffusion Limit for Collisional Kinetic Equations

KAUST Repository

Mellet, Antoine; Mischler, Sté phane; Mouhot, Clé ment

2010-01-01

This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is a Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise to a

Semianalytic Solution of Space-Time Fractional Diffusion Equation

Directory of Open Access Journals (Sweden)

A. Elsaid

2016-01-01

Full Text Available We study the space-time fractional diffusion equation with spatial Riesz-Feller fractional derivative and Caputo fractional time derivative. The continuation of the solution of this fractional equation to the solution of the corresponding integer order equation is proved. The series solution of this problem is obtained via the optimal homotopy analysis method (OHAM. Numerical simulations are presented to validate the method and to show the effect of changing the fractional derivative parameters on the solution behavior.

A Bloch-Torrey Equation for Diffusion in a Deforming Media

International Nuclear Information System (INIS)

Rohmer, Damien; Gullberg, Grant T.

2006-01-01

Diffusion Tensor Magnetic Resonance Imaging (DTMRI)technique enables the measurement of diffusion parameters and therefore, informs on the structure of the biological tissue. This technique is applied with success to the static organs such as brain. However, the diffusion measurement on the dynamically deformable organs such as the in-vivo heart is a complex problem that has however a great potential in the measurement of cardiac health. In order to understand the behavior of the Magnetic Resonance (MR)signal in a deforming media, the Bloch-Torrey equation that leads the MR behavior is expressed in general curvilinear coordinates. These coordinates enable to follow the heart geometry and deformations through time. The equation is finally discredited and presented in a numerical formulation using implicit methods, in order to get a stable scheme that can be applied to any smooth deformations. Diffusion process enables the link between the macroscopic behavior of molecules and the microscopic structure in which they evolve. The measurement of diffusion in biological tissues is therefore of major importance in understanding the complex underlying structure that cannot be studied directly. The Diffusion Tensor Magnetic Resonance Imaging(DTMRI) technique enables the measurement of diffusion parameters and therefore provides information on the structure of the biological tissue. This technique has been applied with success to static organs such as the brain. However, diffusion measurement of dynamically deformable organs such as the in-vivo heart remains a complex problem, which holds great potential in determining cardiac health. In order to understand the behavior of the magnetic resonance (MR) signal in a deforming media, the Bloch-Torrey equation that defines the MR behavior is expressed in general curvilinear coordinates. These coordinates enable us to follow the heart geometry and deformations through time. The equation is finally discredited and presented in a

A family of analytical solutions of a nonlinear diffusion-convection equation

Science.gov (United States)

Hayek, Mohamed

2018-01-01

Despite its popularity in many engineering fields, the nonlinear diffusion-convection equation has no general analytical solutions. This work presents a family of closed-form analytical traveling wave solutions for the nonlinear diffusion-convection equation with power law nonlinearities. This kind of equations typically appears in nonlinear problems of flow and transport in porous media. The solutions that are addressed are simple and fully analytical. Three classes of analytical solutions are presented depending on the type of the nonlinear diffusion coefficient (increasing, decreasing or constant). It has shown that the structure of the traveling wave solution is strongly related to the diffusion term. The main advantage of the proposed solutions is that they are presented in a unified form contrary to existing solutions in the literature where the derivation of each solution depends on the specific values of the diffusion and convection parameters. The proposed closed-form solutions are simple to use, do not require any numerical implementation, and may be implemented in a simple spreadsheet. The analytical expressions are also useful to mathematically analyze the structure and properties of the solutions.

Markovian Dynamics of Josephson Parametric Amplification

Directory of Open Access Journals (Sweden)

W. Kaiser

2017-09-01

Full Text Available In this work, we derive the dynamics of the lossy DC pumped non-degenerate Josephson parametric amplifier (DCPJPA. The main element in a DCPJPA is the superconducting Josephson junction. The DC bias generates the AC Josephson current varying the nonlinear inductance of the junction. By this way the Josephson junction acts as the pump oscillator as well as the time varying reactance of the parametric amplifier. In quantum-limited amplification, losses and noise have an increased impact on the characteristics of an amplifier. We outline the classical model of the lossy DCPJPA and derive the available noise power spectral densities. A classical treatment is not capable of including properties like spontaneous emission which is mandatory in case of amplification at the quantum limit. Thus, we derive a quantum mechanical model of the lossy DCPJPA. Thermal losses are modeled by the quantum Langevin approach, by coupling the quantized system to a photon heat bath in thermodynamic equilibrium. The mode occupation in the bath follows the Bose-Einstein statistics. Based on the second quantization formalism, we derive the Heisenberg equations of motion of both resonator modes. We assume the dynamics of the system to follow the Markovian approximation, i.e. the system only depends on its actual state and is memory-free. We explicitly compute the time evolution of the contributions to the signal mode energy and give numeric examples based on different damping and coupling constants. Our analytic results show, that this model is capable of including thermal noise into the description of the DC pumped non-degenerate Josephson parametric amplifier.

Markovian Dynamics of Josephson Parametric Amplification

Science.gov (United States)

Kaiser, Waldemar; Haider, Michael; Russer, Johannes A.; Russer, Peter; Jirauschek, Christian

2017-09-01

In this work, we derive the dynamics of the lossy DC pumped non-degenerate Josephson parametric amplifier (DCPJPA). The main element in a DCPJPA is the superconducting Josephson junction. The DC bias generates the AC Josephson current varying the nonlinear inductance of the junction. By this way the Josephson junction acts as the pump oscillator as well as the time varying reactance of the parametric amplifier. In quantum-limited amplification, losses and noise have an increased impact on the characteristics of an amplifier. We outline the classical model of the lossy DCPJPA and derive the available noise power spectral densities. A classical treatment is not capable of including properties like spontaneous emission which is mandatory in case of amplification at the quantum limit. Thus, we derive a quantum mechanical model of the lossy DCPJPA. Thermal losses are modeled by the quantum Langevin approach, by coupling the quantized system to a photon heat bath in thermodynamic equilibrium. The mode occupation in the bath follows the Bose-Einstein statistics. Based on the second quantization formalism, we derive the Heisenberg equations of motion of both resonator modes. We assume the dynamics of the system to follow the Markovian approximation, i.e. the system only depends on its actual state and is memory-free. We explicitly compute the time evolution of the contributions to the signal mode energy and give numeric examples based on different damping and coupling constants. Our analytic results show, that this model is capable of including thermal noise into the description of the DC pumped non-degenerate Josephson parametric amplifier.

Diffusion phenomenon for linear dissipative wave equations in an exterior domain

Science.gov (United States)

Ikehata, Ryo

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

Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains

Science.gov (United States)

Wang, Xiaohu; Lu, Kening; Wang, Bixiang

2018-01-01

In this paper, we study the Wong-Zakai approximations given by a stationary process via the Wiener shift and their associated long term behavior of the stochastic reaction-diffusion equation driven by a white noise. We first prove the existence and uniqueness of tempered pullback attractors for the Wong-Zakai approximations of stochastic reaction-diffusion equation. Then, we show that the attractors of Wong-Zakai approximations converges to the attractor of the stochastic reaction-diffusion equation for both additive and multiplicative noise.

On the numerical solution of the neutron fractional diffusion equation

International Nuclear Information System (INIS)

Maleki Moghaddam, Nader; Afarideh, Hossein; Espinosa-Paredes, Gilberto

2014-01-01

Highlights: • The new version of neutron diffusion equation which established on the fractional derivatives is presented. • The Neutron Fractional Diffusion Equation (NFDE) is solved in the finite differences frame. • NFDE is solved using shifted Grünwald-Letnikov definition of fractional operators. • The results show that “K eff ” strongly depends on the order of fractional derivative. - Abstract: In order to core calculation in the nuclear reactors there is a new version of neutron diffusion equation which is established on the fractional partial derivatives, named Neutron Fractional Diffusion Equation (NFDE). In the NFDE model, neutron flux in each zone depends directly on the all previous zones (not only on the nearest neighbors). Under this circumstance, it can be said that the NFDE has the space history. We have developed a one-dimension code, NFDE-1D, which can simulate the reactor core using arbitrary exponent of differential operators. In this work a numerical solution of the NFDE is presented using shifted Grünwald-Letnikov definition of fractional derivative in finite differences frame. The model is validated with some numerical experiments where different orders of fractional derivative are considered (e.g. 0.999, 0.98, 0.96, and 0.94). The results show that the effective multiplication factor (K eff ) depends strongly on the order of fractional derivative

Analytical solution to the hybrid diffusion-transport equation

International Nuclear Information System (INIS)

Nanneh, M.M.; Williams, M.M.R.

1986-01-01

A special integral equation was derived in previous work using a hybrid diffusion-transport theory method for calculating the flux distribution in slab lattices. In this paper an analytical solution of this equation has been carried out on a finite reactor lattice. The analytical results of disadvantage factors are shown to be accurate in comparison with the numerical results and accurate transport theory calculations. (author)

Asymptotic Behavior for a Nonlocal Diffusion Equation in Domains with Holes

Science.gov (United States)

Cortázar, Carmen; Elgueta, Manuel; Quirós, Fernando; Wolanski, Noemí

2012-08-01

The paper deals with the asymptotic behavior of solutions to a non-local diffusion equation, u t = J* u- u := Lu, in an exterior domain, Ω, which excludes one or several holes, and with zero Dirichlet data on {R^NsetminusΩ} . When the space dimension is three or more this behavior is given by a multiple of the fundamental solution of the heat equation away from the holes. On the other hand, if the solution is scaled according to its decay factor, close to the holes it behaves like a function that is L-harmonic, Lu = 0, in the exterior domain and vanishes in its complement. The height of such a function at infinity is determined through a matching procedure with the multiple of the fundamental solution of the heat equation representing the outer behavior. The inner and the outer behaviors can be presented in a unified way through a suitable global approximation.

New variable separation approach: application to nonlinear diffusion equations

International Nuclear Information System (INIS)

Zhang Shunli; Lou, S Y; Qu Changzheng

2003-01-01

The concept of the derivative-dependent functional separable solution (DDFSS), as a generalization to the functional separable solution, is proposed. As an application, it is used to discuss the generalized nonlinear diffusion equations based on the generalized conditional symmetry approach. As a consequence, a complete list of canonical forms for such equations which admit the DDFSS is obtained and some exact solutions to the resulting equations are described

Deterministic quantum controlled-PHASE gates based on non-Markovian environments

Science.gov (United States)

Zhang, Rui; Chen, Tian; Wang, Xiang-Bin

2017-12-01

We study the realization of the quantum controlled-PHASE gate in an atom-cavity system beyond the Markovian approximation. The general description of the dynamics for the atom-cavity system without any approximation is presented. When the spectral density of the reservoir has the Lorentz form, by making use of the memory backflow from the reservoir, we can always construct the deterministic quantum controlled-PHASE gate between a photon and an atom, no matter the atom-cavity coupling strength is weak or strong. While, the phase shift in the output pulse hinders the implementation of quantum controlled-PHASE gates in the sub-Ohmic, Ohmic or super-Ohmic reservoirs.

Similarity Solutions for Multiterm Time-Fractional Diffusion Equation

Directory of Open Access Journals (Sweden)

A. Elsaid

2016-01-01

Full Text Available Similarity method is employed to solve multiterm time-fractional diffusion equation. The orders of the fractional derivatives belong to the interval (0,1] and are defined in the Caputo sense. We illustrate how the problem is reduced from a multiterm two-variable fractional partial differential equation to a multiterm ordinary fractional differential equation. Power series solution is obtained for the resulting ordinary problem and the convergence of the series solution is discussed. Based on the obtained results, we propose a definition for a multiterm error function with generalized coefficients.

An analytical solution of the one-dimensional neutron diffusion kinetic equation in cartesian geometry

International Nuclear Information System (INIS)

Ceolin, Celina; Vilhena, Marco T.; Petersen, Claudio Z.

2009-01-01

In this work we report an analytical solution for the monoenergetic neutron diffusion kinetic equation in cartesian geometry. Bearing in mind that the equation for the delayed neutron precursor concentration is a first order linear differential equation in the time variable, to make possible the application of the GITT approach to the kinetic equation, we introduce a fictitious diffusion term multiplied by a positive small value ε. By this procedure, we are able to solve this set of equations. Indeed, applying the GITT technique to the modified diffusion kinetic equation, we come out with a matrix differential equation which has a well known analytical solution when ε goes to zero. We report numerical simulations as well study of numerical convergence of the results attained. (author)

Modelling non-homogeneous stochastic reaction-diffusion systems: the case study of gemcitabine-treated non-small cell lung cancer growth.

Science.gov (United States)

Lecca, Paola; Morpurgo, Daniele

2012-01-01

Reaction-diffusion based models have been widely used in the literature for modeling the growth of solid tumors. Many of the current models treat both diffusion/consumption of nutrients and cell proliferation. The majority of these models use classical transport/mass conservation equations for describing the distribution of molecular species in tumor spheroids, and the Fick's law for describing the flux of uncharged molecules (i.e oxygen, glucose). Commonly, the equations for the cell movement and proliferation are first order differential equations describing the rate of change of the velocity of the cells with respect to the spatial coordinates as a function of the nutrient's gradient. Several modifications of these equations have been developed in the last decade to explicitly indicate that the tumor includes cells, interstitial fluids and extracellular matrix: these variants provided a model of tumor as a multiphase material with these as the different phases. Most of the current reaction-diffusion tumor models are deterministic and do not model the diffusion as a local state-dependent process in a non-homogeneous medium at the micro- and meso-scale of the intra- and inter-cellular processes, respectively. Furthermore, a stochastic reaction-diffusion model in which diffusive transport of the molecular species of nutrients and chemotherapy drugs as well as the interactions of the tumor cells with these species is a novel approach. The application of this approach to he scase of non-small cell lung cancer treated with gemcitabine is also novel. We present a stochastic reaction-diffusion model of non-small cell lung cancer growth in the specification formalism of the tool Redi, we recently developed for simulating reaction-diffusion systems. We also describe how a spatial gradient of nutrients and oncological drugs affects the tumor progression. Our model is based on a generalization of the Fick's first diffusion law that allows to model diffusive transport in non

Operator Splitting Methods for Degenerate Convection-Diffusion Equations I: Convergence and Entropy Estimates

Energy Technology Data Exchange (ETDEWEB)

Holden, Helge; Karlsen, Kenneth H.; Lie, Knut-Andreas

1999-10-01

We present and analyze a numerical method for the solution of a class of scalar, multi-dimensional, nonlinear degenerate convection-diffusion equations. The method is based on operator splitting to separate the convective and the diffusive terms in the governing equation. The nonlinear, convective part is solved using front tracking and dimensional splitting, while the nonlinear diffusion equation is solved by a suitable difference scheme. We verify L{sup 1} compactness of the corresponding set of approximate solutions and derive precise entropy estimates. In particular, these results allow us to pass to the limit in our approximations and recover an entropy solution of the problem in question. The theory presented covers a large class of equations. Important subclasses are hyperbolic conservation laws, porous medium type equations, two-phase reservoir flow equations, and strongly degenerate equations coming from the recent theory of sedimentation-consolidation processes. A thorough numerical investigation of the method analyzed in this paper (and similar methods) is presented in a companion paper. (author)

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

Science.gov (United States)

Yi, Taishan; Chen, Yuming

2017-12-01

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

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

Science.gov (United States)

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

2018-04-01

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

Robust Guaranteed Cost Observer Design for Singular Markovian Jump Time-Delay Systems with Generally Incomplete Transition Probability

Directory of Open Access Journals (Sweden)

Yanbo Li

2014-01-01

Full Text Available This paper is devoted to the investigation of the design of robust guaranteed cost observer for a class of linear singular Markovian jump time-delay systems with generally incomplete transition probability. In this singular model, each transition rate can be completely unknown or only its estimate value is known. Based on stability theory of stochastic differential equations and linear matrix inequality (LMI technique, we design an observer to ensure that, for all uncertainties, the resulting augmented system is regular, impulse free, and robust stochastically stable with the proposed guaranteed cost performance. Finally, a convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost filters for linear singular Markovian jump time-delay systems with generally incomplete transition probability.

Markovian approach: From Ising model to stochastic radiative transfer

International Nuclear Information System (INIS)

Kassianov, E.; Veron, D.

2009-01-01

The origin of the Markovian approach can be traced back to 1906; however, it gained explicit recognition in the last few decades. This overview outlines some important applications of the Markovian approach, which illustrate its immense prestige, respect, and success. These applications include examples in the statistical physics, astronomy, mathematics, computational science and the stochastic transport problem. In particular, the overview highlights important contributions made by Pomraning and Titov to the neutron and radiation transport theory in a stochastic medium with homogeneous statistics. Using simple probabilistic assumptions (Markovian approximation), they have introduced a simplified, but quite realistic, representation of the neutron/radiation transfer through a two-component discrete stochastic mixture. New concepts and methodologies introduced by these two distinguished scientists allow us to generalize the Markovian treatment to the stochastic medium with inhomogeneous statistics and demonstrate its improved predictive performance for the down-welling shortwave fluxes. (authors)

Final report [on solving the multigroup diffusion equations

International Nuclear Information System (INIS)

Birkhoff, G.

1975-01-01

Progress achieved in the development of variational methods for solving the multigroup neutron diffusion equations is described. An appraisal is made of the extent to which improved variational methods could advantageously replace difference methods currently used

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

Science.gov (United States)

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.

Liquefaction of Saturated Soil and the Diffusion Equation

Science.gov (United States)

Sawicki, Andrzej; Sławińska, Justyna

2015-06-01

The paper deals with the diffusion equation for pore water pressures with the source term, which is widely promoted in the marine engineering literature. It is shown that such an equation cannot be derived in a consistent way from the mass balance and the Darcy law. The shortcomings of the artificial source term are pointed out, including inconsistencies with experimental data. It is concluded that liquefaction and the preceding process of pore pressure generation and the weakening of the soil skeleton should be described by constitutive equations within the well-known framework of applied mechanics. Relevant references are provided

A comparison of certain variational solutions of neutron diffusion equation

International Nuclear Information System (INIS)

Altiparmakov, D.V.; Milgram, M.S.

1987-01-01

Using the R-function theory and the variational method of Kantorovich, an approximate solution of the neutron diffusion equation is constructed for a homogeneous spatial domain of arbitrary shape. Calculations have been carried out by five different types of trial functions for certain characteristic domains of polygonal shape (square, triangle, hexagon, rhombus nad L-shaped domain). In the case of non-convex polygons, the consequence of the R-function solution is very poor and a separate treatment of singularity seems to be necessary. Compared to the R-function solution, the singular function development is mathematically more complicated but superior in respect to convergence rate. (author)

Adaptive resummation of Markovian quantum dynamics

International Nuclear Information System (INIS)

Lucas, Felix

2014-01-01

In this thesis we derive a highly convergent, nonperturbative expansion of Markovian open quantum dynamics. It is based on a splitting of the incoherent dynamics into periods of continuous evolution and abrupt jumps and attains its favorable convergence properties from an adaptive resummation of this so-called jump expansion. By means of the long-standing problems of spatial particle detection and Landau-Zener tunneling in the presence of dephasing, we show that this adaptive resummation technique facilitates new highly accurate analytic approximations of Markovian open systems. The open Landau-Zener model leads us to propose an efficient and robust incoherent control technique for the isomerization reaction of the visual pigment protein rhodopsin. Besides leading to approximate analytic descriptions of Markovian open quantum dynamics, the adaptive resummation of the jump expansion implies an efficient numerical simulation method. We spell out the corresponding numerical algorithm by means of Monte Carlo integration of the relevant terms in the jump expansion and demonstrate it in a set of paradigmatic open quantum systems.

Resolution of the time dependent P{sub n} equations by a Godunov type scheme having the diffusion limit; Resolution des equations P{sub n} instationnaires par un schema de type Godunov, ayant la limite diffusion

Energy Technology Data Exchange (ETDEWEB)

Cargo, P.; Samba, G

2007-07-01

We consider the P{sub n} model to approximate the transport equation in one dimension of space. In a diffusive regime, the solution of this system is solution of a diffusion equation. We are looking for a numerical scheme having the diffusion limit property: in a diffusive regime, it gives the solution of the limiting diffusion equation on a mesh at the diffusion scale. The numerical scheme proposed is an extension of the Godunov type scheme proposed by L. Gosse to solve the P{sub 1} model without absorption term. Moreover, it has the well-balanced property: it preserves the steady solutions of the system. (authors)

Perturbation expansions of stochastic wavefunctions for open quantum systems

Science.gov (United States)

Ke, Yaling; Zhao, Yi

2017-11-01

Based on the stochastic unravelling of the reduced density operator in the Feynman path integral formalism for an open quantum system in touch with harmonic environments, a new non-Markovian stochastic Schrödinger equation (NMSSE) has been established that allows for the systematic perturbation expansion in the system-bath coupling to arbitrary order. This NMSSE can be transformed in a facile manner into the other two NMSSEs, i.e., non-Markovian quantum state diffusion and time-dependent wavepacket diffusion method. Benchmarked by numerically exact results, we have conducted a comparative study of the proposed method in its lowest order approximation, with perturbative quantum master equations in the symmetric spin-boson model and the realistic Fenna-Matthews-Olson complex. It is found that our method outperforms the second-order time-convolutionless quantum master equation in the whole parameter regime and even far better than the fourth-order in the slow bath and high temperature cases. Besides, the method is applicable on an equal footing for any kind of spectral density function and is expected to be a powerful tool to explore the quantum dynamics of large-scale systems, benefiting from the wavefunction framework and the time-local appearance within a single stochastic trajectory.

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

International Nuclear Information System (INIS)

Guo, Ran; Du, Jiulin

2015-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-08-15

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

The numerical simulation of convection delayed dominated diffusion equation

Directory of Open Access Journals (Sweden)

Mohan Kumar P. Murali

2016-01-01

Full Text Available In this paper, we propose a fitted numerical method for solving convection delayed dominated diffusion equation. A fitting factor is introduced and the model equation is discretized by cubic spline method. The error analysis is analyzed for the consider problem. The numerical examples are solved using the present method and compared the result with the exact solution.

Quantum master equation for collisional dynamics of massive particles with internal degrees of freedom

International Nuclear Information System (INIS)

Smirne, Andrea; Vacchini, Bassano

2010-01-01

We address the microscopic derivation of a quantum master equation in Lindblad form for the dynamics of a massive test particle with internal degrees of freedom, interacting through collisions with a background ideal gas. When either internal or center-of-mass degrees of freedom can be treated classically, previously established equations are obtained as special cases. If in an interferometric setup the internal degrees of freedom are not detected at the output, the equation can be recast in the form of a generalized Lindblad structure, which describes non-Markovian effects. The effect of internal degrees of freedom on center-of-mass decoherence is considered in this framework.

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

Science.gov (United States)

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

2018-02-01

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

On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment

Directory of Open Access Journals (Sweden)

Shuanming Li

2018-05-01

Full Text Available This paper studies the moments and the distribution of the aggregate discounted claims (ADCs in a Markovian environment, where the claim arrivals, claim amounts, and forces of interest (for discounting are influenced by an underlying Markov process. Specifically, we assume that claims occur according to a Markovian arrival process (MAP. The paper shows that the vector of joint Laplace transforms of the ADC occurring in each state of the environment process by any specific time satisfies a matrix-form first-order partial differential equation, through which a recursive formula is derived for the moments of the ADC occurring in certain states (a subset. We also study two types of covariances of the ADC occurring in any two subsets of the state space and with two different time lengths. The distribution of the ADC occurring in certain states by any specific time is also investigated. Numerical results are also presented for a two-state Markov-modulated model case.

DIFFUSIVE PROPAGATION OF ENERGY IN A NON-ACOUSTIC CHAIN

OpenAIRE

Komorowski , Tomasz; Olla , Stefano

2017-01-01

International audience; We consider a non acoustic chain of harmonic oscil-lators with the dynamics perturbed by a random local exchange of momentum, such that energy and momentum are conserved. The macroscopic limits of the energy density, momentum and the curvature (or bending) of the chain satisfy a system of evolution equations. We prove that, in a diffusive space-time scaling, the curvature and momentum evolve following a linear system that corresponds to a damped Euler-Bernoulli beam eq...

Simulation of the diffusion equation on a type-II quantum computer

International Nuclear Information System (INIS)

Berman, G.P.; Kamenev, D.I.; Ezhov, A.A.; Yepez, J.

2002-01-01

A lattice-gas algorithm for the one-dimensional diffusion equation is realized using radio frequency pulses in a one-dimensional spin system. The model is a large array of quantum two-qubit nodes interconnected by the nearest-neighbor classical communication channels. We present a quantum protocol for implementation of the quantum collision operator and a method for initialization and reinitialization of quantum states. Numerical simulations of the quantum-classical dynamics are in good agreement with the analytic solution for the diffusion equation

Regularity of random attractors for fractional stochastic reaction-diffusion equations on Rn

Science.gov (United States)

Gu, Anhui; Li, Dingshi; Wang, Bixiang; Yang, Han

2018-06-01

We investigate the regularity of random attractors for the non-autonomous non-local fractional stochastic reaction-diffusion equations in Hs (Rn) with s ∈ (0 , 1). We prove the existence and uniqueness of the tempered random attractor that is compact in Hs (Rn) and attracts all tempered random subsets of L2 (Rn) with respect to the norm of Hs (Rn). The main difficulty is to show the pullback asymptotic compactness of solutions in Hs (Rn) due to the noncompactness of Sobolev embeddings on unbounded domains and the almost sure nondifferentiability of the sample paths of the Wiener process. We establish such compactness by the ideas of uniform tail-estimates and the spectral decomposition of solutions in bounded domains.

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

Science.gov (United States)

Lin, Guoxing

2018-05-01

Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) anomalous diffusion is complicated, especially in the anisotropic case where limited research has been reported. A general PFG signal attenuation expression, including the finite gradient pulse (FGPW) effect for free general anisotropic fractional diffusion { 0 integral modified-Bloch equation, were extended to obtain general PFG signal attenuation expressions for anisotropic anomalous diffusion. Various cases of PFG anisotropic anomalous diffusion were investigated, including coupled and uncoupled anisotropic anomalous diffusion. The continuous-time random walk (CTRW) simulation was also carried out to support the theoretical results. The theory and the CTRW simulation agree with each other. The obtained signal attenuation expressions and the three-dimensional fractional modified-Bloch equations are important for analyzing PFG anisotropic anomalous diffusion in NMR and MRI.

Zubarev's Nonequilibrium Statistical Operator Method in the Generalized Statistics of Multiparticle Systems

Science.gov (United States)

Glushak, P. A.; Markiv, B. B.; Tokarchuk, M. V.

2018-01-01

We present a generalization of Zubarev's nonequilibrium statistical operator method based on the principle of maximum Renyi entropy. In the framework of this approach, we obtain transport equations for the basic set of parameters of the reduced description of nonequilibrium processes in a classical system of interacting particles using Liouville equations with fractional derivatives. For a classical systems of particles in a medium with a fractal structure, we obtain a non-Markovian diffusion equation with fractional spatial derivatives. For a concrete model of the frequency dependence of a memory function, we obtain generalized Kettano-type diffusion equation with the spatial and temporal fractality taken into account. We present a generalization of nonequilibrium thermofield dynamics in Zubarev's nonequilibrium statistical operator method in the framework of Renyi statistics.

Eternal solutions to a singular diffusion equation with critical gradient absorption

International Nuclear Information System (INIS)

Iagar, Razvan Gabriel; Laurençot, Philippe

2013-01-01

The existence of non-negative radially symmetric eternal solutions of exponential self-similar type u(t, x) = e −pβt/(2−p) f β (|x|e −βt ; β) is investigated for the singular diffusion equation with critical gradient absorption ∂ t u−Δ p u+|∇u| p/2 =0  in (0,∞)×R N , where 2N/(N + 1) < p < 2. Such solutions are shown to exist only if the parameter β ranges in a bounded interval (0, β * ], which is in sharp contrast to well-known singular diffusion equations, such as ∂ t φ − Δ p φ = 0 when p = 2N/(N + 1), N ⩾ 1, or the porous medium equation ∂ t φ − Δφ m  = 0 when m = (N − 2)/N, N ⩾ 3. Moreover, the profile f(r; β) decays to zero as r → ∞ in a faster way for β = β * than for β ∈ (0, β * ) but the algebraic leading order is the same in both cases. In fact, for large r, f(r; β * ) decays as r −p/(2−p) while f(r; β) behaves as (log r) 2/(2−p) r −p/(2−p) when β ∈ (0, β * ). (paper)

An interpolation between the wave and diffusion equations through the fractional evolution equations Dirac like

International Nuclear Information System (INIS)

Pierantozzi, T.; Vazquez, L.

2005-01-01

Through fractional calculus and following the method used by Dirac to obtain his well-known equation from the Klein-Gordon equation, we analyze a possible interpolation between the Dirac and the diffusion equations in one space dimension. We study the transition between the hyperbolic and parabolic behaviors by means of the generalization of the D'Alembert formula for the classical wave equation and the invariance under space and time inversions of the interpolating fractional evolution equations Dirac like. Such invariance depends on the values of the fractional index and is related to the nonlocal property of the time fractional differential operator. For this system of fractional evolution equations, we also find an associated conserved quantity analogous to the Hamiltonian for the classical Dirac case

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

Science.gov (United States)

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

2010-11-01

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

Efficient determination of the Markovian time-evolution towards a steady-state of a complex open quantum system

Science.gov (United States)

Jonsson, Thorsteinn H.; Manolescu, Andrei; Goan, Hsi-Sheng; Abdullah, Nzar Rauf; Sitek, Anna; Tang, Chi-Shung; Gudmundsson, Vidar

2017-11-01

Master equations are commonly used to describe time evolution of open systems. We introduce a general computationally efficient method for calculating a Markovian solution of the Nakajima-Zwanzig generalized master equation. We do so for a time-dependent transport of interacting electrons through a complex nano scale system in a photon cavity. The central system, described by 120 many-body states in a Fock space, is weakly coupled to the external leads. The efficiency of the approach allows us to place the bias window defined by the external leads high into the many-body spectrum of the cavity photon-dressed states of the central system revealing a cascade of intermediate transitions as the system relaxes to a steady state. The very diverse relaxation times present in the open system, reflecting radiative or non-radiative transitions, require information about the time evolution through many orders of magnitude. In our approach, the generalized master equation is mapped from a many-body Fock space of states to a Liouville space of transitions. We show that this results in a linear equation which is solved exactly through an eigenvalue analysis, which supplies information on the steady state and the time evolution of the system.

Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators

CERN Document Server

Eberle, Andreas

1999-01-01

This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.

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)

Mittag-Leffler functions as solutions of relaxation-oscillation and diffusion-wave fractional order equation

International Nuclear Information System (INIS)

Sandev, D. Trivche

2010-01-01

The fractional calculus basis, Mittag-Leffler functions, various relaxation-oscillation and diffusion-wave fractional order equation and systems of fractional order equations are considered in this thesis. To solve these fractional order equations analytical methods, such as the Laplace transform method and method of separation of variables are employed. Some applications of the fractional calculus are considered, particularly physical system with anomalous diffusive behavior. (Author)

Solutions for a diffusion equation with a backbone term

International Nuclear Information System (INIS)

Tateishi, A A; Lenzi, E K; Ribeiro, H V; Evangelista, L R; Mendes, R S; Da Silva, L R

2011-01-01

We investigate the diffusion equation ∂ t ρ=D y ∂ y 2 ρ+D x ∂ x 2 ρ+ D-bar x δ(y)∂ x μ ρ subjected to the boundary conditions ρ(±∞,y;t)=0 and ρ(x,±∞;t)=0, and the initial condition ρ(x,y;0)= ρ-hat (x,y). We obtain exact solutions in terms of the Green function approach and analyze the mean square displacement in the x and y directions. This analysis shows an anomalous spreading of the system which is characterized by different diffusive regimes connected to anomalous diffusion

An Efficient Implicit FEM Scheme for Fractional-in-Space Reaction-Diffusion Equations

KAUST Repository

Burrage, Kevin

2012-01-01

Fractional differential equations are becoming increasingly used as a modelling tool for processes associated with anomalous diffusion or spatial heterogeneity. However, the presence of a fractional differential operator causes memory (time fractional) or nonlocality (space fractional) issues that impose a number of computational constraints. In this paper we develop efficient, scalable techniques for solving fractional-in-space reaction diffusion equations using the finite element method on both structured and unstructured grids via robust techniques for computing the fractional power of a matrix times a vector. Our approach is show-cased by solving the fractional Fisher and fractional Allen-Cahn reaction-diffusion equations in two and three spatial dimensions, and analyzing the speed of the traveling wave and size of the interface in terms of the fractional power of the underlying Laplacian operator. © 2012 Society for Industrial and Applied Mathematics.

Solution of time dependent atmospheric diffusion equation with a proposed diffusion coefficient

International Nuclear Information System (INIS)

Mayhoub, A.B.; Essa, KH.S.M.; Aly, SH.

2004-01-01

One-dimensional model for the dispersion of passive atmospheric contaminant (not included chemical reactions) in the atmospheric boundary layer is considered. On the basis of the gradient transfer theory (K-theory), the time dependent diffusion equation represents the dispersion of the pollutants is solved analytically. The solution depends on diffusion coefficient K', which is expressed in terms of the friction velocity 'u the vertical coordinate -L and the depth of the mixing layer 'h'. The solution is obtained to either the vertical coordinate 'z' is less or greater than the mixing height 'h'. The obtained solution may be applied to study the atmospheric dispersion of pollutants

Stability, accuracy and numerical diffusion analysis of nodal expansion method for steady convection diffusion equation

International Nuclear Information System (INIS)

Zhou, Xiafeng; Guo, Jiong; Li, Fu

2015-01-01

Highlights: • NEMs are innovatively applied to solve convection diffusion equation. • Stability, accuracy and numerical diffusion for NEM are analyzed for the first time. • Stability and numerical diffusion depend on the NEM expansion order and its parity. • NEMs have higher accuracy than both second order upwind and QUICK scheme. • NEMs with different expansion orders are integrated into a unified discrete form. - Abstract: The traditional finite difference method or finite volume method (FDM or FVM) is used for HTGR thermal-hydraulic calculation at present. However, both FDM and FVM require the fine mesh sizes to achieve the desired precision and thus result in a limited efficiency. Therefore, a more efficient and accurate numerical method needs to be developed. Nodal expansion method (NEM) can achieve high accuracy even on the coarse meshes in the reactor physics analysis so that the number of spatial meshes and computational cost can be largely decreased. Because of higher efficiency and accuracy, NEM can be innovatively applied to thermal-hydraulic calculation. In the paper, NEMs with different orders of basis functions are successfully developed and applied to multi-dimensional steady convection diffusion equation. Numerical results show that NEMs with three or higher order basis functions can track the reference solutions very well and are superior to second order upwind scheme and QUICK scheme. However, the false diffusion and unphysical oscillation behavior are discovered for NEMs. To explain the reasons for the above-mentioned behaviors, the stability, accuracy and numerical diffusion properties of NEM are analyzed by the Fourier analysis, and by comparing with exact solutions of difference and differential equation. The theoretical analysis results show that the accuracy of NEM increases with the expansion order. However, the stability and numerical diffusion properties depend not only on the order of basis functions but also on the parity of

Stability, accuracy and numerical diffusion analysis of nodal expansion method for steady convection diffusion equation

Energy Technology Data Exchange (ETDEWEB)

Zhou, Xiafeng, E-mail: zhou-xf11@mails.tsinghua.edu.cn; Guo, Jiong, E-mail: guojiong12@tsinghua.edu.cn; Li, Fu, E-mail: lifu@tsinghua.edu.cn

2015-12-15

Highlights: • NEMs are innovatively applied to solve convection diffusion equation. • Stability, accuracy and numerical diffusion for NEM are analyzed for the first time. • Stability and numerical diffusion depend on the NEM expansion order and its parity. • NEMs have higher accuracy than both second order upwind and QUICK scheme. • NEMs with different expansion orders are integrated into a unified discrete form. - Abstract: The traditional finite difference method or finite volume method (FDM or FVM) is used for HTGR thermal-hydraulic calculation at present. However, both FDM and FVM require the fine mesh sizes to achieve the desired precision and thus result in a limited efficiency. Therefore, a more efficient and accurate numerical method needs to be developed. Nodal expansion method (NEM) can achieve high accuracy even on the coarse meshes in the reactor physics analysis so that the number of spatial meshes and computational cost can be largely decreased. Because of higher efficiency and accuracy, NEM can be innovatively applied to thermal-hydraulic calculation. In the paper, NEMs with different orders of basis functions are successfully developed and applied to multi-dimensional steady convection diffusion equation. Numerical results show that NEMs with three or higher order basis functions can track the reference solutions very well and are superior to second order upwind scheme and QUICK scheme. However, the false diffusion and unphysical oscillation behavior are discovered for NEMs. To explain the reasons for the above-mentioned behaviors, the stability, accuracy and numerical diffusion properties of NEM are analyzed by the Fourier analysis, and by comparing with exact solutions of difference and differential equation. The theoretical analysis results show that the accuracy of NEM increases with the expansion order. However, the stability and numerical diffusion properties depend not only on the order of basis functions but also on the parity of

Maximum Principles for Discrete and Semidiscrete Reaction-Diffusion Equation

Directory of Open Access Journals (Sweden)

Petr Stehlík

2015-01-01

Full Text Available We study reaction-diffusion equations with a general reaction function f on one-dimensional lattices with continuous or discrete time ux′  (or  Δtux=k(ux-1-2ux+ux+1+f(ux, x∈Z. We prove weak and strong maximum and minimum principles for corresponding initial-boundary value problems. Whereas the maximum principles in the semidiscrete case (continuous time exhibit similar features to those of fully continuous reaction-diffusion model, in the discrete case the weak maximum principle holds for a smaller class of functions and the strong maximum principle is valid in a weaker sense. We describe in detail how the validity of maximum principles depends on the nonlinearity and the time step. We illustrate our results on the Nagumo equation with the bistable nonlinearity.

Discrete formulation for two-dimensional multigroup neutron diffusion equations

Energy Technology Data Exchange (ETDEWEB)

Vosoughi, Naser E-mail: vosoughi@mehr.sharif.edu; Salehi, Ali A.; Shahriari, Majid

2003-02-01

The objective of this paper is to introduce a new numerical method for neutronic calculation in a reactor core. This method can produce the final finite form of the neutron diffusion equation by classifying the neutronic variables and using two kinds of cell complexes without starting from the conventional differential form of the neutron diffusion equation. The method with linear interpolation produces the same convergence as the linear continuous finite element method. The quadratic interpolation is proven; the convergence order depends on the shape of the dual cell. The maximum convergence order is achieved by choosing the dual cell based on two Gauss' points. The accuracy of the method was examined with a well-known IAEA two-dimensional benchmark problem. The numerical results demonstrate the effectiveness of the new method.

Discrete formulation for two-dimensional multigroup neutron diffusion equations

International Nuclear Information System (INIS)

Vosoughi, Naser; Salehi, Ali A.; Shahriari, Majid

2003-01-01

The objective of this paper is to introduce a new numerical method for neutronic calculation in a reactor core. This method can produce the final finite form of the neutron diffusion equation by classifying the neutronic variables and using two kinds of cell complexes without starting from the conventional differential form of the neutron diffusion equation. The method with linear interpolation produces the same convergence as the linear continuous finite element method. The quadratic interpolation is proven; the convergence order depends on the shape of the dual cell. The maximum convergence order is achieved by choosing the dual cell based on two Gauss' points. The accuracy of the method was examined with a well-known IAEA two-dimensional benchmark problem. The numerical results demonstrate the effectiveness of the new method

Solutions of diffusion equations in two-dimensional cylindrical geometry by series expansions

International Nuclear Information System (INIS)

Ohtani, Nobuo

1976-01-01

A solution of the multi-group multi-regional diffusion equation in two-dimensional cylindrical (rho-z) geometry is obtained in the form of a regionwise double series composed of Bessel and trigonometrical functions. The diffusion equation is multiplied by weighting functions, which satisfy the homogeneous part of the diffusion equation, and the products are integrated over the region for obtaining the equations to determine the fluxes and their normal derivatives at the region boundaries. Multiplying the diffusion equation by each function of the set used for the flux expansion, then integrating the products, the coefficients of the double series of the flux inside each region are calculated using the boundary values obtained above. Since the convergence of the series thus obtained is slow especially near the region boundaries, a method for improving the convergence has been developed. The double series of the flux is separated into two parts. The normal derivative at the region boundary of the first part is zero, and that of the second part takes the value which is obtained in the first stage of this method. The second part is replaced by a continuous function, and the flux is represented by the sum of the continuous function and the double series. A sample critical problem of a two-group two-region system is numerically studied. The results show that the present method yields very accurately the flux integrals in each region with only a small number of expansion terms. (auth.)

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

OpenAIRE

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

2013-01-01

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

Space-Time Fractional Diffusion-Advection Equation with Caputo Derivative

Directory of Open Access Journals (Sweden)

José Francisco Gómez Aguilar

2014-01-01

Full Text Available An alternative construction for the space-time fractional diffusion-advection equation for the sedimentation phenomena is presented. The order of the derivative is considered as 0<β, γ≤1 for the space and time domain, respectively. The fractional derivative of Caputo type is considered. In the spatial case we obtain the fractional solution for the underdamped, undamped, and overdamped case. In the temporal case we show that the concentration has amplitude which exhibits an algebraic decay at asymptotically large times and also shows numerical simulations where both derivatives are taken in simultaneous form. In order that the equation preserves the physical units of the system two auxiliary parameters σx and σt are introduced characterizing the existence of fractional space and time components, respectively. A physical relation between these parameters is reported and the solutions in space-time are given in terms of the Mittag-Leffler function depending on the parameters β and γ. The generalization of the fractional diffusion-advection equation in space-time exhibits anomalous behavior.

Advanced diffusion model in compacted bentonite based on modified Poisson-Boltzmann equations

International Nuclear Information System (INIS)

Yotsuji, K.; Tachi, Y.; Nishimaki, Y.

2012-01-01

Document available in extended abstract form only. Diffusion and sorption of radionuclides in compacted bentonite are the key processes in the safe geological disposal of radioactive waste. JAEA has developed the integrated sorption and diffusion (ISD) model for compacted bentonite by coupling the pore water chemistry, sorption and diffusion processes in consistent way. The diffusion model accounts consistently for cation excess and anion exclusion in narrow pores in compacted bentonite by the electric double layer (EDL) theory. The firstly developed ISD model could predict the diffusivity of the monovalent cation/anion in compacted bentonite as a function of dry density. This ISD model was modified by considering the visco-electric effect, and applied for diffusion data for various radionuclides measured under wide range of conditions (salinity, density, etc.). This modified ISD model can give better quantitative agreement with diffusion data for monovalent cation/anion, however, the model predictions still disagree with experimental data for multivalent cation and complex species. In this study we extract the additional key factors influencing diffusion model in narrow charged pores, and the effects of these factors were investigated to reach a better understanding of diffusion processes in compacted bentonite. We investigated here the dielectric saturation effect and the excluded volume effect into the present ISD model and numerically solved these modified Poisson-Boltzmann equations. In the vicinity of the negatively charged clay surfaces, it is necessary to evaluate concentration distribution of electrolytes considering the dielectric saturation effects. The Poisson-Boltzmann (P-B) equation coupled with the dielectric saturation effects was solved numerically by using Runge-Kutta and Shooting methods. Figure 1(a) shows the concentration distributions of Na + as numerical solutions of the modified and original P-B equations for 0.01 M pore water, 800 kg m -3

Analysis and application of diffusion equations involving a new fractional derivative without singular kernel

Directory of Open Access Journals (Sweden)

Lihong Zhang

2017-11-01

Full Text Available In this article, a family of nonlinear diffusion equations involving multi-term Caputo-Fabrizio time fractional derivative is investigated. Some maximum principles are obtained. We also demonstrate the application of the obtained results by deriving some estimation for solution to reaction-diffusion equations.

Gaussian approximations for stochastic systems with delay: Chemical Langevin equation and application to a Brusselator system

International Nuclear Information System (INIS)

Brett, Tobias; Galla, Tobias

2014-01-01

We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period

Gaussian approximations for stochastic systems with delay: chemical Langevin equation and application to a Brusselator system.

Science.gov (United States)

Brett, Tobias; Galla, Tobias

2014-03-28

We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.

Relevance of quantum mechanics on some aspects of ion channel function

OpenAIRE

Roy, Sisir; Llinás, Rodolfo

2009-01-01

Mathematical modeling of ionic diffusion along K ion channels indicates that such diffusion is oscillatory, at the weak non-Markovian limit. This finding leads us to derive a Schrödinger–Langevin equation for this kind of system within the framework of stochastic quantization. The Planck’s constant is shown to be relevant to the Lagrangian action at the level of a single ion channel. This sheds new light on the issue of applicability of quantum formalism to ion channel dynamics and to the phy...

Analysis and Application of High Resolution Numerical Perturbation Algorithm for Convective-Diffusion Equation

International Nuclear Information System (INIS)

Gao Zhi; Shen Yi-Qing

2012-01-01

The high resolution numerical perturbation (NP) algorithm is analyzed and tested using various convective-diffusion equations. The NP algorithm is constructed by splitting the second order central difference schemes of both convective and diffusion terms of the convective-diffusion equation into upstream and downstream parts, then the perturbation reconstruction functions of the convective coefficient are determined using the power-series of grid interval and eliminating the truncated errors of the modified differential equation. The important nature, i.e. the upwind dominance nature, which is the basis to ensuring that the NP schemes are stable and essentially oscillation free, is firstly presented and verified. Various numerical cases show that the NP schemes are efficient, robust, and more accurate than the original second order central scheme

Splitting Method for Solving the Coarse-Mesh Discretized Low-Order Quasi-Diffusion Equations

International Nuclear Information System (INIS)

Hiruta, Hikaru; Anistratov, Dmitriy Y.; Adams, Marvin L.

2005-01-01

In this paper, the development is presented of a splitting method that can efficiently solve coarse-mesh discretized low-order quasi-diffusion (LOQD) equations. The LOQD problem can reproduce exactly the transport scalar flux and current. To solve the LOQD equations efficiently, a splitting method is proposed. The presented method splits the LOQD problem into two parts: (a) the D problem that captures a significant part of the transport solution in the central parts of assemblies and can be reduced to a diffusion-type equation and (b) the Q problem that accounts for the complicated behavior of the transport solution near assembly boundaries. Independent coarse-mesh discretizations are applied: the D problem equations are approximated by means of a finite element method, whereas the Q problem equations are discretized using a finite volume method. Numerical results demonstrate the efficiency of the methodology presented. This methodology can be used to modify existing diffusion codes for full-core calculations (which already solve a version of the D problem) to account for transport effects

Solving the neutron diffusion equation on combinatorial geometry computational cells for reactor physics calculations

International Nuclear Information System (INIS)

Azmy, Y. Y.

2004-01-01

An approach is developed for solving the neutron diffusion equation on combinatorial geometry computational cells, that is computational cells composed by combinatorial operations involving simple-shaped component cells. The only constraint on the component cells from which the combinatorial cells are assembled is that they possess a legitimate discretization of the underlying diffusion equation. We use the Finite Difference (FD) approximation of the x, y-geometry diffusion equation in this work. Performing the same combinatorial operations involved in composing the combinatorial cell on these discrete-variable equations yields equations that employ new discrete variables defined only on the combinatorial cell's volume and faces. The only approximation involved in this process, beyond the truncation error committed in discretizing the diffusion equation over each component cell, is a consistent-order Legendre series expansion. Preliminary results for simple configurations establish the accuracy of the solution to the combinatorial geometry solution compared to straight FD as the system dimensions decrease. Furthermore numerical results validate the consistent Legendre-series expansion order by illustrating the second order accuracy of the combinatorial geometry solution, the same as standard FD. Nevertheless the magnitude of the error for the new approach is larger than FD's since it incorporates the additional truncated series approximation. (authors)

Entropy methods for diffusive partial differential equations

CERN Document Server

Jüngel, Ansgar

2016-01-01

This book presents a range of entropy methods for diffusive PDEs devised by many researchers in the course of the past few decades, which allow us to understand the qualitative behavior of solutions to diffusive equations (and Markov diffusion processes). Applications include the large-time asymptotics of solutions, the derivation of convex Sobolev inequalities, the existence and uniqueness of weak solutions, and the analysis of discrete and geometric structures of the PDEs. The purpose of the book is to provide readers an introduction to selected entropy methods that can be found in the research literature. In order to highlight the core concepts, the results are not stated in the widest generality and most of the arguments are only formal (in the sense that the functional setting is not specified or sufficient regularity is supposed). The text is also suitable for advanced master and PhD students and could serve as a textbook for special courses and seminars.

Local fractional variational iteration algorithm iii for the diffusion model associated with non-differentiable heat transfer

Directory of Open Access Journals (Sweden)

Meng Zhi-Jun

2016-01-01

Full Text Available This paper addresses a new application of the local fractional variational iteration algorithm III to solve the local fractional diffusion equation defined on Cantor sets associated with non-differentiable heat transfer.

Boundary value problems for multi-term fractional differential equations

Science.gov (United States)

Daftardar-Gejji, Varsha; Bhalekar, Sachin

2008-09-01

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

The Multigroup Neutron Diffusion Equations/1 Space Dimension

Energy Technology Data Exchange (ETDEWEB)

Linde, Sven

1960-06-15

A description is given of a program for the Ferranti Mercury computer which solves the one-dimensional multigroup diffusion equations in plane, cylindrical or spherical geometry, and also approximates automatically a two-dimensional solution by separating the space variables. In section A the method of calculation is outlined and the preparation of data for two group problems is described. The spatial separation of two-dimensional equations is considered in section B. Section C covers the multigroup equations. These parts are self contained and include all information required for the use of the program. Details of the numerical methods are given in section D. Three sample problems are solved in section E. Punching and operating instructions are given in an appendix.

The Multigroup Neutron Diffusion Equations/1 Space Dimension

International Nuclear Information System (INIS)

Linde, Sven

1960-06-01

A description is given of a program for the Ferranti Mercury computer which solves the one-dimensional multigroup diffusion equations in plane, cylindrical or spherical geometry, and also approximates automatically a two-dimensional solution by separating the space variables. In section A the method of calculation is outlined and the preparation of data for two group problems is described. The spatial separation of two-dimensional equations is considered in section B. Section C covers the multigroup equations. These parts are self contained and include all information required for the use of the program. Details of the numerical methods are given in section D. Three sample problems are solved in section E. Punching and operating instructions are given in an appendix

Explosive instabilities of reaction-diffusion equations including pinch effects

International Nuclear Information System (INIS)

Wilhelmsson, H.

1992-01-01

Particular solutions of reaction-diffusion equations for temperature are obtained for explosively unstable situations. As a result of the interplay between inertial, diffusion, pinch and source processes certain 'bell-shaped' distributions may grow explosively in time with preserved shape of the spatial distribution. The effect of the pinch, which requires a density inhomogeneity, is found to diminish the effect of diffusion, or inversely to support the inertial and source processes in creating the explosion. The results may be described in terms of elliptic integrals or. more simply, by means of expansions in the spatial coordinate. An application is the temperature evolution of a burning fusion plasma. (au) (18 refs.)

A mathematical and numerical analysis of the Maxwell-Stefan diffusion equations

OpenAIRE

Boudin , Laurent; Grec , Bérénice; Salvarani , Francesco

2012-01-01

International audience; We consider the Maxwell-Stefan model of diffusion in a multicomponent gaseous mixture. After focusing on the main differences with the Fickian diffusion model, we study the equations governing a three-component gas mixture. We provide a qualitative and quantitative mathematical analysis of the model. The main properties of the standard explicit numerical scheme are also analyzed. We eventually include some numerical simulations pointing out the uphill diffusion phenome...

Traveling Wave Solutions of Reaction-Diffusion Equations Arising in Atherosclerosis Models

Directory of Open Access Journals (Sweden)

Narcisa Apreutesei

2014-05-01

Full Text Available In this short review article, two atherosclerosis models are presented, one as a scalar equation and the other one as a system of two equations. They are given in terms of reaction-diffusion equations in an infinite strip with nonlinear boundary conditions. The existence of traveling wave solutions is studied for these models. The monostable and bistable cases are introduced and analyzed.

Non-linear frequency response of non-isothermal adsorption controlled by micropore diffusion with variable diffusivity

Directory of Open Access Journals (Sweden)

MENKA PETKOVSKA

2000-12-01

Full Text Available The concept of higher order frequency response functions (FRFs is used for the analysis of non-linear adsorption kinetics on a particle scale, for the case of non-isothermal micropore diffusion with variable diffusivity. Six series of FRFs are defined for the general non-isothermal case. A non-linerar mathematical model is postulated and the first and second order FRFs derived and simulated. A variable diffusivity influences the shapes of the second order FRFs relating the sorbate concentration in the solid phase and t he gas pressure significantly, but they still keep their characteristics which can be used for discrimination of this from other kinetic mechanisms. It is also shown that first and second order particle FRFs offter sufficient information for an easy and fast estimation of all model parameters, including those defining the system non-linearity.

Scalable implicit methods for reaction-diffusion equations in two and three space dimensions

Energy Technology Data Exchange (ETDEWEB)

Veronese, S.V.; Othmer, H.G. [Univ. of Utah, Salt Lake City, UT (United States)

1996-12-31

This paper describes the implementation of a solver for systems of semi-linear parabolic partial differential equations in two and three space dimensions. The solver is based on a parallel implementation of a non-linear Alternating Direction Implicit (ADI) scheme which uses a Cartesian grid in space and an implicit time-stepping algorithm. Various reordering strategies for the linearized equations are used to reduce the stride and improve the overall effectiveness of the parallel implementation. We have successfully used this solver for large-scale reaction-diffusion problems in computational biology and medicine in which the desired solution is a traveling wave that may contain rapid transitions. A number of examples that illustrate the efficiency and accuracy of the method are given here; the theoretical analysis will be presented.

Simulate-HEX - The multi-group diffusion equation in hexagonal-z geometry

International Nuclear Information System (INIS)

Lindahl, S. O.

2013-01-01

The multigroup diffusion equation is solved for the hexagonal-z geometry by dividing each hexagon into 6 triangles. In each triangle, the Fourier solution of the wave equation is approximated by 8 plane waves to describe the intra-nodal flux accurately. In the end an efficient Finite Difference like equation is obtained. The coefficients of this equation depend on the flux solution itself and they are updated once per power/void iteration. A numerical example demonstrates the high accuracy of the method. (authors)

New diffusion-sythetic acceleration methods for the SN equations with corner balance spatial differencing

International Nuclear Information System (INIS)

Wareing, T.A.

1993-01-01

New methods are presented for diffusion-synthetic accelerating the S N equations in slab and x-y geometries with the corner balance spatial differencing scheme. With the standard diffusion-synthetic acceleration method, the discretized diffusion problem is derived from the discretized S N problem to insure stability through consistent differencing. The major difference between our new methods and standard diffusion-synthetic acceleration is that the discretized diffusion problem is derived from a discretization of the P 1 equations, independently of the discretized S N problem. We present theoretical and numerical results to show that these new methods are unconditionally efficient in slab and x-y geometries with rectangular spatial meshes and isotropic scattering. (orig.)

Finite-Dimensional Representations for Controlled Diffusions with Delay

Energy Technology Data Exchange (ETDEWEB)

Federico, Salvatore, E-mail: salvatore.federico@unimi.it [Università di Milano, Dipartimento di Economia, Management e Metodi Quantitativi (Italy); Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr [Université Paris Diderot, Laboratoire de Probabilités et Modèles Aléatoires (France)

2015-02-15

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

High order backward discretization of the neutron diffusion equation

Energy Technology Data Exchange (ETDEWEB)

Ginestar, D.; Bru, R.; Marin, J. [Universidad Politecnica de Valencia (Spain). Departamento de Matematica Aplicada; Verdu, G.; Munoz-Cobo, J.L. [Universidad Politecnica de Valencia (Spain). Departamento de Ingenieria Quimica y Nuclear; Vidal, V. [Universidad Politecnica de Valencia (Spain). Departamento de Sistemas Informaticos y Computacion

1997-11-21

Fast codes capable of dealing with three-dimensional geometries, are needed to be able to simulate spatially complicated transients in a nuclear reactor. We propose a new discretization technique for the time integration of the neutron diffusion equation, based on the backward difference formulas for systems of stiff ordinary differential equations. This method needs to solve a system of linear equations for each integration step, and for this purpose, we have developed an iterative block algorithm combined with a variational acceleration technique. We tested the algorithm with two benchmark problems, and compared the results with those provided by other codes, concluding that the performance and overall agreement are very good. (author).

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

Science.gov (United States)

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

2017-09-01

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

Innovation diffusion equations on correlated scale-free networks

Energy Technology Data Exchange (ETDEWEB)

Bertotti, M.L., E-mail: marialetizia.bertotti@unibz.it [Free University of Bozen–Bolzano, Faculty of Science and Technology, Bolzano (Italy); Brunner, J., E-mail: johannes.brunner@tis.bz.it [TIS Innovation Park, Bolzano (Italy); Modanese, G., E-mail: giovanni.modanese@unibz.it [Free University of Bozen–Bolzano, Faculty of Science and Technology, Bolzano (Italy)

2016-07-29

Highlights: • The Bass diffusion model can be formulated on scale-free networks. • In the trickle-down version, the hubs adopt earlier and act as monitors. • We improve the equations in order to describe trickle-up diffusion. • Innovation is generated at the network periphery, and hubs can act as stiflers. • We compare diffusion times, in dependence on the scale-free exponent. - Abstract: We introduce a heterogeneous network structure into the Bass diffusion model, in order to study the diffusion times of innovation or information in networks with a scale-free structure, typical of regions where diffusion is sensitive to geographic and logistic influences (like for instance Alpine regions). We consider both the diffusion peak times of the total population and of the link classes. In the familiar trickle-down processes the adoption curve of the hubs is found to anticipate the total adoption in a predictable way. In a major departure from the standard model, we model a trickle-up process by introducing heterogeneous publicity coefficients (which can also be negative for the hubs, thus turning them into stiflers) and a stochastic term which represents the erratic generation of innovation at the periphery of the network. The results confirm the robustness of the Bass model and expand considerably its range of applicability.

Innovation diffusion equations on correlated scale-free networks

International Nuclear Information System (INIS)

Bertotti, M.L.; Brunner, J.; Modanese, G.

2016-01-01

Highlights: • The Bass diffusion model can be formulated on scale-free networks. • In the trickle-down version, the hubs adopt earlier and act as monitors. • We improve the equations in order to describe trickle-up diffusion. • Innovation is generated at the network periphery, and hubs can act as stiflers. • We compare diffusion times, in dependence on the scale-free exponent. - Abstract: We introduce a heterogeneous network structure into the Bass diffusion model, in order to study the diffusion times of innovation or information in networks with a scale-free structure, typical of regions where diffusion is sensitive to geographic and logistic influences (like for instance Alpine regions). We consider both the diffusion peak times of the total population and of the link classes. In the familiar trickle-down processes the adoption curve of the hubs is found to anticipate the total adoption in a predictable way. In a major departure from the standard model, we model a trickle-up process by introducing heterogeneous publicity coefficients (which can also be negative for the hubs, thus turning them into stiflers) and a stochastic term which represents the erratic generation of innovation at the periphery of the network. The results confirm the robustness of the Bass model and expand considerably its range of applicability.

On the problem of a consistent description of kinetic and hydrodynamic processes in dense gases and liquids

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.

Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation

Science.gov (United States)

Liang, Yingjie; Chen, Wen; Magin, Richard L.

2016-07-01

Analytical solutions to the fractional diffusion equation are often obtained by using Laplace and Fourier transforms, which conveniently encode the order of the time and the space derivatives (α and β) as non-integer powers of the conjugate transform variables (s, and k) for the spectral and the spatial frequencies, respectively. This study presents a new solution to the fractional diffusion equation obtained using the Laplace transform and expressed as a Fox's H-function. This result clearly illustrates the kinetics of the underlying stochastic process in terms of the Laplace spectral frequency and entropy. The spectral entropy is numerically calculated by using the direct integration method and the adaptive Gauss-Kronrod quadrature algorithm. Here, the properties of spectral entropy are investigated for the cases of sub-diffusion and super-diffusion. We find that the overall spectral entropy decreases with the increasing α and β, and that the normal or Gaussian case with α = 1 and β = 2, has the lowest spectral entropy (i.e., less information is needed to describe the state of a Gaussian process). In addition, as the neighborhood over which the entropy is calculated increases, the spectral entropy decreases, which implies a spatial averaging or coarse graining of the material properties. Consequently, the spectral entropy is shown to provide a new way to characterize the temporal correlation of anomalous diffusion. Future studies should be designed to examine changes of spectral entropy in physical, chemical and biological systems undergoing phase changes, chemical reactions and tissue regeneration.

Simulation of anisotropic diffusion by means of a diffusion velocity method

CERN Document Server

Beaudoin, A; Rivoalen, E

2003-01-01

An alternative method to the Particle Strength Exchange method for solving the advection-diffusion equation in the general case of a non-isotropic and non-uniform diffusion is proposed. This method is an extension of the diffusion velocity method. It is shown that this extension is quite straightforward due to the explicit use of the diffusion flux in the expression of the diffusion velocity. This approach is used to simulate pollutant transport in groundwater and the results are compared to those of the PSE method presented in an earlier study by Zimmermann et al.

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.

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

Science.gov (United States)

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

2013-03-01

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

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

Science.gov (United States)

Horowitz, Jordan M

2015-07-28

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

Synchronization of Markovian jumping inertial neural networks and its applications in image encryption.

Science.gov (United States)

Prakash, M; Balasubramaniam, P; Lakshmanan, S

2016-11-01

This study is mainly concerned with the problem on synchronization criteria for Markovian jumping time delayed bidirectional associative memory neural networks and their applications in secure image communications. Based on the variable transformation method, the addressed second order differential equations are transformed into first order differential equations. Then, by constructing a suitable Lyapunov-Krasovskii functional and based on integral inequalities, the criteria which ensure the synchronization between the uncontrolled system and controlled system are established through designed feedback controllers and linear matrix inequalities. Further, the proposed results proved that the error system is globally asymptotically stable in the mean square. Moreover, numerical illustrations are provided to validate the effectiveness of the derived analytical results. Finally, the application of addressed system is explored via image encryption/decryption process. Copyright © 2016 Elsevier Ltd. All rights reserved.

Non-instantaneous impulses in differential equations

CERN Document Server

Agarwal, Ravi; O'Regan, Donal

2017-01-01

This monograph is the first published book devoted to the theory of differential equations with non-instantaneous impulses. It aims to equip the reader with mathematical models and theory behind real life processes in physics, biology, population dynamics, ecology and pharmacokinetics. The authors examine a wide scope of differential equations with non-instantaneous impulses through three comprehensive chapters, providing an all-rounded and unique presentation on the topic, including: - Ordinary differential equations with non-instantaneous impulses (scalar and n-dimensional case) - Fractional differential equa tions with non-instantaneous impulses (with Caputo fractional derivatives of order q ϵ (0, 1)) - Ordinary differential equations with non-instantaneous impulses occurring at random moments (with exponential, Erlang, or Gamma distribution) Each chapter focuses on theory, proofs and examples, and contains numerous graphs to enrich the reader’s understanding. Additionally, a carefully selected bibliogr...

Nonlinear reaction-diffusion equations with delay: some theorems, test problems, exact and numerical solutions

Science.gov (United States)

Polyanin, A. D.; Sorokin, V. G.

2017-12-01

The paper deals with nonlinear reaction-diffusion equations with one or several delays. We formulate theorems that allow constructing exact solutions for some classes of these equations, which depend on several arbitrary functions. Examples of application of these theorems for obtaining new exact solutions in elementary functions are provided. We state basic principles of construction, selection, and use of test problems for nonlinear partial differential equations with delay. Some test problems which can be suitable for estimating accuracy of approximate analytical and numerical methods of solving reaction-diffusion equations with delay are presented. Some examples of numerical solutions of nonlinear test problems with delay are considered.

Diffusive Wave Approximation to the Shallow Water Equations: Computational Approach

KAUST Repository

Collier, Nathan; Radwan, Hany; Dalcin, Lisandro; Calo, Victor M.

2011-01-01

We discuss the use of time adaptivity applied to the one dimensional diffusive wave approximation to the shallow water equations. A simple and computationally economical error estimator is discussed which enables time-step size adaptivity

Attractor of reaction-diffusion equations in Banach spaces

Directory of Open Access Journals (Sweden)

José Valero

2001-04-01

Full Text Available In this paper we prove first some abstract theorems on existence of global attractors for differential inclusions generated by w-dissipative operators. Then these results are applied to reaction-diffusion equations in which the Babach space Lp is used as phase space. Finally, new results concerning the fractal dimension of the global attractor in the space L2 are obtained.

A perturbational h4 exponential finite difference scheme for the convective diffusion equation

International Nuclear Information System (INIS)

Chen, G.Q.; Gao, Z.; Yang, Z.F.

1993-01-01

A perturbational h 4 compact exponential finite difference scheme with diagonally dominant coefficient matrix and upwind effect is developed for the convective diffusion equation. Perturbations of second order are exerted on the convective coefficients and source term of an h 2 exponential finite difference scheme proposed in this paper based on a transformation to eliminate the upwind effect of the convective diffusion equation. Four numerical examples including one- to three-dimensional model equations of fluid flow and a problem of natural convective heat transfer are given to illustrate the excellent behavior of the present exponential schemes. Besides, the h 4 accuracy of the perturbational scheme is verified using double precision arithmetic

General solution of the aerosol dynamic equation: growth and diffusion processes

International Nuclear Information System (INIS)

Elgarayhi, A.; Elhanbaly, A.

2004-01-01

The dispersion of aerosol particles in a fluid media is studied considering the main mechanism for condensation and diffusion. This has been done when the technique of Lie is used for solving the aerosol dynamic equation. This method is very useful in sense that it reduces the partial differential equation to some ordinary differential equations. So, different classes of similarity solutions have been obtained. The quantity of well-defined physical interest is the mean particle volume has been calculated

Construction and analysis of lattice Boltzmann methods applied to a 1D convection-diffusion equation

International Nuclear Information System (INIS)

Dellacherie, Stephane

2014-01-01

To solve the 1D (linear) convection-diffusion equation, we construct and we analyze two LBM schemes built on the D1Q2 lattice. We obtain these LBM schemes by showing that the 1D convection-diffusion equation is the fluid limit of a discrete velocity kinetic system. Then, we show in the periodic case that these LBM schemes are equivalent to a finite difference type scheme named LFCCDF scheme. This allows us, firstly, to prove the convergence in L∞ of these schemes, and to obtain discrete maximum principles for any time step in the case of the 1D diffusion equation with different boundary conditions. Secondly, this allows us to obtain most of these results for the Du Fort-Frankel scheme for a particular choice of the first iterate. We also underline that these LBM schemes can be applied to the (linear) advection equation and we obtain a stability result in L∞ under a classical CFL condition. Moreover, by proposing a probabilistic interpretation of these LBM schemes, we also obtain Monte-Carlo algorithms which approach the 1D (linear) diffusion equation. At last, we present numerical applications justifying these results. (authors)

Probabilistic solutions of generalized birth and death equations and application to non-relativistic electrodynamics

International Nuclear Information System (INIS)

Serva, M.

1986-01-01

In this paper we give probabilistic solutions to the equations describing non-relativistic quantum electrodynamical systems. These solutions involve, besides the usual diffusion processes, also birth and death processes corresponding to the 'photons number' variables. We state some inequalities and in particular we establish bounds to the ground state energy of systems composed by a non relativistic particle interacting with a field. The result is general and it is applied as an example to the polaron problem. (orig.)

A Bloch-Torrey Equation for Diffusion in a Deforming Media

Energy Technology Data Exchange (ETDEWEB)

Rohmer, Damien; Gullberg, Grant T.

2006-12-29

Diffusion Tensor Magnetic Resonance Imaging (DTMRI)technique enables the measurement of diffusion parameters and therefore,informs on the structure of the biological tissue. This technique isapplied with success to the static organs such as brain. However, thediffusion measurement on the dynamically deformable organs such as thein-vivo heart is a complex problem that has however a great potential inthe measurement of cardiac health. In order to understand the behavior ofthe Magnetic Resonance (MR)signal in a deforming media, the Bloch-Torreyequation that leads the MR behavior is expressed in general curvilinearcoordinates. These coordinates enable to follow the heart geometry anddeformations through time. The equation is finally discretized andpresented in a numerical formulation using implicit methods, in order toget a stable scheme that can be applied to any smooth deformations.Diffusion process enables the link between the macroscopic behavior ofmolecules and themicroscopic structure in which they evolve. Themeasurement of diffusion in biological tissues is therefore of majorimportance in understanding the complex underlying structure that cannotbe studied directly. The Diffusion Tensor Magnetic ResonanceImaging(DTMRI) technique enables the measurement of diffusion parametersand therefore provides information on the structure of the biologicaltissue. This technique has been applied with success to static organssuch as the brain. However, diffusion measurement of dynamicallydeformable organs such as the in-vivo heart remains a complex problem,which holds great potential in determining cardiac health. In order tounderstand the behavior of the magnetic resonance (MR) signal in adeforming media, the Bloch-Torrey equation that defines the MR behavioris expressed in general curvilinear coordinates. These coordinates enableus to follow the heart geometry and deformations through time. Theequation is finally discretized and presented in a numerical formulationusing

Diffusion-accelerated solution of the 2-D x-y Sn equations with linear-bilinear nodal differencing

International Nuclear Information System (INIS)

Wareing, T.A.; Walters, W.F.; Morel, J.E.

1994-01-01

Recently a new diffusion-synthetic acceleration scheme was developed for solving the 2-D S n Equations in x-y geometry with bilinear-discontinuous finite element spatial discretization using a bilinear-discontinuous diffusion differencing scheme for the diffusion acceleration equations. This method differs from previous methods in that it is conditional efficient for problems with isotropic or nearly isotropic scattering. We have used the same bilinear-discontinuous diffusion scheme, and associated solution technique, to accelerate the x-y geometry S n equations with linear-bilinear nodal spatial differencing. We find that this leads to an unconditionally efficient solution method for problems with isotropic or nearly isotropic scattering. computational results are given which demonstrate this property

Spectral and evolutionary analysis of advection-diffusion equations and the shear flow paradigm

International Nuclear Information System (INIS)

Thyagaraja, A.; Loureiro, N.; Knight, P.J.

2002-01-01

Advection-diffusion equations occur in a wide variety of fields in many contexts of active and passive transport in fluids and plasmas. The effects of sheared advective flows in the presence of irreversible processes such as diffusion and viscosity are of considerable current interest in tokamak and astrophysical contexts, where they are thought to play a key role in both transport and the dynamical structures characteristic of electromagnetic plasma turbulence. In this paper we investigate the spectral and evolutionary properties of relatively simple, linear, advection-diffusion equations. We apply analytical approaches based on standard Green's function methods to obtain insight into the nature of the spectra when the advective and diffusive effects occur separately and in combination. In particular, the physically interesting limit of small (but finite) diffusion is studied in detail. The analytical work is extended and supplemented by numerical techniques involving a direct solution of the eigenvalue problem as well as evolutionary studies of the initial value problem using a parallel code, CADENCE. The three approaches are complementary and entirely consistent with each other when appropriate comparison is made. They reveal different aspects of the properties of the advection-diffusion equation, such as the ability of sheared flows to generate a direct cascade to high wave numbers transverse to the advection and the consequent enhancement of even small amounts of diffusivity. The invariance properties of the spectra in the low diffusivity limit and the ability of highly sheared, jet-like flows to 'confine' transport to low shear regions are demonstrated. The implications of these properties in a wider context are discussed and set in perspective. (author)

Entropy methods for reaction-diffusion equations: slowly growing a-priori bounds

KAUST Repository

Desvillettes, Laurent; Fellner, Klemens

2008-01-01

In the continuation of [Desvillettes, L., Fellner, K.: Exponential Decay toward Equilibrium via Entropy Methods for Reaction-Diffusion Equations. J. Math. Anal. Appl. 319 (2006), no. 1, 157-176], we study reversible reaction-diffusion equations via entropy methods (based on the free energy functional) for a 1D system of four species. We improve the existing theory by getting 1) almost exponential convergence in L1 to the steady state via a precise entropy-entropy dissipation estimate, 2) an explicit global L∞ bound via interpolation of a polynomially growing H1 bound with the almost exponential L1 convergence, and 3), finally, explicit exponential convergence to the steady state in all Sobolev norms.

A Fully Discrete Galerkin Method for a Nonlinear Space-Fractional Diffusion Equation

Directory of Open Access Journals (Sweden)

Yunying Zheng

2011-01-01

Full Text Available The spatial transport process in fractal media is generally anomalous. The space-fractional advection-diffusion equation can be used to characterize such a process. In this paper, a fully discrete scheme is given for a type of nonlinear space-fractional anomalous advection-diffusion equation. In the spatial direction, we use the finite element method, and in the temporal direction, we use the modified Crank-Nicolson approximation. Here the fractional derivative indicates the Caputo derivative. The error estimate for the fully discrete scheme is derived. And the numerical examples are also included which are in line with the theoretical analysis.

Non-Gaussian diffusion in static disordered media

Science.gov (United States)

Luo, Liang; Yi, Ming

2018-04-01

Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap model, where the diffusivity is spatially correlated. Several unique effects due to quenched disorder are reported. We analytically estimate the diffusion coefficient Ddis and its fluctuation over samples of finite size. We show a mechanism of population splitting in the non-Gaussian diffusion. It results in a sharp peak in the distribution of displacement P (x ,t ) around x =0 , that has frequently been observed in experiments. We examine the fidelity of the coarse-grained diffusion map, which is reconstructed from particle trajectories. Finally, we propose a procedure to estimate the correlation length in static disordered environments, where the information stored in the sample-to-sample fluctuation has been utilized.

Sensitivity Analysis Based on Markovian Integration by Parts Formula

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Yongsheng Hang

2017-10-01

Full Text Available Sensitivity analysis is widely applied in financial risk management and engineering; it describes the variations brought by the changes of parameters. Since the integration by parts technique for Markov chains is well developed in recent years, in this paper we apply it for computation of sensitivity and show the closed-form expressions for two commonly-used time-continuous Markovian models. By comparison, we conclude that our approach outperforms the existing technique of computing sensitivity on Markovian models.

Nonlocal Symmetries to Systems of Nonlinear Diffusion Equations

International Nuclear Information System (INIS)

Qu Changzheng; Kang Jing

2008-01-01

In this paper, we study potential symmetries to certain systems of nonlinear diffusion equations. Those systems have physical applications in soil science, mathematical biology, and invariant curve flows in R 3 . Lie point symmetries of the potential system, which cannot be projected to vector fields of the given dependent and independent variables, yield potential symmetries. The class of the system that admits potential symmetries is expanded.

On the analytical solutions of the system of conformable time-fractional Robertson equations with 1-D diffusion

International Nuclear Information System (INIS)

Iyiola, O.S.; Tasbozan, O.; Kurt, A.; Çenesiz, Y.

2017-01-01

In this paper, we consider the system of conformable time-fractional Robertson equations with one-dimensional diffusion having widely varying diffusion coefficients. Due to the mismatched nature of the initial and boundary conditions associated with Robertson equation, there are spurious oscillations appearing in many computational algorithms. Our goal is to obtain an approximate solutions of this system of equations using the q-homotopy analysis method (q-HAM) and examine the widely varying diffusion coefficients and the fractional order of the derivative.

The onset of double diffusive convection in a viscoelastic fluid-saturated porous layer with non-equilibrium model.

Directory of Open Access Journals (Sweden)

Zhixin Yang

Full Text Available The onset of double diffusive convection in a viscoelastic fluid-saturated porous layer is studied when the fluid and solid phase are not in local thermal equilibrium. The modified Darcy model is used for the momentum equation and a two-field model is used for energy equation each representing the fluid and solid phases separately. The effect of thermal non-equilibrium on the onset of double diffusive convection is discussed. The critical Rayleigh number and the corresponding wave number for the exchange of stability and over-stability are obtained, and the onset criterion for stationary and oscillatory convection is derived analytically and discussed numerically.

Birth–death process of local structures in defect turbulence described by the one-dimensional complex Ginzburg–Landau equation

Energy Technology Data Exchange (ETDEWEB)

Uchiyama, Yusuke, E-mail: r1230160@risk.tsukuba.ac.jp; Konno, Hidetoshi

2014-04-01

Defect turbulence described by the one-dimensional complex Ginzburg–Landau equation is investigated and analyzed via a birth–death process of the local structures composed of defects, holes, and modulated amplitude waves (MAWs). All the number statistics of each local structure, in its stationary state, are subjected to Poisson statistics. In addition, the probability density functions of interarrival times of defects, lifetimes of holes, and MAWs show the existence of long-memory and some characteristic time scales caused by zigzag motions of oscillating traveling holes. The corresponding stochastic process for these observations is fully described by a non-Markovian master equation.

Singular solution of the Feller diffusion equation via a spectral decomposition

Science.gov (United States)

Gan, Xinjun; Waxman, David

2015-01-01

Feller studied a branching process and found that the distribution for this process approximately obeys a diffusion equation [W. Feller, in Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability (University of California Press, Berkeley and Los Angeles, 1951), pp. 227-246]. This diffusion equation and its generalizations play an important role in many scientific problems, including, physics, biology, finance, and probability theory. We work under the assumption that the fundamental solution represents a probability density and should account for all of the probability in the problem. Thus, under the circumstances where the random process can be irreversibly absorbed at the boundary, this should lead to the presence of a Dirac delta function in the fundamental solution at the boundary. However, such a feature is not present in the standard approach (Laplace transformation). Here we require that the total integrated probability is conserved. This yields a fundamental solution which, when appropriate, contains a term proportional to a Dirac delta function at the boundary. We determine the fundamental solution directly from the diffusion equation via spectral decomposition. We obtain exact expressions for the eigenfunctions, and when the fundamental solution contains a Dirac delta function at the boundary, every eigenfunction of the forward diffusion operator contains a delta function. We show how these combine to produce a weight of the delta function at the boundary which ensures the total integrated probability is conserved. The solution we present covers cases where parameters are time dependent, thereby greatly extending its applicability.

Solution of two-dimensional neutron diffusion equation for triangular region by finite Fourier transformation

International Nuclear Information System (INIS)

Kobayashi, Keisuke; Ishibashi, Hideo

1978-01-01

A two-dimensional neutron diffusion equation for a triangular region is shown to be solved by the finite Fourier transformation. An application of the Fourier transformation to the diffusion equation for triangular region yields equations whose unknowns are the expansion coefficients of the neutron flux and current in Fourier series or Legendre polynomials expansions only at the region boundary. Some numerical calculations have revealed that the present technique gives accurate results. It is shown also that the solution using the expansion in Legendre polynomials converges with relatively few terms even if the solution in Fourier series exhibits the Gibbs' phenomenon. (auth.)

Three-dimensional h-adaptivity for the multigroup neutron diffusion equations

KAUST Repository

Wang, Yaqi; Bangerth, Wolfgang; Ragusa, Jean

2009-01-01

diffusion equation for reactor applications. In order to follow the physics closely, energy group-dependent meshes are employed. We present a novel algorithm for assembling the terms coupling shape functions from different meshes and show how it can be made

FEM for time-fractional diffusion equations, novel optimal error analyses

OpenAIRE

Mustapha, Kassem

2016-01-01

A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with respect to both the convergence order of the approximate solution and the regularity of the initial data. By using novel energy arguments, for each fixed time $t$, optimal error bounds in the spatial $L^2$- and $H^1$-norms are derived for both cases: smooth...

Iterative method for obtaining the prompt and delayed alpha-modes of the diffusion equation

International Nuclear Information System (INIS)

Singh, K.P.; Degweker, S.B.; Modak, R.S.; Singh, Kanchhi

2011-01-01

Highlights: → A method for obtaining α-modes of the neutron diffusion equation has been developed. → The difference between the prompt and delayed modes is more pronounced for the higher modes. → Prompt and delayed modes differ more in reflector region. - Abstract: Higher modes of the neutron diffusion equation are required in some applications such as second order perturbation theory, and modal kinetics. In an earlier paper we had discussed a method for computing the α-modes of the diffusion equation. The discussion assumed that all neutrons are prompt. The present paper describes an extension of the method for finding the α-modes of diffusion equation with the inclusion of delayed neutrons. Such modes are particularly suitable for expanding the time dependent flux in a reactor for describing transients in a reactor. The method is illustrated by applying it to a three dimensional heavy water reactor model problem. The problem is solved in two and three neutron energy groups and with one and six delayed neutron groups. The results show that while the delayed α-modes are similar to λ-modes they are quite different from prompt modes. The difference gets progressively larger as we go to higher modes.

Evans functions and bifurcations of nonlinear waves of some nonlinear reaction diffusion equations

Science.gov (United States)

Zhang, Linghai

2017-10-01

The main purposes of this paper are to accomplish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear system of reaction diffusion equations ut =uxx + α [ βH (u - θ) - u ] - w, wt = ε (u - γw) and to establish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ], under different conditions on the model constants. To establish the bifurcation for the system, we will study the existence and instability of a standing pulse solution if 0 1; the existence and instability of two standing wave fronts if 2 (1 + αγ) θ = αβγ and 0 traveling wave front as well as the existence and instability of a standing pulse solution if 0 traveling wave front as well as the existence and instability of an upside down standing pulse solution if 0 traveling wave back of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ] -w0, where w0 = α (β - 2 θ) > 0 is a positive constant, if 0 motivation to study the existence, stability, instability and bifurcations of the nonlinear waves is to study the existence and stability/instability of infinitely many fast/slow multiple traveling pulse solutions of the nonlinear system of reaction diffusion equations. The existence and stability of infinitely many fast multiple traveling pulse solutions are of great interests in mathematical neuroscience.

Diffusion with space memory modelled with distributed order space fractional differential equations

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M. Caputo

2003-06-01

Full Text Available Distributed order fractional differential equations (Caputo, 1995, 2001; Bagley and Torvik, 2000a,b were fi rst used in the time domain; they are here considered in the space domain and introduced in the constitutive equation of diffusion. The solution of the classic problems are obtained, with closed form formulae. In general, the Green functions act as low pass fi lters in the frequency domain. The major difference with the case when a single space fractional derivative is present in the constitutive equations of diffusion (Caputo and Plastino, 2002 is that the solutions found here are potentially more fl exible to represent more complex media (Caputo, 2001a. The difference between the space memory medium and that with the time memory is that the former is more fl exible to represent local phenomena while the latter is more fl exible to represent variations in space. Concerning the boundary value problem, the difference with the solution of the classic diffusion medium, in the case when a constant boundary pressure is assigned and in the medium the pressure is initially nil, is that one also needs to assign the fi rst order space derivative at the boundary.

The analytical solution to the 1D diffusion equation in heterogeneous media

International Nuclear Information System (INIS)

Ganapol, B.D.; Nigg, D.W.

2011-01-01

The analytical solution to the time-independent multigroup diffusion equation in heterogeneous plane cylindrical and spherical media is presented. The solution features the simplicity of the one-group formulation while addressing the complication of multigroup diffusion in a fully heterogeneous medium. Beginning with the vector form of the diffusion equation, the approach, based on straightforward mathematics, resolves a set of coupled second order ODEs. The analytical form is facilitated through matrix diagonalization of the neutron interaction matrix rendering the multigroup solution as a series of one-group solutions which, when re-assembled, gives the analytical solution. Customized Eigenmode solutions of the one-group diffusion operator then represent the homogeneous solution in a uniform spatial domain. Once the homogeneous solution is known, the particular solution naturally emerges through variation of parameters. The analytical expression is then numerically implemented through recurrence. Finally, we apply the theory to assess the accuracy of a second order finite difference scheme and to a 1D slab BWR reactor in the four-group approximation. (author)

Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

Energy Technology Data Exchange (ETDEWEB)

Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

2016-07-01

The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

Monte Carlo Finite Volume Element Methods for the Convection-Diffusion Equation with a Random Diffusion Coefficient

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Qian Zhang

2014-01-01

Full Text Available The paper presents a framework for the construction of Monte Carlo finite volume element method (MCFVEM for the convection-diffusion equation with a random diffusion coefficient, which is described as a random field. We first approximate the continuous stochastic field by a finite number of random variables via the Karhunen-Loève expansion and transform the initial stochastic problem into a deterministic one with a parameter in high dimensions. Then we generate independent identically distributed approximations of the solution by sampling the coefficient of the equation and employing finite volume element variational formulation. Finally the Monte Carlo (MC method is used to compute corresponding sample averages. Statistic error is estimated analytically and experimentally. A quasi-Monte Carlo (QMC technique with Sobol sequences is also used to accelerate convergence, and experiments indicate that it can improve the efficiency of the Monte Carlo method.

Matrix-type multiple reciprocity boundary element method for solving three-dimensional two-group neutron diffusion equations

International Nuclear Information System (INIS)

Itagaki, Masafumi; Sahashi, Naoki.

1997-01-01

The multiple reciprocity boundary element method has been applied to three-dimensional two-group neutron diffusion problems. A matrix-type boundary integral equation has been derived to solve the first and the second group neutron diffusion equations simultaneously. The matrix-type fundamental solutions used here satisfy the equation which has a point source term and is adjoint to the neutron diffusion equations. A multiple reciprocity method has been employed to transform the matrix-type domain integral related to the fission source into an equivalent boundary one. The higher order fundamental solutions required for this formulation are composed of a series of two types of analytic functions. The eigenvalue itself is also calculated using only boundary integrals. Three-dimensional test calculations indicate that the present method provides stable and accurate solutions for criticality problems. (author)

A mixed finite element method for nonlinear diffusion equations

KAUST Repository

Burger, Martin; Carrillo, José ; Wolfram, Marie-Therese

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.

On the limit dynamics of systems with infinite multiple degrees of freedom

Energy Technology Data Exchange (ETDEWEB)

Braun, W A

1977-01-01

By using N/sup -2/ phi (g sub i - g sub j) regular pair interactions, it is shown that, for n approaching infinity, the Vlasovdynamics is the omega meson resonances -limit of the classical canonical N-particle-dynamics. Propagation of molecular chaos holds in this limit and the fluctuations converge to a Gaussian stochastic process, which is, however, non-Markovian. A model of a nerve membrane is studied in the limit of singular interaction with Fermion reservoirs. The resulting axon equations have the same structure as the Hodgkin Huxley equations. Recently proven theorems are used on nonlinear diffusion equations to show the existance of a propagating pulse solution.

Diffusion in multicomponent systems: a free energy approach

International Nuclear Information System (INIS)

Emmanuel, Simon; Cortis, Andrea; Berkowitz, Brian

2004-01-01

This work examines diffusion in ternary non-ideal systems and derives coupled non-linear equations based on a non-equilibrium thermodynamic approach in which an explicit expression for the free energy is substituted into standard diffusion equations. For ideal solutions, the equations employ four mobility parameters (M aa , M ab , M ba , and M bb ), and uphill diffusion is predicted for certain initial conditions and combinations of mobilities. For the more complex case of ternary Simple Mixtures, two non-ideality parameters (χ ac and χ bc ) that are directly related to the excess free energy of mixing are introduced. The solution of the equations is carried out by means of two different numerical schemes: (1) spectral collocation and (2) finite element. An error minimization technique is coupled with the spectral collocation method and applied to diffusional profiles to extract the M and χ parameters. The model satisfactorily reproduces diffusional profiles from published data for silicate melts. Further improvements in numerical and experimental techniques are then suggested