Non-Markovian diffusion equations and processes: analysis and simulations
Mura, Antonio; Mainardi, Francesco
2007-01-01
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation can be interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the memory kernel K(t). We develop several applications and derive the exact solutions. We consider different stochastic models for the given equations providing path simulations.
Non-Markovian Diffusive Unravellings of Entanglement
Corn, Brittany; Yu, Ting
2011-01-01
The fully quantized model of two qubits coupled to a common bath is solved using the quantum state diffusion (QSD) approach in the non-Markovian regime. We have established an explicit time-local non-Markovian QSD equation for the two-qubit dissipative model. Diffusive quantum trajectories are applied to the entanglement estimation of two-qubit systems in a non-Markovian regime. In another interesting example, we have also considered exact entanglement unravellings for a dephasing model. In both cases, non-Markovian features of entanglement evolution are revealed through quantum diffusive unravellings in the qubit state space.
Non-Markovian Quantum State Diffusion
Diósi, L; Strunz, W T
1998-01-01
We present a nonlinear stochastic Schroedinger equation for pure states describing non-Markovian diffusion of quantum trajectories. It provides an unravelling of the evolution of a quantum system coupled to a finite or infinite number of harmonic oscillators, without any approximation. Its power is illustrated by several examples, including measurement-like situations, dissipation, and quantum Brownian motion. In some examples, we treat the environment phenomenologically as an infinite reservoir with fluctuations of arbitrary correlation. In other examples the environment consists of a finite number of oscillators. In these quasi-periodic cases we see the reversible decay of a `Schroedinger cat' state. Finally, our description of open systems is compatible with different positions of the `Heisenberg cut' between system and environment.
Exact Closed Master Equation for Gaussian Non-Markovian Dynamics.
Ferialdi, L
2016-03-25
Non-Markovian master equations describe general open quantum systems when no approximation is made. We provide the exact closed master equation for the class of Gaussian, completely positive, trace preserving, non-Markovian dynamics. This very general result allows us to investigate a vast variety of physical systems. We show that the master equation for non-Markovian quantum Brownian motion is a particular case of our general result. Furthermore, we derive the master equation unraveled by a non-Markovian, dissipative stochastic Schrödinger equation, paving the way for the analysis of dissipative non-Markovian collapse models.
Non- Markovian Quantum Stochastic Equation For Two Coupled Oscillators
Alpomishev, E X
2016-01-01
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical expressions for transport coefficients was found. Generalized Langevin equations and fluctuation-dissipation relations are derived for the case of a nonlinear non-Markovian noise. The explicit expressions for the time-dependent friction and diffusion coefficients are presented for the case of linear couplings in the coordinate between the collective two coupled harmonic oscillators and heat bath.
Zhao, Xinyu; Corn, Brittany; Yu, Ting; 10.1103/PhysRevA.84.032101
2011-01-01
Non-Markovian dynamics is studied for two interacting quibts strongly coupled to a dissipative bosonic environment. For the first time, we have derived the non-Markovian quantum state diffusion (QSD) equation for the coupled two-qubit system without any approximations, and in particular, without the Markov approximation. As an application and illustration of our derived time-local QSD equation, we investigate the temporal behavior of quantum coherence dynamics. In particular, we find a strongly non-Markovian regime where entanglement generation is significantly modulated by the environmental memory. Additionally, we studied the residual entanglement in the steady state by analyzing the steady state solution of the QSD equation. Finally, we have discussed an approximate QSD equation.
Ritschel, Gerhard; Möbius, Sebastian; Strunz, Walter T; Eisfeld, Alexander
2014-01-01
Non-Markovian Quantum State Diffusion (NMQSD) has turned out to be an effective method to calculate excitonic properties of aggregates composed of organic chromophores, taking into account the strong coupling of electronic transitions to vibrational modes of the chromophores. In this paper we show how to calculate linear optical spectra at finite temperatures in an efficient way. To this end we map a finite temperature environment to the zero temperature case using the so-called thermofield method. The zero temperature case equations can then be solved efficiently by standard integrators. As an example we calculate absorption and circular dichroism spectra of a linear aggregate. The formalism developed can be applied to calculate arbitrary correlation functions.
Ritschel, Gerhard; Suess, Daniel; Möbius, Sebastian; Strunz, Walter T.; Eisfeld, Alexander
2015-01-01
Non-Markovian Quantum State Diffusion (NMQSD) has turned out to be an efficient method to calculate excitonic properties of aggregates composed of organic chromophores, taking into account the coupling of electronic transitions to vibrational modes of the chromophores. NMQSD is an open quantum system approach that incorporates environmental degrees of freedom (the vibrations in our case) in a stochastic way. We show in this paper that for linear optical spectra (absorption, circular dichroism), no stochastics is needed, even for finite temperatures. Thus, the spectra can be obtained by propagating a single trajectory. To this end, we map a finite temperature environment to the zero temperature case using the so-called thermofield method. The resulting equations can then be solved efficiently by standard integrators.
Using non-Markovian measures to evaluate quantum master equations for photosynthesis
Chen, Hong-Bin; Lambert, Neill; Cheng, Yuan-Chung; Chen, Yueh-Nan; Nori, Franco
2015-08-01
When dealing with system-reservoir interactions in an open quantum system, such as a photosynthetic light-harvesting complex, approximations are usually made to obtain the dynamics of the system. One question immediately arises: how good are these approximations, and in what ways can we evaluate them? Here, we propose to use entanglement and a measure of non-Markovianity as benchmarks for the deviation of approximate methods from exact results. We apply two frequently-used perturbative but non-Markovian approximations to a photosynthetic dimer model and compare their results with that of the numerically-exact hierarchy equation of motion (HEOM). This enables us to explore both entanglement and non-Markovianity measures as means to reveal how the approximations either overestimate or underestimate memory effects and quantum coherence. In addition, we show that both the approximate and exact results suggest that non-Markonivity can, counter-intuitively, increase with temperature, and with the coupling to the environment.
Exact non-Markovian master equation for the spin-boson and Jaynes-Cummings models
Ferialdi, L.
2017-02-01
We provide the exact non-Markovian master equation for a two-level system interacting with a thermal bosonic bath, and we write the solution of such a master equation in terms of the Bloch vector. We show that previous approximated results are particular limits of our exact master equation. We generalize these results to more complex systems involving an arbitrary number of two-level systems coupled to different thermal baths, providing the exact master equations also for these systems. As an example of this general case we derive the master equation for the Jaynes-Cummings model.
Using non-Markovian measures to evaluate quantum master equations for photosynthesis
Chen, Hong-Bin; Lambert, Neill; Cheng, Yuan-Chung; Chen, Yueh-Nan; Nori, Franco
2015-01-01
When dealing with system-reservoir interactions in an open quantum system, such as a photosynthetic light-harvesting complex, approximations are usually made to obtain the dynamics of the system. One question immediately arises: how good are these approximations, and in what ways can we evaluate them? Here, we propose to use entanglement and a measure of non-Markovianity as benchmarks for the deviation of approximate methods from exact results. We apply two frequently-used perturbative but non-Markovian approximations to a photosynthetic dimer model and compare their results with that of the numerically-exact hierarchy equation of motion (HEOM). This enables us to explore both entanglement and non-Markovianity measures as means to reveal how the approximations either overestimate or underestimate memory effects and quantum coherence. In addition, we show that both the approximate and exact results suggest that non-Markonivity can, counter-intuitively, increase with temperature, and with the coupling to the environment. PMID:26238479
Bhattacharya, Samyadeb; Misra, Avijit; Mukhopadhyay, Chiranjib; Pati, Arun Kumar
2017-01-01
An exact canonical master equation of the Lindblad form is derived for a central spin interacting uniformly with a sea of completely unpolarized spins. The Kraus operators for the dynamical map are also derived. The non-Markovianity of the dynamics in terms of the divisibility breaking of the dynamical map and the increase of the trace distance fidelity between quantum states is shown. Moreover, it is observed that the irreversible entropy production rate is always negative (for a fixed initial state) whenever the dynamics exhibits non-Markovian behavior. In continuation with the study of witnessing non-Markovianity, it is shown that the positive rate of change of the purity of the central qubit is a faithful indicator of the non-Markovian information backflow. Given the experimental feasibility of measuring the purity of a quantum state, a possibility of experimental demonstration of non-Markovianity and the negative irreversible entropy production rate is addressed. This gives the present work considerable practical importance for detecting the non-Markovianity and the negative irreversible entropy production rate.
A Bohmian approach to the non-Markovian non-linear Schrödinger–Langevin equation
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Vargas, Andrés F.; Morales-Durán, Nicolás; Bargueño, Pedro, E-mail: p.bargueno@uniandes.edu.co
2015-05-15
In this work, a non-Markovian non-linear Schrödinger–Langevin equation is derived from the system-plus-bath approach. After analyzing in detail previous Markovian cases, Bohmian mechanics is shown to be a powerful tool for obtaining the desired generalized equation.
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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.
Experimental measurement of non-Markovian dynamics and self-diffusion in a strongly coupled plasma
Strickler, T S; McQuillen, P; Daligault, J; Killian, T C
2015-01-01
We present a study of the collisional relaxation of ion velocities in a strongly coupled, ultracold neutral plasma on short timescales compared to the inverse collision rate. Non-exponential decay towards equilibrium for the average velocity of a tagged population of ions heralds non-Markovian dynamics and a breakdown of assumptions underlying standard kinetic theory. We prove the equivalence of the average-velocity curve to the velocity autocorrelation function, a fundamental statistical quantity that provides access to equilibrium transport coefficients and aspects of individual particle trajectories in a regime where experimental measurements have been lacking. From our data, we calculate the ion self-diffusion constant. This demonstrates the utility of ultracold neutral plasmas for isolating the effects of strong coupling on collisional processes, which is of interest for dense laboratory and astrophysical plasmas.
Singh, Navinder
2011-01-01
A direct numerical algorithm for solving the time-nonlocal non-Markovian master equation in the second Born approximation is introduced and the range of utility of this approximation, and of the Markov approximation, is analyzed for the traditional dimer system that models excitation energy transfer in photosynthesis. Specifically, the coupled integro-differential equations for the reduced density matrix are solved by an efficient auxiliary function method in both the energy and site representations. In addition to giving exact results to this order, the approach allows us to computationally assess the range of the reorganization energy and decay rates of the phonon auto-correlation function for which the Markovian Redfield theory and the second order approximation is valid. For example, the use of Redfield theory for $\\lambda> 10 \\textrm{cm}^{-1}$ in systems like Fenna-Mathews-Olson (FMO) type systems is shown to be in error. In addition, analytic inequalities are obtained for the regime of validity of the M...
Non-Markovian Fermionic Stochastic Schr\\"{o}dinger Equation for Open System Dynamics
Shi, Wufu; Yu, Ting
2012-01-01
In this paper we present an exact Grassmann stochastic Schr\\"{o}dinger equation for the dynamics of an open fermionic quantum system coupled to a reservoir consisting of a finite or infinite number of fermions. We use this stochastic approach to derive the exact master equation for a fermionic system strongly coupled to electronic reservoirs. The generality and applicability of this Grassmann stochastic approach is justified and exemplified by several quantum open system problems concerning quantum decoherence and quantum transport for both vacuum and finite-temperature fermionic reservoirs. We show that the quantum coherence property of the quantum dot system can be profoundly modified by the environment memory.
Non-Markovian dynamics for bipartite systems
2008-01-01
We analyze the appearance of non-Markovian effects in the dynamics of a bipartite system coupled to a reservoir, which can be described within a class of non-Markovian equations given by a generalized Lindblad structure. A novel master equation, which we term quantum Bloch-Boltzmann equation, is derived, describing both motional and internal states of a test particle in a quantum framework. When due to the preparation of the system or to decoherence effects one of the two degrees of freedom i...
Non-Markovianity assisted Steady State Entanglement
Huelga, Susana F; Plenio, Martin B
2011-01-01
We analyze the dependence of steady state entanglement in a dimer system with a coherent exchange interaction and subject to local dephasing on the degree of Markovianity of the system-environment interaction. We demonstrate that non-Markovianity of the system-environment interaction is an essential resource that may support the formation of steady state entanglement whereas purely Markovian dynamics governed by Lindblad master equations results in separable steady states. This result illustrates possible mechanisms leading to long lived entanglement in purely decohering local environments. A feasible experimental demonstration of this non-Markovianity assisted steady state entanglement using a system of trapped ions is presented.
General non-Markovian dynamics of open quantum systems.
Zhang, Wei-Min; Lo, Ping-Yuan; Xiong, Heng-Na; Tu, Matisse Wei-Yuan; Nori, Franco
2012-10-26
We present a general theory of non-Markovian dynamics for open systems of noninteracting fermions (bosons) linearly coupled to thermal environments of noninteracting fermions (bosons). We explore the non-Markovian dynamics by connecting the exact master equations with the nonequilibirum Green's functions. Environmental backactions are fully taken into account. The non-Markovian dynamics consists of nonexponential decays and dissipationless oscillations. Nonexponential decays are induced by the discontinuity in the imaginary part of the self-energy corrections. Dissipationless oscillations arise from band gaps or the finite band structure of spectral densities. The exact analytic solutions for various non-Markovian thermal environments show that non-Markovian dynamics can be largely understood from the environmental-modified spectra of open systems.
Witnessing non-Markovianity of quantum evolution
Chruściński, Dariusz; Kossakowski, Andrzej
2014-01-01
We provide further characterization of non-Markovian quantum dynamics based on the concept of divisible dynamical maps. In analogy to entanglement witness we propose a non-Markovianity witness and introduce the corresponding measure of non-Markovianity. We also provide characterization of non-Markovianity in terms of Wigner-Yanase-Dyson skew information.
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V. Ilyin
2013-03-01
Full Text Available The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion at longer times is constructed on the basis of a non-Markovian generalization of the Fokker-Planck equation. The necessary non- Markovian kinetic coefficients are determined by the observable quantities (mean- and mean square displacements. Solutions of the non-Markovian equation describing diffusive processes in the physical space are obtained. For long times these solutions agree with the predictions of continuous random walk theory; they are however much superior at shorter times when the effect of the ballistic behavior is crucial.
Solving non-Markovian open quantum systems with multi-channel reservoir coupling
Broadbent, Curtis J; Yu, Ting; Eberly, Joseph H
2011-01-01
We extend the non-Markovian quantum state diffusion (QSD) equation to open quantum systems which exhibit multi-channel coupling to a harmonic oscillator reservoir. Open quantum systems which have multi-channel reservoir coupling are those in which canonical transformation of reservoir modes cannot reduce the number of reservoir operators appearing in the interaction Hamiltonian to one. We show that the non-Markovian QSD equation for multi-channel reservoir coupling can, in some cases, lead to an exact master equation which we derive. We then derive the exact master equation for the three-level system in a vee-type configuration which has multi-channel reservoir coupling and give the analytical solution. Finally, we examine the evolution of the three-level vee-type system with generalized Ornstein-Uhlenbeck reservoir correlations numerically.
Solving non-Markovian open quantum systems with multi-channel reservoir coupling
Broadbent, Curtis J.; Jing, Jun; Yu, Ting; Eberly, Joseph H.
2012-08-01
We extend the non-Markovian quantum state diffusion (QSD) equation to open quantum systems which exhibit multi-channel coupling to a harmonic oscillator reservoir. Open quantum systems which have multi-channel reservoir coupling are those in which canonical transformation of reservoir modes cannot reduce the number of reservoir operators appearing in the interaction Hamiltonian to one. We show that the non-Markovian QSD equation for multi-channel reservoir coupling can, in some cases, lead to an exact master equation which we derive. We then derive the exact master equation for the three-level system in a vee-type configuration which has multi-channel reservoir coupling and give the analytical solution. Finally, we examine the evolution of the three-level vee-type system with generalized Ornstein-Uhlenbeck reservoir correlations numerically.
Non-Markovian Quantum Jumps in Excitonic Energy Transfer
Rebentrost, Patrick; Aspuru-Guzik, Alan
2009-01-01
We utilize the novel non-Markovian quantum jump (NMQJ) approach to stochastically simulate exciton dynamics derived from a time-convolutionless master equation. For relevant parameters and time scales, the time-dependent, oscillatory decoherence rates can have negative regions, a signature of non-Markovian behavior and of the revival of coherences. This can lead to non-Markovian population beatings for a dimer system at room temperature. We show that strong exciton-phonon coupling to low frequency modes can considerably modify transport properties. We observe increased exciton transport, which can be seen as an extension of recent environment-assisted quantum transport (ENAQT) concepts to the non-Markovian regime. Within the NMQJ method, the Fenna-Matthew-Olson protein is investigated as a prototype for larger photosynthetic complexes.
Solving non-Markovian open quantum systems with multi-channel reservoir coupling
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Broadbent, Curtis J., E-mail: curtis.broadbent@rochester.edu [Rochester Theory Center, and Department of Physics and Astronomy, University of Rochester, Rochester, NY 14627 (United States); Jing, Jun; Yu, Ting [Center for Controlled Quantum Systems, and the Department of Physics and Engineering Physics, Stevens Institute of Technology, Hoboken, NJ 07030 (United States); Eberly, Joseph H. [Rochester Theory Center, and Department of Physics and Astronomy, University of Rochester, Rochester, NY 14627 (United States)
2012-08-15
We extend the non-Markovian quantum state diffusion (QSD) equation to open quantum systems which exhibit multi-channel coupling to a harmonic oscillator reservoir. Open quantum systems which have multi-channel reservoir coupling are those in which canonical transformation of reservoir modes cannot reduce the number of reservoir operators appearing in the interaction Hamiltonian to one. We show that the non-Markovian QSD equation for multi-channel reservoir coupling can, in some cases, lead to an exact master equation which we derive. We then derive the exact master equation for the three-level system in a vee-type configuration which has multi-channel reservoir coupling and give the analytical solution. Finally, we examine the evolution of the three-level vee-type system with generalized Ornstein-Uhlenbeck reservoir correlations numerically. - Highlights: Black-Right-Pointing-Pointer The concept of multi-channel vs. single-channel reservoir coupling is rigorously defined. Black-Right-Pointing-Pointer The non-Markovian quantum state diffusion equation for arbitrary multi-channel reservoir coupling is derived. Black-Right-Pointing-Pointer An exact time-local master equation is derived under certain conditions. Black-Right-Pointing-Pointer The analytical solution to the three-level system in a vee-type configuration is found. Black-Right-Pointing-Pointer The evolution of the three-level system under generalized Ornstein-Uhlenbeck noise is plotted for many parameter regimes.
Non-Markovian Dynamics of Quantum Systems
Chruściński, Dariusz; Kossakowski, Andrzej
2011-01-01
We analyze a local approach to the non-Markovian evolution of open quantum systems. It turns out that any dynamical map representing evolution of such a system may be described either by non-local master equation with memory kernel or equivalently by equation which is local in time. The price one pays for the local approach is that the corresponding generator might be highly singular and it keeps the memory about the starting point 't0'. Remarkably, singularities of generator may lead to interesting physical phenomena like revival of coherence or sudden death and revival of entanglement.
Non-Markovianity-assisted steady state entanglement.
Huelga, Susana F; Rivas, Ángel; Plenio, Martin B
2012-04-20
We analyze the steady state entanglement generated in a coherently coupled dimer system subject to dephasing noise as a function of the degree of Markovianity of the evolution. By keeping fixed the effective noise strength while varying the memory time of the environment, we demonstrate that non-Markovianity is an essential, quantifiable resource that may support the formation of steady state entanglement whereas purely Markovian dynamics governed by Lindblad master equations lead to separable steady states. This result illustrates possible mechanisms leading to long-lived entanglement in purely decohering, possibly local, environments. We present a feasible experimental demonstration of this noise assisted phenomenon using a system of trapped ions.
Non-Markovian random walks and nonlinear reactions: Subdiffusion and propagating fronts
Fedotov, Sergei
2010-01-01
The main aim of the paper is to incorporate the nonlinear kinetic term into non-Markovian transport equations described by a continuous time random walk (CTRW) with nonexponential waiting time distributions. We consider three different CTRW models with reactions. We derive nonlinear Master equations for the mesoscopic density of reacting particles corresponding to CTRW with arbitrary jump and waiting time distributions. We apply these equations to the problem of front propagation in the reaction-transport systems with Kolmogorov-Petrovskii-Piskunov kinetics and anomalous diffusion. We have found an explicit expression for the speed of a propagating front in the case of subdiffusive transport.
Non-Markovianity during quantum Zeno effect
Thilagam, A
2013-01-01
We examine the Zeno and anti-Zeno effects in the context of non-Markovian dynamics in entangled spin-boson systems in contact with noninteracting reservoirs. We identify enhanced non-Markovian signatures in specific two-qubit partitions of a Bell-like initial state, with results showing that the intra-qubit Zeno effect or anti-Zeno effect occurs in conjunction with inter-qubit non-Markovian dynamics for a range of system parameters. The time domain of effective Zeno or anti-Zeno dynamics is about the same order of magnitude as the non-Markovian time scale of the reservoir correlation dynamics, and changes in decay rate due to the Zeno mechanism appears coordinated with information flow between specific two-qubit partitions. We extend our analysis to examine the Zeno mechanism-non-Markovianity link using the tripartite states arising from a donor-acceptor-sink model of photosynthetic biosystems.
Non-Markovian time evolution of an accelerated qubit
Moustos, Dimitris
2016-01-01
We present a new method for evaluating the response of a moving qubit detector interacting with a scalar field in Minkowski spacetime. We treat the detector as an open quantum system, but we do not invoke the Markov approximation. The evolution equations for the qubit density matrix are valid at all times, for all qubit trajectories and they incorporate non-Markovian effects. We analyze in detail the case of uniform acceleration, providing a detailed characterization of all regimes where non-Markovian effects are significant. We argue that the most stable characterization of acceleration temperature refers to the late time behavior of the detector, because interaction with the field vacuum brings the qubit to a thermal state at the Unruh temperature. In contrast, the early-time transition rate, that is invoked in most discussions of acceleration temperature, does not exhibit a thermal behavior when non-Markovian effects are taken into account. Finally, we note that the non-Markovian evolution derived here als...
Non-Markovian Quantum Dynamics: Local versus Nonlocal
Chruściński, Dariusz; Kossakowski, Andrzej
2010-02-01
We analyze non-Markovian evolution of open quantum systems. It is shown that any dynamical map representing the evolution of such a system may be described either by a nonlocal master equation with a memory kernel or equivalently by an equation which is local in time. These two descriptions are complementary: if one is simple, the other is quite involved, or even singular, and vice versa. The price one pays for the local approach is that the corresponding generator keeps the memory about the starting point “t0.” This is the very essence of non-Markovianity. Interestingly, this generator might be highly singular; nevertheless, the corresponding dynamics is perfectly regular. Remarkably, the singularities of the generator may lead to interesting physical phenomena such as the revival of coherence or sudden death and revival of entanglement.
Non-Markovian quantum dynamics: local versus non-local
Chruscinski, Dariusz
2009-01-01
We analyze non-Markovian evolution of open quantum systems. It is shown that any dynamical map representing evolution of such a system may be described either by non-local master equation with memory kernel or equivalently by equation which is local in time. Theses two descriptions are complementary: if one is simple the other is quite involved, or even singular, and vice versa. The price one pays for the local approach is that the corresponding generator keeps the memory about the starting point `t_0'. This is the very essence of non-Markovianity. Interestingly, this generator might be highly singular, nevertheless, the corresponding dynamics is perfectly regular. Remarkably, singularities of generator may lead to interesting physical phenomena like revival of coherence or sudden death and revival of entanglement.
Non-Markovian entanglement dynamics in coupled superconducting qubit systems
Cui, Wei; Pan, Yu
2010-01-01
We theoretically analyze the entanglement generation and dynamics by coupled Josephson junction qubits. Considering a current-biased Josephson junction (CBJJ), we generate maximally entangled states. In particular, the entanglement dynamics is considered as a function of the decoherence parameters, such as the temperature, the ratio $r\\equiv\\omega_c/\\omega_0$ between the reservoir cutoff frequency $\\omega_c$ and the system oscillator frequency $\\omega_0$, % between $\\omega_0$ the characteristic frequency of the %quantum system of interest, and $\\omega_c$ the cut-off frequency of %Ohmic reservoir and the energy levels split of the superconducting circuits in the non-Markovian master equation. We analyzed the entanglement sudden death (ESD) and entanglement sudden birth (ESB) by the non-Markovian master equation. Furthermore, we find that the larger the ratio $r$ and the thermal energy $k_BT$, the shorter the decoherence. In this superconducting qubit system we find that the entanglement can be controlled and t...
Open system dynamics with non-Markovian quantum trajectories
Strunz, W T; Gisin, Nicolas; Strunz, Walter T; Diosi, Lajos; Gisin, Nicolas
1999-01-01
A non-Markovian stochastic Schroedinger equation for a quantum system coupled to an environment of harmonic oscillators is presented. Its solutions, when averaged over the noise, reproduce the standard reduced density operator without any approximation. We illustrate the power of this approach with several examples, including exponentially decaying bath correlations and extreme non-Markovian cases, where the `environment' consists of only a single oscillator. The latter case shows the decay and revival of a `Schroedinger cat' state. For strong coupling to a dissipative environment with memory, the asymptotic state can be reached in a finite time. Our description of open systems is compatible with different positions of the `Heisenberg cut' between system and environment.
The Entropy Production Distribution in Non-Markovian Thermal Baths
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José Inés Jiménez-Aquino
2014-03-01
Full Text Available In this work we study the distribution function for the total entropy production of a Brownian particle embedded in a non-Markovian thermal bath. The problem is studied in the overdamped approximation of the generalized Langevin equation, which accounts for a friction memory kernel characteristic of a Gaussian colored noise. The problem is studied in two physical situations: (i when the particle in the harmonic trap is subjected to an arbitrary time-dependent driving force; and (ii when the minimum of the harmonic trap is arbitrarily dragged out of equilibrium by an external force. By assuming a natural non Markovian canonical distribution for the initial conditions, the distribution function for the total entropy production becomes a non Gaussian one. Its characterization is then given through the first three cumulants.
Comparisons of different witnesses of non-Markovianity
Zuo, Wei; Qian, Xiao-Qing; Liang, Xian-Ting
2017-01-01
In this paper, the evolutions of two kinds of witnesses of the non-Markovianity and their rates of changes with time are investigated and compared. Four definitions, the trace distance, fidelity, quantum relative entropy, and quantum Fisher information are used for the first kind of witnesses which are based on the completely positive maps (CPM). Three definitions, the quantum entanglement, quantum mutual information, and quantum discord are used for the second kind of witnesses, and they are based on the local completely positive maps (LCPM). An open two-level quantum system model and a numerically quantum dissipative dynamics method, hierarchy equation of motion (HEM) are used in the investigations. It is shown that the evolutions of the witnesses and their rates of the changes calculated with different definitions clearly show the characteristics of the non-Markovianity and they are in agreement with each other.
Connecting two jumplike unravelings for non-Markovian open quantum systems
Luoma, Kimmo; 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 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, associate to the decay rates of time-local master equations, and consequently to the jump rates of the NMQJ method.
Some aspects of fractional diffusion equations of single and distributed order
Mainardi, Francesco; Gorenflo, Rudolf
2007-01-01
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\\beta \\in (0,1)$. The fundamental solution for the Cauchy problem is interpreted as a probability density of a self-similar non-Markovian stochastic process related to a phenomenon of sub-diffusion (the variance grows in time sub-linearly). A further generalization is obtained by considering a continuous or discrete distribution of fractional time derivatives of order less than one. Then the fundamental solution is still a probability density of a non-Markovian process that, however, is no longer self-similar but exhibits a corresponding distribution of time-scales.
Banik, S K; Ray, D S; Banik, Suman Kumar; Bag, Bidhan Chandra; Ray, Deb Shankar
2002-01-01
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum regime. In this paper a simple approach to non-Markovian theory of quantum Brownian motion using {\\it true probability distribution functions} is presented. Based on an initial coherent state representation of the bath oscillators and an equilibrium canonical distribution of the quantum mechanical mean values of their co-ordinates and momenta we derive a generalized quantum Langevin equation in $c$-numbers and show that the latter is amenable to a theoretical analysis in terms of the classical theory of non-Markovian dynamics. The corresponding Fokker-Planck, diffusion and the Smoluchowski equations are the {\\it exact} quantum analogues of their classical counterparts. The present work is {\\it independent} of path integral techniques. The theory as developed here is a natural ext...
Quantum Metrology in Non-Markovian Environments
Chin, Alex W; Plenio, Martin B
2011-01-01
We analyze optimal bounds for precision spectroscopy in the presence of general, non-Markovian phase noise. We demonstrate that the metrological equivalence of product and maximally entangled states that holds under Markovian dephasing fails in the non-Markovian case. Using an exactly solvable model of a physically realistic finite band-width dephasing environment, we show that the ensuing non-Markovian dynamics enables quantum correlated states to outperform metrological strategies based on uncorrelated states but otherwise identical resources. We show that this conclusion is a direct result of the coherent dynamics of the global state of the system and environment and, as a result, possesses general validity that goes beyond specific models.
Non-Markovian Brownian motion in a magnetic field and time-dependent force fields
Hidalgo-Gonzalez, J. C.; Jiménez-Aquino, J. I.; Romero-Bastida, M.
2016-11-01
This work focuses on the derivation of the velocity and phase-space generalized Fokker-Planck equations for a Brownian charged particle embedded in a memory thermal bath and under the action of force fields: a constant magnetic field and arbitrary time-dependent force fields. To achieve the aforementioned goal we use a Gaussian but non-Markovian generalized Langevin equation with an arbitrary friction memory kernel. In a similar way, the generalized diffusion equation in the zero inertia limit is also derived. Additionally we show, in the absence of the time-dependent external forces, that, if the fluctuation-dissipation relation of the second kind is valid, then the generalized Langevin dynamics associated with the charged particle reaches a stationary state in the large-time limit. The consistency of our theoretical results is also verified when they are compared with those derived in the absence of the force fields and in the Markovian case.
Non-Markovian quantum Brownian motion of a harmonic oscillator
Energy Technology Data Exchange (ETDEWEB)
Tang, J.
1994-02-01
We apply the density-matrix method to the study of quantum Brownian motion of a harmonic oscillator coupled to a heat bath, a system investigated previously by Caldeira and Leggett using a different method. Unlike the earlier work, in our derivation of the master equation the non-Markovian terms are maintained. Although the same model of interaction is used, discrepancy is found between their results and our equation in the Markovian limit. We also point out that the particular interaction model used by both works cannot lead to the phenomenological generalized Langevin theory of Kubo.
On Non-Markovian Quantum Evolution
Chruściński, Dariusz; Kossakowski, Andrzej
2013-01-01
We analyze two measures of non-Markovianity: one based on the mathematical concept of divisibility of the dynamical map and the other one based on distinguishability of quantum states. We provide a simple example of qubit dynamic to show that these two measures need not agree. In addition, we discuss possible generalizations and intricate relations between these measures.
Solvent fluctuations induce non-Markovian kinetics in hydrophobic pocket-ligand binding
Weiß, R Gregor; Dzubiella, Joachim
2016-01-01
We investigate the impact of water fluctuations on the key-lock association kinetics of a hydrophobic ligand (key) binding to a hydrophobic pocket (lock) by means of a minimalistic stochastic model system. It describes the collective hydration behavior of the pocket by bimodal fluctuations of a water-pocket interface that dynamically couples to the diffusive motion of the approaching ligand via the hydrophobic interaction. This leads to a set of overdamped Langevin equations in 2D-coordinate-space, that is Markovian in each dimension. Numerical simulations demonstrate locally increased friction of the ligand, decelerated binding kinetics, and local non-Markovian (memory) effects in the ligand's reaction coordinate as found previously in explicit-water molecular dynamics studies of model hydrophobic pocket-ligand binding [1,2]. Our minimalistic model elucidates the origin of effectively enhanced friction in the process that can be traced back to long-time decays in the force-autocorrelation function induced by...
Non-Markovian Reactivation of Quantum Relays
Pirandola, Stefano; Jacobsen, Christian S; Spedalieri, Gaetana; Braunstein, Samuel L; Gehring, Tobias; Andersen, Ulrik L
2015-01-01
We consider a quantum relay which is used by two parties to perform several continuous-variable protocols: Entanglement swapping, distillation, quantum teleportation, and quantum key distribution. The theory of these protocols is extended to a non-Markovian model of decoherence characterized by correlated Gaussian noise. Even if bipartite entanglement is completely lost at the relay, we show that the various protocols can progressively be reactivated by the separable noise-correlations of the environment. In fact, above a critical amount, these correlations are able to restore the distribution of quadripartite entanglement, which can be localized into an exploitable bipartite form by the action of the relay. Our findings are confirmed by a proof-of-principle experiment and show the potential advantages of non-Markovian effects in a quantum network architecture.
Non-Markovianity of Gaussian Channels.
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.
Quantum metrology in non-Markovian environments.
Chin, Alex W; Huelga, Susana F; Plenio, Martin B
2012-12-07
We analyze precision bounds for a local phase estimation in the presence of general, non-Markovian phase noise. We demonstrate that the metrological equivalence of product and maximally entangled states that holds under strictly Markovian dephasing fails in the non-Markovian case. Using an exactly solvable model of a physically realistic finite bandwidth dephasing environment, we demonstrate that the ensuing non-Markovian dynamics enables quantum correlated states to outperform metrological strategies based on uncorrelated states using otherwise identical resources. We show that this conclusion is a direct result of the coherent dynamics of the global state of the system and environment and therefore the obtained scaling with the number of particles, which surpasses the standard quantum limit but does not achieve Heisenberg resolution, possesses general validity that goes beyond specific models. This is in marked contrast with the situation encountered under general Markovian noise, where an arbitrarily small amount of noise is enough to restore the scaling dictated by the standard quantum limit.
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......We derive an extension to the quantum regression theorem which facilitates the calculation of two-time correlation functions and emission spectra for systems undergoing non-Markovian evolution. The derivation exploits projection operator techniques, with which we obtain explicit equations of motion...
Long-time memory in non-Markovian evolutions
Chruściński, Dariusz; Kossakowski, Andrzej; Pascazio, Saverio
2010-03-01
If the dynamics of an open quantum system is non-Markovian, its asymptotic state strongly depends on the initial conditions, even if the dynamics possesses an invariant state. This is the very essence of memory effects. In particular, the asymptotic state can remember and partially preserve its initial entanglement. Interestingly, even if the non-Markovian evolution relaxes to an equilibrium state, this state needs not be invariant. Therefore, the noninvariance of equilibrium becomes a clear sign of non-Markovianity.
Non-Markovianity hinders Quantum Darwinism
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 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....
Entanglement and non-markovianity of quantum evolutions.
Rivas, Angel; Huelga, Susana F; Plenio, Martin B
2010-07-30
We address the problem of quantifying the non-markovian character of quantum time evolutions of general systems in contact with an environment. We introduce two different measures of non-markovianity that exploit the specific traits of quantum correlations and are suitable for opposite experimental contexts. When complete tomographic knowledge about the evolution is available, our measure provides a necessary and sufficient condition to quantify strictly the non-markovianity. In the opposite case, when no information whatsoever is available, we propose a sufficient condition for non-markovianity. Remarkably, no optimization procedure underlies our derivation, which greatly enhances the practical relevance of the proposed criteria.
Closing the hierarchy for non-Markovian magnetization dynamics
Energy Technology Data Exchange (ETDEWEB)
Tranchida, J., E-mail: julien.tranchida@cea.fr [CEA/DAM/Le Ripault, BP 16, F-37260 Monts (France); CNRS-Laboratoire de Mathématiques et Physique Théorique (UMR 7350), Fédération de Recherche “Denis Poisson” (FR2964), Département de Physique, Université de Tours, Parc de Grandmont, F-37200 Tours (France); Thibaudeau, P., E-mail: pascal.thibaudeau@cea.fr [CEA/DAM/Le Ripault, BP 16, F-37260 Monts (France); Nicolis, S., E-mail: stam.nicolis@lmpt.univ-tours.fr [CNRS-Laboratoire de Mathématiques et Physique Théorique (UMR 7350), Fédération de Recherche “Denis Poisson” (FR2964), Département de Physique, Université de Tours, Parc de Grandmont, F-37200 Tours (France)
2016-04-01
We propose a stochastic approach for the description of the time evolution of the magnetization of nanomagnets, that interpolates between the Landau–Lifshitz–Gilbert and the Landau–Lifshitz–Bloch approximations, by varying the strength of the noise. In addition, we take into account the autocorrelation time of the noise and explore the consequences, when it is finite, on the scale of the response of the magnetization, i.e. when it may be described as colored, rather than white, noise and non-Markovian features become relevant. We close the hierarchy for the moments of the magnetization, by introducing a suitable truncation scheme, whose validity is tested by direct numerical solution of the moment equations and compared to the average deduced from a numerical solution of the corresponding stochastic Langevin equation. In this way we establish a general framework that allows both coarse-graining simulations and faster calculations beyond the truncation approximation used here.
Dynamics of non-Markovianity in the presence of a driving field
Indian Academy of Sciences (India)
Mandani Somayeh; Sarbishaei Mohsen; Javidan Kurosh
2016-03-01
We investigate a two-level system in a cavity QED by considering the effects ofamplitude damping, phase damping and driving field. We have studied the non-Markovianity in resonance and non-resonance limits in the presence of these effects using Breuer–Laine–Piilo (BLP) non-Markovianity measure ($N_{\\rm BLP}$). The evolution of the system is derived using the time convolutionless (TCL) master equation. In some conditions, it is shown that in the presence of a driving field, the $N_{\\rm BLP} increases in the resonance and non-resonance limits. We have also found the exact solution of the master equation in order to investigate the effect of temperature- and environment excited states. We have shown that the behaviour of non-Markovianity is very different from what one can see from the TCL approach. We have also presented some explanation about the behaviour of non-Markovianity in the exact solution using quantum discord (QD).
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 dynamics of open quantum systems
Fleming, Chris H.
An open quantum system is a quantum system that interacts with some environment whose degrees of freedom have been coarse grained away. This model describes non-equilibrium processes more general than scattering-matrix formulations. Furthermore, the microscopically-derived environment provides a model of noise, dissipation and decoherence far more general than Markovian (white noise) models. The latter are fully characterized by Lindblad equations and can be motivated phenomenologically. Non-Markovian processes consistently account for backreaction with the environment and can incorporate effects such as finite temperature and spatial correlations. We consider linear systems with bilinear coupling to the environment, or quantum Brownian motion, and nonlinear systems with weak coupling to the environment. For linear systems we provide exact solutions with analytical results for a variety of spectral densities. Furthermore, we point out an important mathematical subtlety which led to incorrect master-equation coefficients in earlier derivations, given nonlocal dissipation. For nonlinear systems we provide perturbative solutions by translating the formalism of canonical perturbation theory into the context of master equations. It is shown that unavoidable degeneracy causes an unfortunate reduction in accuracy between perturbative master equations and their solutions. We also extend the famous theorem of Lindblad, Gorini, Kossakowski and Sudarshan on completely positivity to non-Markovian master equations. Our application is primarily to model atoms interacting via a common electromagnetic field. The electromagnetic field contains correlations in both space and time, which are related to its relativistic (photon-mediated) nature. As such, atoms residing in the same field experience different environmental effects depending upon their relative position and orientation. Our more accurate solutions were necessary to assess sudden death of entanglement at zero temperature
Light with Tunable Non-Markovian Phase Imprint
Fischer, Robert; Vidal, Itamar; Gilboa, Doron; Correia, Ricardo R. B.; Ribeiro-Teixeira, Ana C.; Prado, Sandra D.; Hickman, Jandir; Silberberg, Yaron
2015-08-01
We introduce a simple and flexible method to generate spatially non-Markovian light with tunable coherence properties in one and two dimensions. The unusual behavior of this light is demonstrated experimentally by probing the far field and by recording its diffraction pattern after a double slit: In both cases we observe, instead of a central intensity maximum, a line- or cross-shaped dark region, whose width and profile depend on the non-Markovian coherence properties. Because these properties can be controlled and easily reproduced in experiment, the presented approach lends itself to serving as a test bed to study and gain a deeper understanding of non-Markovian processes.
Light with tunable non-Markovian phase imprint
Fischer, Robert; Gilboa, Doron; Correia, Ricardo R B; Ribeiro-Teixeira, Ana C; Prado, Sandra D; Hickman, Jandir; Silberberg, Yaron
2015-01-01
We introduce a simple and flexible method to generate spatially non-Markovian light with tunable coherence properties in one and two dimensions. The unusual behavior of this light is demonstrated experimentally by probing the far field and recording its diffraction pattern after a double slit: In both cases we observe instead of a central intensity maximum a line or cross shaped dark region, whose width and profile depend on the non-Markovian coherence properties. Since these properties can be controlled and easily reproduced in experiment, the presented approach lends itself to serve as a testbed to gain a deeper understanding of non-Markovian processes.
On Non-Markovian Time Evolution in Open Quantum Systems
Kossakowski, Andrzej; Rebolledo, Rolando
2008-03-01
Non-Markovian reduced dynamics of an open system is investigated. In the case the initial state of the reservoir is the vacuum state, an approximation is introduced which makes possible to construct a reduced dynamics which is completely positive.
Quantum non-Markovianity: characterization, quantification and detection.
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.
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....
Decision-Theoretic Planning with non-Markovian Rewards
Gretton, C; Price, D; Slaney, J; Thiebaux, S
2011-01-01
A decision process in which rewards depend on history rather than merely on the current state is called a decision process with non-Markovian rewards (NMRDP). In decision-theoretic planning, where many desirable behaviours are more naturally expressed as properties of execution sequences rather than as properties of states, NMRDPs form a more natural model than the commonly adopted fully Markovian decision process (MDP) model. While the more tractable solution methods developed for MDPs do not directly apply in the presence of non-Markovian rewards, a number of solution methods for NMRDPs have been proposed in the literature. These all exploit a compact specification of the non-Markovian reward function in temporal logic, to automatically translate the NMRDP into an equivalent MDP which is solved using efficient MDP solution methods. This paper presents NMRDPP (Non-Markovian Reward Decision Process Planner), a software platform for the development and experimentation of methods for decision-theoretic planning...
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
Entanglement and non-Markovianity of quantum evolutions
Rivas, Ángel; Plenio, Martin B
2009-01-01
We address the problem of quantifying the non-Markovian character of quantum time-evolutions of general systems in contact with an environment. We introduce two different measures of non-Markovianity that exploit the specific traits of quantum correlations and are suitable for opposite experimental contexts, one requiring complete tomographic knowledge about the evolution and the other one requiring no knowledge at all. Remarkably, no optimization procedure underlies our derivation, which greatly enhances the practical relevance of the proposed criteria.
Nonlocal electrical diffusion equation
Gómez-Aguilar, J. F.; Escobar-Jiménez, R. F.; Olivares-Peregrino, V. H.; Benavides-Cruz, M.; Calderón-Ramón, C.
2016-07-01
In this paper, we present an analysis and modeling of the electrical diffusion equation using the fractional calculus approach. This alternative representation for the current density is expressed in terms of the Caputo derivatives, the order for the space domain is 0numerical methods based on Fourier variable separation. The case with spatial fractional derivatives leads to Levy flight type phenomena, while the time fractional equation is related to sub- or super diffusion. We show that the mathematical concept of fractional derivatives can be useful to understand the behavior of semiconductors, the design of solar panels, electrochemical phenomena and the description of anomalous complex processes.
Fractional Chemotaxis Diffusion Equations
Langlands, T A M
2010-01-01
We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modelling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or macro-molecular crowding. The mesoscopic models are formulated using Continuous Time Random Walk master equations and the macroscopic models are formulated with fractional order differential equations. Different models are proposed depending on the timing of the chemotactic forcing. Generalizations of the models to include linear reaction dynamics are also derived. Finally a Monte Carlo method for simulating anomalous subdiffusion with chemotaxis is introduced and simulation results are compared with numerical solutions of the model equations. The model equations developed here could be used to replace Keller-Segel type equations in biological systems with transport hindered by traps, macro-molecular crowding or other obstacles.
Indian Academy of Sciences (India)
JAGHOURI HAKIMEH; SARBISHAEI MOHSEN; JAVIDAN KUROSH
2016-05-01
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. The results presented are also compared with some recently published reports.
Non-Markovian linear response theory for quantum open systems and its applications.
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.
Non-Markovian expansion in quantum Brownian motion
Fraga, Eduardo S.; Krein, Gastão; Palhares, Letícia F.
2014-01-01
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications to results obtained using the traditional (Markovian) Langevin approach in the case of the exponential kernel and analyze the case of the non-Markovian Brownian motion. We present detailed results for the free and the quadratic cases, which can be compared to exact solutions to test the convergence of the method, and discuss potentials of a general nonlinear form.
Non-Markovian expansion in quantum dissipative systems
Fraga, E S; Palhares, L F
2009-01-01
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications to results obtained using the traditional (Markovian) Langevin approach in the case of the exponential kernel and analyze the case of the non-Markovian Brownian motion.
Effect of memory in non-Markovian Boolean networks
Ebadi, Haleh; Ausloos, Marcel; Jafari, GholamReza
2016-01-01
One successful model of interacting biological systems is the Boolean network. The dynamics of a Boolean network, controlled with Boolean functions, is usually considered to be a Markovian (memory-less) process. However, both self organizing features of biological phenomena and their intelligent nature should raise some doubt about ignoring the history of their time evolution. Here, we extend the Boolean network Markovian approach: we involve the effect of memory on the dynamics. This can be explored by modifying Boolean functions into non-Markovian functions, for example, by investigating the usual non-Markovian threshold function, - one of the most applied Boolean functions. By applying the non-Markovian threshold function on the dynamical process of a cell cycle network, we discover a power law memory with a more robust dynamics than the Markovian dynamics.
Decoherence of Josephson charge qubit in non-Markovian environment
Energy Technology Data Exchange (ETDEWEB)
Qiu, Qing-Qian; Zhou, Xing-Fei; Liang, Xian-Ting, E-mail: liangxianting@nbu.edu.cn
2016-05-15
In this paper we investigate the decoherence of Josephson charge qubit (JCQ) by using a time-nonlocal (TNL) dynamical method. Three kinds of environmental models, described with Ohmic, super-Ohmic, and sub-Ohmic spectral density functions are considered. It is shown that the TNL method can effectively include the non-Markovian effects in the dynamical solutions. In particular, it is shown that the sub-Ohmic environment has longer correlation time than the Ohmic and super-Ohmic ones. And the Markovian and non-Markovian dynamics are obviously different for the qubit in sub-Ohmic environment.
Programmable entanglement oscillations in a non Markovian channel
Cialdi, Simone; Tesio, Enrico; Paris, Matteo G A
2010-01-01
We suggest and demonstrate an all-optical experimental setup to observe and engineer entanglement oscillations of a pair of polarization qubits in a non-Markovian channel. We generate entangled photon pairs by spontaneous parametric downconversion (SPDC), and then insert a programmable spatial light modulator in order to impose a polarization dependent phase-shift on the spatial domain of the SPDC output and to create an effective non-Markovian environment. Modulation of the enviroment spectrum is obtained by inserting a spatial grating on the signal arm. In our experiment, programmable oscillations of entanglement are achieved, with the maximally revived state that violates Bell's inequality by 17 standard deviations.
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
Long-time memory in non-Markovian evolutions
Chruściński, Dariusz; Pascazio, Saverio
2009-01-01
If the dynamics of an open quantum systems is non-Markovian, its asymptotic state strongly depends on the initial conditions, even if the dynamics possesses an invariant state. This is the very essence of memory effects. In particular, the asymptotic state can remember and partially preserve its initial entanglement.
On measures of non-Markovianity: divisibility vs. Markovianity
Chruściński, Dariusz
2011-01-01
We analyze two recently proposed measure of non-Markovianity: one based on the concept of divisibility of the dynamical map and the other one based on distinguishability of quantum states. We provide a toy model to show that these two measures need not agree. Finally, we discuss possible generalizations and intricate relations between these measures.
Measures of non-Markovianity: Divisibility versus backflow of information
Chruściński, Dariusz; Kossakowski, Andrzej; Rivas, Ángel
2011-05-01
We analyze two recently proposed measures of non-Markovianity: one based on the concept of divisibility of the dynamical map and the other one based on distinguishability of quantum states. We provide a model to show that these two measures need not agree. In addition, we discuss possible generalizations and intricate relations between these measures.
Non-Markovian character in human mobility: Online and offline
Zhao, Zhi-Dan; Cai, Shi-Min; Lu, Yang
2015-06-01
The dynamics of human mobility characterizes the trajectories that humans follow during their daily activities and is the foundation of processes from epidemic spreading to traffic prediction and information recommendation. In this paper, we investigate a massive data set of human activity, including both online behavior of browsing websites and offline one of visiting towers based mobile terminations. The non-Markovian character observed from both online and offline cases is suggested by the scaling law in the distribution of dwelling time at individual and collective levels, respectively. Furthermore, we argue that the lower entropy and higher predictability in human mobility for both online and offline cases may originate from this non-Markovian character. However, the distributions of individual entropy and predictability show the different degrees of non-Markovian character between online and offline cases. To account for non-Markovian character in human mobility, we apply a protype model with three basic ingredients, namely, preferential return, inertial effect, and exploration to reproduce the dynamic process of online and offline human mobilities. The simulations show that the model has an ability to obtain characters much closer to empirical observations.
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 of t...
Quantum non-Markovianity induced by Anderson localization
Lorenzo, Salvatore; Lombardo, Federico; Ciccarello, Francesco; Palma, G. Massimo
2017-02-01
As discovered by P. W. Anderson, excitations do not propagate freely in a disordered lattice, but, due to destructive interference, they localise. As a consequence, when an atom interacts with a disordered lattice, one indeed observes a non-trivial excitation exchange between atom and lattice. Such non-trivial atomic dynamics will in general be characterised also by a non-trivial quantum information backflow, a clear signature of non-Markovian dynamics. To investigate the above scenario, we consider a quantum emitter, or atom, weakly coupled to a uniform coupled-cavity array (CCA). If initially excited, in the absence of disorder, the emitter undergoes a Markovian spontaneous emission by releasing all its excitation into the CCA (initially in its vacuum state). By introducing static disorder in the CCA the field normal modes become Anderson-localized, giving rise to a non-Markovian atomic dynamics. We show the existence of a functional relationship between a rigorous measure of quantum non-Markovianity and the CCA localization. We furthermore show that the average non-Markovianity of the atomic dynamics is well-described by a phenomenological model in which the atom is coupled, at the same time, to a single mode and to a standard - Markovian - dissipative bath.
Quantum non-Markovianity induced by Anderson localization
Lorenzo, Salvatore; Lombardo, Federico; Ciccarello, Francesco; Palma, G. Massimo
2017-01-01
As discovered by P. W. Anderson, excitations do not propagate freely in a disordered lattice, but, due to destructive interference, they localise. As a consequence, when an atom interacts with a disordered lattice, one indeed observes a non-trivial excitation exchange between atom and lattice. Such non-trivial atomic dynamics will in general be characterised also by a non-trivial quantum information backflow, a clear signature of non-Markovian dynamics. To investigate the above scenario, we consider a quantum emitter, or atom, weakly coupled to a uniform coupled-cavity array (CCA). If initially excited, in the absence of disorder, the emitter undergoes a Markovian spontaneous emission by releasing all its excitation into the CCA (initially in its vacuum state). By introducing static disorder in the CCA the field normal modes become Anderson-localized, giving rise to a non-Markovian atomic dynamics. We show the existence of a functional relationship between a rigorous measure of quantum non-Markovianity and the CCA localization. We furthermore show that the average non-Markovianity of the atomic dynamics is well-described by a phenomenological model in which the atom is coupled, at the same time, to a single mode and to a standard - Markovian - dissipative bath. PMID:28205542
Zeng, H. S.; Tang, N.; Zheng, Y. P.; Xu, T. T.
2012-10-01
By use of the recently presented two measures, the indivisibility and the backflow of information, we study the non-Markovianity of the dynamics for a two-level system interacting with a zero-temperature structured environment without using rotating wave approximation (RWA). In the limit of weak coupling between the system and its reservoir, and by expanding the time-convolutionless (TCL) generator to the forth order with respect to the coupling strength, the time-local non-Markovian master equation for the reduced state of the system is derived. Under the secular approximation, the exact analytic solution is obtained and the sufficient and necessary conditions for the indivisibility and the backflow of information for the system dynamics are presented. In the more general case, we investigate numerically the properties of the two measures for the case of Lorentzian reservoir. Our results show the importance of the counter-rotating terms to the short-time-scale non-Markovian behavior of the system dynamics, further expose the relation between the two measures and their rationality as non-Markovian measures. Finally, the complete positivity of the dynamics of the considered system is discussed.
Chen, Yu; Zou, Jian; Yang, Zi-Yi; Li, Longwu; Li, Hai; Shao, Bin
2016-08-01
The dynamics of N-qubit GHZ state quantum Fisher information (QFI) under phase noise lasers (PNLs) driving is investigated in terms of non-Markovian master equation. We first investigate the non-Markovian dynamics of the QFI of N-qubit GHZ state and show that when the ratio of the PNL rate and the system-environment coupling strength is very small, the oscillations of the QFIs decay slower which corresponds to the non-Markovian region; yet when it becomes large, the QFIs monotonously decay which corresponds to the Markovian region. When the atom number N increases, QFIs in both regions decay faster. We further find that the QFI flow disappears suddenly followed by a sudden birth depending on the ratio of the PNL rate and the system-environment coupling strength and the atom number N, which unveil a fundamental connection between the non-Markovian behaviors and the parameters of system-environment couplings. We discuss two optimal positive operator-valued measures (POVMs) for two different strategies of our model and find the condition of the optimal measurement. At last, we consider the QFI of two atoms with qubit-qubit interaction under random telegraph noises (RTNs).
Li, Zhen; Lee, Hee Sun; Darve, Eric; Karniadakis, George Em
2017-01-07
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.
Liu, Da-Jiang; Chen, Hung-Ting; Lin, Victor S-Y; Evans, J W
2010-04-21
We analyze a model for polymerization at catalytic sites distributed within parallel linear pores of a mesoporous material. Polymerization occurs primarily by reaction of monomers diffusing into the pores with the ends of polymers near the pore openings. Monomers and polymers undergo single-file diffusion within the pores. Model behavior, including the polymer length distribution, is determined by kinetic Monte Carlo simulation of a suitable atomistic-level lattice model. While the polymers remain within the pore, their length distribution during growth can be described qualitatively by a Markovian rate equation treatment. However, once they become partially extruded, the distribution is shown to exhibit non-Markovian scaling behavior. This feature is attributed to the long-tail in the "return-time distribution" for the protruding end of the partially extruded polymer to return to the pore, such return being necessary for further reaction and growth. The detailed form of the scaled length distribution is elucidated by application of continuous-time random walk theory.
Anomalous Fractional Diffusion Equation for Transport Phenomena
Institute of Scientific and Technical Information of China (English)
QiuhuaZENG; HouqiangLI; 等
1999-01-01
We derive the standard diffusion equation from the continuity equation and by discussing the defectiveness of earlier proposed equations,we get the generalized fractional diffusion equation for anomalous diffusion.
Wang, Hao-Tian; Zou, Yang; Ge, Rong-Chun; Guo, Guang-Can
2010-01-01
We present a detailed study of the entanglement dynamics of a two-qubit system coupled to independent non-Markovian environments, employing hierarchy equations. This recently developed theoretical treatment can conveniently solve non-Markovian problems and take into consideration the correlation between the system and bath in an initial state. We concentrate on calculating the death and rebirth time points of the entanglement to obtain a general view of the concurrence curve and explore the behavior of entanglement dynamics with respect to the coupling strength, the characteristic frequency of the noise bath and the environment temperature.
Kinetics of self-induced aggregation of Brownian particles: non-Markovian and non-Gaussian features
Ghosh, Pulak Kumar; Bag, Bidhan Chandra
2012-01-01
In this paper we have studied a model for self-induced aggregation in Brownian particle incorporating the non-Markovian and non-Gaussian character of the associated random noise process. In this model the time evolution of each individual is guided by an over-damped Langevin equation of motion with a non-local drift resulting from the local unbalance distributions of the other individuals. Our simulation result shows that colored nose can induce the cluster formation even at large noise strength. Another observation is that critical noise strength grows very rapidly with increase of noise correlation time for Gaussian noise than non Gaussian one. However, at long time limit the cluster number in aggregation process decreases with time following a power law. The exponent in the power law increases remarkable for switching from Markovian to non Markovian noise process.
Non-Markovian Dynamics in Chiral Quantum Networks with Spins and Photons
Ramos, Tomás; Hauke, Philipp; Pichler, Hannes; Zoller, Peter
2016-01-01
We study the dynamics of chiral quantum networks consisting of nodes coupled by unidirectional or asymmetric bidirectional quantum channels. In contrast to the familiar photonic networks consisting of driven two-level atoms exchanging photons via 1D photonic nanostructures, we propose and study a setup where interactions between the atoms are mediated by spin excitations (magnons) in 1D XX-spin chains representing a spin waveguide. While Markovian quantum network theory eliminates quantum channels as structureless reservoirs in a Born-Markov approximation to obtain a master equation for the nodes, we are interested in non-Markovian dynamics. This arises from the nonlinear character of the dispersion with band-edge effects, and from finite spin propagation velocities leading to time delays in interactions. To account for the non-Markovian dynamics we treat the quantum degrees of freedom of the nodes and connecting channel as a composite spin system with the surrounding of the quantum network as a Markovian bat...
Non-Markovian transmission through two quantum dots connected by a continuum
Energy Technology Data Exchange (ETDEWEB)
Cao, Yunshan [School of Physics, Peking University, Beijing 100871 (China); Department of Physics, Beijing Normal University, Beijing 100875 (China); Xu, Luting; Meng, Jianyu [Department of Physics, Beijing Normal University, Beijing 100875 (China); Li, Xin-Qi, E-mail: lixinqi@bnu.edu.cn [Department of Physics, Beijing Normal University, Beijing 100875 (China)
2012-10-01
We consider a transport setup that contains a double-dot connected by a continuum. Via an exact solution of the time-dependent Schrödinger equation, we demonstrate a highly non-Markovian quantum-coherence-mediated transport through this dot–continuum–dot (DCD) system, which is in contrast with the common premise since in typical case a quantum particle does not reenter the system of interest once it irreversibly decayed into a continuum (such as the spontaneous emission of a photon). We also find that this DCD system supports an unusual steady state with unequal source and drain currents, owing to electrons irreversibly entering the continuum and floating there. -- Highlights: ► We analyze the non-Markovian transmission through a double-dot connected by a continuum. ► We convert the many-electron problem into a single-particle approach and find an exact solution. ► We reveal some interesting behaviors associated with quantum-coherence-assisted transmission through a continuum.
Colloquium: Non-Markovian dynamics in open quantum systems
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
Efficient simulation of non-Markovian system-environment interaction
Rosenbach, Robert; Huelga, Susana F; Cao, Jianshu; Plenio, Martin Bodo
2015-01-01
In this work, we combine an established method for open quantum systems -- the time evolving density matrix using orthogonal polynomials algorithm (TEDOPA) -- with the transfer tensors formalism (TTM), a new tool for the analysis, compression and propagation of non-Markovian processes. This enables the investigation of previously inaccessible long-time dynamics, such as those ensuing from low temperature regimes with arbitrary, possibly highly structured, spectral densities. We briefly introduce both methods, followed by a benchmark to prove viability and combination synergies. Subsequently we illustrate the capabilities of this approach at the hand of specific examples and conclude our analysis by highlighting possible further applications of our method.
Characterization of the degree of Musical non-Markovianity
Mannone, Maria
2013-01-01
Musical compositions could be characterized by a certain degree of memory, that takes into account repetitions and similarity of sequences of pitches, durations and intensities (the patterns). The higher the quantity of variations, the lower the degree of memory. This degree has never quantitatively been defined and measured. In physics, mathematical tools to quantify memory (defined as non-Markovianity) in quantum systems have been developed. The aim of this paper is to extend these mathematical tools to music, defining a general method to measure the degree of memory in musical compositions. Applications to some musical scores give results that agree with the expectations.
Non-Markovian dynamics of a superconducting qubit in an open multimode resonator
Malekakhlagh, Moein; Petrescu, Alexandru; Türeci, Hakan E.
2016-12-01
We study the dynamics of a transmon qubit that is capacitively coupled to an open multimode superconducting resonator. Our effective equations are derived by eliminating resonator degrees of freedom while encoding their effect in the Green's function of the electromagnetic background. We account for the dissipation of the resonator exactly by employing a spectral representation for the Green's function in terms of a set of non-Hermitian modes and show that it is possible to derive effective Heisenberg-Langevin equations without resorting to the rotating-wave, two-level, Born, or Markov approximations. A well-behaved time-domain perturbation theory is derived to systematically account for the nonlinearity of the transmon. We apply this method to the problem of spontaneous emission, capturing accurately the non-Markovian features of the qubit dynamics, valid for any qubit-resonator coupling strength.
Alonso, D; Alonso, Daniel; Vega, In\\'es de
2004-01-01
Multiple time correlation functions are found in the dynamical description of different phenomena. They encode and describe the fluctuations of the dynamical variables of a system. In this paper we formulate a theory of non-Markovian multiple-time correlation functions (MTCF) for a wide class of systems. We derive the dynamical equation of the {\\it reduced propagator}, an object that evolve state vectors of the system conditioned to the dynamics of its environment, which is not necessarily at the vacuum state at the initial time. Such reduced propagator is the essential piece to obtain multiple-time correlation functions. An average over the different environmental histories of the reduced propagator permits us to obtain the evolution equations of the multiple-time correlation functions. We also study the evolution of MTCF within the weak coupling limit and it is shown that the multiple-time correlation function of some observables satisfy the Quantum Regression Theorem (QRT), whereas other correlations do no...
Jiménez-Aquino, J. I.; Romero-Bastida, M.
2016-09-01
In this paper we derive the non-Markovian barotropic-type and Hall-type fluctuation relations for noninteracting charged Brownian particles embedded in a memory heat bath and under the action of crossed electric and magnetic fields. We first obtain a more general non-Markovian fluctuation relation formulated within the context of a generalized Langevin equation with arbitrary friction memory kernel and under the action of a constant magnetic field and an arbitrary time-dependent electric field. It is shown that this fluctuation relation is related to the total amount of an effective work done on the charged particle as it is driven out of equilibrium by the applied time-dependent electric field. Both non-Markovian barotropic- and Hall-type fluctuation relations are then derived when the electric field is assumed to be also a constant vector pointing along just one axis. In the Markovian limit, we show explicitly that they reduce to the same results reported in the literature.
Objectivity in the non-Markovian spin-boson model
Lampo, Aniello; Tuziemski, Jan; Lewenstein, Maciej; Korbicz, Jarosław K.
2017-07-01
Objectivity constitutes one of the main features of the macroscopic classical world. An important aspect of the quantum-to-classical transition issue is to explain how such a property arises from the microscopic quantum theory. Recently, within the framework of open quantum systems, there has been proposed such a mechanism in terms of the so-called spectrum broadcast structures. These are multipartite quantum states of the system of interest and a part of its environment, assumed to be under an observation. This approach requires a departure from the standard open quantum systems methods, as the environment cannot be completely neglected. In the present paper we study the emergence of such a state structure in one of the canonical models of the condensed-matter theory: the spin-boson model, describing the dynamics of a two-level system coupled to an environment made up by a large number of harmonic oscillators. We pay much attention to the behavior of the model in the non-Markovian regime, in order to provide a testbed to analyze how the non-Markovian nature of the evolution affects the surfacing of a spectrum broadcast structure.
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.
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.
Shi, Pengqin; Hu, Menghan; Ying, Yaofeng; Jin, Jinshuang
2016-09-01
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.
Extending the applicability of Redfield theories into highly non-Markovian regimes
Montoya-Castillo, Andrés; Reichman, David R
2015-01-01
We present a new, computationally inexpensive method for the calculation of reduced density matrix dynamics for systems with a potentially large number of subsystem degrees of freedom coupled to a generic bath. The approach consists of propagation of weak-coupling Redfield-like equations for the high frequency bath degrees of freedom only, while the low frequency bath modes are dynamically arrested but statistically sampled. We examine the improvements afforded by this approximation by comparing with exact results for the spin-boson model over a wide range of parameter space. The results from the method are found to dramatically improve Redfield dynamics in highly non--Markovian regimes, at a similar computational cost. Relaxation of the mode-freezing approximation via classical (Ehrenfest) evolution of the low frequency modes results in a dynamical hybrid method. We find that this Redfield-based dynamical hybrid approach, which is computationally more expensive than bare Redfield dynamics, yields only a marg...
Non-Markovian Model for Transport and Reactions of Particles in Spiny Dendrites
Fedotov, Sergei; Méndez, Vicenç
2008-11-01
Motivated by the experiments [Santamaria , Neuron 52, 635 (2006)NERNET0896-627310.1016/j.neuron.2006.10.025] that indicated the possibility of subdiffusive transport of molecules along dendrites of cerebellar Purkinje cells, we develop a mesoscopic model for transport and chemical reactions of particles in spiny dendrites. The communication between spines and a parent dendrite is described by a non-Markovian random process and, as a result, the overall movement of particles can be subdiffusive. A system of integrodifferential equations is derived for the particles densities in dendrites and spines. This system involves the spine-dendrite interaction term which describes the memory effects and nonlocality in space. We consider the impact of power-law waiting time distributions on the transport of biochemical signals and mechanism of the accumulation of plasticity-inducing signals inside spines.
Reveal non-Markovianity of open quantum systems via local operations
Yang, Huan; Chen, Yanbei
2011-01-01
Non-Markovianity, as an important feature of general open quantum systems, is usually difficult to quantify with limited knowledge of how the plant that we are interested in interacts with its environment-the bath. It often happens that the reduced dynamics of the plant attached to a non-Markovian bath becomes indistinguishable from the one with a Markovian bath, if we left the entire system freely evolve. Here we show that non-Markovianity can be revealed via applying local unitary operations on the plant-they will influence the plant evolution at later times due to memory of the bath. This not only provides a new criterion for non-Markovianity, but also sheds light on protecting and recovering quantum coherence in non-Markovian systems, which will be useful for quantum-information processing.
Markovian and non-Markovian dynamics in quantum and classical systems
Vacchini, Bassano; 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 for 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 is constructed which allow to study the basic features of the classical and the quantum definitions and to evaluate explicitly the me...
Fractional-calculus diffusion equation
Ajlouni, Abdul-Wali MS; Al-Rabai'ah, Hussam A
2010-01-01
Background Sequel to the work on the quantization of nonconservative systems using fractional calculus and quantization of a system with Brownian motion, which aims to consider the dissipation effects in quantum-mechanical description of microscale systems. Results The canonical quantization of a system represented classically by one-dimensional Fick's law, and the diffusion equation is carried out according to the Dirac method. A suitable Lagrangian, and Hamiltonian, describing the diffusive...
Random phase wave: a soluble non-Markovian system
Energy Technology Data Exchange (ETDEWEB)
Dewar, R.L.
1977-12-01
The averaged propagator and the corresponding mass operator (non-Markovian particle-wave collision operator) of a particle being accelerated by a random potential are constructed explicitly in a model system. The model consists of an ensemble of monochromatic waves of random phase, such as arises in narrow-bandwidth plasma turbulence, and is particularly interesting as a system exhibiting strong trapping. An essential simplifying feature is that the propagator is evaluated in oscillation-center picture, which greatly simplifies the momentum-space operators occurring in the problem, and leads to a remarkable factorization of the mass operator. General analyticity and symmetry properties are derived using a projection-operator method, and verified for the solution of the model system. The nature of the memory exhibited by the mass operator is briefly examined.
Quantum correlations dynamics under different non-markovian environmental models
Zhang, Ying-Jie; Shan, Chuan-Jia; Xia, Yun-Jie
2011-01-01
We investigate the roles of different environmental models on quantum correlation dynamics of two-qubit composite system interacting with two independent environments. The most common environmental models (the single-Lorentzian model, the squared-Lorentzian model, the two-Lorentzian model and band-gap model) are analyzed. First, we note that for the weak coupling regime, the monotonous decay speed of the quantum correlation is mainly determined by the spectral density functions of these different environments. Then, by considering the strong coupling regime we find that, contrary to what is stated in the weak coupling regime, the dynamics of quantum correlation depends on the non-Markovianity of the environmental models, and is independent of the environmental spectrum density functions.
Linear Optics Simulation of Non-Markovian Quantum Dynamics
Chiuri, Andrea; Mazzola, Laura; Paternostro, Mauro; Mataloni, Paolo
2012-01-01
The simulation of quantum processes is a key goal for the grand programme aiming at grounding quantum technologies as the way to explore complex phenomena that are inaccessible through standard, classical calculators. Some interesting steps have been performed in this direction and this scenario has recently been extended to open quantum evolutions, marking the possibility to investigate important features of the way a quantum system interacts with its environment. Here we demonstrate experimentally the (non-)Markovianity of a process where system and environment are coupled through a simulated transverse Ising model. By engineering the evolution in a fully controlled photonic quantum simulator, we assess and demonstrate the role that system-environment correlations have in the emergence of memory effects.
Fermionic-mode entanglement in non-Markovian environment
Cheng, Jiong; Han, Yan; An, Qing-zhi; Zhou, Ling
2015-03-01
We evaluate the non-Markovian effects on the entanglement dynamics of a fermionic system interacting with two dissipative vacuum reservoirs. The exact solution of density matrix is derived by utilizing the Feynman-Vernon influence functional theory in the fermionic coherent state representation and the Grassmann calculus, which are valid for both the fermionic and bosonic baths, and their difference lies in the dependence of the parity of the initial states. The fermionic entanglement dynamics is presented by adding an additional restriction to the density matrix known as the superselection rules. Our analysis shows that the usual decoherence suppression schemes implemented in qubits systems can also be achieved for systems of identical fermions, and the initial state proves its importance in the evolution of fermionic entanglement. Our results provide a potential way to decoherence controlling of identical fermions.
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
Non-Markovianity and reservoir memory of quantum channels: a quantum information theory perspective.
Bylicka, B; Chruściński, D; Maniscalco, S
2014-07-21
Quantum technologies rely on the ability to coherently transfer information encoded in quantum states along quantum channels. Decoherence induced by the environment sets limits on the efficiency of any quantum-enhanced protocol. Generally, the longer a quantum channel is the worse its capacity is. We show that for non-Markovian quantum channels this is not always true: surprisingly the capacity of a longer channel can be greater than of a shorter one. We introduce a general theoretical framework linking non-Markovianity to the capacities of quantum channels and demonstrate how harnessing non-Markovianity may improve the efficiency of quantum information processing and communication.
Dynamical role of system-environment correlations in non-Markovian dynamics
Mazzola, Laura; Modi, Kavan; Paternostro, Mauro
2012-01-01
We analyse the role played by system-environment correlations in the emergence of non-Markovian dynamics. By working within the framework developed in Breuer et al., Phys. Rev. Lett. 103, 210401 (2009), we unveil a fundamental connection between non-Markovian behaviour and dynamics of system-environment correlations. We derive an upper bound to the derivative of rate of change of the distinguishability between different states of the system that explicitly depends on the development and establishment of correlations between system and environment. We illustrate our results using a fully solvable spin-chain model, which allows us to gain insight on the mechanisms triggering non-Markovian evolution.
Non-Markovianity and reservoir memory of quantum channels: a quantum information theory perspective
Bylicka, B.; Chruściński, D.; Maniscalco, S.
2014-01-01
Quantum technologies rely on the ability to coherently transfer information encoded in quantum states along quantum channels. Decoherence induced by the environment sets limits on the efficiency of any quantum-enhanced protocol. Generally, the longer a quantum channel is the worse its capacity is. We show that for non-Markovian quantum channels this is not always true: surprisingly the capacity of a longer channel can be greater than of a shorter one. We introduce a general theoretical framework linking non-Markovianity to the capacities of quantum channels and demonstrate how harnessing non-Markovianity may improve the efficiency of quantum information processing and communication. PMID:25043763
Explorations into quantum state diffusion beyond the Markov approximation
Broadbent, Curtis J.; Jing, Jun; Yu, Ting; Eberly, Joseph H.
2011-05-01
The non-Markovian quantum state diffusion equation is rapidly becoming a powerful tool for both theoretical and numerical investigations into non-trivial problems in quantum optical QED. It has been used to rederive the exact master equation for quantum Brownian motion, as well as an optical cavity or a two-level atom which is either damped or dephased under the rotating wave approximation. The exact quantum state diffusion equations for the spin-1 system have also been found, and general theorems have now been derived for solving the N-cavity, N-qubit, and N-level systems. Here, we build upon the results of Ref. to explore other problems from quantum optical QED using the non-Markovian quantum state diffusion equation.
Entanglement and non-Markovianity of a multi-level atom decaying in a cavity
Zi-Long, Fan; Yu-Kun, Ren; Hao-Sheng, Zeng
2016-01-01
We present a paradigmatic method for exactly studying non-Markovian dynamics of a multi-level V-type atom interacting with a zero-temperature bosonic bath. Special attention is paid to the entanglement evolution and the dynamical non-Markovianity of a three-level V-type atom. We find that the entanglement negativity decays faster and non-Markovianity is smaller in the resonance regions than those in the non-resonance regions. More importantly, the quantum interference between the dynamical non-Markovianities induced by different transition channels is manifested, and the frequency domains for constructive and destructive interferences are found. Project supported by the National Natural Science Foundation of China (Grant Nos. 11275064 and 11075050), the Specialized Research Fund for the Doctoral Program of Higher Education, China (Grant No. 20124306110003), and the Construct Program of the National Key Discipline, China.
A framework for the direct evaluation of large deviations in non-Markovian processes
Cavallaro, Massimo; Harris, Rosemary J.
2016-11-01
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.
Quantum Discord Dynamics in Two Different Non-Markovian Reservoirs
Institute of Scientific and Technical Information of China (English)
DING Bang-Fu; WANG Xiao-Yun; LIU Jing-Feng; YAN Lin; ZHAO He-Ping
2011-01-01
The quantum discord dynamics of two non-coupled two-level atoms independently interacting with their reservoir is studied under two kinds of non-Markovian conditions,namely,an off-resonant case with atomic transition frequency and a photonic band gap.In the first case,the phenomenon of the quantum discord loss and the oscillatory behavior of the quantum discord can occur by changing the detuning quantity and reducing the spectral coupling width for any initial Bell state.Under the second condition,the trapping phenomenon of the quantum discord can be presented by adjusting the width of gap,that is,the quantum discord of two atoms keep a nonzero constant for a long time.Entanglement,as a kind of quantum correlation without a classical counterpart,plays an important role in quantum information and communication theory,[1,2] quantum teleportation,[3] quantum cryptography[4,5] and universal quantum computing.[6]%We report the first implementation of transparent electrodes in bottom-gate graphene transistors used for photo detection. Compared to conventional nontransparent electrodes, the transparent electrodes allow photons to transmit through to the graphene beneath, providing an enlarged absorption area and thereby giving rise to an enhancement of photocurrent generation. The devices are fabricated with an asymmetric metallization scheme and the experimental results show that the maximum photocurrent density using the transparent electrodes (ITO and Pd/ITO) is over two times higher than that using the nontransparent electrodes (Ti and Pd), indicating a significant enhancement in the performance of graphene photo sensors.
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.
Non-Markovian dynamics in pulsed and continuous wave atom lasers
Breuer, H P; Kappler, B; Petruccione, F
1999-01-01
The dynamics of atom lasers with a continuous output coupler based on two-photon Raman transitions is investigated. With the help of the time-convolutionless projection operator technique the quantum master equations for pulsed and continuous wave (cw) atom lasers are derived. In the case of the pulsed atom laser the power of the time-convolutionless projection operator technique is demonstrated through comparison with the exact solution. It is shown that in an intermediate coupling regime where the Born-Markov approximation fails the results of this algorithm agree with the exact solution. To study the dynamics of a continuous wave atom laser a pump mechanism is included in the model. Whereas the pump mechanism is treated within the Born-Markov approximation, the output coupling leads to non-Markovian effects. The solution of the master equation resulting from the time-convolutionless projection operator technique exhibits strong oscillations in the occupation number of the Bose-Einstein condensate. These os...
Riemann equation for prime number diffusion.
Chen, Wen; Liang, Yingjie
2015-05-01
This study makes the first attempt to propose the Riemann diffusion equation to describe in a manner of partial differential equation and interpret in physics of diffusion the classical Riemann method for prime number distribution. The analytical solution of this equation is the well-known Riemann representation. The diffusion coefficient is dependent on natural number, a kind of position-dependent diffusivity diffusion. We find that the diffusion coefficient of the Riemann diffusion equation is nearly a straight line having a slope 0.99734 in the double-logarithmic axis. Consequently, an approximate solution of the Riemann diffusion equation is obtained, which agrees well with the Riemann representation in predicting the prime number distribution. Moreover, we interpret the scale-free property of prime number distribution via a power law function with 1.0169 the scale-free exponent in respect to logarithmic transform of the natural number, and then the fractal characteristic of prime number distribution is disclosed.
A non-Markovian model of rill erosion
Winter, C.; Damron, M.
2009-12-01
Stochastic processes with reinforcement are inherently non-Markovian and therefore may model geophysical processes with memory, for instance patterns of rill erosion, more realistically than Markovian models. Reinforcement provides a bias to a system that is equivalent to infinite memory, making a system more likely to occupy a given state the more often the state is visited. Some well-studied examples in applied mathematics include variations on the urn of P'olya and reinforced random walks. Many natural phenomena exhibit similar behavior: for instance, an overall pattern of rills is relatively stable once it is established, although small details of the pattern may change frequently and catastrophes that permanently alter it may occasionally occur. To model the phenomenology of rill erosion, we propose a simple discrete time, infinite-memory random process defined on the nodes and edges of an oriented diagonal lattice. Lattice models have often been used to investigate the morphology of natural drainage networks, but our focus is as much on the dynamics of network formation as it is on morphology. The lattice in our model starts out smooth in the sense that it has no edges initially, but it sprouts edges everywhere the instant the process starts, much as rain can start soil erosion everywhere on a hillslope at once. Exactly one edge (rill segment) descends from each node, and it points either left or right. Sediment loads travel along networks of edges and are accumulated at nodes. At every node and at every time step, a simple two parameter reinforcing law randomly determines the direction of the node’s output and then is updated. The degree of reinforcement is set by comparing the node's current sediment load to the load history of the entire network above it and is governed by two system parameters representing respectively rainfall intensity and the soil’s resistance to change. The current pattern of connections among nodes represents the present state of
Jiang, Li; Zhang, Guo-Feng
2017-03-01
By using the effective non-Markovian measure (Breuer et al., Phys. Rev. Lett. 103, 210401 2009) we investigate non-Markovian dynamics of a pair of two-level atoms (TLAs) system, each of which interacting with a local reservoir. We show that subsystem dynamics can be controlled by manipulating the coupling between TLAs, temperature and relaxation rate of the atoms. Moreover, the correlation between non-Markovianity of subsystem and entanglement between the subsystem and the structured bath is investigated, the results show that the emergence of non-Markovianity has a negative effect on the entanglement.
Non-Markovianity, coherence, and system-environment correlations in a long-range collision model
Ćakmak, B.; Pezzutto, M.; Paternostro, M.; Müstecaplıoǧlu, Ö. E.
2017-08-01
We consider the dynamics of a collisional model in which both the system and environment are embodied by spin-1 /2 particles. In order to include non-Markovian features in our model, we introduce interactions among the environmental qubits and investigate the effect that different models of such interaction have on the degree of non-Markovianity of the system's dynamics. By extending that interaction beyond the nearest neighbor, we enhance the degree of non-Markovianity in the system's dynamics. A further significant increase can be observed if a collective interaction with the forthcoming environmental qubits is considered. However, the observed degree of non-Markovianity in this case is nonmonotonic with the increasing number of qubits included in the interaction. Moreover, one can establish a connection between the degree of non-Markovianity in the evolution of the system and the fading behavior of quantum coherence in its state as the number of collisions grows. We complement our study with an investigation of system-environment correlations and present an example of their importance on a physical upper bound on the trace distance derivative.
Approach to Quantum Kramers' Equation and Barrier Crossing Dynamics
Banerjee, Dhruba; Banik, S K; Ray, D S; Banerjee, Dhruba; Bag, Bidhan Chandra; Banik, Suman Kumar; Ray, Deb Shankar
2002-01-01
We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical mean values of their co-ordinates and momenta we have derived a $c$-number generalized quantum Langevin equation. The approach allows us to implement the method of classical non-Markovian Brownian motion to realize an exact generalized non-Markovian quantum Kramers' equation. The equation is valid for arbitrary temperature and friction. We have solved this equation in the spatial diffusion-limited regime to derive quantum Kramers' rate of barrier crossing and analyze its variation as a function of temperature and friction. While almost all the earlier theories rest on quasi-probability distribution functions (like Wigner function) and path integral methods, the present work is based on {\\it true probability distribution functions} and is independent of path integral technique...
Unification of witnessing initial system-environment correlations and witnessing non-Markovianity
Rodríguez-Rosario, César A; Mazzola, Laura; Aspuru-Guzik, Alán
2012-01-01
We show the connection between a witness that detects dynamical maps with initial system-environment correlations and a witness that detects non-Markovian open quantum systems. Our analysis is based on studying the role that state preparation plays in witnessing violations of contractivity of open quantum system dynamics. Contractivity is a property of some quantum processes where the trace distance of density matrices decrease with time. From this, we show how a witness of initial-correlations is an upper bound to a witness of non-Markovianity. We discuss how this relationship shows further connections between initial system-environment correlations and non-Markovianity at an instance of time in open quantum systems.
Equivalence of the measures of non-Markovianity for open two-level systems
Energy Technology Data Exchange (ETDEWEB)
Zeng Haosheng; Tang Ning; Zheng Yanping; Wang Guoyou [Key Laboratory of Low-Dimensional Quantum Structures and Quantum Control of Ministry of Education, and Department of Physics, Hunan Normal University, Changsha 410081 (China)
2011-09-15
Different measures have been presented to depict the deviation of quantum time evolution in open systems from Markovian processes. We demonstrate that the measure proposed by Breuer, Laine, and Piilo [Phys. Rev. Lett. 103, 210401 (2009)] and the two measures proposed by Rivas, Huelga, and Plenio [Phys. Rev. Lett. 105, 050403 (2010)] have exactly the same non-Markovian time-evolution intervals and thus are really equivalent to each other when they are applied to open two-level systems coupled to environments via the Jaynes-Cummings or dephasing models. This equivalence implies that the three measures, in different ways, capture the intrinsic character of the non-Markovianity of quantum evolutional processes. We also show that the maximization in the definition of the first measure can be actually removed for the considered models without influencing the sensibility of the measure to detect non-Markovianity.
Non-Markovian closure models for large eddy simulations using the Mori-Zwanzig formalism
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.
Quantum trajectories under frequent measurements in a non-Markovian environment
Xu, Luting; Li, Xin-Qi
2016-09-01
In this work we generalize the quantum trajectory (QT) theory from Markovian to non-Markovian environments. We model the non-Markovian environment by using a Lorentzian spectral density function with bandwidth (Λ ), and find a perfect "scaling" property with the measurement frequency (τ-1) in terms of the scaling variable x =Λ τ . Our result bridges the gap between the existing QT theory and the Zeno effect, by rendering them as two extremes corresponding to x →∞ and x →0 , respectively. This x -dependent criterion improves the idea of using τ alone and quantitatively identifies the validity condition of the conventional QT theory.
Non-Markovian Quantum Evolution: Time-Local Generators and Memory Kernels
Chruściński, Dariusz; Należyty, Paweł
2016-06-01
In this paper we provide a basic introduction to the topic of quantum non-Markovian evolution presenting both time-local and memory kernel approach to the evolution of open quantum systems. We start with the standard notion of a classical Markovian stochastic process and generalize it to classical Markovian stochastic evolution which in turn becomes a starting point of the quantum setting. Our approach is based on the notion of P-divisible, CP-divisible maps and their refinements to k-divisible maps. Basic methods enabling one to detect non-Markovianity of the quantum evolution are also presented. Our analysis is illustrated by several simple examples.
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...
Kato, Akihito; Tanimura, Yoshitaka
2016-12-01
We consider a quantum system strongly coupled to multiple heat baths at different temperatures. Quantum heat transport phenomena in this system are investigated using two definitions of the heat current: one in terms of the system energy and the other in terms of the bath energy. When we consider correlations among system-bath interactions (CASBIs)—which have a purely quantum mechanical origin—the definition in terms of the bath energy becomes different. We found that CASBIs are necessary to maintain the consistency of the heat current with thermodynamic laws in the case of strong system-bath coupling. However, within the context of the quantum master equation approach, both of these definitions are identical. Through a numerical investigation, we demonstrate this point for a non-equilibrium spin-boson model and a three-level heat engine model using the reduced hierarchal equations of motion approach under the strongly coupled and non-Markovian conditions. We observe the cyclic behavior of the heat currents and the work performed by the heat engine, and we find that their phases depend on the system-bath coupling strength. Through consideration of the bath heat current, we show that the efficiency of the heat engine decreases as the strength of the system-bath coupling increases, due to the CASBI contribution. In the case of a large system-bath coupling, the efficiency decreases further if the bath temperature is increased, even if the ratio of the bath temperatures is fixed, due to the discretized nature of energy eigenstates. This is also considered to be a unique feature of quantum heat engines.
Jesenko, Simon
2013-01-01
We analyze efficiency of excitation energy transfer in photosynthetic complexes in transient and stationary setting. In the transient setting the absorption process is modeled as an individual event resulting in a subsequent relaxation dynamics. In the stationary setting the absorption is a continuous stationary process, leading to the nonequilibrium steady state. We show that, as far as the efficiency is concerned, both settings can be considered to be the same, as they result in almost identical efficiency. We also show that non-Markovianity has no effect on the resulting efficiency, i.e., corresponding Markovian dynamics results in identical efficiency. Even more, if one maps dynamics to appropriate classical rate equations, the same efficiency as in quantum case is obtained.
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.
The Nonlinear Convection—Reaction—Diffusion Equation
Institute of Scientific and Technical Information of China (English)
ShiminTANG; MaochangCUI; 等
1996-01-01
A nonlinear convection-reaction-diffusion equation is used as a model equation of the El Nino events.In this model,the effects of convection,turbulent diffusion,linear feed-back and nolinear radiation on the anomaly of Sea Surface Temperature(SST) are considered.In the case of constant convection,this equation has exact kink-like travelling wave solutions,which can be used to explain the history of an El Nino event.
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 ...
Non-Markovian signatures in the current noise of a charge qubit
DEFF Research Database (Denmark)
Braggio, A.; Flindt, Christian; Novotny, T.
2008-01-01
We investigate the current noise of a charge qubit coupled to a phonon bath in different parameter regimes. We find, using the theory of Full Counting Statistics of non-Markovian systems, that the current fluctuations are strongly influenced by memory effects generated from the interplay between ...
Observation of Non-Markovian Dynamics of a Single Quantum Dot in a Micropillar Cavity
DEFF Research Database (Denmark)
Madsen, Kristian Høeg; Ates, Serkan; Lund-Hansen, Toke;
2011-01-01
We measure the detuning-dependent dynamics of a quasiresonantly excited single quantum dot coupled to a micropillar cavity. The system is modeled with the dissipative Jaynes-Cummings model where all experimental parameters are determined by explicit measurements. We observe non-Markovian dynamics...
Non-markovianity and CHSH-Bell inequality violation in multipartite dissipative systems
Thilagam, A
2012-01-01
We examine the non-Markovian dynamics in a multipartite system of two initially correlated atomic qubits, each located in a single-mode leaky cavity and interacting with its own bosonic reservoir. We show the dominance of non-Markovian features, as quantified by the difference in fidelity of the evolved system with its density matrix at an earlier time, in three specific two-qubit partitions associated with the cavity-cavity and atom-reservoir density matrices within the same subsystem, and the cavity-reservoir reduced matrix across the two subsystems. The non-Markovianity in the cavity-cavity subsystem is seen to be optimized in the vicinity of the exceptional point. The CHSH-Bell inequality computed for various two-qubit partitions show that high non-locality present in a specific subsystem appears in conjunction with enhanced non-Markovian dynamics in adjacent subsystems. This is in contrast to the matching existence of non-locality and quantum correlations in regions spanned by time t and the cavity decay...
Mode suppression in the non-Markovian limit by time-gated stimulated photon echo
de Boeij, W.P.; Pshenichnikov, M.S; Wiersma, D. A.
1996-01-01
It is demonstrated that enhanced mode suppression in stimulated photon echo experiments can be obtained by diagonal time gating of the echo. This technique is especially important when the optical dynamics of the system is non-Markovian. A two-mode Brownian oscillator model is used to analyze the ef
Fractional Diffusion Limit for Collisional Kinetic Equations
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.
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
The Riccati Differential Equation and a Diffusion-Type Equation
Suazo, Erwin; Vega-Guzman, Jose M
2008-01-01
We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equation with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary functions and certain integrals involving a characteristic function, which should be found as an analytic or numerical solution of the second order linear differential equation with time-dependent coefficients. Some special and limiting cases are outlined. Solution of the corresponding nonhomogeneous equation is also found.
Linearization of Systems of Nonlinear Diffusion Equations
Institute of Scientific and Technical Information of China (English)
KANG Jing; QU Chang-Zheng
2007-01-01
We investigate the linearization of systems of n-component nonlinear diffusion equations; such systems have physical applications in soil science, mathematical biology and invariant curve flows. Equivalence transformations of their auxiliary systems are used to identify the systems that can be linearized. We also provide several examples of systems with two-component equations, and show how to linearize them by nonlocal mappings.
A Diffusion Equation for Quantum Adiabatic Systems
Jain, S R
1998-01-01
For ergodic adiabatic quantum systems, we study the evolution of energy distribution as the system evolves in time. Starting from the von Neumann equation for the density operator, we obtain the quantum analogue of the Smoluchowski equation on coarse-graining over the energy spectrum. This result brings out the precise notion of quantum diffusion.
Diffusion phenomenon for linear dissipative wave equations
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.
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.
From Markovian semigroup to non-Markovian quantum evolution
Chruscinski, Dariusz
2010-01-01
We provided a class of legitimate memory kernels leading to completely positive trace preserving dynamical maps. Our construction is based on a simple normalization procedure. Interestingly, when applied to the celebrated Wigner-Weisskopf theory it gives the standard Markovian evolution governed by the local master equation.
Non-Markovian State-Dependent Networks in Critical Loading
2015-02-04
waiting times. Queueing Syst. Theory Appl. 1990, 6, 335–351. 21. Yamada, K. Diffusion approximation for open state-dependent queueing networks in the heavy...Critical Loading We establish a heavy traffic limit theorem for the queue -length process in a critically loaded single class queueing network with state...Title We establish a heavy traffic limit theorem for the queue -length process in a critically loaded single class queueing network with state
Suarez, Ernesto
2014-01-01
A number of modern sampling methods probe long time behavior in complex biomolecules using a set of relatively short trajectory segments. Markov state models (MSMs) can be useful in analyzing such data sets, but in particularly complex landscapes, the available trajectory data may prove insufficient for constructing valid Markov models. Here, we explore the potential utility of history-dependent analyses applied to relatively poor decompositions of configuration space for which MSMs are inadequate. Our approaches build on previous work [Suarez et. al., JCTC 2014] showing that, with sufficient history information, unbiased equilibrium and non-equilibrium observables can be obtained even for arbitrary non-Markovian divisions of phase space. We explore a range of non-Markovian approximations using varying amounts of history information to model the finite length of trajectory segments, applying the analyses to toy models as well as several proteins previously studied by microsec-milisec scale atomistic simulatio...
Implications of non-Markovian quantum dynamics for the Landauer bound
Pezzutto, Marco; Paternostro, Mauro; Omar, Yasser
2016-12-01
We study the dynamics of a spin-1/2 particle interacting with a multi-spin environment, modelling the corresponding open system dynamics through a collision-based model. The environmental particles are prepared in individual thermal states, and we investigate the effects of a distribution of temperatures across the spin environment on the evolution of the system, particularly how thermalisation in the long-time limit is affected. We study the phenomenology of the heat exchange between system and environment and consider the information-to-energy conversion process, induced by the system-environment interaction and embodied by the Landauer principle. Furthermore, by considering an interacting-particles environment, we tune the dynamics of the system from an explicit Markovian evolution up to a strongly non-Markovian one, investigating the connections between non-Markovianity, the establishment of system-environment correlations, and the breakdown of the validity of Landauer principle.
Non-Markovian effect on the geometric phase of a dissipative qubit
Chen, Juan-Juan; Tong, Qing-Jun; Luo, Hong-Gang; Oh, C H
2010-01-01
We study 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 is 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 to 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.
Dynamics of non-Markovian open quantum systems
de Vega, Inés; Alonso, Daniel
2017-01-01
Open quantum systems (OQSs) cannot always be described with the Markov approximation, which requires a large separation of system and environment time scales. An overview is given of some of the most important techniques available to tackle the dynamics of an OQS beyond the Markov approximation. Some of these techniques, such as master equations, Heisenberg equations, and stochastic methods, are based on solving the reduced OQS dynamics, while others, such as path integral Monte Carlo or chain mapping approaches, are based on solving the dynamics of the full system. The physical interpretation and derivation of the various approaches are emphasized, how they are connected is explored, and how different methods may be suitable for solving different problems is examined.
Violation of the scaling relation and non-Markovian nature of earthquake aftershocks
Abe, Sumiyoshi
2008-01-01
The statistical properties of earthquake aftershocks are studied. The scaling relation for the exponents of the Omori law and the power-law calm time distribution (i.e., the interoccurrence time distribution), which is valid if a sequence of aftershocks is a singular Markovian process, is carefully examined. Data analysis shows significant violation of the scaling relation, implying the non-Markovian nature of aftershocks.
De Boeij, W. P.; Pshenichnikov, M. S.; Wiersma, D. A.
1996-01-01
We demonstrate a novel technique for efficient vibrational mode suppression in stimulated photon echo by diagonal time-gating. This is especially important if the system exhibits non-Markovian optical dynamics.
Equivalence of the measures of non-Markovianity for open two-level systems
Zeng, Hao-Sheng; Tang, Ning; Zheng, Yan-Ping; Wang, Guo-You
2011-09-01
Different measures have been presented to depict the deviation of quantum time evolution in open systems from Markovian processes. We demonstrate that the measure proposed by Breuer, Laine, and Piilo [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.103.210401 103, 210401 (2009)] and the two measures proposed by Rivas, Huelga, and Plenio [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.105.050403 105, 050403 (2010)] have exactly the same non-Markovian time-evolution intervals and thus are really equivalent to each other when they are applied to open two-level systems coupled to environments via the Jaynes-Cummings or dephasing models. This equivalence implies that the three measures, in different ways, capture the intrinsic character of the non-Markovianity of quantum evolutional processes. We also show that the maximization in the definition of the first measure can be actually removed for the considered models without influencing the sensibility of the measure to detect non-Markovianity.
Fractional diffusion equation for heterogeneous medium
Energy Technology Data Exchange (ETDEWEB)
Polo L, M. A.; Espinosa M, E. G.; Espinosa P, G. [Universidad Autonoma Metropolitana, Unidad Iztapalapa, Area de Ingenieria en Recursos Energeticos, Av, San Rafael Atlixco 186, Col. Vicentina, 09340 Mexico D. F. (Mexico); Del Valle G, E., E-mail: plabarrios@hotmail.com [Instituto Politecnico Nacional, Escuela Superior de Fisica y Matematicas, Av. IPN s/n, Col. San Pedro Zacatenco, 07738 Mexico D. F. (Mexico)
2011-11-15
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)
Langevin Equations for Reaction-Diffusion Processes
Benitez, Federico; Duclut, Charlie; Chaté, Hugues; Delamotte, Bertrand; Dornic, Ivan; Muñoz, Miguel A.
2016-09-01
For reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically tractable, exact Langevin equations that govern a stochastic variable related to the response field in field theory. Using duality relations, we show how the particle number and other quantities of interest can be computed. Our work clarifies long-standing conceptual issues encountered in field-theoretical approaches and paves the way for systematic numerical and theoretical analyses of reaction-diffusion problems.
Quantum Diffusion, Measurement and Filtering
Belavkin, V P
1993-01-01
A brief presentation of the basic concepts in quantum probability theory is given in comparison to the classical one. The notion of quantum white noise, its explicit representation in Fock space, and necessary results of noncommutative stochastic analysis and integration are outlined. Algebraic differential equations that unify the quantum non Markovian diffusion with continuous non demolition observation are derived. A stochastic equation of quantum diffusion filtering generalising the classical Markov filtering equation to the quantum flows over arbitrary *-algebra is obtained. A Gaussian quantum diffusion with one dimensional continuous observation is considered.The a posteriori quantum state difusion in this case is reduced to a linear quantum stochastic filter equation of Kalman-Bucy type and to the operator Riccati equation for quantum correlations. An example of continuous nondemolition observation of the coordinate of a free quantum particle is considered, describing a continuous collase to the statio...
Data-driven non-Markovian closure models
Kondrashov, Dmitri; Chekroun, Mickaël D.; Ghil, Michael
2015-03-01
This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with the optimal closures predicted by the Mori-Zwanzig (MZ) formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a generalization and a time-continuous limit of existing multilevel, regression-based approaches to closure in a data-driven setting; these approaches include empirical model reduction (EMR), as well as more recent multi-layer modeling. It is shown that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the MZ 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 derived on the structure of 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 broad class of MSM applications, a class that includes non-polynomial predictors and nonlinearities that do not necessarily preserve quadratic energy invariants. 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. It is shown that the resulting closure model with energy-conserving nonlinearities efficiently 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 Lotka-Volterra model of population dynamics in its chaotic regime. The challenges here include the rarity of strange attractors in the model's parameter
Approximating parameters in nonlinear reaction diffusion equations
Directory of Open Access Journals (Sweden)
Robert R. Ferdinand
2001-07-01
Full Text Available We present a model describing population dynamics in an environment. The model is a nonlinear, nonlocal, reaction diffusion equation with Neumann boundary conditions. An inverse method, involving minimization of a least-squares cost functional, is developed to identify unknown model parameters. Finally, numerical results are presented which display estimates of these parameters using computationally generated data.
Relativistic diffusion equation from stochastic quantization
Kazinski, P O
2007-01-01
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck constant). We apply this method to the models of nonrelativistic and relativistic particles interacting with an electromagnetic field. In the first case we establish the equivalence of such a quantization to the Fokker-Planck equation with a special force. The application of the proposed quantization procedure to the model of a relativistic particle results in a relativistic generalization of the Fokker-Planck equation in the coordinate space, which in the absence of the electromagnetic field reduces to the relativistic diffusion (heat) equation. The stationary probability distribution functions for a stochastically quantized particle diffusing under a barrier and a particle in the potential of a harmonic oscillator are derived.
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.
Elephants can always remember: Exact long-range memory effects in a non-Markovian random walk
Schütz, Gunter M.; Trimper, Steffen
2004-10-01
We consider a discrete-time random walk where the random increment at time step t depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition and on the memory parameter p . At a critical value pc(1)=1/2 where memory effects vanish there is a transition from a weakly localized regime [where the walker (elephant) returns to its starting point] to an escape regime. Inside the escape regime there is a second critical value where the random walk becomes superdiffusive. The probability distribution is shown to be governed by a non-Markovian Fokker-Planck equation with hopping rates that depend both on time and on the starting position of the walk. On large scales the memory organizes itself into an effective harmonic oscillator potential for the random walker with a time-dependent spring constant k=(2p-1)/t . The solution of this problem is a Gaussian distribution with time-dependent mean and variance which both depend on the initiation of the process.
Strasberg, Philipp; Schaller, Gernot; Lambert, Neill; Brandes, Tobias
2016-07-01
We propose a method to study the thermodynamic behaviour of small systems beyond the weak coupling and Markovian approximation, which is different in spirit from conventional approaches. The idea is to redefine the system and environment such that the effective, redefined system is again coupled weakly to Markovian residual baths and thus, allows to derive a consistent thermodynamic framework for this new system-environment partition. To achieve this goal we make use of the reaction coordinate (RC) mapping, which is a general method in the sense that it can be applied to an arbitrary (quantum or classical and even time-dependent) system coupled linearly to an arbitrary number of harmonic oscillator reservoirs. The core of the method relies on an appropriate identification of a part of the environment (the RC), which is subsequently included as a part of the system. We demonstrate the power of this concept by showing that non-Markovian effects can significantly enhance the steady state efficiency of a three-level-maser heat engine, even in the regime of weak system-bath coupling. Furthermore, we show for a single electron transistor coupled to vibrations that our method allows one to justify master equations derived in a polaron transformed reference frame.
Logarithmic diffusion and porous media equations: a unified description.
Pedron, I T; Mendes, R S; Buratta, T J; Malacarne, L C; Lenzi, E K
2005-09-01
In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this equation. Its solution has a Lorentzian form, consequently this equation characterizes a superdiffusion like a Lévy kind. In addition an equation that unifies the porous media and the logarithmic diffusion equations, including a generalized diffusion equation in fractal dimension, is obtained. This unification is performed in the nonextensive thermostatistics context and increases the possibilities about the description of anomalous diffusive processes.
Entropy methods for diffusive partial differential equations
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.
Amplitude equations for isothermal double diffusive convection
Energy Technology Data Exchange (ETDEWEB)
Becerril, R.; Swift, J.B. [Center for Nonlinear Dynamics and Department of Physics, University of Texas, Austin, Texas 78712 (United States)
1997-05-01
Amplitude equations are derived for isothermal double diffusive convection near threshold for both the stationary and oscillatory instabilities as well as in the vicinity of the codimension-2 point. The convecting fluid is contained in a thin Hele-Shaw cell that renders the system two dimensional, and convection is sustained by vertical concentration gradients of two species with different diffusion rates. The locations of the tricritical point for the stationary instability and the codimension-2 point are found. It is shown that these points can be made well separated (in the Rayleigh number R{sub s} of the slow diffusing species) as the Lewis number varies. Hence the behavior near these points should be experimentally accessible. {copyright} {ital 1997} {ital The American Physical Society}
The Lie algebra of infinitesimal symmetries of nonlinear diffusion equations
Kersten, Paul H.M.; Gragert, Peter K.H.
1983-01-01
By using developed software for solving overdetermined systems of partial differential equations, the authors establish the complete Lie algebra of infinitesimal symmetries of nonlinear diffusion equations.
Non-Markovian spiking statistics of a neuron with delayed feedback in presence of refractoriness.
Kravchuk, Kseniia; Vidybida, Alexander
2014-02-01
Spiking statistics of a self-inhibitory neuron is considered. The neuron receives excitatory input from a Poisson stream and inhibitory impulses through a feedback line with a delay. After triggering, the neuron is in the refractory state for a positive period of time. Recently, [35,6], it was proven for a neuron with delayed feedback and without the refractory state, that the output stream of interspike intervals (ISI) cannot be represented as a Markov process. The refractory state presence, in a sense limits the memory range in the spiking process, which might restore Markov property to the ISI stream. Here we check such a possibility. For this purpose, we calculate the conditional probability density P (tn+1 l tn,...,t1,t0), and prove exactly that it does not reduce to P (tn+1 l tn,...,t1) for any n ⋝0. That means, that activity of the system with refractory state as well cannot be represented as a Markov process of any order. We conclude that it is namely the delayed feedback presence which results in non-Markovian statistics of neuronal firing. As delayed feedback lines are common for any realistic neural network, the non-Markovian statistics of the network activity should be taken into account in processing of experimental data.
Non-Markovian Quantum Fluctuations and Superradiance Near a Photonic Band Edge
Vats, N; Vats, Nipun; John, Sajeev
1998-01-01
We discuss a point model for the collective emission of light from N two-level atoms in a photonic bandgap material, each with an atomic resonant frequency near the edge of the gap. In the limit of a low initial occupation of the excited atomic state, our system is shown to possess novel atomic spectra and population statistics. For a high initial excited state population, mean field theory suggests a fractionalized inversion and a macroscopic polarization for the atoms in the steady state, both of which can be controlled by an external d.c. field. This atomic steady state is accompanied by a non--zero expectation value of the electric field operators for field modes located in the vicinity of the atoms. The nature of homogeneous broadening near the band edge is shown to differ markedly from that in free space due to non-Markovian memory effects in the radiation dynamics. Non-Markovian vacuum fluctuations are shown to yield a partially coherent steady state polarization with a random phase. In contrast with t...
Tripartite entanglement dynamics in the presence of Markovian or non-Markovian environment
Park, DaeKil
2016-08-01
We study on the tripartite entanglement dynamics when each party is initially entangled with other parties, but they locally interact with their own Markovian or non-Markovian environment. First we consider three GHZ-type initial states, all of which have GHZ-symmetry provided that the parameters are chosen appropriately. However, this symmetry is broken due to the effect of environment. The corresponding π -tangles, one of the tripartite entanglement measures, are analytically computed at arbitrary time. For Markovian case while the tripartite entanglement for type I exhibits an entanglement sudden death, the dynamics for the remaining cases decays normally in time with the half-life rule. For non-Markovian case the revival phenomenon of entanglement occurs after complete disappearance of entanglement. We also consider two W-type initial states. For both cases the π -tangles are analytically derived. The revival phenomenon also occurs in this case. On the analytical ground the robustness or fragility issue against the effect of environment is examined for both GHZ-type and W-type initial states.
Non-Markovian dynamics of quantum coherence of two-level system driven by classical field
Huang, Zhiming; Situ, Haozhen
2017-09-01
In this paper, we study the quantum coherence dynamics of two-level atom system embedded in non-Markovian reservoir in the presence of classical driving field. We analyze the influence of memory effects, classical driving, and detuning on the quantum coherence. It is found that the quantum coherence has different behaviors in resonant case and non-resonant case. In the resonant case, in stark contrast with previous results, the strength of classical driving plays a negative effect on quantum coherence, while detuning parameter has the opposite effect. However, in non-resonant case through a long time, classical driving and detuning parameter have a different influence on quantum coherence compared with resonant case. Due to the memory effect of environment, in comparison with Markovian regime, quantum coherence presents vibrational variations in non-Markovian regime. In the resonant case, all quantum coherence converges to a fixed maximum value; in the non-resonant case, quantum coherence evolves to different stable values. For zero-coherence initial states, quantum coherence can be generated with evolution time. Our discussions and results should be helpful in manipulating and preserving the quantum coherence in dissipative environment with classical driving field.
Quantum Monte-Carlo method applied to Non-Markovian barrier transmission
Hupin, G
2010-01-01
In nuclear fusion and fission, fluctuation and dissipation arise due to the coupling of collective degrees of freedom with internal excitations. Close to the barrier, both quantum, statistical and non-Markovian effects are expected to be important. In this work, a new approach based on quantum Monte-Carlo addressing this problem is presented. The exact dynamics of a system coupled to an environment is replaced by a set of stochastic evolutions of the system density. The quantum Monte-Carlo method is applied to systems with quadratic potentials. In all range of temperature and coupling, the stochastic method matches the exact evolution showing that non-Markovian effects can be simulated accurately. A comparison with other theories like Nakajima-Zwanzig or Time-ConvolutionLess ones shows that only the latter can be competitive if the expansion in terms of coupling constant is made at least to fourth order. A systematic study of the inverted parabola case is made at different temperatures and coupling constants....
Quantum Monte Carlo method applied to non-Markovian barrier transmission
Hupin, Guillaume; Lacroix, Denis
2010-01-01
In nuclear fusion and fission, fluctuation and dissipation arise because of the coupling of collective degrees of freedom with internal excitations. Close to the barrier, quantum, statistical, and non-Markovian effects are expected to be important. In this work, a new approach based on quantum Monte Carlo addressing this problem is presented. The exact dynamics of a system coupled to an environment is replaced by a set of stochastic evolutions of the system density. The quantum Monte Carlo method is applied to systems with quadratic potentials. In all ranges of temperature and coupling, the stochastic method matches the exact evolution, showing that non-Markovian effects can be simulated accurately. A comparison with other theories, such as Nakajima-Zwanzig or time-convolutionless, shows that only the latter can be competitive if the expansion in terms of coupling constant is made at least to fourth order. A systematic study of the inverted parabola case is made at different temperatures and coupling constants. The asymptotic passing probability is estimated by different approaches including the Markovian limit. Large differences with an exact result are seen in the latter case or when only second order in the coupling strength is considered, as is generally assumed in nuclear transport models. In contrast, if fourth order in the coupling or quantum Monte Carlo method is used, a perfect agreement is obtained.
Ebadi, H.; Saeedian, M.; Ausloos, M.; Jafari, G. R.
2016-11-01
The Boolean network is one successful model to investigate discrete complex systems such as the gene interacting phenomenon. The dynamics of a Boolean network, controlled with Boolean functions, is usually considered to be a Markovian (memory-less) process. However, both self-organizing features of biological phenomena and their intelligent nature should raise some doubt about ignoring the history of their time evolution. Here, we extend the Boolean network Markovian approach: we involve the effect of memory on the dynamics. This can be explored by modifying Boolean functions into non-Markovian functions, for example, by investigating the usual non-Markovian threshold function —one of the most applied Boolean functions. By applying the non-Markovian threshold function on the dynamical process of the yeast cell cycle network, we discover a power-law-like memory with a more robust dynamics than the Markovian dynamics.
Turbulence and diffusion scaling versus equations
Bakunin, Oleg G
2008-01-01
This book is an introduction to the multidisciplinary field of anomalous diffusion in complex systems, with emphasis on the scaling approach as opposed to techniques based on the quantitative analysis of underlying transport equations. Typical examples of such systems are turbulent plasmas, convective rolls, zonal flow systems and stochastic magnetic fields. From the more methodological point of view, the approach relies on the general use of correlations estimates, quasilinear equations and continuous time random walk techniques. Yet, the mathematical descriptions are not meant to become a fixed set of recipes but rather develop and strengthen the reader's physical intuition and understanding on the underlying mechanisms involved. Most of the material stems from class-tested lectures, where graduate students where assumed to have a working knowledge of classical physics, fluid dynamics and plasma physics but otherwise no prior knowledge of the subject matter is assumed from the side of the reader.
Cerrillo, Javier; Buser, Maximilian; Brandes, Tobias
2016-12-01
Nonequilibrium transport properties of quantum systems have recently become experimentally accessible in a number of platforms in so-called full-counting experiments that measure transient and steady-state nonequilibrium transport dynamics. We show that the effect of the measurement back-action can be exploited to establish general relationships between transport coefficients in the transient regime which take the form of fluctuation-dissipation theorems in the steady state. This result becomes most conspicuous in the transient dynamics of open quantum systems under strong-coupling to non-Markovian environments in nonequilibrium settings. In order to explore this regime, a new simulation method based in a hierarchy of equations of motion has been developed. We instantiate our proposal with the study of energetic conductance between two baths connected via a few level system.
Wen, Kai; Sakata, Fumihiko; Li, Zhu-Xia; Wu, Xi-Zhen; Zhang, Ying-Xun; Zhou, Shan-Gui
2013-07-05
Macroscopic parameters as well as precise information on the random force characterizing the Langevin-type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual nucleons by exploiting the numerical simulation of the improved quantum molecular dynamics. It turns out that the dissipation dynamics of the relative motion between two fusing nuclei is caused by a non-Gaussian distribution of the random force. We find that the friction coefficient as well as the time correlation function of the random force takes particularly large values in a region a little bit inside of the Coulomb barrier. A clear non-Markovian effect is observed in the time correlation function of the random force. It is further shown that an emergent dynamics of the fusion process can be described by the generalized Langevin equation with memory effects by appropriately incorporating the microscopic information of individual nucleons through the random force and its time correlation function.
FRACTIONAL DIFFUSION EQUATIONS WITH INTERNAL DEGREES OF FREEDOM
Institute of Scientific and Technical Information of China (English)
Luis Vázquez
2003-01-01
We present a generalization of the linear one-dimensional diffusion equation by combining the fractional derivatives and the internal degrees of freedom. The solutions are constructed from those of the scalar fractional diffusion equation. We analyze the interpolation between the standard diffusion and wave equations defined by the fractional derivatives. Our main result is that we can define a diffusion process depending on the internal degrees of freedom associated to the system.
Non-Markovian Quantum Error Deterrence by Dynamical Decoupling in a General Environment
Shiokawa, K
2005-01-01
A dynamical decoupling scheme for the deterrence of errors in the non-Markovian (usually corresponding to low temperature, short time, and strong coupling) regimes suitable for qubits constructed out of a multilevel structure is studied. We use the effective spin-boson model (ESBM) introduced recently [K. Shiokawa and B. L. Hu, Phys. Rev. A70, 062106 (2004)] as a low temperature limit of the quantum Brownian oscillator model, where one can obtain exact solutions for a general environment with colored noises. In our decoupling scheme a train of pairs of strong pulses are used to evolve the interaction Hamiltonian instantaneously. Using this scheme we show that the dynamical decoupling method can suppress $1/f$ noise with slower and hence more accessible pulses than previously studied, but it still fails to decouple super-Ohmic types of environments.
Suppressing non-Markovian noises by coupling the qubit to a chaotic device
Zhang, Jing; Zhang, Wei-Min; Wu, Re-Bing; Tarn, Tzyh-Jong
2011-01-01
To suppress decoherence of solid-state qubits which are coupled to the non-Markovian noises, we propose a strategy to couple the qubit with a chaotic device, of which the broad power distribution in the high-frequency domain can be used to freeze the noises just like the dynamical decoupling control (DDC) method. Compared with the DDC, high-frequency components can be generated by the chaotic device even driven by a low-frequency field and we do not need to optimize the control fields to generate complex control pulses. As an application to superconducting circuits, we find that various noises in a wide frequency domain, including low-frequency $1/f$, high-frequency Ohmic, sub-Ohmic, and super-Ohmic noises, can be efficiently suppressed by coupling the qubit to a Duffing oscillator, and the decoherence rate of the qubit is efficiently decreased for about $100$ times in magnitude.
Work distribution for a particle moving in an optical trap and non-Markovian bath
Indian Academy of Sciences (India)
Alok Samanta; K Srinivasu; Swapan K Ghosh
2009-09-01
We propose a simple approach to derive an exact analytical expression of work distribution for a system consisting of a colloidal particle trapped in an optical harmonic potential well, which is being pulled at a constant velocity through a solution represented by a non-Markovian bath. The thermal environment is represented by a bath composed of an infinite set of harmonic oscillators, and a model Hamiltonian for the trapped colloidal particle is constructed by representing the interaction with the bathvia linear dissipative mechanism. We have studied the effects of pulling time, pulling speed, and the adiabatic limit. It is also observed that only at long time the total work is completely converted into dissipative work.
Devi, A R Usha; Sudha,
2010-01-01
Dynamical A and B maps have been employed extensively by Sudarshan and co-workers to investigate open system evolution of quantum systems. A canonical structure of the A-map is introduced here. It is shown that this canonical A-map enables us to investigate if the dynamics is completely positive (CP) or non-completely positive (NCP) in an elegant way and hence, it subsumes the basic results on open system dynamics. Identifying memory effects in open system evolution is gaining increasing importance recently and here, a criterion of non-Markovianity, based on the relative entropy of the dynamical state is proposed. The relative entropy difference of the dynamical system serves as a complementary characterization - though not related directly - to the fidelity difference criterion proposed recently. Three typical examples of open system evolution of a qubit, prepared initially in a correlated state with another qubit (environment), and evolving jointly under a specific unitary dynamics - which corresponds to a ...
Analysis of non-Markovian coupling of a lattice-trapped atom to free space
Stewart, Michael; Krinner, Ludwig; Pazmiño, Arturo; Schneble, Dominik
2017-01-01
Behavior analogous to that of spontaneous emission in photonic band-gap materials has been predicted for an atom-optical system consisting of an atom confined in a well of a state-dependent optical lattice that is coupled to free space through an internal-state transition [de Vega et al., Phys. Rev. Lett. 101, 260404 (2008), 10.1103/PhysRevLett.101.260404]. Using the Weisskopf-Wigner approach and considering a one-dimensional geometry, we analyze the properties of this system in detail, including the evolution of the lattice-trapped population, the momentum distribution of emitted matter waves, and the detailed structure of an evanescent matter-wave state below the continuum boundary. We compare and contrast our findings for the transition from Markovian to non-Markovian behaviors to those previously obtained for three dimensions.
Nourmandipour, A.; Tavassoly, M. K.; Rafiee, M.
2016-02-01
We provide an analytical investigation of the pairwise entanglement dynamics for a system, consisting of an arbitrary number of qubits dissipating into a common and non-Markovian environment for both weak- and strong-coupling regimes. In the latter case, a revival of pairwise entanglement due to the memory depth of the environment is observed. The leakage of photons into a continuum state is assumed to be the source of dissipation. We show that for an initially Werner state, the environment washes out the pairwise entanglement, but a series of nonselective measurements can protect the relevant entanglement. On the other hand, by limiting the number of qubits initially in the superposition of single excitation, a stationary entanglement can be created between qubits initially in the excited and ground states. Finally, we determine the stationary distribution of the entanglement versus the total number of qubits in the system.
Experimental on-demand recovery of entanglement by local operations within non-Markovian dynamics.
Orieux, Adeline; D'Arrigo, Antonio; Ferranti, Giacomo; Lo Franco, Rosario; Benenti, Giuliano; Paladino, Elisabetta; Falci, Giuseppe; Sciarrino, Fabio; Mataloni, Paolo
2015-02-25
In many applications entanglement must be distributed through noisy communication channels that unavoidably degrade it. Entanglement cannot be generated by local operations and classical communication (LOCC), implying that once it has been distributed it is not possible to recreate it by LOCC. Recovery of entanglement by purely local control is however not forbidden in the presence of non-Markovian dynamics, and here we demonstrate in two all-optical experiments that such entanglement restoration can even be achieved on-demand. First, we implement an open-loop control scheme based on a purely local operation, without acquiring any information on the environment; then, we use a closed-loop scheme in which the environment is measured, the outcome controling the local operations on the system. The restored entanglement is a manifestation of "hidden" quantum correlations resumed by the local control. Relying on local control, both schemes improve the efficiency of entanglement sharing in distributed quantum networks.
Dark matter halo assembly bias: environmental dependence in the non-Markovian excursion set theory
Zhang, Jun; Riotto, Antonio
2013-01-01
In the standard excursion set model for the growth of structure, the statistical properties of haloes are governed by the halo mass and are independent of the larger scale environment in which the haloes reside. Numerical simulations, however, have found the spatial distributions of haloes to depend not only on their mass but also on the details of their assembly history and environment. Here we present a theoretical framework for incorporating this "assembly bias" into the excursion set model. Our derivations are based on modifications of the path integral approach of Maggiore & Riotto (2010) that models halo formation as a non-Markovian random walk process. The perturbed density field is assumed to evolve stochastically with the smoothing scale and exhibits correlated walks in the presence of a density barrier. We write down conditional probabilities for multiple barrier crossings, and derive from them analytic expressions for descendant and progenitor halo mass functions and halo merger rates as a func...
Nonlocal diffusion second order partial differential equations
Benedetti, I.; Loi, N. V.; Malaguti, L.; Taddei, V.
2017-02-01
The paper deals with a second order integro-partial differential equation in Rn with a nonlocal, degenerate diffusion term. Nonlocal conditions, such as the Cauchy multipoint and the weighted mean value problem, are investigated. The existence of periodic solutions is also studied. The dynamic is transformed into an abstract setting and the results come from an approximation solvability method. It combines a Schauder degree argument with an Hartman-type inequality and it involves a Scorza-Dragoni type result. The compact embedding of a suitable Sobolev space in the corresponding Lebesgue space is the unique amount of compactness which is needed in this discussion. The solutions are located in bounded sets and they are limits of functions with values in finitely dimensional spaces.
Lattice Boltzmann model for nonlinear convection-diffusion equations.
Shi, Baochang; Guo, Zhaoli
2009-01-01
A lattice Boltzmann model for convection-diffusion equation with nonlinear convection and isotropic-diffusion terms is proposed through selecting equilibrium distribution function properly. The model can be applied to the common real and complex-valued nonlinear evolutionary equations, such as the nonlinear Schrödinger equation, complex Ginzburg-Landau equation, Burgers-Fisher equation, nonlinear heat conduction equation, and sine-Gordon equation, by using a real and complex-valued distribution function and relaxation time. Detailed simulations of these equations are performed, and it is found that the numerical results agree well with the analytical solutions and the numerical solutions reported in previous studies.
Distributed-order diffusion equations and multifractality: Models and solutions
Sandev, Trifce; Chechkin, Aleksei V.; Korabel, Nickolay; Kantz, Holger; Sokolov, Igor M.; Metzler, Ralf
2015-10-01
We study distributed-order time fractional diffusion equations characterized by multifractal memory kernels, in contrast to the simple power-law kernel of common time fractional diffusion equations. Based on the physical approach to anomalous diffusion provided by the seminal Scher-Montroll-Weiss continuous time random walk, we analyze both natural and modified-form distributed-order time fractional diffusion equations and compare the two approaches. The mean squared displacement is obtained and its limiting behavior analyzed. We derive the connection between the Wiener process, described by the conventional Langevin equation and the dynamics encoded by the distributed-order time fractional diffusion equation in terms of a generalized subordination of time. A detailed analysis of the multifractal properties of distributed-order diffusion equations is provided.
Panja, D.
2010-01-01
Any first course on polymer physics teaches that the dynamics of a tagged monomer of a polymer is anomalously subdiffusive, i.e., the mean-square displacement of a tagged monomer increases as tα for some α < 1 until the terminal relaxation time τ of the polymer. Beyond time τ the motion of the tagge
Entropy Solution Theory for Fractional Degenerate Convection-Diffusion Equations
Jakobsen, Simone Cifani And Espen R
2010-01-01
We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection diffusion equations, and some fractional Porous medium equations. In this paper we define weak entropy solutions for this class of equations and prove well-posedness under weak regularity assumptions on the solutions, e.g. uniqueness is obtained in the class of bounded integrable functions. Then we introduce a monotone conservative numerical scheme and prove convergence toward an Entropy solution in the class of bounded integrable functions of bounded variation. We then extend the well-posedness results to non-local terms based on general L\\'evy type operators, and establish some connections to fully non-linear HJB equations. Finally, we present some numerical experiments to give the reader an idea about the qualitative behavior of solutions of these equations.
Voter Model Perturbations and Reaction Diffusion Equations
Cox, J Theodore; Perkins, Edwin
2011-01-01
We consider particle systems that are perturbations of the voter model and show that when space and time are rescaled the system converges to a solution of a reaction diffusion equation in dimensions $d \\ge 3$. Combining this result with properties of the PDE, some methods arising from a low density super-Brownian limit theorem, and a block construction, we give general, and often asymptotically sharp, conditions for the existence of non-trivial stationary distributions, and for extinction of one type. As applications, we describe the phase diagrams of three systems when the parameters are close to the voter model: (i) a stochastic spatial Lotka-Volterra model of Neuhauser and Pacala, (ii) a model of the evolution of cooperation of Ohtsuki, Hauert, Lieberman, and Nowak, and (iii) a continuous time version of the non-linear voter model of Molofsky, Durrett, Dushoff, Griffeath, and Levin. The first application confirms a conjecture of Cox and Perkins and the second confirms a conjecture of Ohtsuki et al in the ...
Qubit Decoherence and Non-Markovian Dynamics at Low Temperatures via an Effective Spin-Boson Model
Shiokawa, K
2004-01-01
Quantum Brownian oscillator model (QBM), in the Fock-space representation, can be viewed as a multi-level spin-boson model. At sufficiently low temperature, the oscillator degrees of freedom are dynamically reduced to the lowest two levels and the system behaves effectively as a two-level (E2L) spin-boson model (SBM) in this limit. We discuss the physical mechanism of level reduction and analyze the behavior of E2L-SBM from the QBM solutions. The availability of close solutions for the QBM enables us to study the non-Markovian features of decoherence and leakage in a SBM in the non-perturbative regime (e.g. without invoking the Born approximation) in better details than before. Our result captures very well the characteristic non-Markovian short time low temperature behavior common in many models.
Salimi, S.; Haseli, S.; Khorashad, A. S.; Adabi, F.
2016-09-01
The interaction between system and environment is a fundamental concept in the theory of open quantum systems. As a result of the interaction, an amount of correlation (both classical and quantum) emerges between the system and the environment. In this work, we recall the quantity that will be very useful to describe the emergence of the correlation between the system and the environment, namely, the total entropy production. Appearance of total entropy production is due to the entanglement production between the system and the environment. In this work, we discuss about the role of the total entropy production for detecting the non-Markovianity. By utilizing the relation between the total entropy production and total correlation between subsystems, one can see a temporary decrease of total entropy production is a signature of non-Markovianity. We apply our criterion for the special case, where the composite system has initial correlation with environment.
Speed ot travelling waves in reaction-diffusion equations
Benguria, R D; Méndez, 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)
Speed ot travelling waves in reaction-diffusion equations
Energy Technology Data Exchange (ETDEWEB)
Benguria, R.D.; Depassier, M.C. [Facultad de Fisica, Pontificia Universidad Catolica de Chile, Avda. Vicuna Mackenna 4860, Santiago (Chile); Mendez, V. [Facultat de Ciencies de la Salut, Universidad Internacional de Catalunya, Gomera s/n 08190 Sant Cugat del Valles, Barcelona (Spain)
2002-07-01
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)
QUENCHING PROBLEMS OF DEGENERATE FUNCTIONAL REACTION-DIFFUSION EQUATION
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
This paper is concerned with the quenching problem of a degenerate functional reaction-diffusion equation. The quenching problem and global existence of solution for the reaction-diffusion equation are derived and, some results of the positive steady state solutions for functional elliptic boundary value are also presented.
Firing statistics of inhibitory neuron with delayed feedback. II: Non-Markovian behavior.
Kravchuk, K G; Vidybida, A K
2013-06-01
The instantaneous state of a neural network consists of both the degree of excitation of each neuron the network is composed of and positions of impulses in communication lines between the neurons. In neurophysiological experiments, the neuronal firing moments are registered, but not the state of communication lines. But future spiking moments depend essentially on the past positions of impulses in the lines. This suggests, that the sequence of intervals between firing moments (inter-spike intervals, ISIs) in the network could be non-Markovian. In this paper, we address this question for a simplest possible neural "net", namely, a single inhibitory neuron with delayed feedback. The neuron receives excitatory input from the driving Poisson stream and inhibitory impulses from its own output through the feedback line. We obtain analytic expressions for conditional probability density P(tn+1|tn, …, t1, t0), which gives the probability to get an output ISI of duration tn+1 provided the previous (n+1) output ISIs had durations tn, …, t1, t0. It is proven exactly, that P(tn+1|tn, …, t1, t0) does not reduce to P(tn+1|tn, …, t1) for any n≥0. This means that the output ISIs stream cannot be represented as a Markov chain of any finite order.
Extracting work from a single reservoir in the non-Markovian underdamped regime.
Paredes-Altuve, Oscar; Medina, Ernesto; Colmenares, Pedro J
2016-12-01
We derive optimal-work finite time protocols for a colloidal particle in a harmonic well in the general non-Markovian underdamped regime in contact with a single reservoir. Optimal-work protocols with and without measurements of position and velocity are shown to be linear in time. In order to treat the underdamped regime one must address forcing the particle at the start and at the end of a protocol, conditions which dominate the short time behavior of the colloidal particle. We find that for protocols without measurement the least work by an external agent decreases linearly for forced start-stop conditions while those only forced at starting conditions are quadratic (slower) at short times, while both decrease asymptotically to zero for quasistatic processes. When measurements are performed, protocols with start-end forcing are still more efficient at short times but can be overtaken by start-only protocols at a threshold time. Measurement protocols derive work from the reservoir but always below that predicted by Sagawa's generalization of the second law. Velocity measurement protocols are more efficient in deriving work than position measurements.
Non-Markovian property of afterpulsing effect in single-photon avalanche detector
Wang, Fang-Xiang; Li, Ya-Ping; He, De-Yong; Wang, Chao; Han, Yun-Guang; Wang, Shuang; Yin, Zhen-Qiang; Han, Zheng-Fu
2016-01-01
The single-photon avalanche photodiode(SPAD) has been widely used in research on quantum optics. The afterpulsing effect, which is an intrinsic character of SPAD, affects the system performance in most experiments and needs to be carefully handled. For a long time, afterpulsing has been presumed to be determined by the pre-ignition avalanche. We studied the afterpulsing effect of a commercial InGaAs/InP SPAD (The avalanche photodiode model is: Princeton Lightwave PGA-300) and demonstrated that its afterpulsing is non-Markovian, with a memory effect in the avalanching history. Theoretical analysis and experimental results clearly indicate that the embodiment of this memory effect is the afterpulsing probability, which increases as the number of ignition-avalanche pulses increase. This conclusion makes the principle of the afterpulsing effect clearer and is instructive to the manufacturing processes and afterpulsing evaluation of high-count-rate SPADs. It can also be regarded as a fundamental premise to handle ...
Non-Markovian coarse-grained modeling of polymeric fluids based on the Mori-Zwanzig formalism
Li, Zhen; Bian, Xin; Li, Xiantao; Karniadakis, George
The Mori-Zwanzig formalism for coarse-graining a complex dynamical system typically introduces memory effects. The Markovian assumption of delta-correlated fluctuating forces is often employed to simplify the formulation of coarse-grained (CG) models and numerical implementations. However, when the time scales of a system are not clearly separated, the memory effects become strong and the Markovian assumption becomes inaccurate. To this end, we incorporate memory effects into CG modeling by preserving non-Markovian interactions between CG variables based on the Mori-Zwanzig formalism. For a specific example, molecular dynamics (MD) simulations of star polymer melts are performed while the corresponding CG system is defined by grouping many bonded atoms into single clusters. Then, the effective interactions between CG clusters as well as the memory kernel are obtained from the MD simulations. The constructed CG force field with a memory kernel leads to a non-Markovian dissipative particle dynamics (NM-DPD). Quantitative comparisons on both static and dynamic properties between the CG models with Markovian and non-Markovian approximations will be presented. Supported by the DOE Center on Mathematics for Mesoscopic Modeling of Materials (CM4) and an INCITE grant.
The Non-Classical Boltzmann Equation, and Diffusion-Based Approximations to the Boltzmann Equation
Frank, Martin; Larsen, Edward W; Vasques, Richard
2014-01-01
We show that several diffusion-based approximations (classical diffusion or SP1, SP2, SP3) to the linear Boltzmann equation can (for an infinite, homogeneous medium) be represented exactly by a non-classical transport equation. As a consequence, we indicate a method to solve diffusion-based approximations to the Boltzmann equation via Monte Carlo, with only statistical errors - no truncation errors.
Institute of Scientific and Technical Information of China (English)
游波; 岑理相
2015-01-01
Understanding the non-Markovian dynamics of dissipative processes induced by memory effects of the environment is a fundamental subject of open quantum systems. Because of the complexity of open quantum systems, e.g., the multiple energy scales involving that of the system, the environment, and their mutual coupling, it is generally a challenging task to characterize the relationship among the parameters of the system dynamics and the reservoir spectra. For the two-level spontaneous emission model within structured environments, it was shown in a recent literature (Opt. Lett. 38, 3650) that a functional relation could be established between the asymptotically non-decaying population and the spectral density of the reservoir as the system undergoes a long-time evolution. It hence renders a distinct perspective to look into the character of long-lived quantum coherence in the corresponding non-Markovian process. This article is devoted to further investigate the phenomena of limit cycle oscillations possibly occurring in such non-Markovian dissipative systems in a long-time evolution. For a two-level system subjected to an environment with Ohmic class spectra, due to the presence of a unique bound-state mode of the system, the evolution trajectory of the given initial states will converge to a limit cycle in the Bloch space. The dependence of the radius and the location of the limit cycle on the spectral density function of the reservoir are manifested by virtue of the described functional relation. For the model subjected to a photonic crystal environment with multiple bands, our studies reveal that, owing to the presence of two or more bound states, the evolution trajectory of the system will converge to a toric curve of a paraboloid in the Bloch space and the phenomena of periodic or quasi-periodic oscillations could exhibit. While the equation of the parabolic curve is fully determined by the initial values of the state vector in the Bloch space, our results
The finite element method solution of variable diffusion coefficient convection-diffusion equations
Aydin, Selçuk Han; ćiftçi, Canan
2012-08-01
Mathematical modeling of many physical and engineering problems is defined with convection-diffusion equation. Therefore, there are many analytic and numeric studies about convection-diffusion equation in literature. The finite element method is the most preferred numerical method in these studies since it can be applied to many problems easily. But, most of the studies in literature are about constant coefficient case of the convection-diffusion equation. In this study, the finite element formulation of the variable coefficient case of the convection-diffusion equation is given in both one and two dimensional cases. Accuracy of the obtained formulations are tested on some problems in one and two dimensions.
Symmetry classification of time-fractional diffusion equation
Naeem, I.; Khan, M. D.
2017-01-01
In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.
The Riccati System and a Diffusion-Type Equation
Directory of Open Access Journals (Sweden)
Erwin Suazo
2014-05-01
Full Text Available We discuss a method of constructing solutions of the initial value problem for diffusion-type equations in terms of solutions of certain Riccati and Ermakov-type systems. A nonautonomous Burgers-type equation is also considered. Examples include, but are not limited to the Fokker-Planck equation in physics, the Black-Scholes equation and the Hull-White model in finance.
LAGRANGE STABILITY IN MEAN SQUARE OF STOCHASTIC REACTION DIFFUSION EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
This work is devoted to the discussion of stochastic reaction diffusion equations and some new theorems on Lagrange stability in mean square of the solution are established via Lyapunov method which is nothing to be done in the past.
Monotone method for initial value problem for fractional diffusion equation
Institute of Scientific and Technical Information of China (English)
ZHANG Shuqin
2006-01-01
Using the method of upper and lower solutions and its associated monotone iterative, consider the existence and uniqueness of solution of an initial value problem for the nonlinear fractional diffusion equation.
Solutions of fractional diffusion equations by variation of parameters method
Directory of Open Access Journals (Sweden)
Mohyud-Din Syed Tauseef
2015-01-01
Full Text Available This article is devoted to establish a novel analytical solution scheme for the fractional diffusion equations. Caputo’s formulation followed by the variation of parameters method has been employed to obtain the analytical solutions. Following the derived analytical scheme, solution of the fractional diffusion equation for several initial functions has been obtained. Graphs are plotted to see the physical behavior of obtained solutions.
Notes on Stefan-Maxwell Equation versus Grahan's Diffusion Law
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
Certain prerequisite information on the component fluxes is necessary for solution of the Stefan-Maxwell equation in multicomponent diffusion systems and the Graham's law of diffusion and effusion is often resorted for this purpose. This article addresses solution of the Stefan-Maxwell equation in binary gas systems and explores the necessary conditions for definite solution of concentration profiles and pertinent component fluxes. It is found that there are multiple solutions for component fluxes in contradiction to what specified by the Graham's law of diffusion. The theorem of minimum entropy production in the non-equilibrium thermodynamics is believed instructive in determining the stable steady state solution out of infinite multiple solutions possible under the specified conditions. It is suggested that only when the boundary condition of component concentration is symmetrical in an isothermal binary system, the counter-diffusion becomes equimolar. The Graham's law of diffusion seems not generally valid for the case of isothermal ordinary diffusion.
BOUNDARY LAYER AND VANISHING DIFFUSION LIMIT FOR NONLINEAR EVOLUTION EQUATIONS
Institute of Scientific and Technical Information of China (English)
彭艳
2014-01-01
In this paper, we consider an initial-boundary value problem for some nonlinear evolution equations with damping and diffusion. The main purpose is to investigate the boundary layer effect and the convergence rates as the diffusion parameterαgoes to zero.
Fluctuating lattice Boltzmann method for the diffusion equation.
Wagner, Alexander J; Strand, Kyle
2016-09-01
We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity of this diffusive system highlights the basic features of this first exact derivation of a fluctuating lattice Boltzmann method.
The nonexistence of the linear diffusion equation beyond Fick's law
Schepper, I.M. de; Beyeren, H. van
1974-01-01
The self-diffusion of a tagged particle in a 3-dimensional fluid of identical particles cannot be described by a linear diffusion equation which contains corrections to Fick's law proportional to 4n, 6n, … For long times a t divergence is found for the super-Burnett coefficient, the proportionality
The Nonexistence of the Linear Diffusion Equation Beyond Fick's Law
Schepper, I.M. de; Beijeren, H. van; Ernst, M.H.
1974-01-01
The self-diffusion of a tagged particle in a 3-dimensional fluid of identical particles cannot be described by a linear diffusion equation which contains corrections to Fick's law proportional to V4n, V6n .... For long times a t 1/2 divergence is found for the super-Burnett coefficient, the proporti
A Fluctuating Lattice Boltzmann Method for the Diffusion Equation
Wagner, Alexander J
2016-01-01
We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity of this diffusive system highlights the basic features of this first exact derivation of a fluctuating lattice Boltzmann method.
Diffusions, superdiffusions and partial differential equations
Dynkin, E B
2002-01-01
Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists. More recently, analysts (and physicists) took inspiration from the probabilistic approach. Of course, the development of analysis in general and of the theory of partial differential equations in particular, was motivated to a great extent by problems in physics. A difference between physics and probability is that the latter provides
Ikeda, Tatsushi; Tanimura, Yoshitaka
2015-01-01
We explore and describe the roles of inter-molecular vibrations in terms of a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear absorption (1D IR), we calculate 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are then accounted by the LL+SL BO model with the use of the hierarchal Fokker-Planck equations for a non-perturbative and non-Markovian noise. All of the characteristic 2D profiles of the simulated signals are reproduced using the LL+SL BO model, indicating that the present model captures the essential features of the inter-molecular motion. We analyze the fitted the 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The ...
Energy Technology Data Exchange (ETDEWEB)
Rossi, Matteo A. C., E-mail: matteo.rossi@unimi.it [Quantum Technology Lab, Dipartimento di Fisica, Università degli Studi di Milano, 20133 Milano (Italy); Paris, Matteo G. A., E-mail: matteo.paris@fisica.unimi.it [Quantum Technology Lab, Dipartimento di Fisica, Università degli Studi di Milano, 20133 Milano (Italy); CNISM, Unità Milano Statale, I-20133 Milano (Italy)
2016-01-14
We address the interaction of single- and two-qubit systems with an external transverse fluctuating field and analyze in detail the dynamical decoherence induced by Gaussian noise and random telegraph noise (RTN). Upon exploiting the exact RTN solution of the time-dependent von Neumann equation, we analyze in detail the behavior of quantum correlations and prove the non-Markovianity of the dynamical map in the full parameter range, i.e., for either fast or slow noise. The dynamics induced by Gaussian noise is studied numerically and compared to the RTN solution, showing the existence of (state dependent) regions of the parameter space where the two noises lead to very similar dynamics. We show that the effects of RTN noise and of Gaussian noise are different, i.e., the spectrum alone is not enough to summarize the noise effects, but the dynamics under the effect of one kind of noise may be simulated with high fidelity by the other one.
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.
TRAJECTORY ATTRACTORS FOR NONCLASSICAL DIFFUSION EQUATIONS WITH FADING MEMORY
Institute of Scientific and Technical Information of China (English)
Yonghai WANG; Lingzhi WANG
2013-01-01
In this article,we consider the existence of trajectory and global attractors for nonclassical diffusion equations with linear fading memory.For this purpose,we will apply the method presented by Chepyzhov and Miranville [7,8],in which the authors provide some new ideas in describing the trajectory attractors for evolution equations with memory.
A new technology for solving diffusion and heat equations
Directory of Open Access Journals (Sweden)
Yang Xiao-Jun
2017-01-01
Full Text Available In this paper, a new technology combing the variational iterative method and an integral transform similar to Sumudu transform is proposed for the first time for solutions of diffusion and heat equations. The method is accurate and efficient in development of approximate solutions for the partial differential equations.
Indian Academy of Sciences (India)
Ranjit Kumar
2012-09-01
Travelling and solitary wave solutions of certain coupled nonlinear diffusion-reaction equations have been constructed using the auxiliary equation method. These equations arise in a variety of contexts not only in biological, chemical and physical sciences but also in ecological and social sciences.
Non-Markovian Persistence at the PC point of a 1d non-equilibrium kinetic Ising model
Menyhard, N; Menyhard, Nora; Odor, Geza
1997-01-01
One-dimensional non-equilibrium kinetic Ising models evolving under the competing effect of spin flips at zero temperature and nearest neighbour spin exchanges exhibiting a parity-conserving (PC) phase transition on the level of kinks are investigated here numerically from the point of view of the underlying spin system. The dynamical persistency exponent $\\Theta$ and the exponent $lambda$ characterising the two-time autocorrelation function of the total magnetization under non-equilibrium conditions are reported. It is found that the PC transition has strong effect: the process becomes non-Markovian and the above exponents exhibit drastic changes as compared to the Glauber-Ising case.
Langevin equation approach to diffusion magnetic resonance imaging.
Cooke, Jennie M; Kalmykov, Yuri P; Coffey, William T; Kerskens, Christian M
2009-12-01
The normal phase diffusion problem in magnetic resonance imaging (MRI) is treated by means of the Langevin equation for the phase variable using only the properties of the characteristic function of Gaussian random variables. The calculation may be simply extended to anomalous diffusion using a fractional generalization of the Langevin equation proposed by Lutz [E. Lutz, Phys. Rev. E 64, 051106 (2001)] pertaining to the fractional Brownian motion of a free particle coupled to a fractal heat bath. The results compare favorably with diffusion-weighted experiments acquired in human neuronal tissue using a 3 T MRI scanner.
Higher Order and Fractional Diffusive Equations
Directory of Open Access Journals (Sweden)
D. Assante
2015-07-01
Full Text Available We discuss the solution of various generalized forms of the Heat Equation, by means of different tools ranging from the use of Hermite-Kampé de Fériet polynomials of higher and fractional order to operational techniques. We show that these methods are useful to obtain either numerical or analytical solutions.
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.
From Newton's Equation to Fractional Diffusion and Wave Equations
Directory of Open Access Journals (Sweden)
Vázquez Luis
2011-01-01
Full Text Available Fractional calculus represents a natural instrument to model nonlocal (or long-range dependence phenomena either in space or time. The processes that involve different space and time scales appear in a wide range of contexts, from physics and chemistry to biology and engineering. In many of these problems, the dynamics of the system can be formulated in terms of fractional differential equations which include the nonlocal effects either in space or time. We give a brief, nonexhaustive, panoramic view of the mathematical tools associated with fractional calculus as well as a description of some fields where either it is applied or could be potentially applied.
An explicit high order method for fractional advection diffusion equations
Sousa, Ercília
2014-12-01
We propose a high order explicit finite difference method for fractional advection diffusion equations. These equations can be obtained from the standard advection diffusion equations by replacing the second order spatial derivative by a fractional operator of order α with 1convergence of the numerical method through consistency and stability. The order of convergence varies between two and three and for advection dominated flows is close to three. Although the method is conditionally stable, the restrictions allow wide stability regions. The analysis is confirmed by numerical examples.
Exact solutions of certain nonlinear chemotaxis diffusion reaction equations
Indian Academy of Sciences (India)
MISHRA AJAY; KAUSHAL R S; PRASAD AWADHESH
2016-05-01
Using the auxiliary equation method, we obtain exact solutions of certain nonlinear chemotaxis diffusion reaction equations in the presence of a stimulant. In particular, we account for the nonlinearities arising not only from the density-dependent source terms contributed by the particles and the stimulant but also from the coupling term of the stimulant. In addition to this, the diffusion of the stimulant and the effect of long-range interactions are also accounted for in theconstructed coupled differential equations. The results obtained here could be useful in the studies of several biological systems and processes, e.g., in bacterial infection, chemotherapy, etc.
Exact solutions for logistic reaction-diffusion equations in biology
Broadbridge, P.; Bradshaw-Hajek, B. H.
2016-08-01
Reaction-diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in N-dimensions. The nonclassical symmetry method leads to a single relationship between the nonlinear diffusion coefficient and the nonlinear reaction term; the subsequent solutions for the Kirchhoff variable are exponential in time (either growth or decay) and satisfy the linear Helmholtz equation in space. Example solutions are given in two dimensions for particular parameter sets for both quadratic and cubic reaction terms.
Singular solutions of the diffusion equation of population genetics.
McKane, A J; Waxman, D
2007-08-21
The forward diffusion equation for gene frequency dynamics is solved subject to the condition that the total probability is conserved at all times. This can lead to solutions developing singular spikes (Dirac delta functions) at the gene frequencies 0 and 1. When such spikes appear in solutions they signal gene loss or gene fixation, with the "weight" associated with the spikes corresponding to the probability of loss or fixation. The forward diffusion equation is thus solved for all gene frequencies, namely the absorbing frequencies of 0 and 1 along with the continuous range of gene frequencies on the interval (0,1) that excludes the frequencies of 0 and 1. Previously, the probabilities of the absorbing frequencies of 0 and 1 were found by appeal to the backward diffusion equation, while those in the continuous range (0,1) were found from the forward diffusion equation. Our unified approach does not require two separate equations for a complete dynamical treatment of all gene frequencies within a diffusion approximation framework. For cases involving mutation, migration and selection, it is shown that a property of the deterministic part of gene frequency dynamics determines when fixation and loss can occur. It is also shown how solution of the forward equation, at long times, leads to the standard result for the fixation probability.
Linear fractional diffusion-wave equation for scientists and engineers
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 ...
Lattice Boltzmann method for the fractional advection-diffusion equation.
Zhou, J G; Haygarth, P M; Withers, P J A; Macleod, C J A; Falloon, P D; Beven, K J; Ockenden, M C; Forber, K J; Hollaway, M J; Evans, R; Collins, A L; Hiscock, K M; Wearing, C; Kahana, R; Villamizar Velez, M L
2016-04-01
Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β, the fractional order α, and the single relaxation time τ, the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering.
Lattice Boltzmann method for the fractional advection-diffusion equation
Zhou, J. G.; Haygarth, P. M.; Withers, P. J. A.; Macleod, C. J. A.; Falloon, P. D.; Beven, K. J.; Ockenden, M. C.; Forber, K. J.; Hollaway, M. J.; Evans, R.; Collins, A. L.; Hiscock, K. M.; Wearing, C.; Kahana, R.; Villamizar Velez, M. L.
2016-04-01
Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β , the fractional order α , and the single relaxation time τ , the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering.
Diffusion Equations, Quantum Fields and Fundamental Interactions
Directory of Open Access Journals (Sweden)
Tosto S.
2015-04-01
Full Text Available The paper concerns an “ab initio” theoretical model based on the space-time quantum uncertainty and aimed to identify the conceptual root common to all four fundamental interactions known in nature. The essential information that identifies unambiguously each kind of interaction is inferred in a straightforward way via simple considerations involving the diffusion laws. The conceptual frame of the model is still that introduced in previous papers, where the basic statements of the relativity and wave mechanics have been contextually obtained as corollaries of the quantum uncertainty.
Image segmentation and edge enhancement with stabilized inverse diffusion equations.
Pollak, I; Willsky, A S; Krim, H
2000-01-01
We introduce a family of first-order multidimensional ordinary differential equations (ODEs) with discontinuous right-hand sides and demonstrate their applicability in image processing. An equation belonging to this family is an inverse diffusion everywhere except at local extrema, where some stabilization is introduced. For this reason, we call these equations "stabilized inverse diffusion equations" (SIDEs). Existence and uniqueness of solutions, as well as stability, are proven for SIDEs. A SIDE in one spatial dimension may be interpreted as a limiting case of a semi-discretized Perona-Malik equation. In an experiment, SIDE's are shown to suppress noise while sharpening edges present in the input signal. Their application to image segmentation is also demonstrated.
Stochastic differential equations and diffusion processes
Ikeda, N
1989-01-01
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio
Multi-diffusive nonlinear Fokker-Planck equation
Ribeiro, Mauricio S.; Casas, Gabriela A.; Nobre, Fernando D.
2017-02-01
Nonlinear Fokker-Planck equations, characterized by more than one diffusion term, have appeared recently in literature. Here, it is shown that these equations may be derived either from approximations in a master equation, or from a Langevin-type approach. An H-theorem is proven, relating these Fokker-Planck equations to an entropy composed by a sum of contributions, each of them associated with a given diffusion term. Moreover, the stationary state of the Fokker-Planck equation is shown to coincide with the equilibrium state, obtained by extremization of the entropy, in the sense that both procedures yield precisely the same equation. Due to the nonlinear character of this equation, the equilibrium probability may be obtained, in most cases, only by means of numerical approaches. Some examples are worked out, where the equilibrium probability distribution is computed for nonlinear Fokker-Planck equations presenting two diffusion terms, corresponding to an entropy characterized by a sum of two contributions. It is shown that the resulting equilibrium distribution, in general, presents a form that differs from a sum of the equilibrium distributions that maximizes each entropic contribution separately, although in some cases one may construct such a linear combination as a good approximation for the equilibrium distribution.
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg; Madsen, Henrik
This report describes methods to eliminate state dependent diffusion terms in Stochastic Differential Equations (SDEs). Transformations that leave the diffusion term of SDEs constant is important for simulation, and estimation. It is important for simulation because the Euler approximation...... convergence rate is faster, and for estimation because the Extended Kalman Filter equations are easier to implement than higher order filters needed in the case of state dependent diffusion terms. The general class of transformations which leaves the diffusion term independent of the state is called...
Diffusion-equation method for crystallographic figure of merits.
Markvardsen, Anders J; David, William I F
2010-09-01
Global optimization methods play a significant role in crystallography, particularly in structure solution from powder diffraction data. This paper presents the mathematical foundations for a diffusion-equation-based optimization method. The diffusion equation is best known for describing how heat propagates in matter. However, it has also attracted considerable attention as the basis for global optimization of a multimodal function [Piela et al. (1989). J. Phys. Chem. 93, 3339-3346]. The method relies heavily on available analytical solutions for the diffusion equation. Here it is shown that such solutions can be obtained for two important crystallographic figure-of-merit (FOM) functions that fully account for space-group symmetry and allow the diffusion-equation solution to vary depending on whether atomic coordinates are fixed or not. The resulting expression is computationally efficient, taking the same order of floating-point operations to evaluate as the starting FOM function measured in terms of the number of atoms in the asymmetric unit. This opens the possibility of implementing diffusion-equation methods for crystallographic global optimization algorithms such as structure determination from powder diffraction data.
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.
Smoothing and Decay Estimates for Nonlinear Diffusion Equations Equations of Porous Medium Type
Vázquez, Juan Luis
2006-01-01
This text is concerned with the quantitative aspects of the theory of nonlinear diffusion equations; equations which can be seen as nonlinear variations of the classical heat equation. They appear as mathematical models in different branches of Physics, Chemistry, Biology, and Engineering, and are also relevant in differential geometry and relativistic physics. Much of the modern theory of such equations is based on estimates and functional analysis.Concentrating on a class of equations with nonlinearities of power type that lead to degenerate or singular parabolicity ("equations of porou
Parameter estimation in stochastic differential equations
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.
Iemini, Fernando; da Silva Souza, Leonardo; Debarba, Tiago; Cesário, André T.; Maciel, Thiago O.; Vianna, Reinaldo O.
2017-05-01
We obtain the analytical expression for the Kraus decomposition of the quantum map of an environment modeled by an arbitrary quadratic fermionic Hamiltonian acting on one or two qubits, and derive simple functions to check the non-positivity of the intermediate map. These functions correspond to two different sufficient criteria for non-Markovianity. In the particular case of an environment represented by the Ising Hamiltonian, we discuss the two sources of non-Markovianity in the model, one due to the finite size of the lattice, and another due to the kind of interactions.
Collapsing behaviour of a singular diffusion equation
Hui, Kin Ming
2009-01-01
Let $0\\le u_0(x)\\in L^1(\\R^2)\\cap L^{\\infty}(\\R^2)$ be such that $u_0(x) =u_0(|x|)$ for all $|x|\\ge r_1$ and is monotone decreasing for all $|x|\\ge r_1$ for some constant $r_1>0$ and ${ess}\\inf_{\\2{B}_{r_1}(0)}u_0\\ge{ess} \\sup_{\\R^2\\setminus B_{r_2}(0)}u_0$ for some constant $r_2>r_1$. Then under some mild decay conditions at infinity on the initial value $u_0$ we will extend the result of P. Daskalopoulos, M.A. del Pino and N. Sesum \\cite{DP2}, \\cite{DS}, and prove the collapsing behaviour of the maximal solution of the equation $u_t=\\Delta\\log u$ in $\\R^2\\times (0,T)$, $u(x,0)=u_0(x)$ in $\\R^2$, near its extinction time $T=\\int_{R^2}u_0dx/4\\pi$.
Continuity, the Bloch-Torrey equation, and Diffusion MRI
Hall, Matt G
2016-01-01
The Bloch equation describes the evolution of classical particles tagged with a magnetisation vector in a strong magnetic field and is fundamental to many NMR and MRI contrast methods. The equation can be generalised to include the effects of spin motion by including a spin flux, which typically contains a Fickian diffusive term and/or a coherent velocity term. This form is known as the Bloch-Torrey equation, and is fundamental to MR modalities which are sensitive to spin dynamics such as diffusion MRI. Such modalities have received a great deal of interest in the research literature over the last few years, resulting in a huge range of models and methods. In this work we make make use of a more general Bloch-Torrey equation with a generalised flux term. We show that many commonly employed approaches in Diffusion MRI may be viewed as different choices for the flux terms in this equation. This viewpoint, although obvious theoretically, is not usually emphasised in the diffusion MR literature and points to inte...
The Nonclassical Diffusion Approximation to the Nonclassical Linear Boltzmann Equation
Vasques, Richard
2015-01-01
We show that, by correctly selecting the probability distribution function $p(s)$ for a particle's distance-to-collision, the nonclassical diffusion equation can be represented exactly by the nonclassical linear Boltzmann equation for an infinite homogeneous medium. This choice of $p(s)$ preserves the $true$ mean-squared free path of the system, which sheds new light on the results obtained in previous work.
DISCONTINUOUS FINITE ELEMENT METHOD FOR CONVECTION-DIFFUSION EQUATIONS
Institute of Scientific and Technical Information of China (English)
Abdellatif Agouzal
2000-01-01
A discontinuous finite element method for convection-diffusion equations is proposed and analyzed. This scheme is designed to produce an approximate solution which is completely discontinuous. Optimal order of convergence is obtained for model problem. This is the same convergence rate known for the classical methods.
Local exact controllability of the diffusion equation in one dimension
Directory of Open Access Journals (Sweden)
Marius Beceanu
2003-01-01
Full Text Available This paper establishes the local exact null controllability of the diffusion equation in one dimension using distributed controls in the case of the Dirichlet boundary value problem. Most of the techniques used in the course of the proof are borrowed from Barbu (2002.
Explicit solutions of fractional diffusion equations via Generalized Gamma Convolution
D'Ovidio, Mirko
2010-01-01
In this paper we deal with Mellin convolution of generalized Gamma densities which brings to integrals of modified Bessel functions of the second kind. Such convolutions allow us to write explicitly the solutions of the time-fractional diffusion equations involving the adjoint operators of a square Bessel process and a Bessel process.
Fundamental solution of the tempered fractional diffusion equation
Liemert, André; Kienle, Alwin
2015-11-01
In this paper, we consider the space-time fractional diffusion equation Dt β u ( x , t ) + K ( - ∞ Dx α , λ ) u ( x , t ) = 0 , x ∈ R , t > 0 , with the tempered Riemann-Liouville derivative of order 0 Mainardi function Mα(x) of order 0 < α < 1 and arguments x ∈ R0 + .
A numerical solution for the diffusion equation in hydrogeologic systems
Ishii, A.L.; Healy, R.W.; Striegl, R.G.
1989-01-01
The documentation of a computer code for the numerical solution of the linear diffusion equation in one or two dimensions in Cartesian or cylindrical coordinates is presented. Applications of the program include molecular diffusion, heat conduction, and fluid flow in confined systems. The flow media may be anisotropic and heterogeneous. The model is formulated by replacing the continuous linear diffusion equation by discrete finite-difference approximations at each node in a block-centered grid. The resulting matrix equation is solved by the method of preconditioned conjugate gradients. The conjugate gradient method does not require the estimation of iteration parameters and is guaranteed convergent in the absence of rounding error. The matrixes are preconditioned to decrease the steps to convergence. The model allows the specification of any number of boundary conditions for any number of stress periods, and the output of a summary table for selected nodes showing flux and the concentration of the flux quantity for each time step. The model is written in a modular format for ease of modification. The model was verified by comparison of numerical and analytical solutions for cases of molecular diffusion, two-dimensional heat transfer, and axisymmetric radial saturated fluid flow. Application of the model to a hypothetical two-dimensional field situation of gas diffusion in the unsaturated zone is demonstrated. The input and output files are included as a check on program installation. The definition of variables, input requirements, flow chart, and program listing are included in the attachments. (USGS)
Diffusive Limits of the Master Equation in Inhomogeneous Media
Sattin, F; Salasnich, L
2015-01-01
In inhomogeneous environments several expressions for the flux of a diffusing quantity may apply--from Fick-Fourier's to Fokker-Planck's--depending upon the system studied. The integro-differential Master Equation (ME) provides a fairly generic framework for describing the dynamics of arbitrary systems driven by stochastic rules. Diffusive dynamics does arise as long-wavelength limit of the ME. However, while it is straightforward to obtain a diffusion equation with Fokker-Planck flux, its Fick-Fourier counterpart has never been worked out from the ME. In this work we show under which hypothesis the Fick's flux can actually be recovered from the ME. Analytical considerations are supported by explicit computer models.
Fractional diffusion equation and impedance spectroscopy of electrolytic cells.
Lenzi, E K; Evangelista, L R; Barbero, G
2009-08-20
The influence of the ions on the electrochemical impedance of a cell is calculated in the framework of a complete model in which the fractional drift-diffusion problem is analytically solved. The resulting distribution of the electric field inside the sample is determined by solving Poisson's equation. The theoretical model to determine the electrical impedance we are proposing here is based on the fractional derivative of distributed order on the diffusion equation. We argue that this is the more convenient and physically significant approach to account for the enormous variety of the diffusive regimes in a real cell. The frequency dependence of the real and imaginary parts of the impedance are shown to be very similar to the ones experimentally obtained in a large variety of electrolytic samples.
Langevin and diffusion equation of turbulent fluid flow
Brouwers, J. J. H.
2010-08-01
A derivation of the Langevin and diffusion equations describing the statistics of fluid particle displacement and passive admixture in turbulent flow is presented. Use is made of perturbation expansions. The small parameter is the inverse of the Kolmogorov constant C 0 , which arises from Lagrangian similarity theory. The value of C 0 in high Reynolds number turbulence is 5-6. To achieve sufficient accuracy, formulations are not limited to terms of leading order in C0 - 1 including terms next to leading order in C0 - 1 as well. Results of turbulence theory and statistical mechanics are invoked to arrive at the descriptions of the Langevin and diffusion equations, which are unique up to truncated terms of O ( C0 - 2 ) in displacement statistics. Errors due to truncation are indicated to amount to a few percent. The coefficients of the presented Langevin and diffusion equations are specified by fixed-point averages of the Eulerian velocity field. The equations apply to general turbulent flow in which fixed-point Eulerian velocity statistics are non-Gaussian to a degree of O ( C0 - 1 ) . The equations provide the means to calculate and analyze turbulent dispersion of passive or almost passive admixture such as fumes, smoke, and aerosols in areas ranging from atmospheric fluid motion to flows in engineering devices.
Dynamical symmetries of semi-linear Schrodinger and diffusion equations
Energy Technology Data Exchange (ETDEWEB)
Stoimenov, Stoimen [Laboratoire de Physique des Materiaux , Laboratoire associe au CNRS UMR 7556, Universite Henri Poincare Nancy I, B.P. 239, F-54506 Vandoeuvre les Nancy Cedex (France); Institute of Nuclear Research and Nuclear Energy, Bulgarian Academy of Sciences, 1784 Sofia (Bulgaria); Henkel, Malte [Laboratoire de Physique des Materiaux, Laboratoire associe au CNRS UMR 7556, Universite Henri Poincare Nancy I, B.P. 239, F-54506 Vandoeuvre les Nancy Cedex (France)]. E-mail: henkel@lpm.u-nancy.fr
2005-09-12
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{sub 3}){sub 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{sub 3}){sub 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.
Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations
Indekeu, Joseph O.; Smets, Ruben
2017-08-01
Physically motivated modified Fisher equations are studied in which nonlinear convection and nonlinear diffusion is allowed for besides the usual growth and spread of a population. It is pointed out that in a large variety of cases separable functions in the form of exponentially decaying sharp wavefronts solve the differential equation exactly provided a co-moving point source or sink is active at the wavefront. The velocity dispersion and front steepness may differ from those of some previously studied exact smooth traveling wave solutions. For an extension of the reaction-diffusion-convection equation, featuring a memory effect in the form of a maturity delay for growth and spread, also smooth exact wavefront solutions are obtained. The stability of the solutions is verified analytically and numerically.
Lü, Zhiguo
2011-01-01
We investigate the dynamical information exchange between a two-state system and its environment which is measured by von Neumann entropy. It is found that in the underdamping regime, the entropy dynamics exhibits an extremely non-Markovian oscillation-hump feature, in which oscillations manifest quantum coherence and a hump of envelop demonstrates temporal memory of bath. It indicates that the process of entropy exchange is bidirectional. When the coupling strength increases a certain threshold, the hump along with ripple disappears, which is indicative of the coherent-incoherent dynamical crossover. The long-time limit of entropy evolution reaches the ground state value which agrees with that of numerical renormalization group.
da Silva, Roberto; Lamb, Luis; Prado, Sandra
2012-01-01
We propose a novel algorithm that outputs the final standings of a soccer league, based on a simple dynamics that mimics a soccer tournament. In our model, a team is created with a defined potential(ability) which is updated during the tournament according to the results of previous games. The updated potential modifies a teams' future winning/losing probabilities. We show that this evolutionary game is able to reproduce the statistical properties of final standings of actual editions of the Brazilian tournament (Brasileir\\~{a}o). However, other leagues such as the Italian and the Spanish tournaments have notoriously non-Gaussian traces and cannot be straightforwardly reproduced by this evolutionary non-Markovian model. A complete understanding of these phenomena deserves much more attention, but we suggest a simple explanation based on data collected in Brazil: Here several teams were crowned champion in previous editions corroborating that the champion typically emerges from random fluctuations that partly ...
DEFF Research Database (Denmark)
Nielsen, Per Kær; Nielsen, Torben Roland; Lodahl, Peter;
2010-01-01
We investigate the influence of electron-phonon interactions on the dynamical properties of a quantum-dot-cavity QED system. We show that non-Markovian effects in the phonon reservoir lead to strong changes in the dynamics, arising from photon-assisted dephasing processes, not present in Markovian...
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.
Unstructured Grids and the Multigroup Neutron Diffusion Equation
Directory of Open Access Journals (Sweden)
German Theler
2013-01-01
Full Text Available The neutron diffusion equation is often used to perform core-level neutronic calculations. It consists of a set of second-order partial differential equations over the spatial coordinates that are, both in the academia and in the industry, usually solved by discretizing the neutron leakage term using a structured grid. This work introduces the alternatives that unstructured grids can provide to aid the engineers to solve the neutron diffusion problem and gives a brief overview of the variety of possibilities they offer. It is by understanding the basic mathematics that lie beneath the equations that model real physical systems; better technical decisions can be made. It is in this spirit that this paper is written, giving a first introduction to the basic concepts which can be incorporated into core-level neutron flux computations. A simple two-dimensional homogeneous circular reactor is solved using a coarse unstructured grid in order to illustrate some basic differences between the finite volumes and the finite elements method. Also, the classic 2D IAEA PWR benchmark problem is solved for eighty combinations of symmetries, meshing algorithms, basic geometric entities, discretization schemes, and characteristic grid lengths, giving even more insight into the peculiarities that arise when solving the neutron diffusion equation using unstructured grids.
Optimal prediction for moment models: crescendo diffusion and reordered equations
Seibold, Benjamin; Frank, Martin
2009-12-01
A direct numerical solution of the radiative transfer equation or any kinetic equation is typically expensive, since the radiative intensity depends on time, space and direction. An expansion in the direction variables yields an equivalent system of infinitely many moments. A fundamental problem is how to truncate the system. Various closures have been presented in the literature. We want to generally study the moment closure within the framework of optimal prediction, a strategy to approximate the mean solution of a large system by a smaller system, for radiation moment systems. We apply this strategy to radiative transfer and show that several closures can be re-derived within this framework, such as P N , diffusion, and diffusion correction closures. In addition, the formalism gives rise to new parabolic systems, the reordered P N equations, that are similar to the simplified P N equations. Furthermore, we propose a modification to existing closures. Although simple and with no extra cost, this newly derived crescendo diffusion yields better approximations in numerical tests.
On the entropy conditions for some flux limited diffusion equations
Caselles, V.
2011-04-01
In this paper we give a characterization of the notion of entropy solutions of some flux limited diffusion equations for which we can prove that the solution is a function of bounded variation in space and time. This includes the case of the so-called relativistic heat equation and some generalizations. For them we prove that the jump set consists of fronts that propagate at the speed given by Rankine-Hugoniot condition and we give on it a geometric characterization of the entropy conditions. Since entropy solutions are functions of bounded variation in space once the initial condition is, to complete the program we study the time regularity of solutions of the relativistic heat equation under some conditions on the initial datum. An analogous result holds for some other related equations without additional assumptions on the initial condition.
Langevin equation with fluctuating diffusivity: A two-state model.
Miyaguchi, Tomoshige; Akimoto, Takuma; Yamamoto, Eiji
2016-07-01
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool.
Diffusive and dynamical radiating stars with realistic equations of state
Brassel, Byron P.; Maharaj, Sunil D.; Goswami, Rituparno
2017-03-01
We model the dynamics of a spherically symmetric radiating dynamical star with three spacetime regions. The local internal atmosphere is a two-component system consisting of standard pressure-free, null radiation and an additional string fluid with energy density and nonzero pressure obeying all physically realistic energy conditions. The middle region is purely radiative which matches to a third region which is the Schwarzschild exterior. A large family of solutions to the field equations are presented for various realistic equations of state. We demonstrate that it is possible to obtain solutions via a direct integration of the second order equations resulting from the assumption of an equation of state. A comparison of our solutions with earlier well known results is undertaken and we show that all these solutions, including those of Husain, are contained in our family. We then generalise our class of solutions to higher dimensions. Finally we consider the effects of diffusive transport and transparently derive the specific equations of state for which this diffusive behaviour is possible.
Critical Exponents for Fast Diffusion Equations with Nonlinear Boundary Sources
Institute of Scientific and Technical Information of China (English)
WANG LU-SHENG; WANG ZE-JIA
2011-01-01
In this paper, we study the large time behavior of solutions to a class of fast diffusion equations with nonlinear boundary sources on the exterior domain of the unit ball. We are interested in the critical global exponent q0 and the critical Fujita exponent qc for the problem considered, and show that q0 ＝ qc for the multidimensional Non-Newtonian polytropic filtration equation with nonlinear boundary sources, which is quite different from the known results that q0 ＜ qc for the onedimensional case; moreover, the value is different from the slow case.
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.
Reaction diffusion equation with spatio-temporal delay
Zhao, Zhihong; Rong, Erhua
2014-07-01
We investigate reaction-diffusion equation with spatio-temporal delays, the global existence, uniqueness and asymptotic behavior of solutions for which in relation to constant steady-state solution, included in the region of attraction of a stable steady solution. It is shown that if the delay reaction function satisfies some conditions and the system possesses a pair of upper and lower solutions then there exists a unique global solution. In terms of the maximal and minimal constant solutions of the corresponding steady-state problem, we get the asymptotic stability of reaction-diffusion equation with spatio-temporal delay. Applying this theory to Lotka-Volterra model with spatio-temporal delay, we get the global solution asymptotically tend to the steady-state problem's steady-state solution.
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.
Algorithm Refinement for Stochastic Partial Differential Equations. I. Linear Diffusion
Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.
2002-10-01
A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. Results from a variety of numerical experiments are presented for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a nonstochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except in particle regions away from the interface. Extensions of the methodology to fluid mechanics applications are discussed.
Algorithm refinement for stochastic partial differential equations I. linear diffusion
Alexander, F J; Tartakovsky, D M
2002-01-01
A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. Results from a variety of numerical experiments are presented for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a nonstochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except in particle regions away from the interface. Extensions of the methodology to fluid mechanics applications are discussed.
Symmetries and Similarity Reductions of Nonlinear Diffusion Equation
Institute of Scientific and Technical Information of China (English)
LI Hui-Jun; RUAN Hang-Yu
2004-01-01
The inverse recursion operator, three new sets of symmetries, and infinite-dimensional Lie algebras for the nonlinear diffusion equation are given. Some nonlocal symmetries related to eigenvectors of the recursion operator Ф with the eigenvalue λi are also obtained with the help of the recursion operator Фi = Ф - λi. Using a part of these symmetries we get twelve types of nontrivial new similarity reduction.
Symmetries and Similarity Reductions of Nonlinear Diffusion Equation
Institute of Scientific and Technical Information of China (English)
LIHui-Jun; RUANHang-Yu
2004-01-01
The inverse recursion operator, three new sets of symmetries, and infinite-dimensional Lie algebras for the nonlinear diffusion equation are given. Some nonlocal symmetries related to eigenvectors of the recursion operator with the eigenvalue λi are also obtained with the help of the recursion operator φi=φ-λi. Using a part of these symmetries we get twelve types of nontrivial new similarity reduction.
Mixed and mixed-hybrid elements for the diffusion equation
Energy Technology Data Exchange (ETDEWEB)
Coulomb, F.; Fedon-Magnaud, C.
1988-11-01
Among the classical methods used for solving the neutron diffusion equation, the Lagrange finite element method can be efficiently implemented to provide a fast numerical treatment. Mixed elements are used because they allow simultaneous approximations for the flux and its gradient of the same order. Although the linear systems produced are not positive definite, a solution ca be achieved after eliminating some of the unknowns. Numerical results include core calculations of two types of reactors.
Blumenthal, Adrian
2015-01-01
Stochastic models that account for sudden, unforeseeable events play a crucial role in many different fields such as finance, economics, biology, chemistry, physics and so on. That kind of stochastic problems can be modeled by stochastic differential equations driven by jump-diffusion processes. In addition, there are situations, where a stochastic model is based on stochastic differential equations with multiple scales. Such stochastic problems are called stiff and lead for classical ex...
Reaction rates for a generalized reaction-diffusion master equation.
Hellander, Stefan; Petzold, Linda
2016-01-01
It has been established that there is an inherent limit to the accuracy of the reaction-diffusion master equation. Specifically, there exists a fundamental lower bound on the mesh size, below which the accuracy deteriorates as the mesh is refined further. In this paper we extend the standard reaction-diffusion master equation to allow molecules occupying neighboring voxels to react, in contrast to the traditional approach, in which molecules react only when occupying the same voxel. We derive reaction rates, in two dimensions as well as three dimensions, to obtain an optimal match to the more fine-grained Smoluchowski model and show in two numerical examples that the extended algorithm is accurate for a wide range of mesh sizes, allowing us to simulate systems that are intractable with the standard reaction-diffusion master equation. In addition, we show that for mesh sizes above the fundamental lower limit of the standard algorithm, the generalized algorithm reduces to the standard algorithm. We derive a lower limit for the generalized algorithm which, in both two dimensions and three dimensions, is of the order of the reaction radius of a reacting pair of molecules.
Stability of planar diffusion wave for nonlinear evolution equation
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
It is known that the one-dimensional nonlinear heat equation ut = f(u)x1x1,f'(u) 0,u(±∞,t) = u±,u+ = u_ has a unique self-similar solution u(x1/1+t).In multi-dimensional space,u(x1/1+t) is called a planar diffusion wave.In the first part of the present paper,it is shown that under some smallness conditions,such a planar diffusion wave is nonlinearly stable for the nonlinear heat equation:ut-△f(u) = 0,x ∈ Rn.The optimal time decay rate is obtained.In the second part of this paper,it is further shown that this planar diffusion wave is still nonlinearly stable for the quasilinear wave equation with damping:utt + utt+ △f(u) = 0,x ∈ Rn.The time decay rate is also obtained.The proofs are given by an elementary energy method.
Reaction rates for a generalized reaction-diffusion master equation
Hellander, Stefan; Petzold, Linda
2016-01-01
It has been established that there is an inherent limit to the accuracy of the reaction-diffusion master equation. Specifically, there exists a fundamental lower bound on the mesh size, below which the accuracy deteriorates as the mesh is refined further. In this paper we extend the standard reaction-diffusion master equation to allow molecules occupying neighboring voxels to react, in contrast to the traditional approach, in which molecules react only when occupying the same voxel. We derive reaction rates, in two dimensions as well as three dimensions, to obtain an optimal match to the more fine-grained Smoluchowski model and show in two numerical examples that the extended algorithm is accurate for a wide range of mesh sizes, allowing us to simulate systems that are intractable with the standard reaction-diffusion master equation. In addition, we show that for mesh sizes above the fundamental lower limit of the standard algorithm, the generalized algorithm reduces to the standard algorithm. We derive a lower limit for the generalized algorithm which, in both two dimensions and three dimensions, is of the order of the reaction radius of a reacting pair of molecules.
Analytical solutions for the fractional diffusion-advection equation describing super-diffusion
Directory of Open Access Journals (Sweden)
Gómez Francisco
2016-01-01
Full Text Available This paper presents the alternative construction of the diffusion-advection equation in the range (1; 2. The fractional derivative of the Liouville-Caputo type is applied. Analytical solutions are obtained in terms of Mittag-Leffler functions. In the range (1; 2 the concentration exhibits the superdiffusion phenomena and when the order of the derivative is equal to 2 ballistic diffusion can be observed, these behaviors occur in many physical systems such as semiconductors, quantum optics, or turbulent diffusion. This mathematical representation can be applied in the description of anomalous complex processes.
Characterization of Cocycle Attractors for Nonautonomous Reaction-Diffusion Equations
Cardoso, C. A.; Langa, J. A.; Obaya, R.
In this paper, we describe in detail the global and cocycle attractors related to nonautonomous scalar differential equations with diffusion. In particular, we investigate reaction-diffusion equations with almost-periodic coefficients. The associated semiflows are strongly monotone which allow us to give a full characterization of the cocycle attractor. We prove that, when the upper Lyapunov exponent associated to the linear part of the equations is positive, the flow is persistent in the positive cone, and we study the stability and the set of continuity points of the section of each minimal set in the global attractor for the skew product semiflow. We illustrate our result with some nontrivial examples showing the richness of the dynamics on this attractor, which in some situations shows internal chaotic dynamics in the Li-Yorke sense. We also include the sublinear and concave cases in order to go further in the characterization of the attractors, including, for instance, a nonautonomous version of the Chafee-Infante equation. In this last case we can show exponentially forward attraction to the cocycle (pullback) attractors in the positive cone of solutions.
Optimal prediction for moment models: Crescendo diffusion and reordered equations
Seibold, Benjamin
2009-01-01
A direct numerical solution of the radiative transfer equation or any kinetic equation is typically expensive, since the radiative intensity depends on time, space and direction. An expansion in the direction variables yields an equivalent system of infinitely many moments. A fundamental problem is how to truncate the system. Various closures have been presented in the literature. We want to study moment closure generally within the framework of optimal prediction, a strategy to approximate the mean solution of a large system by a smaller system, for radiation moment systems. We apply this strategy to radiative transfer and show that several closures can be re-derived within this framework, e.g. $P_N$, diffusion, and diffusion correction closures. In addition, the formalism gives rise to new parabolic systems, the reordered $P_N$ equations, that are similar to the simplified $P_N$ equations. Furthermore, we propose a modification to existing closures. Although simple and with no extra cost, this newly derived...
A mixed finite element method for nonlinear diffusion equations
Burger, Martin
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.
Shikerman, Faina; Pe'er, Avi
2012-01-01
We consider the two-level system approximation of a single emitter driven by a continuous laser pump and simultaneously coupled to the electromagnetic vacuum and to a thermal reservoir beyond the Markovian approximation. We discuss the connection between a rigorous microscopic theory and the phenomenological spectral diffusion approach, used to model the interaction of the emitter with the thermal bath, and obtained analytic expressions relating the thermal correlation function to the single emitter photon statistics.
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.
Anticipative Stochastic Differential Equations with Non-smooth Diffusion Coefficient
Institute of Scientific and Technical Information of China (English)
Zong Xia LIANG
2006-01-01
In this paper we prove the existence and uniqueness of the solutions to the one-dimensional linear stochastic differential equation with Skorohod integralXt(ω) = η(ω) + ∫t0 asXs(ω)dWs + bsXs(ω)ds, t ∈ [0, 1],where (Ws) is the canonical Wiener process defined on the standard Wiener space ((W), (H),μ), a is non-smooth and adapted, but η and b may be anticipating to the filtration generated by (Ws). The intention of the paper is to eliminate the regularity of the diffusion coefficient a in the Malliavin sense, in the existing literature. The idea is to approach the non-smooth diffusion coefficient a by smooth ones.
Partial Differential Equations of an Epidemic Model with Spatial Diffusion
Directory of Open Access Journals (Sweden)
El Mehdi Lotfi
2014-01-01
Full Text Available The aim of this paper is to study the dynamics of a reaction-diffusion SIR epidemic model with specific nonlinear incidence rate. The global existence, positivity, and boundedness of solutions for a reaction-diffusion system with homogeneous Neumann boundary conditions are proved. The local stability of the disease-free equilibrium and endemic equilibrium is obtained via characteristic equations. By means of Lyapunov functional, the global stability of both equilibria is investigated. More precisely, our results show that the disease-free equilibrium is globally asymptotically stable if the basic reproduction number is less than or equal to unity, which leads to the eradication of disease from population. When the basic reproduction number is greater than unity, then disease-free equilibrium becomes unstable and the endemic equilibrium is globally asymptotically stable; in this case the disease persists in the population. Numerical simulations are presented to illustrate our theoretical results.
Reaction-diffusion master equation in the microscopic limit
Hellander, Stefan; Hellander, Andreas; Petzold, Linda
2012-04-01
Stochastic modeling of reaction-diffusion kinetics has emerged as a powerful theoretical tool in the study of biochemical reaction networks. Two frequently employed models are the particle-tracking Smoluchowski framework and the on-lattice reaction-diffusion master equation (RDME) framework. As the mesh size goes from coarse to fine, the RDME initially becomes more accurate. However, recent developments have shown that it will become increasingly inaccurate compared to the Smoluchowski model as the lattice spacing becomes very fine. Here we give a general and simple argument for why the RDME breaks down. Our analysis reveals a hard limit on the voxel size for which no local RDME can agree with the Smoluchowski model and lets us quantify this limit in two and three dimensions. In this light we review and discuss recent work in which the RDME has been modified in different ways in order to better agree with the microscale model for very small voxel sizes.
On the Reaction Diffusion Master Equation in the Microscopic Limit
Hellander, Stefan; Petzold, Linda
2011-01-01
Stochastic modeling of reaction-diffusion kinetics has emerged as a powerful theoretical tool in the study of biochemical reaction networks. Two frequently employed models are the particle-tracking Smoluchowski framework and the on-lattice Reaction-Diffusion Master Equation (RDME) framework. As the mesh size goes from coarse to fine, the RDME initially becomes more accurate. However, recent developments have shown that it will become increasingly inaccurate compared to the Smoluchowski model as the lattice spacing becomes very fine. In this paper we give a new, general and simple argument for why the RDME breaks down. Our analysis reveals a hard limit on the voxel size for which no local RDME can agree with the Smoluchowski model.
Continuous-time random walk and parametric subordination in fractional diffusion
Energy Technology Data Exchange (ETDEWEB)
Gorenflo, Rudolf [Department of Mathematics and Informatics, Free University of Berlin, Arnimallee 3, D-14195 Berlin (Germany); Mainardi, Francesco [Department of Physics, University of Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)]. E-mail: mainardi@bo.infn.it; Vivoli, Alessandro [Department of Physics, University of Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)
2007-10-15
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW) is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW itself. We treat the CTRW as a combination of a random walk on the axis of physical time with a random walk in space, both walks happening in discrete operational time. In the continuum limit, we obtain a (generally non-Markovian) diffusion process governed by a space-time fractional diffusion equation. The essential assumption is that the probabilities for waiting times and jump-widths behave asymptotically like powers with negative exponents related to the orders of the fractional derivatives. By what we call parametric subordination, applied to a combination of a Markov process with a positively oriented Levy process, we generate and display sample paths for some special cases.
Dynamic hysteresis modeling including skin effect using diffusion equation model
Hamada, Souad; Louai, Fatima Zohra; Nait-Said, Nasreddine; Benabou, Abdelkader
2016-07-01
An improved dynamic hysteresis model is proposed for the prediction of hysteresis loop of electrical steel up to mean frequencies, taking into account the skin effect. In previous works, the analytical solution of the diffusion equation for low frequency (DELF) was coupled with the inverse static Jiles-Atherton (JA) model in order to represent the hysteresis behavior for a lamination. In the present paper, this approach is improved to ensure the reproducibility of measured hysteresis loops at mean frequency. The results of simulation are compared with the experimental ones. The selected results for frequencies 50 Hz, 100 Hz, 200 Hz and 400 Hz are presented and discussed.
The influence of fractional diffusion in Fisher-KPP equations
Cabre, Xavier
2012-01-01
We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the stan- dard Laplacian where the stable state invades the unstable one at constant speed, we prove that with fractional diffusion, generated for instance by a stable L\\'evy process, the front position is exponential in time. Our results provide a mathe- matically rigorous justification of numerous heuristics about this model.
On the solutions of fractional reaction-diffusion equations
Directory of Open Access Journals (Sweden)
Jagdev Singh
2013-05-01
Full Text Available In this paper, we obtain the solution of a fractional reaction-diffusion equation associated with the generalized Riemann-Liouville fractional derivative as the time derivative and Riesz-Feller fractional derivative as the space-derivative. The results are derived by the application of the Laplace and Fourier transforms in compact and elegant form in terms of Mittag-Leffler function and H-function. The results obtained here are of general nature and include the results investigated earlier by many authors.
IDENTIFYING AN UNKNOWN SOURCE IN SPACE-FRACTIONAL DIFFUSION EQUATION
Institute of Scientific and Technical Information of China (English)
杨帆; 傅初黎; 李晓晓
2014-01-01
In this paper, we identify a space-dependent source for a fractional diffusion equation. This problem is ill-posed, i.e., the solution (if it exists) does not depend continu-ously on the data. The generalized Tikhonov regularization method is proposed to solve this problem. An a priori error estimate between the exact solution and its regularized approxi-mation is obtained. Moreover, an a posteriori parameter choice rule is proposed and a stable error estimate is also obtained. Numerical examples are presented to illustrate the validity and effectiveness of this method.
Diffusive Wave Approximation to the Shallow Water Equations: Computational Approach
Collier, Nathan
2011-05-14
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. This robust adaptive time discretization corrects the initial time step size to achieve a user specified bound on the discretization error and allows time step size variations of several orders of magnitude. In particular, in the one dimensional results presented in this work feature a change of four orders of magnitudes for the time step over the entire simulation.
Dynamic hysteresis modeling including skin effect using diffusion equation model
Energy Technology Data Exchange (ETDEWEB)
Hamada, Souad, E-mail: souadhamada@yahoo.fr [LSP-IE: Research Laboratory, Electrical Engineering Department, University of Batna, 05000 Batna (Algeria); Louai, Fatima Zohra, E-mail: fz_louai@yahoo.com [LSP-IE: Research Laboratory, Electrical Engineering Department, University of Batna, 05000 Batna (Algeria); Nait-Said, Nasreddine, E-mail: n_naitsaid@yahoo.com [LSP-IE: Research Laboratory, Electrical Engineering Department, University of Batna, 05000 Batna (Algeria); Benabou, Abdelkader, E-mail: Abdelkader.Benabou@univ-lille1.fr [L2EP, Université de Lille1, 59655 Villeneuve d’Ascq (France)
2016-07-15
An improved dynamic hysteresis model is proposed for the prediction of hysteresis loop of electrical steel up to mean frequencies, taking into account the skin effect. In previous works, the analytical solution of the diffusion equation for low frequency (DELF) was coupled with the inverse static Jiles-Atherton (JA) model in order to represent the hysteresis behavior for a lamination. In the present paper, this approach is improved to ensure the reproducibility of measured hysteresis loops at mean frequency. The results of simulation are compared with the experimental ones. The selected results for frequencies 50 Hz, 100 Hz, 200 Hz and 400 Hz are presented and discussed.
ENERGY ESTIMATES FOR DELAY DIFFUSION-REACTION EQUATIONS
Institute of Scientific and Technical Information of China (English)
J.A.Ferreira; P.M.da Silva
2008-01-01
In this paper we consider nonlinear delay diffusion-reaction equations with initial and Dirichlet boundary conditions.The behaviour and the stability of the solution of such initial boundary value problems(IBVPs)are studied using the energy method.Simple numerical methods are considered for the computation of numerical approximations to the solution of the nonlinear IBVPs.Using the discrete energy method we study the stability and convergence of the numerical approximations.Numerical experiments are carried out to illustrate our theoretical results.
New variable separation solutions for the generalized nonlinear diffusion equations
Fei-Yu, Ji; Shun-Li, Zhang
2016-03-01
The functionally generalized variable separation of the generalized nonlinear diffusion equations ut = A(u,ux)uxx + B(u,ux) is studied by using the conditional Lie-Bäcklund symmetry method. The variant forms of the considered equations, which admit the corresponding conditional Lie-Bäcklund symmetries, are characterized. To construct functionally generalized separable solutions, several concrete examples defined on the exponential and trigonometric invariant subspaces are provided. Project supported by the National Natural Science Foundation of China (Grant Nos. 11371293, 11401458, and 11501438), the National Natural Science Foundation of China, Tian Yuan Special Foundation (Grant No. 11426169), and the Natural Science Basic Research Plan in Shaanxi Province of China (Grant No. 2015JQ1014).
Mimetic discretizations for Maxwell equations and the equations of magnetic diffusion
Energy Technology Data Exchange (ETDEWEB)
Hyman, J.M.; Shashkov, M.
1998-03-01
The authors construct reliable finite difference methods for approximating the solutions Maxwell`s equations and equations of magnetic field diffusion using discrete analogs of differential operators that satisfy the identities and theorems of vector and tensor calculus in discrete form. These methods mimic many fundamental properties of the underlying physical problem including the conservation laws, the symmetries in the solution, the nondivergence of particular vector fields and they do not have spurious modes. The constructed method can be applied in case of strongly discontinuous properties of the media for nonorthogonal and nonsmooth computational grids.
Chaotic dynamics and diffusion in a piecewise linear equation.
Shahrear, Pabel; Glass, Leon; Edwards, Rod
2015-03-01
Genetic interactions are often modeled by logical networks in which time is discrete and all gene activity states update simultaneously. However, there is no synchronizing clock in organisms. An alternative model assumes that the logical network is preserved and plays a key role in driving the dynamics in piecewise nonlinear differential equations. We examine dynamics in a particular 4-dimensional equation of this class. In the equation, two of the variables form a negative feedback loop that drives a second negative feedback loop. By modifying the original equations by eliminating exponential decay, we generate a modified system that is amenable to detailed analysis. In the modified system, we can determine in detail the Poincaré (return) map on a cross section to the flow. By analyzing the eigenvalues of the map for the different trajectories, we are able to show that except for a set of measure 0, the flow must necessarily have an eigenvalue greater than 1 and hence there is sensitive dependence on initial conditions. Further, there is an irregular oscillation whose amplitude is described by a diffusive process that is well-modeled by the Irwin-Hall distribution. There is a large class of other piecewise-linear networks that might be analyzed using similar methods. The analysis gives insight into possible origins of chaotic dynamics in periodically forced dynamical systems.
PERTURBATIONAL FINITE DIFFERENCE SCHEME OF CONVECTION-DIFFUSION EQUATION
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
The Perturbational Finite Difference (PFD) method is a kind of high-order-accurate compact difference method, But its idea is different from the normal compact method and the multi-nodes method. This method can get a Perturbational Exact Numerical Solution (PENS) scheme for locally linearlized Convection-Diffusion (CD) equation. The PENS scheme is similar to the Finite Analytical (FA) scheme and Exact Difference Solution (EDS) scheme, which are all exponential schemes, but PENS scheme is simpler and uses only 3, 5 and 7 nodes for 1-, 2- and 3-dimensional problems, respectively. The various approximate schemes of PENS scheme are also called Perturbational-High-order-accurate Difference (PHD) scheme. The PHD schemes can be got by expanding the exponential terms in the PENS scheme into power series of grid Renold number, and they are all upwind schemes and remain the concise structure form of first-order upwind scheme. For 1-dimensional (1-D) CD equation and 2-D incompressible Navier-Stokes equation, their PENS and PHD schemes were constituted in this paper, they all gave highly accurate results for the numerical examples of three 1-D CD equations and an incompressible 2-D flow in a square cavity.
Chaotic dynamics and diffusion in a piecewise linear equation
Energy Technology Data Exchange (ETDEWEB)
Shahrear, Pabel, E-mail: pabelshahrear@yahoo.com [Department of Mathematics, Shah Jalal University of Science and Technology, Sylhet–3114 (Bangladesh); Glass, Leon, E-mail: glass@cnd.mcgill.ca [Department of Physiology, 3655 Promenade Sir William Osler, McGill University, Montreal, Quebec H3G 1Y6 (Canada); Edwards, Rod, E-mail: edwards@uvic.ca [Department of Mathematics and Statistics, University of Victoria, P.O. Box 1700 STN CSC, Victoria, British Columbia V8W 2Y2 (Canada)
2015-03-15
Genetic interactions are often modeled by logical networks in which time is discrete and all gene activity states update simultaneously. However, there is no synchronizing clock in organisms. An alternative model assumes that the logical network is preserved and plays a key role in driving the dynamics in piecewise nonlinear differential equations. We examine dynamics in a particular 4-dimensional equation of this class. In the equation, two of the variables form a negative feedback loop that drives a second negative feedback loop. By modifying the original equations by eliminating exponential decay, we generate a modified system that is amenable to detailed analysis. In the modified system, we can determine in detail the Poincaré (return) map on a cross section to the flow. By analyzing the eigenvalues of the map for the different trajectories, we are able to show that except for a set of measure 0, the flow must necessarily have an eigenvalue greater than 1 and hence there is sensitive dependence on initial conditions. Further, there is an irregular oscillation whose amplitude is described by a diffusive process that is well-modeled by the Irwin-Hall distribution. There is a large class of other piecewise-linear networks that might be analyzed using similar methods. The analysis gives insight into possible origins of chaotic dynamics in periodically forced dynamical systems.
Non-Markovian reduced dynamics based upon a hierarchical effective-mode representation
Energy Technology Data Exchange (ETDEWEB)
Burghardt, Irene [Institute of Physical and Theoretical Chemistry, Goethe University Frankfurt, Max-von-Laue-Str. 7, 60438 Frankfurt (Germany); Martinazzo, Rocco [Dipartimento di Chimica, Universita degli Studi di Milano, v. Golgi 19, 20133 Milano (Italy); Hughes, Keith H. [School of Chemistry, Bangor University, Bangor, Gwynedd LL57 2UW (United Kingdom)
2012-10-14
A reduced dynamics representation is introduced which is tailored to a hierarchical, Mori-chain type representation of a bath of harmonic oscillators which are linearly coupled to a subsystem. We consider a spin-boson system where a single effective mode is constructed so as to absorb all system-environment interactions, while the residual bath modes are coupled bilinearly to the primary mode and among each other. Using a cumulant expansion of the memory kernel, correlation functions for the primary mode are obtained, which can be suitably approximated by truncated chains representing the primary-residual mode interactions. A series of reduced-dimensional bath correlation functions is thus obtained, which can be expressed as Fourier-Laplace transforms of spectral densities that are given in truncated continued-fraction form. For a master equation which is second order in the system-bath coupling, the memory kernel is re-expressed in terms of local-in-time equations involving auxiliary densities and auxiliary operators.
PERTURBATION FINITE VOLUME METHOD FOR CONVECTIVE-DIFFUSION INTEGRAL EQUATION
Institute of Scientific and Technical Information of China (English)
GAO Zhi; YANG Guowei
2004-01-01
A perturbation finite volume (PFV) method for the convective-diffusion integral equation is developed in this paper. The PFV scheme is an upwind and mixed scheme using any higher-order interpolation and second-order integration approximations, with the least nodes similar to the standard three-point schemes, that is, the number of the nodes needed is equal to unity plus the face-number of the control volume. For instance, in the two-dimensional (2-D) case, only four nodes for the triangle grids and five nodes for the Cartesian grids are utilized, respectively. The PFV scheme is applied on a number of 1-D linear and nonlinear problems, 2-D and 3-D flow model equations. Comparing with other standard three-point schemes, the PFV scheme has much smaller numerical diffusion than the first-order upwind scheme (UDS). Its numerical accuracies are also higher than the second-order central scheme (CDS), the power-law scheme (PLS) and QUICK scheme.
High order schemes for the tempered fractional diffusion equations
Li, Can
2014-01-01
L\\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the probability of large jumps of L\\'{e}vy flights leads to the tempered stable L\\'{e}vy processes which combine both the $\\alpha$-stable and Gaussian trends; and the very large jumps are unlikely and all their moments exist. The probability density functions of the tempered stable L\\'{e}vy processes solve the tempered fractional diffusion equation. This paper focuses on designing the high order difference schemes for the tempered fractional diffusion equation on bounded domain. The high order difference approximations, called the tempered and weighted and shifted Gr\\"{u}nwald difference (tempered-WSGD) operators, in space are obtained by using the properties of the tempered fractional calculus and weighting and shifting their first order Gr\\"{u}nwald type difference approximations. And the Crank-Nicolson discretization is used in the time direction. The s...
Ovchinnikov, Igor V
2012-01-01
Here it is shown that the most general Parisi-Sourlas-Wu stochastic quantization procedure applied to any stochastic differential equation (SDE) leads to a Witten-type topological field theory - a model with a global topological Becchi-Rouet-Stora-Tyutin supersymmetry (Q-symmetry). Q-symmetry can be dynamically broken only by (anti-)instantons - ultimately nonlinear sudden tunneling processes of (creation)annihilation of solitons, e.g., avalanches in self-organized criticality (SOC) or (creation)annihilation of vortices in turbulent water. The phases with unbroken Q-symmetry are essentially markovian and can be understood solely in terms of the conventional Fokker-Plank evolution of the probability density. For these phases, Ito interpretation of SDEs and/or Martin-Siggia-Rose approximation of the stochastic quantization are applicable. SOC, turbulence, glasses, quenches etc. constitute the "generalized turbulence" category of stochastic phases with broken Q-symmetry. In this category, (anti-)instantons conde...
Energy Technology Data Exchange (ETDEWEB)
Nadler, Boaz [Department of Mathematics, Yale University, New-Haven, CT 06520 (United States); Schuss, Zeev [Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv 69978, Tel-Aviv (Israel); Singer, Amit [Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv 69978, Tel-Aviv (Israel); Eisenberg, R S [Department of Molecular Biophysics and Physiology, Rush Medical Center, 1750 Harrison Street, Chicago, IL 60612 (United States)
2004-06-09
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.
Kengne, Emmanuel; Saydé, Michel; Ben Hamouda, Fathi; Lakhssassi, Ahmed
2013-11-01
Analytical entire traveling wave solutions to the 1+1 density-dependent nonlinear reaction-diffusion equation via the extended generalized Riccati equation mapping method are presented in this paper. This equation can be regarded as an extension case of the Fisher-Kolmogoroff equation, which is used for studying insect and animal dispersal with growth dynamics. The analytical solutions are then used to investigate the effect of equation parameters on the population distribution.
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
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)
Diffusive Boltzmann equation, its fluid dynamics, Couette flow and Knudsen layers
Abramov, Rafail V
2016-01-01
In the current work we propose a diffusive modification of the Boltzmann equation. This naturally leads to the corresponding diffusive fluid dynamics equations, which we numerically investigate in a simple Couette flow setting. This diffusive modification is based on the assumption of the "imperfect" model collision term, which is unable to track all collisions in the corresponding real gas particle system. The effect of missed collisions is then modeled by an appropriately scaled long-term homogenization process of the particle dynamics. The corresponding diffusive fluid dynamics equations are produced in a standard way by closing the hierarchy of the moment equations using either the Euler or the Grad closure. In the numerical experiments with the Couette flow, we discover that the diffusive Euler equations behave similarly to the conventional Navier-Stokes equations, while the diffusive Grad equations additionally exhibit Knudsen-like velocity boundary layers. We compare the simulations with the correspond...
Directory of Open Access Journals (Sweden)
Chih-Chun Hsieh
2012-01-01
Full Text Available This study performs a precipitation examination of the phase using the general diffusion equation with comparison to the Vitek model in dissimilar stainless steels during multipass welding. Experimental results demonstrate that the diffusivities (, , and of Cr, Ni, and Si are higher in -ferrite than (, , and in the phase, and that they facilitate the precipitation of the σ phase in the third pass fusion zone. The Vitek diffusion equation can be modified as follows: .
A granular computing method for nonlinear convection-diffusion equation
Directory of Open Access Journals (Sweden)
Tian Ya Lan
2016-01-01
Full Text Available This paper introduces a method of solving nonlinear convection-diffusion equation (NCDE, based on the combination of granular computing (GrC and characteristics finite element method (CFEM. The key idea of the proposed method (denoted as GrC-CFEM is to reconstruct the solution from coarse-grained layer to fine-grained layer. It first gets the nonlinear solution on the coarse-grained layer, and then the function (Taylor expansion is applied to linearize the NCDE on the fine-grained layer. Switch to the fine-grained layer, the linear solution is directly derived from the nonlinear solution. The full nonlinear problem is solved only on the coarse-grained layer. Numerical experiments show that the GrC-CFEM can accelerate the convergence and improve the computational efficiency without sacrificing the accuracy.
Dynamics of stochastic nonclassical diffusion equations on unbounded domains
Directory of Open Access Journals (Sweden)
Wenqiang Zhao
2015-11-01
Full Text Available This article concerns the dynamics of stochastic nonclassical diffusion equation on $\\mathbb{R}^N$ perturbed by a $\\epsilon$-random term, where $\\epsilon\\in(0,1]$ is the intension of noise. By using an energy approach, we prove the asymptotic compactness of the associated random dynamical system, and then the existence of random attractors in $H^1(\\mathbb{R}^N$. Finally, we show the upper semi-continuity of random attractors at $\\epsilon=0$ in the sense of Hausdorff semi-metric in $H^1(\\mathbb{R}^N$, which implies that the obtained family of random attractors indexed by $\\epsilon$ converge to a deterministic attractor as $\\epsilon$ vanishes.
Guiding brine shrimp through mazes by solving reaction diffusion equations
Singal, Krishma; Fenton, Flavio
Excitable systems driven by reaction diffusion equations have been shown to not only find solutions to mazes but to also to find the shortest path between the beginning and the end of the maze. In this talk we describe how we can use the Fitzhugh-Nagumo model, a generic model for excitable media, to solve a maze by varying the basin of attraction of its two fixed points. We demonstrate how two dimensional mazes are solved numerically using a Java Applet and then accelerated to run in real time by using graphic processors (GPUs). An application of this work is shown by guiding phototactic brine shrimp through a maze solved by the algorithm. Once the path is obtained, an Arduino directs the shrimp through the maze using lights from LEDs placed at the floor of the Maze. This method running in real time could be eventually used for guiding robots and cars through traffic.
Parabolic equations in biology growth, reaction, movement and diffusion
Perthame, Benoît
2015-01-01
This book presents several fundamental questions in mathematical biology such as Turing instability, pattern formation, reaction-diffusion systems, invasion waves and Fokker-Planck equations. These are classical modeling tools for mathematical biology with applications to ecology and population dynamics, the neurosciences, enzymatic reactions, chemotaxis, invasion waves etc. The book presents these aspects from a mathematical perspective, with the aim of identifying those qualitative properties of the models that are relevant for biological applications. To do so, it uncovers the mechanisms at work behind Turing instability, pattern formation and invasion waves. This involves several mathematical tools, such as stability and instability analysis, blow-up in finite time, asymptotic methods and relative entropy properties. Given the content presented, the book is well suited as a textbook for master-level coursework.
Diffusion-equation representations of landform evolution in the simplest circumstances: Appendix C
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.
Luchko, Yuri; Povstenko, Yuriy
2012-01-01
In this paper, the one-dimensional time-fractional diffusion-wave equation with the fractional derivative of order $1 \\le \\alpha \\le 2$ is revisited. This equation interpolates between the diffusion and the wave equations that behave quite differently regarding their response to a localized disturbance: whereas the diffusion equation describes a process, where a disturbance spreads infinitely fast, the propagation speed of the disturbance is a constant for the wave equation. For the time fractional diffusion-wave equation, the propagation speed of a disturbance is infinite, but its fundamental solution possesses a maximum that disperses with a finite speed. In this paper, the fundamental solution of the Cauchy problem for the time-fractional diffusion-wave equation, its maximum location, maximum value, and other important characteristics are investigated in detail. To illustrate analytical formulas, results of numerical calculations and plots are presented. Numerical algorithms and programs used to produce pl...
A New Contraction Family for Porous Medium and Fast Diffusion Equations
Chmaycem, G.; Jazar, M.; Monneau, R.
2016-08-01
In this paper, we present a surprising two-dimensional contraction family for porous medium and fast diffusion equations. This approach provides new a priori estimates on the solutions, even for the standard heat equation.
The First Integral Method to Study a Class of Reaction-Diffusion Equations
Institute of Scientific and Technical Information of China (English)
KE Yun-Quan; YU Jun
2005-01-01
In this letter, a class of reaction-diffusion equations, which arise in chemical reaction or ecology and other fields of physics, are investigated. A more general analytical solution of the equation is obtained by using the first integral method.
da Silva, Roberto; Vainstein, Mendeli H.; Lamb, Luis C.; Prado, Sandra D.
2013-03-01
We propose a novel probabilistic model that outputs the final standings of a soccer league, based on a simple dynamics that mimics a soccer tournament. In our model, a team is created with a defined potential (ability) which is updated during the tournament according to the results of previous games. The updated potential modifies a team future winning/losing probabilities. We show that this evolutionary game is able to reproduce the statistical properties of final standings of actual editions of the Brazilian tournament (Brasileirão) if the starting potential is the same for all teams. Other leagues such as the Italian (Calcio) and the Spanish (La Liga) tournaments have notoriously non-Gaussian traces and cannot be straightforwardly reproduced by this evolutionary non-Markovian model with simple initial conditions. However, we show that by setting the initial abilities based on data from previous tournaments, our model is able to capture the stylized statistical features of double round robin system (DRRS) tournaments in general. A complete understanding of these phenomena deserves much more attention, but we suggest a simple explanation based on data collected in Brazil: here several teams have been crowned champion in previous editions corroborating that the champion typically emerges from random fluctuations that partly preserve the Gaussian traces during the tournament. On the other hand, in the Italian and Spanish cases, only a few teams in recent history have won their league tournaments. These leagues are based on more robust and hierarchical structures established even before the beginning of the tournament. For the sake of completeness, we also elaborate a totally Gaussian model (which equalizes the winning, drawing, and losing probabilities) and we show that the scores of the Brazilian tournament “Brasileirão” cannot be reproduced. This shows that the evolutionary aspects are not superfluous and play an important role which must be considered in
The constructive technique and its application in solving a nonlinear reaction diffusion equation
Institute of Scientific and Technical Information of China (English)
Lai Shao-Yong; Guo Yun-Xi; Qing Yin; Wu Yong-Hong
2009-01-01
A mathematical technique based on the consideration of a nonlinear partial differential equation together with an additional condition in the form of an ordinary differential equation is employed to study a nonlinear reaction diffusion equation which describes a real process in physics and in chemistry. Several exact solutions for the equation are acquired under certain circumstances.
Bifurcation dynamics of the tempered fractional Langevin equation
Zeng, Caibin; Yang, Qigui; Chen, YangQuan
2016-08-01
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.
Bifurcation dynamics of the tempered fractional Langevin equation.
Zeng, Caibin; Yang, Qigui; Chen, YangQuan
2016-08-01
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.
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.
Directory of Open Access Journals (Sweden)
Chushnyakova Maria
2013-12-01
Full Text Available We performed quantitative theoretical analysis of the high precision data on the fusion excitation function in the reaction 16O + 144Sm involving spherical nuclei. For this purpose the model is developed in which the collision process is described by the stochastic dynamical equations with the retarding friction and colored noise. The friction force is supposed to be proportional to the squared derivative of nucleus-nucleus interaction potential. The latter is calculated within the framework of the double folding approach with the density-dependent M3Y NN-forces. Varying the radial dissipation strength KR and the matter diffuseness of 144Sm we reach χ2 per point equal to 5.4. However the values of KR and the friction retardation time τC appear to be strongly correlated. More high precision data are needed to make more definite conclusions about the values of KR and τC.
Chushnyakova, Maria; Gontchar, Igor
2013-12-01
We performed quantitative theoretical analysis of the high precision data on the fusion excitation function in the reaction 16O + 144Sm involving spherical nuclei. For this purpose the model is developed in which the collision process is described by the stochastic dynamical equations with the retarding friction and colored noise. The friction force is supposed to be proportional to the squared derivative of nucleus-nucleus interaction potential. The latter is calculated within the framework of the double folding approach with the density-dependent M3Y NN-forces. Varying the radial dissipation strength KR and the matter diffuseness of 144Sm we reach χ2 per point equal to 5.4. However the values of KR and the friction retardation time τC appear to be strongly correlated. More high precision data are needed to make more definite conclusions about the values of KR and τC.
The Semiclassical Limit in the Quantum Drift-Diffusion Equations with Isentropic Pressure
Institute of Scientific and Technical Information of China (English)
Li CHEN; Qiangchang JU
2008-01-01
The semiclassical limit in the transient quantum drift-diffusion equations with isentropic pressure in one space dimension is rigorously proved. The equations are supple- mented with homogeneous Neumann boundary conditions. It is shown that the semiclas- sical limit of this solution solves the classical drift-diffusion model. In the meanwhile, the global existence of weak solutions is proved.
Diffusion phenomenon for linear dissipative wave equations in an exterior domain
Ikehata, Ryo
Under the general condition of the initial data, we will derive the crucial estimates which imply the diffusion phenomenon for the dissipative linear wave equations in an exterior domain. In order to derive the diffusion phenomenon for dissipative wave equations, the time integral method which was developed by Ikehata and Matsuyama (Sci. Math. Japon. 55 (2002) 33) plays an effective role.
A Fractional Diffusion Equation for an n-Dimensional Correlated Levy Walk
Taylor-King, J P; Fedotov, S; Van Gorder, R A
2016-01-01
Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n-dimensional correlated Levy walk remained elusive. Starting from a fractional Klein-Kramers equation here we use a moment method combined with a Cattaneo approximation to derive a fractional diffusion equation for superdiffusive short range auto-correlated Levy walks in the large time limit, and solve it. Our derivation discloses different dynamical mechanisms leading to correlated Levy walk diffusion in terms of quantities that can be measured experimentally.
Luo, JunYan; Yan, Yiying; Huang, Yixiao; Yu, Li; He, Xiao-Ling; Jiao, HuJun
2017-01-01
We investigate the noise correlations of spin and charge currents through an electron spin resonance (ESR)-pumped quantum dot, which is tunnel coupled to three electrodes maintained at an equivalent chemical potential. A recursive scheme is employed with inclusion of the spin degrees of freedom to account for the spin-resolved counting statistics in the presence of non-Markovian effects due to coupling with a dissipative heat bath. For symmetric spin-up and spin-down tunneling rates, an ESR-induced spin flip mechanism generates a pure spin current without an accompanying net charge current. The stochastic tunneling of spin carriers, however, produces universal shot noises of both charge and spin currents, revealing the effective charge and spin units of quasiparticles in transport. In the case of very asymmetric tunneling rates for opposite spins, an anomalous relationship between noise autocorrelations and cross correlations is revealed, where super-Poissonian autocorrelation is observed in spite of a negative cross correlation. Remarkably, with strong dissipation strength, non-Markovian memory effects give rise to a positive cross correlation of the charge current in the absence of a super-Poissonian autocorrelation. These unique noise features may offer essential methods for exploiting internal spin dynamics and various quasiparticle tunneling processes in mesoscopic transport.
Fa, Kwok Sau
2015-02-01
An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations, which includes short, intermediate and long-time memory effects described by the waiting time probability density function. Analytical expression for the correlation function is obtained and analyzed, which can be used to describe, for instance, internal motions of proteins. The result shows that the generalized diffusion equation has a broad application and it may be used to describe different kinds of systems.
Numerical approximation of Levy-Feller diffusion equation and its probability interpretation
Zhang, H.; Liu, F.; Anh, V.
2007-09-01
In this paper, we consider the Levy-Feller fractional diffusion equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order and skewness [theta] ([theta][less-than-or-equals, slant]min{[alpha],2-[alpha]}). We construct two new discrete schemes of the Cauchy problem for the above equation with 0Feller fractional diffusion equation with 1<[alpha]<2 in a bounded spatial domain. Finally, we present a numerical example to evaluate our theoretical analysis.
Sweilam, N. H.; Abou Hasan, M. M.
2016-08-01
This paper reports a new spectral algorithm for obtaining an approximate solution for the Lévy-Feller diffusion equation depending on Legendre polynomials and Chebyshev collocation points. The Lévy-Feller diffusion equation is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative. A new formula expressing explicitly any fractional-order derivatives, in the sense of Riesz-Feller operator, of Legendre polynomials of any degree in terms of Jacobi polynomials is proved. Moreover, the Chebyshev-Legendre collocation method together with the implicit Euler method are used to reduce these types of differential equations to a system of algebraic equations which can be solved numerically. Numerical results with comparisons are given to confirm the reliability of the proposed method for the Lévy-Feller diffusion equation.
Akimoto, Takuma; Yamamoto, Eiji
2016-06-01
We consider the Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously over time, in order to study fluctuations of time-averaged observables in temporally heterogeneous diffusion processes. We find that the time-averaged mean-square displacement (TMSD) can be represented by the occupation time of a state in the asymptotic limit of the measurement time and hence occupation time statistics is a powerful tool for calculating the TMSD in the model. We show that the TMSD increases linearly with time (normal diffusion) but the time-averaged diffusion coefficients are intrinsically random when the mean sojourn time for one of the states diverges, i.e., intrinsic nonequilibrium processes. Thus, we find that temporally heterogeneous environments provide anomalous fluctuations of time-averaged diffusivity, which have relevance to large fluctuations of the diffusion coefficients obtained by single-particle-tracking trajectories in experiments.
Horowitz, Jordan M.
2015-01-01
The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations are large, the discrete Chemical Master Equation can be approximated with a continuous diffusion process, like the Chemical Langevin Equation or Low Noise Approximation. In this paper, we investigate to what extent these diffusion approximations inherit the s...
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.
Ji, Fei-Yu; Zhang, Shun-Li
2013-11-01
In this paper, the generalized diffusion equation with perturbation ut = A(u;ux)uII+eB(u;ux) is studied in terms of the approximate functional variable separation approach. A complete classification of these perturbed equations which admit approximate functional separable solutions is presented. Some approximate solutions to the resulting perturbed equations are obtained by examples.
Asymptotic Speed of Wave Propagation for A Discrete Reaction-Diffusion Equation
Institute of Scientific and Technical Information of China (English)
Xiu-xiang Liu; Pei-xuan Weng
2006-01-01
We deal with asymptotic speed of wave propagation for a discrete reaction-diffusion equation. We find the minimal wave speed c* from the characteristic equation and show that c* is just the asymptotic speed of wave propagation. The isotropic property and the existence of solution of the initial value problem for the given equation are also discussed.
Solar Wind Heating as a Non-Markovian Process: Lévy Flight, Fractional Calculus, and κ -functions
Sheldon, R. B.; Adrian, M. L.; Chang, S.; Collier, M.
2001-05-01
Many space and laboratory plasmas are found to possess non-Maxwellian distribution functions. An empirical function promoted by Stan Olbert, which superposes a Maxwellian core with a power-law tail, has been found to emulate many of the plasma distributions discovered in space. These κ -functions, with their associated power-law tail induced anomalous heat flux, have been used by theorists1\\ as the origin of solar coronal heating of solar wind. However, the principle and prerequisite for the robust production of such a non-equilibrium distribution has rarely been explained. We report on recent statistical work2, which shows that the κ -function is one of a general class of solutions to a time-fractional diffusion equation, known as a Lévy stable probability distribution. These solutions arise from time-variable probability distribution (or equivalently, a spatially variable probability in a flowing medium), which demonstrate that anomalously high flux, or equivalently, non-equilibrium thermodynamics govern the outflowing solar wind plasma. We will characterize the parameters that control the degree of deviation from a Maxwellian and attempt to draw physical meaning from the mathematical formalism. 1Scudder, J. Astrophys. J., 1992.\\2Mainardi, F. and R. Gorenflo, J. Computational and Appl. Mathematics, Vol. 118, No 1-2, 283-299 (2000).
Transformed Fourier and Fick equations for the control of heat and mass diffusion
Directory of Open Access Journals (Sweden)
S. Guenneau
2015-05-01
Full Text Available We review recent advances in the control of diffusion processes in thermodynamics and life sciences through geometric transforms in the Fourier and Fick equations, which govern heat and mass diffusion, respectively. We propose to further encompass transport properties in the transformed equations, whereby the temperature is governed by a three-dimensional, time-dependent, anisotropic heterogeneous convection-diffusion equation, which is a parabolic partial differential equation combining the diffusion equation and the advection equation. We perform two dimensional finite element computations for cloaks, concentrators and rotators of a complex shape in the transient regime. We precise that in contrast to invisibility cloaks for waves, the temperature (or mass concentration inside a diffusion cloak crucially depends upon time, its distance from the source, and the diffusivity of the invisibility region. However, heat (or mass diffusion outside cloaks, concentrators and rotators is unaffected by their presence, whatever their shape or position. Finally, we propose simplified designs of layered cylindrical and spherical diffusion cloaks that might foster experimental efforts in thermal and biochemical metamaterials.
Transformed Fourier and Fick equations for the control of heat and mass diffusion
Guenneau, S.; Petiteau, D.; Zerrad, M.; Amra, C.; Puvirajesinghe, T.
2015-05-01
We review recent advances in the control of diffusion processes in thermodynamics and life sciences through geometric transforms in the Fourier and Fick equations, which govern heat and mass diffusion, respectively. We propose to further encompass transport properties in the transformed equations, whereby the temperature is governed by a three-dimensional, time-dependent, anisotropic heterogeneous convection-diffusion equation, which is a parabolic partial differential equation combining the diffusion equation and the advection equation. We perform two dimensional finite element computations for cloaks, concentrators and rotators of a complex shape in the transient regime. We precise that in contrast to invisibility cloaks for waves, the temperature (or mass concentration) inside a diffusion cloak crucially depends upon time, its distance from the source, and the diffusivity of the invisibility region. However, heat (or mass) diffusion outside cloaks, concentrators and rotators is unaffected by their presence, whatever their shape or position. Finally, we propose simplified designs of layered cylindrical and spherical diffusion cloaks that might foster experimental efforts in thermal and biochemical metamaterials.
Numerical Solution of Fractional Diffusion Equation Model for Freezing in Finite Media
Directory of Open Access Journals (Sweden)
R. S. Damor
2013-01-01
Full Text Available Phase change problems play very important role in engineering sciences including casting of nuclear waste materials, vivo freezing of biological tissues, solar collectors and so forth. In present paper, we propose fractional diffusion equation model for alloy solidification. A transient heat transfer analysis is carried out to study the anomalous diffusion. Finite difference method is used to solve the fractional differential equation model. The temperature profiles, the motion of interface, and interface velocity have been evaluated for space fractional diffusion equation.
A high-order splitting scheme for the advection-diffusion equation of pollutants
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
A high-order splitting scheme for the advection-diffusion equation of pollutants is proposed in this paper. The multidimensional advection-diffusion equation is splitted into several one-dimensional equations that are solved by the scheme. Only three spatial grid points are needed in each direction and the scheme has fourth-order spatial accuracy. Several typically pure advection and advection-diffusion problems are simulated. Numerical results show that the accuracy of the scheme is much higher than that of the classical schemes and the scheme can be efficiently solved with little programming effort.
Umarov, Sabir
2009-01-01
In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order (with respect to the time derivative) pseudo-differential equations. Depending on the parameters of variable order derivatives short or long range memories may appear when diffusion modes change. These memory effects are classified and studied in detail. Processes that have distinctive regimes of different types of diffusion depending on time are ubiquitous in the nature. Examples include diffusion in a heterogeneous media and protein movement in cell biology.
A semi-analytical finite element method for a class of time-fractional diffusion equations
Sun, HongGuang; Sze, K Y
2011-01-01
As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly employed in the related mathematical descriptions. These models usually involve long-time range computation, which is a critical obstacle for its application, improvement of the computational efficiency is of great significance. In this paper, a semi-analytical method is presented for solving a class of time-fractional diffusion equations which overcomes the critical long-time range computation problem of time fractional differential equations. In the procedure, the spatial domain is discretized by the finite element method which reduces the fractional diffusion equations into approximate fractional relaxation equations. As analytical solutions exist for the latter equations, the burden arising from long-time range computation can effectively be minimized. To illustrate its efficiency and simplicity, four...
Innovation diffusion equations on correlated scale-free networks
Bertotti, M L; Modanese, G
2016-01-01
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
Bertotti, M. L.; Brunner, J.; Modanese, G.
2016-07-01
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.
Harnack inequality and strong Feller property for stochastic fast-diffusion equations
Liu, Wei; Wang, Feng-Yu
2008-06-01
As a continuation to [F.-Y. Wang, Harnack inequality and applications for stochastic generalized porous media equations, Ann. Probab. 35 (2007) 1333-1350], where the Harnack inequality and the strong Feller property are studied for a class of stochastic generalized porous media equations, this paper presents analogous results for stochastic fast-diffusion equations. Since the fast-diffusion equation possesses weaker dissipativity than the porous medium one does, some technical difficulties appear in the study. As a compensation to the weaker dissipativity condition, a Sobolev-Nash inequality is assumed for the underlying self-adjoint operator in applications. Some concrete examples are constructed to illustrate the main results.
Institute of Scientific and Technical Information of China (English)
Xiao-jing LIU; Ji-zeng WANG; Xiao-min WANG; You-he ZHOU
2014-01-01
General exact solutions in terms of wavelet expansion are obtained for multi-term time-fractional diffusion-wave equations with Robin type boundary conditions. By proposing a new method of integral transform for solving boundary value problems, such fractional partial differential equations are converted into time-fractional ordinary differ-ential equations, which are further reduced to algebraic equations by using the Laplace transform. Then, with a wavelet-based exact formula of Laplace inversion, the resulting exact solutions in the Laplace transform domain are reversed to the time-space domain. Three examples of wave-diffusion problems are given to validate the proposed analytical method.
Solutions of fractional reaction-diffusion equations in terms of the H-function
Haubold, H. J.; Mathai, A. M.; Saxena, R. K.
2007-12-01
This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation associated with the Caputo derivative as the time-derivative and Riesz-Feller fractional derivative as the space-derivative. The solution is derived by the application of the Laplace and Fourier transforms in closed form in terms of the H-function. The results derived are of general nature and include the results investigated earlier by many authors, notably by Mainardi et al. (2001, 2005) for the fundamental solution of the space-time fractional diffusion equation, and Saxena et al. (2006a, b) for fractional reaction-diffusion equations. The advantage of using Riesz-Feller derivative lies in the fact that the solution of the fractional reaction-diffusion equation containing this derivative includes the fundamental solution for space-time fractional diffusion, which itself is a generalization of neutral fractional diffusion, space-fractional diffusion, and time-fractional diffusion. These specialized types of diffusion can be interpreted as spatial probability density functions evolving in time and are expressible in terms of the H-functions in compact form.
Non-probabilistic solutions of imprecisely defined fractional-order diffusion equations
Chakraverty, S.; Smita, Tapaswini
2014-12-01
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 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.
A CLASS OF REACTION-DIFFUSION EQUATIONS WITH HYSTERESIS DIFFERENTIAL OPERATOR
Institute of Scientific and Technical Information of China (English)
XuLongfeng
2002-01-01
In this paper, the classical and weak derivatives with respect to spatial variable of a class of hysteresis functional are discussed. Some conclusions about solutions of a class of reaction-diffusion equations with hysteresis differential operator are given.
THE CORNER LAYER SOLUTION TO ROBIN PROBLEM FOR REACTION DIFFUSION EQUATION
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
A class of Robin boundary value problem for reaction diffusion equation is considered. Under suitable conditions, using the theory of differential inequalities the existence and asymptotic behavior of the corner layer solution to the initial boundary value problem are studied.
A CLASS OF SINGULARLY PERTURBED INITIAL BOUNDARY PROBLEM FOR REACTION DIFFUSION EQUATION
Institute of Scientific and Technical Information of China (English)
Xie Feng
2003-01-01
The singularly perturbed initial boundary value problem for a class of reaction diffusion equation isconsidered. Under appropriate conditions, the existence-uniqueness and the asymptotic behavior of the solu-tion are showed by using the fixed-point theorem.
Application of linear-extended neutron diffusion equation in a semi-infinite homogeneous medium
Energy Technology Data Exchange (ETDEWEB)
Espinosa-Paredes, Gilberto, E-mail: gepe@xanum.uam.mx [Area de Ingenieria en Recursos Energeticos, Universidad Autonoma Metropolitana-Iztapalapa, Av. San Rafael Atlixco 186 Col. Vicentina, Mexico 09340, D.F. (Mexico); Vazquez-Rodriguez, Rodolfo [Area de Ingenieria en Recursos Energeticos, Universidad Autonoma Metropolitana-Iztapalapa, Av. San Rafael Atlixco 186 Col. Vicentina, Mexico 09340, D.F. (Mexico)
2011-02-15
The linear-extended neutron diffusion equation (LENDE) is the volume-averaged neutron diffusion equation (VANDE) which includes two correction terms: the first correction is related with the absorption process of the neutron and the second is a contribution to the neutron diffusion, both parameters are related to neutron effects on the interface of a heterogeneous configuration. In this work an analysis of a plane source in a semi-infinite homogeneous medium was considered to study the effects of the correction terms and the results obtained with the linear-extended neutron diffusion equation were compared against a semi-analytical benchmark for the same case. The comparison of the results demonstrate the excellent approach between the linear-extended diffusion theory and the selected benchmark, which means that the correction terms of the VANDE are physically acceptable.
Proton-driven spin diffusion in rotating solids via reversible and irreversible quantum dynamics.
Veshtort, Mikhail; Griffin, Robert G
2011-10-07
Proton-driven spin diffusion (PDSD) experiments in rotating solids have received a great deal of attention as a potential source of distance constraints in large biomolecules. However, the quantitative relationship between the molecular structure and observed spin diffusion has remained obscure due to the lack of an accurate theoretical description of the spin dynamics in these experiments. We start with presenting a detailed relaxation theory of PDSD in rotating solids that provides such a description. The theory applies to both conventional and radio-frequency-assisted PDSD experiments and extends to the non-Markovian regime to include such phenomena as rotational resonance (R(2)). The basic kinetic equation of the theory in the non-Markovian regime has the form of a memory function equation, with the role of the memory function played by the correlation function. The key assumption used in the derivation of this equation expresses the intuitive notion of the irreversible dissipation of coherences in macroscopic systems. Accurate expressions for the correlation functions and for the spin diffusion constants are given. The theory predicts that the spin diffusion constants governing the multi-site PDSD can be approximated by the constants observed in the two-site diffusion. Direct numerical simulations of PDSD dynamics via reversible Liouville-von Neumann equation are presented to support and compliment the theory. Remarkably, an exponential decay of the difference magnetization can be observed in such simulations in systems consisting of only 12 spins. This is a unique example of a real physical system whose typically macroscopic and apparently irreversible behavior can be traced via reversible microscopic dynamics. An accurate value for the spin diffusion constant can be usually obtained through direct simulations of PDSD in systems consisting of two (13)C nuclei and about ten (1)H nuclei from their nearest environment. Spin diffusion constants computed by this
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.
Distributed order reaction-diffusion systems associated with Caputo derivatives
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.
Mixed, Nonsplit, Extended Stability, Stiff Integration of Reaction Diffusion Equations
Alzahrani, Hasnaa H.
2016-07-26
A tailored integration scheme is developed to treat stiff reaction-diffusion prob- lems. The construction adapts a stiff solver, namely VODE, to treat reaction im- plicitly together with explicit treatment of diffusion. The second-order Runge-Kutta- Chebyshev (RKC) scheme is adjusted to integrate diffusion. Spatial operator is de- scretised by second-order finite differences on a uniform grid. The overall solution is advanced over S fractional stiff integrations, where S corresponds to the number of RKC stages. The behavior of the scheme is analyzed by applying it to three simple problems. The results show that it achieves second-order accuracy, thus, preserving the formal accuracy of the original RKC. The presented development sets the stage for future extensions, particularly, to multidimensional reacting flows with detailed chemistry.
A modified diffusion equation for room-acoustic predication.
Jing, Yun; Xiang, Ning
2007-06-01
This letter presents a modified diffusion model using an Eyring absorption coefficient to predict the reverberation time and sound pressure distributions in enclosures. While the original diffusion model [Ollendorff, Acustica 21, 236-245 (1969); J. Picaut et al., Acustica 83, 614-621 (1997); Valeau et al., J. Acoust. Soc. Am. 119, 1504-1513 (2006)] usually has good performance for low absorption, the modified diffusion model yields more satisfactory results for both low and high absorption. Comparisons among the modified model, the original model, a geometrical-acoustics model, and several well-established theories in terms of reverberation times and sound pressure level distributions, indicate significantly improved prediction accuracy by the modification.
Solving the Advection-Diffusion Equations in Biological Contexts using the Cellular Potts Model
Dan, D; Chen, K; Glazier, J A; Dan, Debasis; Mueller, Chris; Chen, Kun; Glazier, James A.
2005-01-01
The Cellular Potts Model (CPM) is a robust, cell-level methodology for simulation of biological tissues and morphogenesis. Both tissue physiology and morphogenesis depend on diffusion of chemical morphogens in the extra-cellular fluid or matrix (ECM). Standard diffusion solvers applied to the cellular potts model use finite difference methods on the underlying CPM lattice. However, these methods produce a diffusing field tied to the underlying lattice, which is inaccurate in many biological situations in which cell or ECM movement causes advection rapid compared to diffusion. Finite difference schemes suffer numerical instabilities solving the resulting advection-diffusion equations. To circumvent these problems we simulate advection-diffusion within the framework of the CPM using off-lattice finite-difference methods. We define a set of generalized fluid particles which detach advection and diffusion from the lattice. Diffusion occurs between neighboring fluid particles by local averaging rules which approxi...
Caserta, A; Salusti, E
2016-01-01
In this paper we reconsider the classical nonlinear diffusivity equation of real gas in an heterogenous porous medium in light of the recent studies about the generalized fractional equation of conservation of mass. We first recall the physical meaning of the fractional conservation of mass recently studied by Wheatcraft and Meerschaert (2008) and then consider the implications in the classical model of diffusion of a real gas in a porous medium. Then we show that the obtained equation can be simply linearized into a classical space-fractional diffusion equation, widely studied in the literature. We also consider the case of a power-law pressure-dependence of the permeability coefficient. In this case we provide some useful exact analytical results. In particular, we are able to find a Barenblatt-type solution for a space-fractional Boussinesq equation, arising in this context.
Energy Technology Data Exchange (ETDEWEB)
Horowitz, Jordan M., E-mail: jordan.horowitz@umb.edu [Department of Physics, University of Massachusetts at Boston, Boston, Massachusetts 02125 (United States)
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.
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.
Institute of Scientific and Technical Information of China (English)
熊岳山; 韦永康
2001-01-01
The sediment reaction and diffusion equation with generalized initial and boundary condition is studied. By using Laplace transform and Jordan lemma , an analytical solution is got, which is an extension of analytical solution provided by Cheng Kwokming James ( only diffusion was considered in analytical solution of Cheng ). Some problems arisen in the computation of analytical solution formula are also analysed.
Variational iteration method for solving the time-fractional diffusion equations in porous medium
Institute of Scientific and Technical Information of China (English)
Wu Guo-Cheng
2012-01-01
The variational iteration method is successfully extended to the case of solving fractional differential equations,and the Lagrange multiplier of the method is identified in a more accurate way.Some diffusion models with fractional derivatives are investigated analytically,and the results show the efficiency of the new Lagrange multiplier for fractional differential equations of arbitrary order.
Strang-type preconditioners for solving fractional diffusion equations by boundary value methods
Gu, Xian-Ming; Huang, Ting-Zhu; Zhao, Xi-Le; Li, Hou-Biao; Li, Liang
2015-01-01
The finite difference scheme with the shifted Grünwarld formula is employed to semi-discrete the fractional diffusion equations. This spatial discretization can reduce to the large system of ordinary differential equations (ODEs) with initial values. Recently, boundary value method (BVM) was develop
Indian Academy of Sciences (India)
Ranjit Kumar; R S Kaushal; Awadhesh Prasad
2010-10-01
An auto-Bäcklund transformation derived in the homogeneous balance method is employed to obtain several new exact solutions of certain kinds of nonlinear diffusion-reaction (D-R) equations. These equations arise in a variety of problems in physical, chemical, biological, social and ecological sciences.
Global Null Controllability of the 1-Dimensional Nonlinear Slow Diffusion Equation
Institute of Scientific and Technical Information of China (English)
Jean-Michel CORON; Jesús Ildefonso D（I）AZ; Abdelmalek DRICI; Tommaso MINGAZZINI
2013-01-01
The authors prove the global null controllability for the 1-dimensional nonlinear slow diffusion equation by using both a boundary and an internal control.They assume that the internal control is only time dependent.The proof relies on the return method in combination with some local controllability results for nondegenerate equations and rescaling techniques.
Reaction-diffusion equation for quark-hadron transition in heavy-ion collisions
Bagchi, Partha; Sengupta, Srikumar; Srivastava, Ajit M
2015-01-01
Reaction-diffusion equations with suitable boundary conditions have special propagating solutions which very closely resemble the moving interfaces in a first order transition. We show that the dynamics of chiral order parameter for chiral symmetry breaking transition in heavy-ion collisions, with dissipative dynamics, is governed by one such equation, specifically, the Newell-Whitehead equation. Further, required boundary conditions are automatically satisfied due to the geometry of the collision. The chiral transition is, therefore, completed by a propagating interface, exactly as for a first order transition, even though the transition actually is a crossover for relativistic heavy-ion collisions. Same thing also happens when we consider the initial confinement-deconfinement transition with Polyakov loop order parameter. The resulting equation, again with dissipative dynamics, can then be identified with the reaction-diffusion equation known as the Fitzhugh-Nagumo equation which is used in population genet...
Directory of Open Access Journals (Sweden)
Bashar Zogheib
2017-01-01
Full Text Available A numerical approach is proposed for solving multidimensional parabolic diffusion and hyperbolic wave equations subject to the appropriate initial and boundary conditions. The considered numerical solutions of the these equations are considered as linear combinations of the shifted Bernoulli polynomials with unknown coefficients. By collocating the main equations together with the initial and boundary conditions at some special points (i.e., CGL collocation points, equations will be transformed into the associated systems of linear algebraic equations which can be solved by robust Krylov subspace iterative methods such as GMRES. Operational matrices of differentiation are implemented for speeding up the operations. In both of the one-dimensional and two-dimensional diffusion and wave equations, the geometrical distributions of the collocation points are depicted for clarity of presentation. Several numerical examples are provided to show the efficiency and spectral (exponential accuracy of the proposed method.
On the Fractional Nagumo Equation with Nonlinear Diffusion and Convection
Directory of Open Access Journals (Sweden)
Abdon Atangana
2014-01-01
Full Text Available We presented the Nagumo equation using the concept of fractional calculus. With the help of two analytical techniques including the homotopy decomposition method (HDM and the new development of variational iteration method (NDVIM, we derived an approximate solution. Both methods use a basic idea of integral transform and are very simple to be used.
Spherically Symmetric Waves of a Reaction-Diffusion Equation.
1980-02-01
The space A c M x [0,1] of chapter 4, section II inherited it.- semiflow from M x [0.11 which comes from the equation in cuestion . In this chapter we...have the property that an open neighbourhood of the solution whose stability is in cuestion with the inherited topology should be effectively the same
An Application of Equivalence Transformations to Reaction Diffusion Equations
Directory of Open Access Journals (Sweden)
Mariano Torrisi
2015-10-01
Full Text Available In this paper, we consider a quite general class of advection reaction diffusion systems. By using an equivalence generator, derived in a previous paper, the authors apply a projection theorem to determine some special forms of the constitutive functions that allow the extension by one of the two-dimensional principal Lie algebra. As an example, a special case is discussed at the end of the paper.
A two-phase free boundary problem for a nonlinear diffusion-convection equation
Energy Technology Data Exchange (ETDEWEB)
De Lillo, S; Lupo, G [Dipartimento di Matematica e Informatica, Universita degli Studi di Perugia, Via Vanvitelli 1, 06123 Perugia (Italy)], E-mail: silvana.delillo@pg.infn.it
2008-04-11
A two-phase free boundary problem associated with a diffusion-convection equation is considered. The problem is reduced to a system of nonlinear integral equations, which admits a unique solution for small times. The system admits an explicit two-component solution corresponding to a two-component shock wave of the Burgers equation. The stability of such a solution is also discussed.
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.
Directory of Open Access Journals (Sweden)
Xiang-Chao Shi
2016-02-01
Full Text Available The fractional reaction diffusion equation is one of the popularly used fractional partial differential equations in recent years. The fast Adomian decomposition method is used to obtain the solution of the Cauchy problem. Also, the analytical scheme is extended to the fractional one where the Taylor series is employed. In comparison with the classical Adomian decomposition method, the ratio of the convergence is increased. The method is more reliable for the fractional partial differential equations.
Malacarne, L C; Mendes, R S; Pedron, I T; Lenzi, E K
2001-03-01
The nonlinear diffusion equation partial delta rho/delta t=D Delta rho(nu) is analyzed here, where Delta[triple bond](1/r(d-1))(delta/delta r)r(d-1-theta) delta/delta r, and d, theta, and nu are real parameters. This equation unifies the anomalous diffusion equation on fractals (nu=1) and the spherical anomalous diffusion for porous media (theta=0). An exact point-source solution is obtained, enabling us to describe a large class of subdiffusion [ theta>(1-nu)d], "normal" diffusion [theta=(1-nu)d] and superdiffusion [theta<(1-nu)d]. Furthermore, a thermostatistical basis for this solution is given from the maximum entropic principle applied to the Tsallis entropy.
Approximate self-similar solutions to a nonlinear diffusion equation with time-fractional derivative
Płociniczak, Łukasz; Okrasińska, Hanna
2013-10-01
In this paper, we consider a fractional nonlinear problem for anomalous diffusion. The diffusion coefficient we use is of power type, and hence the investigated problem generalizes the porous-medium equation. A generalization is made by introducing a fractional time derivative. We look for self-similar solutions for which the fractional setting introduces other than classical space-time scaling. The resulting similarity equations are of nonlinear integro-differential type. We approximate these equations by an expansion of the integral operator and by looking for solutions in a power function form. Our method can be easily adapted to solve various problems in self-similar diffusion. The approximations obtained give very good results in numerical analysis. Their simplicity allows for easy use in applications, as our fitting with experimental data shows. Moreover, our derivation justifies theoretically some previously used empirical models for anomalous diffusion.
The three-layered mismatched media diffusion equation in frequency domain
Wang, Xichang; Wang, Shumei; Meng, Zhaokun; Yang, Shangming
2006-09-01
Near-IR radiation has great potential in medical diagnosis and therapy because of the non-invasive nature of light and the selectively poisonous effect to tumors of photodynarnic treatment. Therefore, Near-IR light propagation in highly scattering biological tissue must be understudied for basic research and clinical application of biomedical optics. A tissue is multi-layered mismatched medium, but many investigators only study the diffusion equation of matched medium. they take the tissue as the same refractive index. In order to understand the light transport in tissue, We analyze the diffusion of photons three-layered mismatched medium and set up the solution of Green's function in frequency domain, we employ the extrapolated boundary condition to set up a solution of the diffusion equation. At the same time, we utilize the diffuse equation to calculate the phase in different situation
Lie group invariant finite difference schemes for the neutron diffusion equation
Energy Technology Data Exchange (ETDEWEB)
Jaegers, P.J.
1994-06-01
Finite difference techniques are used to solve a variety of differential equations. For the neutron diffusion equation, the typical local truncation error for standard finite difference approximation is on the order of the mesh spacing squared. To improve the accuracy of the finite difference approximation of the diffusion equation, the invariance properties of the original differential equation have been incorporated into the finite difference equations. Using the concept of an invariant difference operator, the invariant difference approximations of the multi-group neutron diffusion equation were determined in one-dimensional slab and two-dimensional Cartesian coordinates, for multiple region problems. These invariant difference equations were defined to lie upon a cell edged mesh as opposed to the standard difference equations, which lie upon a cell centered mesh. Results for a variety of source approximations showed that the invariant difference equations were able to determine the eigenvalue with greater accuracy, for a given mesh spacing, than the standard difference approximation. The local truncation errors for these invariant difference schemes were found to be highly dependent upon the source approximation used, and the type of source distribution played a greater role in determining the accuracy of the invariant difference scheme than the local truncation error.
Energy Technology Data Exchange (ETDEWEB)
Fa, Kwok Sau, E-mail: kwok@dfi.uem.br
2015-02-15
An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations, which includes short, intermediate and long-time memory effects described by the waiting time probability density function. Analytical expression for the correlation function is obtained and analyzed, which can be used to describe, for instance, internal motions of proteins. The result shows that the generalized diffusion equation has a broad application and it may be used to describe different kinds of systems. - Highlights: • Calculation of the correlation function. • The correlation function is connected to the survival probability. • The model can be applied to the internal dynamics of proteins.
Space-time fractional diffusion equation using a derivative with nonsingular and regular kernel
Gómez-Aguilar, J. F.
2017-01-01
In this paper, using the fractional operators with Mittag-Leffler kernel in Caputo and Riemann-Liouville sense the space-time fractional diffusion equation is modified, the fractional equation will be examined separately; with fractional spatial derivative and fractional temporal derivative. For the study cases, the order considered is 0 < β , γ ≤ 1 respectively. In this alternative representation we introduce the appropriate fractional dimensional parameters which characterize consistently the existence of the fractional space-time derivatives into the fractional diffusion equation, these parameters related to equation results in a fractal space-time geometry provide a new family of solutions for the diffusive processes. The proposed mathematical representation can be useful to understand electrochemical phenomena, propagation of energy in dissipative systems, viscoelastic materials, material heterogeneities and media with different scales.
A Domain Decomposition Method for Time Fractional Reaction-Diffusion Equation
Directory of Open Access Journals (Sweden)
Chunye Gong
2014-01-01
Full Text Available The computational complexity of one-dimensional time fractional reaction-diffusion equation is O(N2M compared with O(NM for classical integer reaction-diffusion equation. Parallel computing is used to overcome this challenge. Domain decomposition method (DDM embodies large potential for parallelization of the numerical solution for fractional equations and serves as a basis for distributed, parallel computations. A domain decomposition algorithm for time fractional reaction-diffusion equation with implicit finite difference method is proposed. The domain decomposition algorithm keeps the same parallelism but needs much fewer iterations, compared with Jacobi iteration in each time step. Numerical experiments are used to verify the efficiency of the obtained algorithm.
Greenshields, Christopher J
2007-01-01
Howard Brenner has recently proposed modifications to the Navier-Stokes equations that relate to a diffusion of fluid volume that would be significant for flows with high density gradients. In a previous paper (Greenshields & Reese, 2007), we found these modifications gave good predictions of the viscous structure of shock waves in argon in the range Mach 1.0-12.0 (while conventional Navier-Stokes equations are known to fail above about Mach 2). However, some areas of concern with this model were a somewhat arbitrary choice of modelling coefficient, and potentially unphysical and unstable solutions. In this paper, we therefore present slightly different modifications to include molecule mass diffusion fully in the Navier-Stokes equations. These modifications are shown to be stable and produce physical solutions to the shock problem of a quality broadly similar to those from the family of extended hydrodynamic models that includes the Burnett equations. The modifications primarily add a diffusion term to t...
Diffusion equation and spin drag in spin-polarized transport
DEFF Research Database (Denmark)
Flensberg, Karsten; Jensen, Thomas Stibius; Mortensen, Asger
2001-01-01
We study the role of electron-electron interactions for spin-polarized transport using the Boltzmann equation, and derive a set of coupled transport equations. For spin-polarized transport the electron-electron interactions are important, because they tend to equilibrate the momentum of the two-spin...... species. This "spin drag" effect enhances the resistivity of the system. The enhancement is stronger the lower the dimension is, and should be measurable in, for example, a two-dimensional electron gas with ferromagnetic contacts. We also include spin-flip scattering, which has two effects......: it equilibrates the spin density imbalance and, provided it has a non-s-wave component, also a current imbalance....
Asymptotic behaviour for a diffusion equation governed by nonlocal interactions
Ovono, Armel Andami
2010-01-01
In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the parabolic problem $L^\\infty $ estimates of solution based on using the Moser iterations and existence of global attractor. We finish our study by the issue of asymptotic behaviour in some cases when $t\\to \\infty$.
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)
Simultaneous contrast improvement and denoising via diffusion-related equations
Sapiro, Guillermo; Caselles, Vicent
1995-08-01
The explicit use of partial differential equations (PDE's) in image processing became a major topic of study in the last years. In this work we present an algorithm for histogram modification via PDE's. We show that the histogram can be modified to achieve any given distribution. The modification can be performed while simultaneously reducing noise. This avoids the noise sharpening effect in classical algorithms. The approach is extended to local contrast enhancement as well. A variational interpretation of the flow is presented and theoretical results on the existence of solutions are given.
Energy Technology Data Exchange (ETDEWEB)
Shumaker, D E; Woodward, C S
2005-05-03
In this paper, the authors investigate performance of a fully implicit formulation and solution method of a diffusion-reaction system modeling radiation diffusion with material energy transfer and a fusion fuel source. In certain parameter regimes this system can lead to a rapid conversion of potential energy into material energy. Accuracy in time integration is essential for a good solution since a major fraction of the fuel can be depleted in a very short time. Such systems arise in a number of application areas including evolution of a star and inertial confinement fusion. Previous work has addressed implicit solution of radiation diffusion problems. Recently Shadid and coauthors have looked at implicit and semi-implicit solution of reaction-diffusion systems. In general they have found that fully implicit is the most accurate method for difficult coupled nonlinear equations. In previous work, they have demonstrated that a method of lines approach coupled with a BDF time integrator and a Newton-Krylov nonlinear solver could efficiently and accurately solve a large-scale, implicit radiation diffusion problem. In this paper, they extend that work to include an additional heating term in the material energy equation and an equation to model the evolution of the reactive fuel density. This system now consists of three coupled equations for radiation energy, material energy, and fuel density. The radiation energy equation includes diffusion and energy exchange with material energy. The material energy equation includes reaction heating and exchange with radiation energy, and the fuel density equation includes its depletion due to the fuel consumption.
A nonlinear equation for ionic diffusion in a strong binary electrolyte
Ghosal, Sandip; 10.1098/rspa.2010.0028
2012-01-01
The problem of the one dimensional electro-diffusion of ions in a strong binary electrolyte is considered. In such a system the solute dissociates completely into two species of ions with unlike charges. The mathematical description consists of a diffusion equation for each species augmented by transport due to a self consistent electrostatic field determined by the Poisson equation. This mathematical framework also describes other important problems in physics such as electron and hole diffusion across semi-conductor 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 Debye length...
Simulate-HEX - The multi-group diffusion equation in hexagonal-z geometry
Energy Technology Data Exchange (ETDEWEB)
Lindahl, S. O. [Studsvik Scandpower, Stensborgsg. 4, SE-72132 Vaesteraes (Sweden)
2013-07-01
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)
On the sharp front-type solution of the Nagumo equation with nonlinear diffusion and convection
Indian Academy of Sciences (India)
M B A Mansour
2013-03-01
This paper is concerned with the Nagumo equation with nonlinear degenerate diffusion and convection which arises in several problems of population dynamics, chemical reactions and others. A sharp front-type solution with a minimum speed to this model equation is analysed using different methods. One of the methods is to solve the travelling wave equations and compute an exact solution which describes the sharp travelling wavefront. The second method is to solve numerically an initial-moving boundary-value problem for the partial differential equation and obtain an approximation for this sharp front-type solution.
A fractional diffusion equation model for cancer tumor
Iyiola, Olaniyi Samuel; Zaman, F. D.
2014-10-01
In this article, we consider cancer tumor models and investigate the need for fractional order derivative as compared to the classical first order derivative in time. Three different cases of the net killing rate are taken into account including the case where net killing rate of the cancer cells is dependent on the concentration of the cells. At first, we use a relatively new analytical technique called q-Homotopy Analysis Method on the resulting time-fractional partial differential equations to obtain analytical solution in form of convergent series with easily computable components. Our numerical analysis enables us to give some recommendations on the appropriate order (fractional) of derivative in time to be used in modeling cancer tumor.
Diffusive approximation of a time-fractional Burgers equation in nonlinear acoustics
Lombard, Bruno
2016-01-01
A fractional time derivative is introduced into the Burgers equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the fractional derivative is adopted here, replacing this nonlocal operator by a continuum of memory variables that satisfy local-in-time ordinary differential equations. Then a quadrature formula yields a system of local partial differential equations, well-suited to numerical integration. The determination of the quadrature coefficients is crucial to ensure both the well-posedness of the system and the computational efficiency of the diffusive approximation. For this purpose, optimization with constraint is shown to be a very efficient strategy. Strang splitting is used to solve successively the hyperbolic part by a shock-capturing scheme, and the diffusive part exactly. Numerical experiments are proposed to assess the efficiency of the numerical modeling, and to illustrate the e...
An Efficient Implicit FEM Scheme for Fractional-in-Space Reaction-Diffusion Equations
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.
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)
Directory of Open Access Journals (Sweden)
Gianni Pagnini
2012-01-01
inhomogeneity and nonstationarity properties of the medium. For instance, when this superposition is applied to the time-fractional diffusion process, the resulting Master Equation emerges to be the governing equation of the Erdélyi-Kober fractional diffusion, that describes the evolution of the marginal distribution of the so-called generalized grey Brownian motion. This motion is a parametric class of stochastic processes that provides models for both fast and slow anomalous diffusion: it is made up of self-similar processes with stationary increments and depends on two real parameters. The class includes the fractional Brownian motion, the time-fractional diffusion stochastic processes, and the standard Brownian motion. In this framework, the M-Wright function (known also as Mainardi function emerges as a natural generalization of the Gaussian distribution, recovering the same key role of the Gaussian density for the standard and the fractional Brownian motion.
Asymptotic Properties of Solutions of Parabolic Equations Arising from Transient Diffusions
Institute of Scientific and Technical Information of China (English)
A.M. Il'in; R.Z. Khasminskii; G. Yin
2002-01-01
This work is concerned with asymptotic properties of a class of parabolic systems arising from singularly perturbed diffusions. The underlying system has a fast varying component and a slowly changing component. One of the distinct features is that the fast varying diffusion is transient. Under such a setup, this paper presents an asymptotic analysis of the solutions of such parabolic equations. Asymptotic expansions of functional satisfying the parabolic system are obtained. Error bounds are derived.
Finite element method for nonlinear Riesz space fractional diffusion equations on irregular domains
Yang, Z.; Yuan, Z.; Nie, Y.; Wang, J.; Zhu, X.; Liu, F.
2017-02-01
In this paper, we consider two-dimensional Riesz space fractional diffusion equations with nonlinear source term on convex domains. Applying Galerkin finite element method in space and backward difference method in time, we present a fully discrete scheme to solve Riesz space fractional diffusion equations. Our breakthrough is developing an algorithm to form stiffness matrix on unstructured triangular meshes, which can help us to deal with space fractional terms on any convex domain. The stability and convergence of the scheme are also discussed. Numerical examples are given to verify accuracy and stability of our scheme.
Incremental Unknowns Method for Solving Three-Dimensional Convection-Diffusion Equations
Institute of Scientific and Technical Information of China (English)
Lunji Song; Yujiang Wu
2007-01-01
We use the incremental unknowns method in conjunction with the iterative methods to approximate the solution of the nonsymmetric and positive-definite linear systems generated from a multilevel discretization of three-dimensional convection-diffusion equations. The condition numbers of incremental unknowns matrices associated with the convection-diffusion equations and the number of iterations needed to attain an acceptable accuracy are estimated. Numerical results are presented with two-level approximations,which demonstrate that the incremental unknowns method when combined with some iterative methods is very efficient.
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.
Anomalous diffusion in nonhomogeneous media: time-subordinated Langevin equation approach.
Srokowski, Tomasz
2014-03-01
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Lévy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process subordinated to a random time: it separately takes into account effects related to the medium structure and the memory. Density distributions and moments are derived from the solutions of the corresponding Langevin equation and compared with the numerical calculations for the exact problem. Both subdiffusion and enhanced diffusion are predicted. Distribution of the process satisfies the fractional Fokker-Planck equation.
Directory of Open Access Journals (Sweden)
Gurhan Gurarslan
2013-01-01
Full Text Available This study aims to produce numerical solutions of one-dimensional advection-diffusion equation using a sixth-order compact difference scheme in space and a fourth-order Runge-Kutta scheme in time. The suggested scheme here has been seen to be very accurate and a relatively flexible solution approach in solving the contaminant transport equation for Pe≤5. For the solution of the present equation, the combined technique has been used instead of conventional solution techniques. The accuracy and validity of the numerical model are verified through the presented results and the literature. The computed results showed that the use of the current method in the simulation is very applicable for the solution of the advection-diffusion equation. The present technique is seen to be a very reliable alternative to existing techniques for these kinds of applications.
Xie, Jiaquan; Huang, Qingxue; Yang, Xia
2016-01-01
In this paper, we are concerned with nonlinear one-dimensional fractional convection diffusion equations. An effective approach based on Chebyshev operational matrix is constructed to obtain the numerical solution of fractional convection diffusion equations with variable coefficients. The principal characteristic of the approach is the new orthogonal functions based on Chebyshev polynomials to the fractional calculus. The corresponding fractional differential operational matrix is derived. Then the matrix with the Tau method is utilized to transform the solution of this problem into the solution of a system of linear algebraic equations. By solving the linear algebraic equations, the numerical solution is obtained. The approach is tested via examples. It is shown that the proposed algorithm yields better results. Finally, error analysis shows that the algorithm is convergent.
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.
Ferrari, Leonardo
2008-07-28
The problem of the derivation of the diffusion equation exactly following from the Fokker-Planck (or Klein-Kramers) equation for heavy (or large) particles in a fluid in an external force field is solved in the case in which the particles are ions subject to a uniform (but in general time-varying) electric field. It is found that such a diffusion equation maintains memory of the initial ion velocity distribution, unless sufficiently large values of time are considered. In such temporal asymptotic limit, the diffusion equation exactly becomes (i) the Smoluchowski equation when the electric field is constant in time, and (ii) a new equation generalizing the Smoluchowski equation, when the electric field is arbitrarily time varying. Finally, it is shown that the obtained exact (or asymptotic) results make questionable the procedures and the results of approximate theories developed in the past to get a "corrected" Smoluchowski equation when the external force can also be, in general, position dependent.
On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator
Figueiredo Camargo, R.; Capelas de Oliveira, E.; Vaz, J.
2009-12-01
The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.
Jiang, Song; Li, Fucai
2011-01-01
We study the incompressible limit of the compressible non-isentropic magnetohydrodynamic equations with zero magnetic diffusivity and general initial data in the whole space $\\mathbb{R}^d$ $(d=2,3)$. We first establish the existence of classic solutions on a time interval independent of the Mach number. Then, by deriving uniform a priori estimates, we obtain the convergence of the solution to that of the incompressible magnetohydrodynamic equations as the Mach number tends to zero.
VARIATIONAL DISCRETIZATION FOR OPTIMAL CONTROL GOVERNED BY CONVECTION DOMINATED DIFFUSION EQUATIONS
Institute of Scientific and Technical Information of China (English)
Michael Hinze; Ningning Yan; Zhaojie Zhou
2009-01-01
In this paper, we study variational discretization for the constrained optimal control problem governed by convection dominated diffusion equations, where the state equation is approximated by the edge stabilization Galerkin method. A priori error estimates are derived for the state, the adjoint state and the control. Moreover, residual type a posteriori error estimates in the L2-norm are obtained. Finally, two numerical experiments are presented to illustrate the theoretical results.
Limiting behavior of non-autonomous stochastic reaction-diffusion equations on thin domains
Li, Dingshi; Wang, Bixiang; Wang, Xiaohu
2017-02-01
This paper deals with the limiting behavior of stochastic reaction-diffusion equations driven by multiplicative noise and deterministic non-autonomous terms defined on thin domains. We first prove the existence, uniqueness and periodicity of pullback tempered random attractors for the equations in an (n + 1)-dimensional narrow domain, and then establish the upper semicontinuity of these attractors when a family of (n + 1)-dimensional thin domains collapses onto an n-dimensional domain.
D'Ovidio, Mirko
2012-01-01
We consider fractional directional derivatives and establish some connection with stable densities. Solutions to advection equations involving fractional directional derivatives are presented and some properties investigated. In particular we obtain solutions written in terms of Wright functions by exploiting operational rules involving the shift operator. We also consider fractional advection diffusion equations involving fractional powers of the negative Laplace operator and directional derivatives of fractional order and discuss the probabilistic interpretations of solutions.
Mixed time discontinuous space-time finite element method for convection diffusion equations
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
A mixed time discontinuous space-time finite element scheme for second-order convection diffusion problems is constructed and analyzed. Order of the equation is lowered by the mixed finite element method. The low order equation is discretized with a space-time finite element method, continuous in space but discontinuous in time. Stability, existence, uniqueness and convergence of the approximate solutions are proved. Numerical results are presented to illustrate efficiency of the proposed method.
Applicability of the Fokker-Planck equation to the description of diffusion effects on nucleation
Sorokin, M. V.; Dubinko, V. I.; Borodin, V. A.
2017-01-01
The nucleation of islands in a supersaturated solution of surface adatoms is considered taking into account the possibility of diffusion profile formation in the island vicinity. It is shown that the treatment of diffusion-controlled cluster growth in terms of the Fokker-Planck equation is justified only provided certain restrictions are satisfied. First of all, the standard requirement that diffusion profiles of adatoms quickly adjust themselves to the actual island sizes (adiabatic principle) can be realized only for sufficiently high island concentration. The adiabatic principle is essential for the probabilities of adatom attachment to and detachment from island edges to be independent of the adatom diffusion profile establishment kinetics, justifying the island nucleation treatment as the Markovian stochastic process. Second, it is shown that the commonly used definition of the "diffusion" coefficient in the Fokker-Planck equation in terms of adatom attachment and detachment rates is justified only provided the attachment and detachment are statistically independent, which is generally not the case for the diffusion-limited growth of islands. We suggest a particular way to define the attachment and detachment rates that allows us to satisfy this requirement as well. When applied to the problem of surface island nucleation, our treatment predicts the steady-state nucleation barrier, which coincides with the conventional thermodynamic expression, even though no thermodynamic equilibrium is assumed and the adatom diffusion is treated explicitly. The effect of adatom diffusional profiles on the nucleation rate preexponential factor is also discussed. Monte Carlo simulation is employed to analyze the applicability domain of the Fokker-Planck equation and the diffusion effect beyond it. It is demonstrated that a diffusional cloud is slowing down the nucleation process for a given monomer interaction with the nucleus edge.
The Analysis of the Two-dimensional Diffusion Equation With a Source
Directory of Open Access Journals (Sweden)
Sunday Augustus REJU
2006-07-01
Full Text Available This study presents a new variant analysis and simulations of the two-dimensional energized wave equation remarkably different from the diffusion equations studied earlier studied. The objective functional and the dynamical energized wave are penalized to form a function called the Hamiltonian function. From this function, we obtained the necessary conditions for the optimal solutions using the maximum principle. By applying the Fourier solution to the first order differential equation, the analytical solutions for the state and control are obtained. The solutions are simulated to give visual physical interpretation of the waves and the numerical values.
Walker, Christoph
2010-01-01
The paper focuses on positive solutions to a coupled system of parabolic equations with nonlocal initial conditions. Such equations arise as steady-state equations in an age-structured predator-prey model with diffusion. By using global bifurcation techniques, we describe the structure of the set of positive solutions with respect to two parameters measuring the intensities of the fertility of the species. In particular, we establish co-existence steady-states, i.e. solutions which are nonnegative and nontrivial in both components.
Maryshev, Boris; Latrille, Christelle; Néel, Marie-Christine
2016-01-01
Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method for this equation: it finds the order of the fractional derivative and the coefficients that achieve minimum discrepancy between solution and tracer data. Using an adjoint equation divides the computational effort by an amount proportional to the number of freedom degrees, which becomes large when some coefficients depend on space. Method accuracy is checked on synthetical data, and applicability to actual tracer test is demonstrated.
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
Fokker-Planck Type Equations with Sobolev Diffusion Coefficients and BV Drift Coefficients
Institute of Scientific and Technical Information of China (English)
De Jun LUO
2013-01-01
Combining Le Bris and Lions' arguments with Ambrosio's commutator estimate for BV vector fields,we prove in this paper the existence and uniqueness of solutions to the Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients.
Indian Academy of Sciences (India)
R S Kaushal; Ranjit Kumar; Awadhesh Prasad
2006-08-01
Attempts have been made to look for the soliton content in the solutions of the recently studied nonlinear diffusion-reaction equations [R S Kaushal, J. Phys. 38, 3897 (2005)] involving quadratic or cubic nonlinearities in addition to the convective flux term which renders the system nonconservative and the corresponding Hamiltonian non-Hermitian.
Rate of Convergence to Barenblatt Profiles for the Fast Diffusion Equation
Fila, Marek; Winkler, Michael; Yanagida, Eiji
2011-01-01
We study the asymptotic behaviour of positive solutions of the Cauchy problem for the fast diffusion equation near the extinction time. We find a continuum of rates of convergence to a self-similar profile. These rates depend explicitly on the spatial decay rates of initial data.
Regularity criteria for 3D Boussinesq equations with zero thermal diffusion
Directory of Open Access Journals (Sweden)
Zhuan Ye
2015-04-01
Full Text Available In this article, we consider the three-dimensional (3D incompressible Boussinesq equations with zero thermal diffusion. We establish a regularity criterion for the local smooth solution in the framework of Besov spaces in terms of the velocity only.
Blow-up criterion for the zero-diffusive Boussinesq equations via the velocity components
Directory of Open Access Journals (Sweden)
Weihua Wang
2015-03-01
Full Text Available This article concerns the blow up for the smooth solutions of the three-dimensional Boussinesq equations with zero diffusivity. It is shown that if any two components of the velocity field $u$ satisfy $$ \\int_0^T \\frac{ \\||u_1|+|u_2|\\|^q_{L^{p,\\infty}} } {1+\\ln ( e+\\|\
Directory of Open Access Journals (Sweden)
Yan Sheng-Ping
2015-01-01
Full Text Available In this article, we first propose the local fractional Laplace series expansion method, which is a coupling method of series expansion method and Laplace transform via local fractional differential operator. An illustrative example for handling the diffusion equation arising in fractal heat transfer is given.
On Asymptotic Behavior for Reaction Diffusion Equation with Small Time Delay
Directory of Open Access Journals (Sweden)
Xunwu Yin
2011-01-01
Full Text Available We investigate the asymptotic behavior of scalar diffusion equation with small time delay ut-Δu=f(ut,u(t-τ. Roughly speaking, any bounded solution will enter and stay in the neighborhood of one equilibrium when the equilibria are discrete.
Multigrid solution of the convection-diffusion equation with high-Reynolds number
Energy Technology Data Exchange (ETDEWEB)
Zhang, Jun [George Washington Univ., Washington, DC (United States)
1996-12-31
A fourth-order compact finite difference scheme is employed with the multigrid technique to solve the variable coefficient convection-diffusion equation with high-Reynolds number. Scaled inter-grid transfer operators and potential on vectorization and parallelization are discussed. The high-order multigrid method is unconditionally stable and produces solution of 4th-order accuracy. Numerical experiments are included.
Bifurcation Analysis of Gene Propagation Model Governed by Reaction-Diffusion Equations
Directory of Open Access Journals (Sweden)
Guichen Lu
2016-01-01
Full Text Available We present a theoretical analysis of the attractor bifurcation for gene propagation model governed by reaction-diffusion equations. We investigate the dynamical transition problems of the model under the homogeneous boundary conditions. By using the dynamical transition theory, we give a complete characterization of the bifurcated objects in terms of the biological parameters of the problem.
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.
LONG-TIME BEHAVIOR OF A CLASS OF REACTION DIFFUSION EQUATIONS WITH TIME DELAYS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
The present paper devotes to the long-time behavior of a class of reaction diffusion equations with delays under Dirichlet boundary conditions. The stability and global attractability for the zero solution are provided, and the existence, stability and attractability for the positive stationary solution are also obtained.
Directory of Open Access Journals (Sweden)
Jose Villa-Morales
2014-02-01
Full Text Available We give a sufficient condition for blow up of positive mild solutions to an initial value problem for a nonautonomous weakly coupled system with distinct fractional diffusions. The proof is based on the study of blow up of a particular system of ordinary differential equations.
Boundedness of a Derived Function of a Solution About a Class of Diffusion Variational Equations
Institute of Scientific and Technical Information of China (English)
Kun Hui LIU
2004-01-01
In this paper the boundedness of a derived function of a solution about a class of diffusion variational equations is discussed. The application of it to related stochastic analysis problems is also illustrated. What should be emphasized is that the problem discussed and the ways proved in this paper are fundamentally new and the conclusion of this paper is fairly profound.
Convective－diffusive Cahn－Hilliard Equation with Concentration Dependent Mobility
Institute of Scientific and Technical Information of China (English)
刘长春; 尹景学
2003-01-01
In this paer,we study the global existence of classical solutions for the convective-diffusive Cahn-Hilliard Equation with concentration dependent mobility.Based on the Schauder type estimates,we establish the global existence of classical solutions.
A Four Group Reference Code for Solving Neutron Diffusion Equation in a VVER-440 Core
Energy Technology Data Exchange (ETDEWEB)
Saarinen, Simo [Fortum Nuclear Services Ltd., P.O. Box 100, 00048 Fortum (Finland)
2008-07-01
Nuclear reactor core power calculation is essential in the analysis of the nuclear power plant and especially the core. Currently, the core power distribution in Loviisa VVER-440 core is calculated using nodal code HEXBU-3D and pin-power reconstruction code ELSI-1440 that solve the two group neutron diffusion equation. The computer power available has increased significantly during the last decades allowing us to develop a fine mesh code HEXRE for solving the four group diffusion equation. The diffusion equations are discretized using piecewise linear polynomials. The core is discretized using one node per fuel pin cell. The axial discretization can be chosen freely. The boundary conditions are described using diffusion theory and albedos. Burnup dependence is modelled by tabulating diffusion parameters at certain burnup values and using interpolation for the intermediate values. A two degree polynomial is used for the modelling of the feedback effects. Eigenvalue calculation for both boron concentration and multiplication factor control has been formulated. A possibility to perform fuel loading and shuffling operations is implemented. HEXRE has been thoroughly compared with HEXBU-3D and ELSI-1440. The effect of the different energy and space discretizations used is investigated. Some safety criteria for the core calculated with the HEXRE and HEXBU-3D/ELSI-1440 have been compared. From the calculations (e.g. the safety criteria) we can estimate whether there exists systematic deviations in HEXBU- 3D/ELSI-1440 calculations or not. (author)
Energy Technology Data Exchange (ETDEWEB)
Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Cangiani, Andrea [University of Leicester, Leicester (United Kingdom); Sutton, Oliver [University of Leicester, Leicester (United Kingdom)
2014-10-02
This document describes the conforming formulations for virtual element approximation of the convection-reaction-diffusion equation with variable coefficients. Emphasis is given to construction of the projection operators onto polynomial spaces of appropriate order. These projections make it possible the virtual formulation to achieve any order of accuracy. We present the construction of the internal and the external formulation. The difference between the two is in the way the projection operators act on the derivatives (laplacian, gradient) of the partial differential equation. For the diffusive regime we prove the well-posedness of the external formulation and we derive an estimate of the approximation error in the H^{1}-norm. For the convection-dominated case, the streamline diffusion stabilization (aka SUPG) is also discussed.
An asymptotic-preserving scheme for linear kinetic equation with fractional diffusion limit
Wang, Li; Yan, Bokai
2016-05-01
We present a new asymptotic-preserving scheme for the linear Boltzmann equation which, under appropriate scaling, leads to a fractional diffusion limit. Our scheme rests on novel micro-macro decomposition to the distribution function, which splits the original kinetic equation following a reshuffled Hilbert expansion. As opposed to classical diffusion limit, a major difficulty comes from the fat tail in the equilibrium which makes the truncation in velocity space depending on the small parameter. Our idea is, while solving the macro-micro part in a truncated velocity domain (truncation only depends on numerical accuracy), to incorporate an integrated tail over the velocity space that is beyond the truncation, and its major component can be precomputed once with any accuracy. Such an addition is essential to drive the solution to the correct asymptotic limit. Numerical experiments validate its efficiency in both kinetic and fractional diffusive regimes.
Stokes, Peter W; Read, Wayne; White, Ronald D
2014-01-01
The solution of a Caputo time fractional diffusion equation of order $0<\\alpha<1$ is found in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that allows for accelerated computation of the solution of the fractional order problem. In the context of an $N$-point finite difference time discretisation, the mapping allows for an improvement in time computational complexity from $O\\left(N^{2}\\right)$ to $O\\left(N^{\\alpha}\\right)$, given a precomputation of $O\\left(N^{1+\\alpha}\\ln N\\right)$. The mapping is applied successfully to the least-squares fitting of a fractional advection diffusion model for the current in a time-of-flight experiment, resulting in a computational speed up in the range of one to three orders of magnitude for realistic problem sizes.
Energy Technology Data Exchange (ETDEWEB)
Shestakov, A I; Vignes, R M; Stolken, J S
2010-01-05
Starting from the radiation transport equation for homogeneous, refractive lossy media, we derive the corresponding time-dependent multifrequency diffusion equations. Zeroth and first moments of the transport equation couple the energy density, flux and pressure tensor. The system is closed by neglecting the temporal derivative of the flux and replacing the pressure tensor by its diagonal analogue. The system is coupled to a diffusion equation for the matter temperature. We are interested in modeling annealing of silica (SiO{sub 2}). We derive boundary conditions at a planar air-silica interface taking account of reflectivities. The spectral dimension is discretized into a finite number of intervals leading to a system of multigroup diffusion equations. Three simulations are presented. One models cooling of a silica slab, initially at 2500 K, for 10 s. The other two are 1D and 2D simulations of irradiating silica with a CO{sub 2} laser, {lambda} = 10.59 {micro}m. In 2D, we anneal a disk (radius = 0.4, thickness = 0.4 cm) with a laser, Gaussian profile (r{sub 0} = 0.5 mm for 1/e decay).
Finite Element Solutions for the Space Fractional Diffusion Equation with a Nonlinear Source Term
Directory of Open Access Journals (Sweden)
Y. J. Choi
2012-01-01
Full Text Available We consider finite element Galerkin solutions for the space fractional diffusion equation with a nonlinear source term. Existence, stability, and order of convergence of approximate solutions for the backward Euler fully discrete scheme have been discussed as well as for the semidiscrete scheme. The analytical convergent orders are obtained as O(k+hγ˜, where γ˜ is a constant depending on the order of fractional derivative. Numerical computations are presented, which confirm the theoretical results when the equation has a linear source term. When the equation has a nonlinear source term, numerical results show that the diffusivity depends on the order of fractional derivative as we expect.
Prediction equations for diffusing capacity (transfer factor of lung for North Indians
Directory of Open Access Journals (Sweden)
Sunil Kumar Chhabra
2016-01-01
Full Text Available Background: Prediction equations for diffusing capacity of lung for carbon monoxide (DLCO, alveolar volume (VA, and DLCO/VA using the current standardization guidelines are not available for Indian population. The present study was carried out to develop equations for these parameters for North Indian adults and examine the ethnic diversity in predictions. Materials and Methods: DLCO was measured by single-breath technique and VA by single-breath helium dilution using standardized methodology in 357 (258 males, 99 females normal nonsmoker adult North Indians and DLCO/VA was computed. The subjects were randomized into training and test datasets for development of prediction equations by multiple linear regressions and for validation, respectively. Results: For males, the following equations were developed: DLCO, −7.813 + 0.318 × ht −0.624 × age + 0.00552 × age 2 ; VA, −8.152 + 0.087 × ht −0.019 × wt; DLCO/VA, 7.315 − 0.037 × age. For females, the equations were: DLCO, −44.15 + 0.449 × ht −0.099 × age; VA, −6.893 + 0.068 × ht. A statistically acceptable prediction equation was not obtained for DLCO/VA in females. It was therefore computed from predicted DLCO and predicted VA. All equations were internally valid. Predictions of DLCO by Indian equations were lower than most Caucasian predictions in both males and females and greater than the Chinese predictions for males. Conclusion: This study has developed validated prediction equations for DLCO, VA, and DLCO/VA in North Indians. Substantial ethnic diversity exists in predictions for DLCO and VA with Caucasian equations generally yielding higher values than the Indian or Chinese equations. However, DLCO/VA predicted by the Indian equations is slightly higher than that by other equations.
The second boundary value problem for equations of viscoelastic diffusion in polymers
Vorotnikov, Dmitry A
2009-01-01
The classical approach to diffusion processes is based on Fick's law that the flux is proportional to the concentration gradient. Various phenomena occurring during propagation of penetrating liquids in polymers show that this type of diffusion exhibits anomalous behavior and contradicts the just mentioned law. However, they can be explained in the framework of non-Fickian diffusion theories based on viscoelasticity of polymers. Initial-boundary value problems for viscoelastic diffusion equations have been studied by several authors. Most of the studies are devoted to the Dirichlet BVP (the concentration is given on the boundary of the domain). In this chapter we study the second BVP, i.e. when the normal component of the concentration flux is prescribed on the boundary, which is more realistic in many physical situations. We establish existence of weak solutions to this problem. We suggest some conditions on the coefficients and boundary data under which all the solutions tend to the homogeneous state as tim...
Singular solution of the Feller diffusion equation via a spectral decomposition
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.
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.
Asymptotic Limit of a Singularly Perturbed Stationary Diffusion Equation: The Case of a Limit Cycle
Ge, Hao
2010-01-01
A limit cycle for a nonlinear ordinary differential equation has a sustained, stationary oscillation in time; Any non-trivial stationary stochastic process also exhibits stationary oscillations in time, though with randomness and a stationary probability density. A reconciliation of these two views of oscillatory dynamics has been elusive, although it becomes increasingly important in the biochemical modeling of cellular dynamics, where stochatic models based on the chemical master equation and the deterministic model based on the Law of Mass Action are routinely compared. Using a singularly perturbed stationary diffusion equation as a model for the chemical master equation with sufficiently large volume, $\\epsilon \\leftrightarrow 1/V$, we show that its stationary solution $u(\\vx)$ exhibits a clear separation of the exponentially and algebraic small contributions: $u(\\vx)=C_{\\epsilon}(\\vx) e^{-\\phi(\\vx)/\\epsilon}$, in which $\\phi(x)\\ge 0$ and $=0$ on the entire stable limit cycle. On the limit cycle, $C_0(\\vx...
MAXIMAL ATTRACTORS OF CLASSICAL SOLUTIONS FOR REACTION DIFFUSION EQUATIONS WITH DISPERSION
Institute of Scientific and Technical Information of China (English)
Li Yanling; Ma Yicheng
2005-01-01
The paper first deals with the existence of the maximal attractor of classical solution for reaction diffusion equation with dispersion, and gives the sup-norm estimate for the attractor. This estimate is optimal for the attractor under Neumann boundary condition. Next, the same problem is discussed for reaction diffusion system with uniformly contracting rectangle, and it reveals that the maximal attractor of classical solution for such system in the whole space is only necessary to be established in some invariant region.Finally, a few examples of application are given.
Indian Academy of Sciences (India)
S Nayak; S Chakraverty
2015-10-01
In this paper, neutron diffusion equation of a triangular homogeneous bare reactor with uncertain parameters has been investigated. Here the involved parameters viz. geometry of the reactor, diffusion coefficient and absorption coefficient, etc. are uncertain and these are considered as fuzzy. Fuzzy values are handled through limit method which was defined for interval computations. The concept of fuzziness is hybridised with traditional finite element method to propose fuzzy finite element method. The proposed fuzzy finite element method has been used to obtain the uncertain eigenvalues of the said problem. Further these uncertain eigenvalues are compared with the traditional finite element method in special cases.
Analysis and numerical simulation of the diffusive wave approximation of the shallow water equations
Santillana, Mauricio
In this dissertation, the quantitative and qualitative aspects of modeling shallow water flow driven mainly by gravitational forces and dominated by shear stress, using an effective equation often referred to in the literature as the diffusive wave approximation of the shallow water equations (DSW) are presented. These flow conditions arise for example in overland flow and water flow in vegetated areas such as wetlands. The DSW equation arises in shallow water flow models when special assumptions are used to simplify the shallow water equations and contains as particular cases: the Porous Medium equation and the time evolution of the p-Laplacian. It has been successfully applied as a suitable model to simulate overland flow and water flow in vegetated areas such as wetlands; yet, no formal mathematical analysis has been carried out addressing, for example, conditions for which weak solutions may exist, and conditions for which a numerical scheme can be successful in approximating them. This thesis represents a first step in that direction. The outline of the thesis is as follows. First, a survey of relevant results coming from the studies of doubly nonlinear diffusion equations that can be applied to the DSW equation when topographic effects are ignored, is presented. Furthermore, an original proof of existence of weak solutions using constructive techniques that directly lead to the implementation of numerical algorithms to obtain approximate solutions is shown. Some regularity results about weak solutions are presented as well. Second, a numerical approach is proposed as a means to understand some properties of solutions to the DSW equation, when topographic effects are considered, and conditions for which the continuous and discontinuous Galerkin methods will succeed in approximating these weak solutions are established.
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
Maassen, Jesse; Lundstrom, Mark
2016-03-01
Understanding ballistic phonon transport effects in transient thermoreflectance experiments and explaining the observed deviations from classical theory remains a challenge. Diffusion equations are simple and computationally efficient but are widely believed to break down when the characteristic length scale is similar or less than the phonon mean-free-path. Building on our prior work, we demonstrate how well-known diffusion equations, namely, the hyperbolic heat equation and the Cattaneo equation, can be used to model ballistic phonon effects in frequency-dependent periodic steady-state thermal transport. Our analytical solutions are found to compare excellently to rigorous numerical results of the phonon Boltzmann transport equation. The correct physical boundary conditions can be different from those traditionally used and are paramount for accurately capturing ballistic effects. To illustrate the technique, we consider a simple model problem using two different, commonly used heating conditions. We demonstrate how this framework can easily handle detailed material properties, by considering the case of bulk silicon using a full phonon dispersion and mean-free-path distribution. This physically transparent approach provides clear insights into the nonequilibrium physics of quasi-ballistic phonon transport and its impact on thermal transport properties.
From quantum stochastic differential equations to Gisin-Percival state diffusion
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.
Institute of Scientific and Technical Information of China (English)
LIANG Hui; ZHAO Wei; DAI Dejun; ZHANG Jun
2014-01-01
Diapycnal mixing is important in oceanic circulation. An inverse method in which a semi-explicit scheme is applied to discretize the one-dimensional temperature diffusion equation is established to estimate the vertical temperature diffusion coefficient based on the observed temperature profiles. The sensitivity of the inverse model in the idealized and actual conditions is tested in detail. It can be found that this inverse model has high feasibility under multiple situations ensuring the stability of the inverse model, and can be considered as an efficient way to estimate the temperature diffusion coefficient in the weak current regions of the ocean. Here, the hydrographic profiles from Argo floats are used to estimate the temporal and spatial distribution of the vertical mixing in the north central Pacific based on this inverse method. It is further found that the vertical mixing in the upper ocean displays a distinct seasonal variation with the amplitude decreasing with depth, and the vertical mixing over rough topography is stronger than that over smooth topography. It is suggested that the high-resolution profiles from Argo floats and a more reasonable design of the inverse scheme will serve to understand mixing processes.
The determination of an unknown boundary condition in a fractional diffusion equation
Rundell, William
2013-07-01
In this article we consider an inverse boundary problem, in which the unknown boundary function ∂u/∂v = f(u) is to be determined from overposed data in a time-fractional diffusion equation. Based upon the free space fundamental solution, we derive a representation for the solution f as a nonlinear Volterra integral equation of second kind with a weakly singular kernel. Uniqueness and reconstructibility by iteration is an immediate result of a priori assumption on f and applying the fixed point theorem. Numerical examples are presented to illustrate the validity and effectiveness of the proposed method. © 2013 Copyright Taylor and Francis Group, LLC.
Lamb, George L
1995-01-01
INTRODUCTORY APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS. With Emphasis on Wave Propagation and Diffusion. This is the ideal text for students and professionals who have some familiarity with partial differential equations, and who now wish to consolidate and expand their knowledge. Unlike most other texts on this topic, it interweaves prior knowledge of mathematics and physics, especially heat conduction and wave motion, into a presentation that demonstrates their interdependence. The result is a superb teaching text that reinforces the reader's understanding of both mathematics and physic
The Transport Equation in Optically Thick Media: Discussion of IMC and its Diffusion Limit
Energy Technology Data Exchange (ETDEWEB)
Szoke, A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Brooks, E. D. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2016-07-12
We discuss the limits of validity of the Implicit Monte Carlo (IMC) method for the transport of thermally emitted radiation. The weakened coupling between the radiation and material energy of the IMC method causes defects in handling problems with strong transients. We introduce an approach to asymptotic analysis for the transport equation that emphasizes the fact that the radiation and material temperatures are always different in time-dependent problems, and we use it to show that IMC does not produce the correct diffusion limit. As this is a defect of IMC in the continuous equations, no improvement to its discretization can remedy it.
Existence of Young measure solutions of a class of singular diffusion equations
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
The first initial-boundary value problem of a class of singular diffusion equations with the flux sublinear growth and the potential without convexity is investigated. Such equations may be strongly degenerate, singular and forward-backward. Inspired by the idea in a recent work of Demoulini, we first discuss the regular case by introducing the Young measure solutions and prove the existence of such solutions. Consequently, we approximate the extreme case by the method of regularization. By means of some uniform estimates and some techniques, the existence of Young measure solutions with bounded variation is established.
Directory of Open Access Journals (Sweden)
Yanli Zhou
2013-01-01
Full Text Available Stochastic delay differential equations with jumps have a wide range of applications, particularly, in mathematical finance. Solution of the underlying initial value problems is important for the understanding and control of many phenomena and systems in the real world. In this paper, we construct a robust Taylor approximation scheme and then examine the convergence of the method in a weak sense. A convergence theorem for the scheme is established and proved. Our analysis and numerical examples show that the proposed scheme of high order is effective and efficient for Monte Carlo simulations for jump-diffusion stochastic delay differential equations.
Makarenkov, A. M.; Seregina, E. V.; Stepovich, M. A.
2017-05-01
Using the diffusion equation as an example, results of applying the projection Galerkin method for solving time-independent heat and mass transfer equations in a semi-infinite domain are presented. The convergence of the residual corresponding to the approximate solution of the timeindependent diffusion equation obtained by the projection method using the modified Laguerre functions is proved. Computational results for a two-dimensional toy problem are presented.
Improvement of nonlinear diffusion equation using relaxed geometric mean filter for low PSNR images
DEFF Research Database (Denmark)
Nadernejad, Ehsan
2013-01-01
A new method to improve the performance of low PSNR image denoising is presented. The proposed scheme estimates edge gradient from an image that is regularised with a relaxed geometric mean filter. The proposed method consists of two stages; the first stage consists of a second order nonlinear...... anisotropic diffusion equation with new neighboring structure and the second is a relaxed geometric mean filter, which processes the output of nonlinear anisotropic diffusion equation. The proposed algorithm enjoys the benefit of both nonlinear PDE and relaxed geometric mean filter. In addition, the algorithm...... will not introduce any artefacts, and preserves image details, sharp corners, curved structures and thin lines. Comparison of the results obtained by the proposed method, with those of other methods, shows that a noticeable improvement in the quality of the denoised images, that were evaluated subjectively...
Energy Technology Data Exchange (ETDEWEB)
Bailey, T.S.; Adams, M.L. [Texas A M Univ., Dept. of Nuclear Engineering, College Station, TX (United States); Yang, B.; Zika, M.R. [Lawrence Livermore National Lab., Livermore, CA (United States)
2005-07-01
We develop a piecewise linear (PWL) Galerkin finite element spatial discretization for the multi-dimensional radiation diffusion equation. It uses piecewise linear weight and basis functions in the finite element approximation, and it can be applied on arbitrary polygonal (2-dimensional) or polyhedral (3-dimensional) grids. We show that this new PWL method gives solutions comparable to those from Palmer's finite-volume method. However, since the PWL method produces a symmetric positive definite coefficient matrix, it should be substantially more computationally efficient than Palmer's method, which produces an asymmetric matrix. We conclude that the Galerkin PWL method is an attractive option for solving diffusion equations on unstructured grids. (authors)
Energy Technology Data Exchange (ETDEWEB)
Bailey, T S; Adams, M L; Yang, B; Zika, M R
2005-07-15
We develop a piecewise linear (PWL) Galerkin finite element spatial discretization for the multi-dimensional radiation diffusion equation. It uses piecewise linear weight and basis functions in the finite element approximation, and it can be applied on arbitrary polygonal (2D) or polyhedral (3D) grids. We show that this new PWL method gives solutions comparable to those from Palmer's finite-volume method. However, since the PWL method produces a symmetric positive definite coefficient matrix, it should be substantially more computationally efficient than Palmer's method, which produces an asymmetric matrix. We conclude that the Galerkin PWL method is an attractive option for solving diffusion equations on unstructured grids.
Using anisotropic diffusion equations in pixon domain for image de-noising
DEFF Research Database (Denmark)
Nadernejad, Ehsan; Forchhammer, Søren; Sharifzadeh, Sara
2013-01-01
Image enhancement is an essential phase in many image processing algorithms. In any image de-noising algorithm, it is a major concern to keep the interesting structures of the image. Such interesting structures in an image often correspond to the discontinuities in the image (edges). In this paper......, we propose a new algorithm for image de-noising using anisotropic diffusion equations in pixon domain. In this approach, diffusion equations are applied on the pixonal model of the image. The algorithm has been examined on a variety of standard images and the performance has been compared...... with algorithms known from the literature. The experimental results show that in comparison with the other existing methods, the proposed algorithm has a better performance in de-noising and preserving image edges....
Entropy methods for reaction-diffusion equations: slowly growing a-priori bounds
Desvillettes, Laurent
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.
Energy Technology Data Exchange (ETDEWEB)
Zanette, Rodrigo; Petersen, Caudio Zen [Univ. Federal de Pelotas, Capao do Leao (Brazil). Programa de Pos Graduacao em Modelagem Matematica; Schramm, Marcello [Univ. Federal de Pelotas (Brazil). Centro de Engenharias; Zabadal, Jorge Rodolfo [Univ. Federal do Rio Grande do Sul, Tramandai (Brazil)
2017-05-15
In this paper a solution for the one-dimensional steady state Multilayer Multigroup Neutron Diffusion Equation in cartesian geometry by Fictitious Borders Power Method and a perturbative analysis of this solution is presented. For each new iteration of the power method, the neutron flux is reconstructed by polynomial interpolation, so that it always remains in a standard form. However when the domain is long, an almost singular matrix arises in the interpolation process. To eliminate this singularity the domain segmented in R regions, called fictitious regions. The last step is to solve the neutron diffusion equation for each fictitious region in analytical form locally. The results are compared with results present in the literature. In order to analyze the sensitivity of the solution, a perturbation in the nuclear parameters is inserted to determine how a perturbation interferes in numerical results of the solution.
Application of diffusion-reaction equations to model carious lesion progress
Lewandowska, Katarzyna D.; Kosztołowicz, Tadeusz
2012-04-01
Nonlinear equations that describe the diffusion-reaction process with one static and one mobile substance are used to model a carious lesion process. The system under consideration consists of two initially separated substances A (an acid causing caries) and C (a static enamel mineral) which react chemically according to the formula A+C→0̸(inert). The so-called surface layer, which is formed in this process and in which chemical reactions can be neglected, is also included in this model. Changes in the substance concentrations are calculated approximately using the perturbation method. We show that the experimental data on the enamel mineral concentrations are well described by the analytical solutions of the diffusion-reaction equations.
Diffusion in fluctuating media: first passage time problem
Energy Technology Data Exchange (ETDEWEB)
Revelli, Jorge A.; Budde, Carlos E.; Wio, Horacio S
2002-12-30
We study the actual and important problem of Mean First Passage Time (MFPT) for diffusion in fluctuating media. We exploit van Kampen's technique of composite stochastic processes, obtaining analytical expressions for the MFPT for a general system, and focus on the two state case where the transitions between the states are modelled introducing both Markovian and non-Markovian processes. The comparison between the analytical and simulations results show an excellent agreement.
Cubic B-Spline Collocation Method for One-Dimensional Heat and Advection-Diffusion Equations
Joan Goh; Ahmad Abd. Majid; Ahmad Izani Md. Ismail
2012-01-01
Numerical solutions of one-dimensional heat and advection-diffusion equations are obtained by collocation method based on cubic B-spline. Usual finite difference scheme is used for time and space integrations. Cubic B-spline is applied as interpolation function. The stability analysis of the scheme is examined by the Von Neumann approach. The efficiency of the method is illustrated by some test problems. The numerical results are found to be in good agreement with the exact solution.
An analytic algorithm for the space-time fractional reaction-diffusion equation
Directory of Open Access Journals (Sweden)
M. G. Brikaa
2015-11-01
Full Text Available In this paper, we solve the space-time fractional reaction-diffusion equation by the fractional homotopy analysis method. Solutions of different examples of the reaction term will be computed and investigated. The approximation solutions of the studied models will be put in the form of convergent series to be easily computed and simulated. Comparison with the approximation solution of the classical case of the studied modeled with their approximation errors will also be studied.
Blowup Analysis for a Nonlocal Diffusion Equation with Reaction and Absorption
Directory of Open Access Journals (Sweden)
Yulan Wang
2012-01-01
Full Text Available We investigate a nonlocal reaction diffusion equation with absorption under Neumann boundary. We obtain optimal conditions on the exponents of the reaction and absorption terms for the existence of solutions blowing up in finite time, or for the global existence and boundedness of all solutions. For the blowup solutions, we also study the blowup rate estimates and the localization of blowup set. Moreover, we show some numerical experiments which illustrate our results.
Institute of Scientific and Technical Information of China (English)
王文洽
2003-01-01
A new discrete approximation to the convection term of the covection-diffusionequation was constructed in Saul' yev type difference scheme, then the alternating segmentCrank-Nicolson( ASC-N) method for solving the convection-diffusion equation with variablecoefficient was developed. The ASC-N method is unconditionally stable. Numericalexperiment shows that this method has the obvious property of parallelism and accuracy. Themethod can be used directly on parallel computers.
ASYMPTOTIC SOLUTION OF ACTIVATOR INHIBITOR SYSTEMS FOR NONLINEAR REACTION DIFFUSION EQUATIONS
Institute of Scientific and Technical Information of China (English)
Jiaqi MO; Wantao LIN
2008-01-01
A nonlinear reaction diffusion equations for activator inhibitor systems is considered. Under suitable conditions, firstly, the outer solution of the original problem is obtained, secondly, using the variables of multiple scales and the expanding theory of power series the formal asymptotic expansions of the solution are constructed, and finally, using the theory of differential inequalities the uniform validity and asymptotic behavior of the solution are studied.
Moving-boundary problems for the time-fractional diffusion equation
Directory of Open Access Journals (Sweden)
Sabrina D. Roscani
2017-02-01
Full Text Available We consider a one-dimensional moving-boundary problem for the time-fractional diffusion equation. The time-fractional derivative of order $\\alpha\\in (0,1$ is taken in the sense of Caputo. We study the asymptotic behaivor, as t tends to infinity, of a general solution by using a fractional weak maximum principle. Also, we give some particular exact solutions in terms of Wright functions.
Institute of Scientific and Technical Information of China (English)
Zhongping LI; Wanjuan DU; Chunlai MU
2013-01-01
In this paper,we first find finite travelling-wave solutions,and then investigate the short time development of interfaces for non-Newtonian diffusion equations with strong absorption.We show that the initial behavior of the interface depends on the concentration of the mass of u(x,0) near x =0.More precisely,we find a critical value of the concentration,which separates the heating front of interfaces from the cooling front of them.
Institute of Scientific and Technical Information of China (English)
Ningning YAN; Zhaojie ZHOU
2008-01-01
In this paper,we study a posteriori error estimates of the edge stabilization Galerkin method for the constrained optimal control problem governed by convection-dominated diffusion equations.The residual-type a posteriori error estimators yield both upper and lower bounds for control u measured in L2-norm and for state y and costate p measured in energy norm.Two numerical examples are presented to illustrate the effectiveness of the error estimators provided in this paper.
Equation of Diffusion of a Composite Mixture into a Composite Medium
Kravchuk, A. S.; Kravchuk, A. I.; Popova, T. S.
2016-07-01
The equation of diffusion of a composite mixture into a composite medium has been obtained for the first time. The assumption used is that the macropoint of the medium, i.e., an elementary macrovolume, in which the statistical parameters of distribution of inhomogeneities coincide with the corresponding values assigned for the medium as a whole, is small compared to the geometric dimensions of the volume considered. The ″Reuss-Voigt fork″ has been obtained for determining the limits of the change in the diffusion coefficient. Thereafter the fork is narrowed to the ″Kravchuk-Tarasyuk fork.″ Effective diffusion coefficients are obtained as an arithmetic mean value of the Kravchuk-Tarasyuk fork. The found averaged physical parameters can be used in solving specific physical problems for inhomogeneous media.
Accelerated molecular dynamics and equation-free methods for simulating diffusion in solids.
Energy Technology Data Exchange (ETDEWEB)
Deng, Jie; Zimmerman, Jonathan A.; Thompson, Aidan Patrick; Brown, William Michael (Oak Ridge National Laboratories, Oak Ridge, TN); Plimpton, Steven James; Zhou, Xiao Wang; Wagner, Gregory John; Erickson, Lindsay Crowl
2011-09-01
Many of the most important and hardest-to-solve problems related to the synthesis, performance, and aging of materials involve diffusion through the material or along surfaces and interfaces. These diffusion processes are driven by motions at the atomic scale, but traditional atomistic simulation methods such as molecular dynamics are limited to very short timescales on the order of the atomic vibration period (less than a picosecond), while macroscale diffusion takes place over timescales many orders of magnitude larger. We have completed an LDRD project with the goal of developing and implementing new simulation tools to overcome this timescale problem. In particular, we have focused on two main classes of methods: accelerated molecular dynamics methods that seek to extend the timescale attainable in atomistic simulations, and so-called 'equation-free' methods that combine a fine scale atomistic description of a system with a slower, coarse scale description in order to project the system forward over long times.
Saxena, R. K.; Mathai, A. M.; Haubold, H. J.
2015-10-01
This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the generalized fractional time-derivative defined by Hilfer (2000), the space derivative of second order by the Riesz-Feller fractional derivative and adding the function ϕ (x, t) which is a nonlinear function governing reaction. The solution is derived by the application of the Laplace and Fourier transforms in a compact and closed form in terms of the H-function. The main result obtained in this paper provides an elegant extension of the fundamental solution for the space-time fractional diffusion equation obtained earlier by Mainardi et al. (2001, 2005) and a result very recently given by Tomovski et al. (2011). Computational representation of the fundamental solution is also obtained explicitly. Fractional order moments of the distribution are deduced. At the end, mild extensions of the derived results associated with a finite number of Riesz-Feller space fractional derivatives are also discussed.
Travelling Waves for a Density Dependent Diffusion Nagumo Equation over the Real Line
Institute of Scientific and Technical Information of China (English)
Robert A. Van Gorder
2012-01-01
We consider the density dependent diffusion Nagumo equation, where the diffusion coefficient is a simple power function. This equation is used in modelling electrical pulse propagation in nerve axons and in population genetics （amongst other areas）. In the present paper, the δ-expansion method is applied to a travelling wave reduction of the problem, so that we may obtain globally valid perturbation solutions （in the sense that the perturbation solutions are valid over the entire infinite domain, not just locally; hence the results are a generalization of the local solutions considered recently in the literature）. The resulting boundary value problem is solved on the real line subject to conditions at z →±∞. Whenever a perturbative method is applied, it is important to discuss the accuracy and convergence properties of the resulting perturbation expansions. We compare our results with those of two different numerical methods （designed for initial and boundary value problems, respectively） and deduce that the perturbation expansions agree with the numerical results after a reasonable number of iterations. Finally, we are able to discuss the influence of the wave speed c and the asymptotic concentration value α on the obtained solutions. Upon recasting the density dependent diffusion Nagumo equation as a two-dimensional dynamical system, we are also able to discuss the influence of the nonlinear density dependence （which is governed by a power-law parameter m） on oscillations of the travelling wave solutions.
Sierakowski, Adam J.; Lukassen, Laura J.
2016-11-01
In the shear flow of non-Brownian particles, we describe the long-time diffusive processes stochastically using a Fokker-Planck equation. Previous work has indicated that a Fokker-Planck equation coupling the probability densities of position and velocity spaces may be appropriate for describing this phenomenon. The stochastic description, integrated over velocity space to obtain a reduced position-space Fokker-Planck equation, contains unknown space diffusion coefficients. In this work, we use the Physalis method for simulating disperse particle flows to verify the colored-noise velocity space model (an Ornstein-Uhlenbeck process) by comparing the simulated long-time diffusion rate with the diffusion rate proposed by the theory. We then use the simulated data to calculate the unknown space diffusion coefficients that appear in the reduced position-space Fokker-Planck equation and summarize the results. This study was partially supported by US NSF Grant CBET1335965.
Directory of Open Access Journals (Sweden)
Kanittha Yimnak
2014-01-01
Full Text Available The meshless local Pretrov-Galerkin method (MLPG with the test function in view of the Heaviside step function is introduced to solve the system of coupled nonlinear reaction-diffusion equations in two-dimensional spaces subjected to Dirichlet and Neumann boundary conditions on a square domain. Two-field velocities are approximated by moving Kriging (MK interpolation method for constructing nodal shape function which holds the Kronecker delta property, thereby enhancing the arrangement nodal shape construction accuracy, while the Crank-Nicolson method is chosen for temporal discretization. The nonlinear terms are treated iteratively within each time step. The developed formulation is verified in two numerical examples with investigating the convergence and the accuracy of numerical results. The numerical experiments revealing the solutions by the developed formulation are stable and more precise.
Luchko, Yuri; Mainardi, Francesco
2013-06-01
In this paper, the one-dimensional time-fractional diffusion-wave equation with the Caputo fractional derivative of order α, 1 ≤ α ≤ 2 and with constant coefficients is revisited. It is known that the diffusion and the wave equations behave quite differently regarding their response to a localized disturbance. Whereas the diffusion equation describes a process where a disturbance spreads infinitely fast, the propagation speed of the disturbance is a constant for the wave equation. We show that the time-fractional diffusion-wave equation interpolates between these two different responses and investigate the behavior of its fundamental solution for the signalling problem in detail. In particular, the maximum location, the maximum value, and the propagation velocity of the maximum point of the fundamental solution for the signalling problem are described analytically and calculated numerically.
Energy Technology Data Exchange (ETDEWEB)
Potemki, Valeri G. [Moscow State Engineering Physics Institute (Technical University), Moscow (Russian Federation). Dept. of Automatics and Electronics; Borisevich, Valentine D.; Yupatov, Sergei V. [Moscow State Enineering Physics Institute (Technical University), Moscow (Russian Federation). Dept. of Technical Physics
1996-12-31
This paper describes the the next evolution step in development of the direct method for solving systems of Nonlinear Algebraic Equations (SNAE). These equations arise from the finite difference approximation of original nonlinear partial differential equations (PDE). This method has been extended on the SNAE with three variables. The solving SNAE bases on Reiterating General Singular Value Decomposition of rectangular matrix pencils (RGSVD-algorithm). In contrast to the computer algebra algorithm in integer arithmetic based on the reduction to the Groebner`s basis that algorithm is working in floating point arithmetic and realizes the reduction to the Kronecker`s form. The possibilities of the method are illustrated on the example of solving the one-dimensional diffusion equation for 3-component model isotope mixture in a ga centrifuge. The implicit scheme for the finite difference equations without simplifying the nonlinear properties of the original equations is realized. The technique offered provides convergence to the solution for the single run. The Toolbox SNAE is developed in the framework of the high performance numeric computation and visualization software MATLAB. It includes more than 30 modules in MATLAB language for solving SNAE with two and three variables. (author) 7 refs., 10 figs.
On the master equation approach to diffusive grain-surface chemistry: the H, O, CO system
Stantcheva, T; Herbst, E
2002-01-01
We have used the master equation approach to study a moderately complex network of diffusive reactions occurring on the surfaces of interstellar dust particles. This network is meant to apply to dense clouds in which a large portion of the gas-phase carbon has already been converted to carbon monoxide. Hydrogen atoms, oxygen atoms, and CO molecules are allowed to accrete onto dust particles and their chemistry is followed. The stable molecules produced are oxygen, hydrogen, water, carbon dioxide (CO2), formaldehyde (H2CO), and methanol (CH3OH). The surface abundances calculated via the master equation approach are in good agreement with those obtained via a Monte Carlo method but can differ considerably from those obtained with standard rate equations.
A Two-grid Method with Expanded Mixed Element for Nonlinear Reaction-diffusion Equations
Institute of Scientific and Technical Information of China (English)
Wei Liu; Hong-xing Rui; Hui Guo
2011-01-01
Expanded mixed finite element approximation of nonlinear reaction-diffusion equations is discussed. The equations considered here are used to model the hydrologic and bio-geochemical phenomena. To linearize the mixed-method equations, we use a two-grid method involving a small nonlinear system on a coarse gird of size H and a linear system on a fine grid of size h. Error estimates are derived which demonstrate that the error is O(△t + hk+1 + H2k+2-d/2) (k ≥ 1), where k is the degree of the approximating space for the primary variable and d is the spatial dimension. The above estimates are useful for determining an appropriate H for the coarse grid problems.
Saxena, R K; Haubold, H J
2011-01-01
The object of this paper is to present a computable solution of a fractional partial differential equation associated with a Riemann-Liouville derivative of fractional order as the time-derivative and Riesz-Feller fractional derivative as the space derivative. The method followed in deriving the solution is that of joint Laplace and Fourier transforms. The solution is derived in a closed and computable form in terms of the H-function. It provides an elegant extension of the results given earlier by Debnath, Chen et al., Haubold et al., Mainardi et al., Saxena et al., and Pagnini et al. The results obtained are presented in the form of four theorems. Some results associated with fractional Schroeodinger equation and fractional diffusion-wave equation are also derived as special cases of the findings.
A Priori Estimates for Fractional Nonlinear Degenerate Diffusion Equations on Bounded Domains
Bonforte, Matteo; Vázquez, Juan Luis
2015-10-01
We investigate quantitative properties of the nonnegative solutions to the nonlinear fractional diffusion equation, , posed in a bounded domain, , with m > 1 for t > 0. As we use one of the most common definitions of the fractional Laplacian , 0 zero Dirichlet boundary conditions. We consider a general class of very weak solutions of the equation, and obtain a priori estimates in the form of smoothing effects, absolute upper bounds, lower bounds, and Harnack inequalities. We also investigate the boundary behaviour and we obtain sharp estimates from above and below. In addition, we obtain similar estimates for fractional semilinear elliptic equations. Either the standard Laplacian case s = 1 or the linear case m = 1 are recovered as limits. The method is quite general, suitable to be applied to a number of similar problems.
Higher-order Solution of Stochastic Diffusion equation with Nonlinear Losses Using WHEP technique
El-Beltagy, Mohamed A.
2014-01-06
Using Wiener-Hermite expansion with perturbation (WHEP) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. The Wiener-Hermite expansion is the only known expansion that handles the white/colored noise exactly. The main statistics, such as the mean, covariance, and higher order statistical moments, can be calculated by simple formulae involving only the deterministic Wiener-Hermite coefficients. In this poster, the WHEP technique is used to solve the 2D diffusion equation with nonlinear losses and excited with white noise. The solution will be obtained numerically and will be validated and compared with the analytical solution that can be obtained from any symbolic mathematics package such as Mathematica.
Hellander, Andreas; Lawson, Michael J.; Drawert, Brian; Petzold, Linda
2014-06-01
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent properties of exact kinetic-Monte Carlo simulation methods limit the efficiency of parallel implementations. Several approximate and hybrid methods have appeared that enable more efficient simulation of the RDME. A common feature to most of them is that they rely on splitting the system into its reaction and diffusion parts and updating them sequentially over a discrete timestep. This use of operator splitting enables more efficient simulation but it comes at the price of a temporal discretization error that depends on the size of the timestep. So far, existing methods have not attempted to estimate or control this error in a systematic manner. This makes the solvers hard to use for practitioners since they must guess an appropriate timestep. It also makes the solvers potentially less efficient than if the timesteps were adapted to control the error. Here, we derive estimates of the local error and propose a strategy to adaptively select the timestep when the RDME is simulated via a first order operator splitting. While the strategy is general and applicable to a wide range of approximate and hybrid methods, we exemplify it here by extending a previously published approximate method, the diffusive finite-state projection (DFSP) method, to incorporate temporal adaptivity.
Hellander, Andreas; Lawson, Michael J; Drawert, Brian; Petzold, Linda
2015-01-01
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent properties of exact kinetic-Monte Carlo simulation methods limit the efficiency of parallel implementations. Several approximate and hybrid methods have appeared that enable more efficient simulation of the RDME. A common feature to most of them is that they rely on splitting the system into its reaction and diffusion parts and updating them sequentially over a discrete timestep. This use of operator splitting enables more efficient simulation but it comes at the price of a temporal discretization error that depends on the size of the timestep. So far, existing methods have not attempted to estimate or control this error in a systematic manner. This makes the solvers hard to use for practitioners since they must guess an appropriate timestep. It also makes the solvers potentially less efficient than if the timesteps are adapted to control the error. Here, we derive estimates of the local error and propose a strategy to adaptively select the timestep when the RDME is simulated via a first order operator splitting. While the strategy is general and applicable to a wide range of approximate and hybrid methods, we exemplify it here by extending a previously published approximate method, the Diffusive Finite-State Projection (DFSP) method, to incorporate temporal adaptivity. PMID:26865735
Hybrid simplified spherical harmonics with diffusion equation for light propagation in tissues
Chen, Xueli; Sun, Fangfang; Yang, Defu; Ren, Shenghan; Zhang, Qian; Liang, Jimin
2015-08-01
Aiming at the limitations of the simplified spherical harmonics approximation (SPN) and diffusion equation (DE) in describing the light propagation in tissues, a hybrid simplified spherical harmonics with diffusion equation (HSDE) based diffuse light transport model is proposed. In the HSDE model, the living body is first segmented into several major organs, and then the organs are divided into high scattering tissues and other tissues. DE and SPN are employed to describe the light propagation in these two kinds of tissues respectively, which are finally coupled using the established boundary coupling condition. The HSDE model makes full use of the advantages of SPN and DE, and abandons their disadvantages, so that it can provide a perfect balance between accuracy and computation time. Using the finite element method, the HSDE is solved for light flux density map on body surface. The accuracy and efficiency of the HSDE are validated with both regular geometries and digital mouse model based simulations. Corresponding results reveal that a comparable accuracy and much less computation time are achieved compared with the SPN model as well as a much better accuracy compared with the DE one.
Simulation of a fast diffuse optical tomography system based on radiative transfer equation
Motevalli, S. M.; Payani, A.
2016-12-01
Studies show that near-infrared (NIR) light (light with wavelength between 700nm and 1300nm) undergoes two interactions, absorption and scattering, when it penetrates a tissue. Since scattering is the predominant interaction, the calculation of light distribution in the tissue and the image reconstruction of absorption and scattering coefficients are very complicated. Some analytical and numerical methods, such as radiative transport equation and Monte Carlo method, have been used for the simulation of light penetration in tissue. Recently, some investigators in the world have tried to develop a diffuse optical tomography system. In these systems, NIR light penetrates the tissue and passes through the tissue. Then, light exiting the tissue is measured by NIR detectors placed around the tissue. These data are collected from all the detectors and transferred to the computational parts (including hardware and software), which make a cross-sectional image of the tissue after performing some computational processes. In this paper, the results of the simulation of an optical diffuse tomography system are presented. This simulation involves two stages: a) Simulation of the forward problem (or light penetration in the tissue), which is performed by solving the diffusion approximation equation in the stationary state using FEM. b) Simulation of the inverse problem (or image reconstruction), which is performed by the optimization algorithm called Broyden quasi-Newton. This method of image reconstruction is faster compared to the other Newton-based optimization algorithms, such as the Levenberg-Marquardt one.
Collins, Kimberlee C.; Maznev, Alexei A.; Tian, Zhiting; Esfarjani, Keivan; Nelson, Keith A.; Chen, Gang
2013-09-01
The relaxation of an one-dimensional transient thermal grating (TTG) in a medium with phonon-mediated thermal transport is analyzed within the framework of the Boltzmann transport equation (BTE), with the goal of extracting phonon mean free path (MFP) information from TTG measurements of non-diffusive phonon transport. Both gray-medium (constant MFP) and spectrally dependent MFP models are considered. In the gray-medium approximation, an analytical solution is derived. For large TTG periods compared to the MFP, the model yields an exponential decay of grating amplitude with time in agreement with Fourier's heat diffusion equation, and at shorter periods, phonon transport transitions to the ballistic regime, with the decay becoming strongly non-exponential. Spectral solutions are obtained for Si and PbSe at 300 K using phonon dispersion and lifetime data from density functional theory calculations. The spectral decay behaviors are compared to several approximate models: a single MFP solution, a frequency-integrated gray-medium model, and a "two-fluid" BTE solution. We investigate the utility of using the approximate models for the reconstruction of phonon MFP distributions from non-diffusive TTG measurements.
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.
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.
Korneev, V. G.
2016-11-01
Efficiency of the error control of numerical solutions of partial differential equations entirely depends on the two factors: accuracy of an a posteriori error majorant and the computational cost of its evaluation for some test function/vector-function plus the cost of the latter. In the paper consistency of an a posteriori bound implies that it is the same in the order with the respective unimprovable a priori bound. Therefore, it is the basic characteristic related to the first factor. The paper is dedicated to the elliptic diffusion-reaction equations. We present a guaranteed robust a posteriori error majorant effective at any nonnegative constant reaction coefficient (r.c.). For a wide range of finite element solutions on a quasiuniform meshes the majorant is consistent. For big values of r.c. the majorant coincides with the majorant of Aubin (1972), which, as it is known, for relatively small r.c. (< ch -2 ) is inconsistent and looses its sense at r.c. approaching zero. Our majorant improves also some other majorants derived for the Poisson and reaction-diffusion equations.
Generalized Master Equations Leading to Completely Positive Dynamics
Vacchini, Bassano
2016-12-01
We provide a general construction of quantum generalized master equations with a memory kernel leading to well-defined, that is, completely positive and trace-preserving, time evolutions. The approach builds on an operator generalization of memory kernels appearing in the description of non-Markovian classical processes and puts into evidence the nonuniqueness of the relationship arising due to the typical quantum issue of operator ordering. The approach provides a physical interpretation of the structure of the kernels, and its connection with the classical viewpoint allows for a trajectory description of the dynamics. Previous apparently unrelated results are now connected in a unified framework, which further allows us to phenomenologically construct a large class of non-Markovian evolutions taking as the starting point collections of time-dependent maps and instantaneous transformations describing the microscopic interaction dynamics.
Indian Academy of Sciences (India)
BHARDWAJ S B; SINGH RAM MEHAR; SHARMA KUSHAL; MISHRA S C
2016-06-01
Attempts have been made to explore the exact periodic and solitary wave solutions of nonlinear reaction diffusion (RD) equation involving cubic–quintic nonlinearity along with timedependent convection coefficients. Effect of varying model coefficients on the physical parameters of solitary wave solutions is demonstrated. Depending upon the parametric condition, the periodic,double-kink, bell and antikink-type solutions for cubic–quintic nonlinear reaction-diffusion equation are extracted. Such solutions can be used to explain various biological and physical phenomena.
Analytical solutions of a fractional diffusion-advection equation for solar cosmic-ray transport
Energy Technology Data Exchange (ETDEWEB)
Litvinenko, Yuri E.; Effenberger, Frederic, E-mail: yuril@waikato.ac.nz [Department of Mathematics, University of Waikato, P.B. 3105 Hamilton (New Zealand)
2014-12-01
Motivated by recent applications of superdiffusive transport models to shock-accelerated particle distributions in the heliosphere, we analytically solve a one-dimensional fractional diffusion-advection equation for the particle density. We derive an exact Fourier transform solution, simplify it in a weak diffusion approximation, and compare the new solution with previously available analytical results and with a semi-numerical solution based on a Fourier series expansion. We apply the results to the problem of describing the transport of energetic particles, accelerated at a traveling heliospheric shock. Our analysis shows that significant errors may result from assuming an infinite initial distance between the shock and the observer. We argue that the shock travel time should be a parameter of a realistic superdiffusive transport model.
Diffusive Mixing of Stable States in the Ginzburg-Landau Equation
Gallay, T; Gallay, Thierry; Mielke, Alexander
1998-01-01
For the time-dependent Ginzburg-Landau equation on the real line, we construct solutions which converge, as $x \\to \\pm\\infty$, to periodic stationary states with different wave-numbers $\\eta_\\pm$. These solutions are stable with respect to small perturbations, and approach as $t \\to +\\infty$ a universal diffusive profile depending only on the values of $\\eta_\\pm$. This extends a previous result of Bricmont and Kupiainen by removing the assumption that $\\eta_\\pm$ should be close to zero. The existence of the diffusive profile is obtained as an application of the theory of monotone operators, and the long-time behavior of our solutions is controlled by rewriting the system in scaling variables and using energy estimates involving an exponentially growing damping term.