Nonlinear Fokker-Planck Equations Fundamentals and Applications
Frank, Till Daniel
2005-01-01
Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fundamental properties of transient and stationary solutions, emphasizing the stability analysis of stationary solutions by means of self-consistency equations, linear stability analysis, and Lyapunov's direct method. Also treated are Langevin equations and correlation functions. Nonlinear Fokker-Planck Equations addresses various phenomena such as phase transitions, multistability of systems, synchronization, anomalous diffusion, cut-off solutions, travelling-wave solutions and the emergence of power law solutions. A nonlinear Fokker-Planck perspective to quantum statistics, generalized thermodynamics, and linear nonequilibrium thermodynamics is given. Theoretical concepts are illustrated where possible by simple examples. The book also reviews several applications in the fields of condensed matter physics, the physics of porous media and liquid crystals, accelerator physics, neurophysics, social sciences, popul...
Numerical method for the nonlinear Fokker-Planck equation
International Nuclear Information System (INIS)
Zhang, D.S.; Wei, G.W.; Kouri, D.J.; Hoffman, D.K.
1997-01-01
A practical method based on distributed approximating functionals (DAFs) is proposed for numerically solving a general class of nonlinear time-dependent Fokker-Planck equations. The method relies on a numerical scheme that couples the usual path-integral concept to the DAF idea. The high accuracy and reliability of the method are illustrated by applying it to an exactly solvable nonlinear Fokker-Planck equation, and the method is compared with the accurate K-point Stirling interpolation formula finite-difference method. The approach is also used successfully to solve a nonlinear self-consistent dynamic mean-field problem for which both the cumulant expansion and scaling theory have been found by Drozdov and Morillo [Phys. Rev. E 54, 931 (1996)] to be inadequate to describe the occurrence of a long-lived transient bimodality. The standard interpretation of the transient bimodality in terms of the flat region in the kinetic potential fails for the present case. An alternative analysis based on the effective potential of the Schroedinger-like Fokker-Planck equation is suggested. Our analysis of the transient bimodality is strongly supported by two examples that are numerically much more challenging than other examples that have been previously reported for this problem. copyright 1997 The American Physical Society
One-Dimensional Fokker-Planck Equation with Quadratically Nonlinear Quasilocal Drift
Shapovalov, A. V.
2018-04-01
The Fokker-Planck equation in one-dimensional spacetime with quadratically nonlinear nonlocal drift in the quasilocal approximation is reduced with the help of scaling of the coordinates and time to a partial differential equation with a third derivative in the spatial variable. Determining equations for the symmetries of the reduced equation are derived and the Lie symmetries are found. A group invariant solution having the form of a traveling wave is found. Within the framework of Adomian's iterative method, the first iterations of an approximate solution of the Cauchy problem are obtained. Two illustrative examples of exact solutions are found.
Marin, D.; Ribeiro, M. A.; Ribeiro, H. V.; Lenzi, E. K.
2018-07-01
We investigate the solutions for a set of coupled nonlinear Fokker-Planck equations coupled by the diffusion coefficient in presence of external forces. The coupling by the diffusion coefficient implies that the diffusion of each species is influenced by the other and vice versa due to this term, which represents an interaction among them. The solutions for the stationary case are given in terms of the Tsallis distributions, when arbitrary external forces are considered. We also use the Tsallis distributions to obtain a time dependent solution for a linear external force. The results obtained from this analysis show a rich class of behavior related to anomalous diffusion, which can be characterized by compact or long-tailed distributions.
An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations
Festa, Adriano; Gomes, Diogo A.; Machado Velho, Roberto
2017-01-01
Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.
An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations
Festa, Adriano
2017-03-22
Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.
Plastino, A. R.; Curado, E. M. F.; Nobre, F. D.; Tsallis, C.
2018-02-01
Nonlinear Fokker-Planck equations endowed with power-law diffusion terms have proven to be valuable tools for the study of diverse complex systems in physics, biology, and other fields. The nonlinearity appearing in these evolution equations can be interpreted as providing an effective description of a system of particles interacting via short-range forces while performing overdamped motion under the effect of an external confining potential. This point of view has been recently applied to the study of thermodynamical features of interacting vortices in type II superconductors. In the present work we explore an embedding of the nonlinear Fokker-Planck equation within a Vlasov equation, thus incorporating inertial effects to the concomitant particle dynamics. Exact time-dependent solutions of the q -Gaussian form (with compact support) are obtained for the Vlasov equation in the case of quadratic confining potentials.
International Nuclear Information System (INIS)
Dekker, H.
1978-01-01
The lagrangian for the action occurring in the path integral solution of the nonlinear Fokker-Planck equation with constant diffusion function is derived by means of a straightforward Fourier series analysis. In this manner the path between the prepoint and the postpoint in the short time propagator is not restricted a priori to the usually considered straight line. Earlier results by Graham, Stratonovich, Horsthemke and Back, and the author's are recovered and thus put on much safer ground. (Auth.)
Maximum Path Information and Fokker Planck Equation
Li, Wei; Wang A., Q.; LeMehaute, A.
2008-04-01
We present a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang [Chaos, Solitons & Fractals 23 (2005) 1253] for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q (the index of Tsallis entropy [J. Stat. Phys. 52 (1988) 479] and the time t.
Stochastic reliability analysis using Fokker Planck equations
International Nuclear Information System (INIS)
Hari Prasad, M.; Rami Reddy, G.; Srividya, A.; Verma, A.K.
2011-01-01
The Fokker-Planck equation describes the time evolution of the probability density function of the velocity of a particle, and can be generalized to other observables as well. It is also known as the Kolmogorov forward equation (diffusion). Hence, for any process, which evolves with time, the probability density function as a function of time can be represented with Fokker-Planck equation. In stochastic reliability analysis one is more interested in finding out the reliability or failure probability of the components or structures as a function of time rather than instantaneous failure probabilities. In this analysis the variables are represented with random processes instead of random variables. A random processes can be either stationary or non stationary. If the random process is stationary then the failure probability doesn't change with time where as in the case of non stationary processes the failure probability changes with time. In the present paper Fokker Planck equations have been used to find out the probability density function of the non stationary random processes. In this paper a flow chart has been provided which describes step by step process for carrying out stochastic reliability analysis using Fokker-Planck equations. As a first step one has to identify the failure function as a function of random processes. Then one has to solve the Fokker-Planck equation for each random process. In this paper the Fokker-Planck equation has been solved by using Finite difference method. As a result one gets the probability density values of the random process in the sample space as well as time space. Later at each time step appropriate probability distribution has to be identified based on the available probability density values. For checking the better fitness of the data Kolmogorov-Smirnov Goodness of fit test has been performed. In this way one can find out the distribution of the random process at each time step. Once one has the probability distribution
International Nuclear Information System (INIS)
Fronteau, J.; Combis, P.
1984-08-01
A Lagrangian method is introduced for the integration of non-linear Fokker-Planck equations. Examples of exact solutions obtained in this way are given, and also the explicit scheme used for the computation of numerical solutions. The method is, in addition, shown to be of a Lie-admissible type
Fokker-Planck equation in mirror research
International Nuclear Information System (INIS)
Post, R.F.
1983-01-01
Open confinement systems based on the magnetic mirror principle depend on the maintenance of particle distributions that may deviate substantially from Maxwellian distributions. Mirror research has therefore from the beginning relied on theoretical predictions of non-equilibrium rate processes obtained from solutions to the Fokker-Planck equation. The F-P equation plays three roles: Design of experiments, creation of classical standards against which to compare experiment, and predictions concerning mirror based fusion power systems. Analytical and computational approaches to solving the F-P equation for mirror systems will be reviewed, together with results and examples that apply to specific mirror systems, such as the tandem mirror
International Nuclear Information System (INIS)
Shkarofsky, I.P.
1997-01-01
The relativistic Fokker-Planck collision term in Braams and Karney [Phys. Fluids B 1, 1355 (1989)] is expanded using Cartesian tensors (equivalent to associated Legendre spherical harmonics) retaining all non-linear terms and an arbitrary zeroth order distribution background. Expressions are given for collision terms between all harmonics and the background distribution in terms of the j and y functions in Braams and Karney. The results reduce to Braams and Karney for the first order harmonic term with a Maxwellian background and to those given by Shkarofsky [Can. J. Phys. 41, 1753 (1963)] in the non-relativistic limit. Expressions for the energy and momentum transfer associated with relativistic Coulomb collisions are given. The fast two dimensional Fokker-Planck solver in Shoucri and Shkarofsky [Comput. Phys. Commun. 82, 287 (1994)] has been extended to include the second order harmonic term. copyright 1997 American Institute of Physics
Integral solution for the spherically symmetric Fokker-Planck equation
International Nuclear Information System (INIS)
Donoso, J.M.; Soler, M.
1993-01-01
We propose an integral method to deal with the spherically symmetric non-linear Fokker-Planck equation appearing in plasma physics. A probability transition expression is obtained, which takes into account the proper domain for the radial velocity component. The analytical and computational results are new, and the time evolution is completely satisfactory. The main achievement of the method is conservation of both the initial norm and energy for unlimited times, which has not been attained in the differential approach to the problem. (orig.)
Linear analysis of the momentum cooling Fokker-Planck equation
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Rosenzweig, J.B.
1989-01-01
In order to optimize the extraction scheme used to take antiprotons out of the accumulator, it is necessary to understand the basic processes involved. At present, six antiproton bunches per Tevatron store are removed sequentially by RF unstacking from the accumulator. The phase space dynamics of this process, with its accompanying phase displacement deceleration and phase space dilution of portions of the stack, can be modelled by numerical solution of the longitudinal equations of motion for a large number of particles. We have employed the tracking code ESME for this purpose. In between RF extractions, however, the stochastic cooling system is turned on for a short time, and we must take into account the effect of momentum stochastic cooling on the antiproton energy spectrum. This process is described by the Fokker-Planck equation, which models the evolution of the antiproton stack energy distribution by accounting for the cooling through an applied coherent drag force and the competing heating of the stack due to diffusion, which can arise from intra-beam scattering, amplifier noise and coherent (Schottky) effects. In this note we examine the aspects of the Fokker-Planck in the regime where the nonlinear terms due to Schottky effects are small. This discussion ultimately leads to solution of the equation in terms of an orthonormal set of functions which are closely related to the quantum simple-harmonic oscillator wave-functions. 5 refs
Generalized Fokker-Planck equations for coloured, multiplicative Gaussian noise
International Nuclear Information System (INIS)
Cetto, A.M.; Pena, L. de la; Velasco, R.M.
1984-01-01
With the help of Novikov's theorem, it is possible to derive a master equation for a coloured, multiplicative, Gaussian random process; the coefficients of this master equation satisfy a complicated auxiliary integro-differential equation. For small values of the Kubo number, the master equation reduces to an approximate generalized Fokker-Planck equation. The diffusion coefficient is explicitly written in terms of correlation functions. Finally, a straightforward and elementary second order perturbative treatment is proposed to derive the same approximate Fokker-Planck equation. (author)
Fokker-Planck equation resolution for N variables. Application examples
International Nuclear Information System (INIS)
Munoz, A.; Garcia-Olivares, A.
1994-01-01
A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic Fokker-Plank equations in one or several dimensions by using the Chapman- Kolmogorov integral. This method calculates the probability distribution at a time t + dt from a distribution given at time t through a convolution integral in which the integration is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases. (Author) 9 refs
Chaotic universe dynamics using a Fokker-Planck equation
International Nuclear Information System (INIS)
Coule, D.H.; Olynyk, K.O.
1987-07-01
A Fokker-Planck equation that accounts for fluctuations in field and its conjugate momentum is solved numerically for the case of a λ phi 4 potential. Although the amount of inflation agrees closely with that expected classically, in certain cases (large initial fields or large dispersions),the ''slow rolling'' approximation appears invalid. In such cases inflation would stop prematurely before possibly restarting. 18 refs., 2 figs
Derivation of a Fokker-Planck equation for bunched beams
International Nuclear Information System (INIS)
Ruggiero, A.G.
1993-01-01
This report investigates the derivation of the Fokker-Planck equation which is commonly used to evaluate the evolution with time of an ensemble of particles under the effect of external rf forces, cooling and forces of stochastic nature like intrabeam scattering. The conventional approach based on the classical work by Chandrasekhar is first exposed, where the phase delay and the momentum error of the particle are used. The method is then extended to the case the distribution function is expressed in terms of the amplitude of motion instead of the original rectilinear variables. The new Fokker-Planck equation is obtained with an averaging process over the phase distribution instead of the time-averaging as it was usually performed earlier, to avoid the appearance of a singularity behavior. The solution of the Fokker-Planck equation is chosen in the proper form which makes easier the evaluation of the beam lifetime in the presence of the separatrix of the rf buckets. Finally the numerical applications apply the Relativistic Heavy Ion Collider (RHIC)
Computing generalized Langevin equations and generalized Fokker-Planck equations.
Darve, Eric; Solomon, Jose; Kia, Amirali
2009-07-07
The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.
Energy Technology Data Exchange (ETDEWEB)
Schulze-Halberg, Axel [Escuela Superior de Fisica y Matematicas, IPN, Unidad Profesional Adolfo Lopez Mateos, Col. San Pedro Zacatenco, Edificio 9, 07738 Mexico D.F. (Mexico)], E-mail: xbataxel@gmail.com; Rivas, Jesus Morales [Universidad Autonoma Metropolitana - Azcapotzalco, CBI - Area de Fisica Atomica Molecular Aplicada, Av. San Pablo 180, Reynosa Azcapotzalco, 02200 Mexico D.F. (Mexico)], E-mail: jmr@correo.azc.uam.mx; Pena Gil, Jose Juan [Universidad Autonoma Metropolitana - Azcapotzalco, CBI - Area de Fisica Atomica Molecular Aplicada, Av. San Pablo 180, Reynosa Azcapotzalco, 02200 Mexico D.F. (Mexico)], E-mail: jjpg@correo.azc.uam.mx; Garcia-Ravelo, Jesus [Escuela Superior de Fisica y Matematicas, IPN, Unidad Profesional Adolfo Lopez Mateos, Col. San Pedro Zacatenco, Edificio 9, 07738 Mexico D.F. (Mexico)], E-mail: ravelo@esfm.ipn.mx; Roy, Pinaki [Physics and Applied Mathematics Unit, Indian Statistical Institute, Calcutta-700108 (India)], E-mail: pinaki@isical.ac.in
2009-04-20
We generalize the formalism of nth order Supersymmetric Quantum Mechanics (n-SUSY) to the Fokker-Planck equation for constant diffusion coefficient and stationary drift potential. The SUSY partner drift potentials and the corresponding solutions of the Fokker-Planck equation are given explicitly. As an application, we generate new solutions of the Fokker-Planck equation by means of our first- and second-order transformation.
International Nuclear Information System (INIS)
Schulze-Halberg, Axel; Rivas, Jesus Morales; Pena Gil, Jose Juan; Garcia-Ravelo, Jesus; Roy, Pinaki
2009-01-01
We generalize the formalism of nth order Supersymmetric Quantum Mechanics (n-SUSY) to the Fokker-Planck equation for constant diffusion coefficient and stationary drift potential. The SUSY partner drift potentials and the corresponding solutions of the Fokker-Planck equation are given explicitly. As an application, we generate new solutions of the Fokker-Planck equation by means of our first- and second-order transformation.
Fermi-Dirac-Fokker-Planck equation : well-posedness & long-time asymptotics
Carrillo , José A.; Laurençot , Philippe; Rosado , Jesús
2009-01-01
International audience; A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments are finite, we can show the global existence of weak solutions for this problem. The natural associated entropy of the equation is the main tool to derive uniform in time a priori estimates for the kinetic energy and entropy. As a con...
Fermi-Dirac-Fokker-Planck equation: well-posedness and long-time asymptotics
Carrillo, José A.; Laurençot, Philippe; Rosado, Jesús
2008-01-01
A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments are finite, we can show the global existence of weak solutions for this problem. The natural associated entropy of the equation is the main tool to derive uniform in time a priori estimates for the kinetic energy and entropy. As a consequence, long-time asym...
Integral propagator solvers for Vlasov-Fokker-Planck equations
International Nuclear Information System (INIS)
Donoso, J M; Rio, E del
2007-01-01
We briefly discuss the use of short-time integral propagators on solving the so-called Vlasov-Fokker-Planck equation for the dynamics of a distribution function. For this equation, the diffusion tensor is singular and the usual Gaussian representation of the short-time propagator is no longer valid. However, we prove that the path-integral approach on solving the equation is, in fact, reliable by means of our generalized propagator, which is obtained through the construction of an auxiliary solvable Fokker-Planck equation. The new representation of the grid-free advancing scheme describes the inherent cross- and self-diffusion processes, in both velocity and configuration spaces, in a natural manner, although these processes are not explicitly depicted in the differential equation. We also show that some splitting methods, as well as some finite-difference schemes, could fail in describing the aforementioned diffusion processes, governed in the whole phase space only by the velocity diffusion tensor. The short-time transition probability offers a stable and robust numerical algorithm that preserves the distribution positiveness and its norm, ensuring the smoothness of the evolving solution at any time step. (fast track communication)
Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix
International Nuclear Information System (INIS)
Schulze-Halberg, Axel
2012-01-01
We construct a Darboux transformation for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix. Our transformation is based on the two-dimensional supersymmetry formalism for the Schrödinger equation. The transformed Fokker-Planck equation and its solutions are obtained in explicit form.
Hypersonic expansion of the Fokker--Planck equation
International Nuclear Information System (INIS)
Fernandez-Feria, R.
1989-01-01
A systematic study of the hypersonic limit of a heavy species diluted in a much lighter gas is made via the Fokker--Planck equation governing its velocity distribution function. In particular, two different hypersonic expansions of the Fokker--Planck equation are considered, differing from each other in the momentum equation of the heavy gas used as the basis of the expansion: in the first of them, the pressure tensor is neglected in that equation while, in the second expansion, the pressure tensor term is retained. The expansions are valid when the light gas Mach number is O(1) or larger and the difference between the mean velocities of light and heavy components is small compared to the light gas thermal speed. They can be applied away from regions where the spatial gradient of the distribution function is very large, but it is not restricted with respect to the temporal derivative of the distribution function. The hydrodynamic equations corresponding to the lowest order of both expansions constitute two different hypersonic closures of the moment equations. For the subsequent orders in the expansions, closed sets of moment equations (hydrodynamic equations) are given. Special emphasis is made on the order of magnitude of the errors of the lowest-order hydrodynamic quantities. It is shown that if the heat flux vanishes initially, these errors are smaller than one might have expected from the ordinary scaling of the hypersonic closure. Also it is found that the normal solution of both expansions is a Gaussian distribution at the lowest order
Solving the Fokker-Planck equation on a massively parallel computer
International Nuclear Information System (INIS)
Mirin, A.A.
1990-01-01
The Fokker-Planck package FPPAC had been converted to the Connection Machine 2 (CM2). For fine mesh cases the CM2 outperforms the Cray-2 when it comes to time-integrating the difference equations. For long Legendre expansions the CM2 is also faster at computing the Fokker-Planck coefficients. 3 refs
A multigroup flux-limited asymptotic diffusion Fokker-Planck equation
International Nuclear Information System (INIS)
Liu Chengan
1987-01-01
A more perfrect flux-limited method is applied to combine with asymptotic diffusion theory of the radiation transpore, and the high peaked component in the scattering angle is treated with Fokker-Planck methods, thus the flux-limited asymptotic diffusion Fokker-Planck equation has been founded. Since the equation is of diffusion form, it retains the simplity and the convenience of the classical diffusion theory, and improves precision in describing radiation transport problems
International Nuclear Information System (INIS)
Frank, T.D.
2002-01-01
We study many particle systems in the context of mean field forces, concentration-dependent diffusion coefficients, generalized equilibrium distributions, and quantum statistics. Using kinetic transport theory and linear nonequilibrium thermodynamics we derive for these systems a generalized multivariate Fokker-Planck equation. It is shown that this Fokker-Planck equation describes relaxation processes, has stationary maximum entropy distributions, can have multiple stationary solutions and stationary solutions that differ from Boltzmann distributions
Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2004-01-01
-called alpha-stable noise (or Levy noise) the Fokker-Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. In stead it has been attempted to formulate an equation for the characteristic function (the Fourier transform...
Fokker-Planck equation resolution for N variables-Application examples
International Nuclear Information System (INIS)
Munoz Roldan, A.; Garcia-Olivares, A.
1994-01-01
A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic ''Fokker-Planck'' equations in one or several dimensions by using the Chapman-Kolmogorov integral. This method calculates the probability distribution at a time t+dt from a distribution given at time t through a convolution integral in which the integrant is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases
Energy Technology Data Exchange (ETDEWEB)
Blaquiere, A [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires
1963-07-01
In the first paragraphs of this report, the Fokker-Planck equation is presented using the presentation method due to S. Chandrasekhar. Certain conventional resolution methods are given, and then a consideration of the physical interpretation of its various terms leads to a new study method based on the use of Campbell's theorems. This gives a solution to the equation in an integral form. The integral kernel of the solution is a normal centred distribution. Finally, the use of the Laplace transformation leads to a simple determination of the parameters of this integral kernel and connects the present theory to the characteristic function method used in particular in the field of nuclear reactors. The method also makes it possible to calculate the moments of the different orders of the probability distribution without the necessity of solving the Fokker-Planck equation. (author) [French] Dans les premiers paragraphes de ce rapport, l'equation de FOKKER-PLANCK est introduite en utilisant le mode d'expose de S. CHANDRASEKHAR. Puis, apres avoir rappele certaines methodes classiques de resolution, l'interpretation physique de ses differents termes nous conduit a une nouvelle methode d'etude qui repose sur l'utilisation des theoremes de CAMPBELL. On est ainsi conduit a la solution de l'equation sous forme integrale. Le noyau integral de la solution est une distribution normale centree. Enfin l'emploi de la transformation de LAPLACE conduit a une determination simple des parametres de ce noyau integral, et relie la theorie actuelle a la methode de la fonction caracteristique associee, utilisee en particulier dans le domaine des reacteurs nucleaires. Finalement cette methode permet le calcul des moments des differents ordres de la distribution de probabilites, sans passer par la resolution souvent laborieuse de l'equation de FOKKER-PLANCK. (auteur)
Application of Fokker-Planck equation in positron diffusion trapping model
International Nuclear Information System (INIS)
Bartosova, I.; Ballo, P.
2015-01-01
This paper is a theoretical prelude to future work involving positron diffusion in solids for the purpose of positron annihilation lifetime spectroscopy (PALS). PALS is a powerful tool used to study defects present in materials. However, the behavior of positrons in solids is a process hard to describe. Various models have been established to undertake this task. Our preliminary model is based on the Diffusion Trapping Model (DTM) described by partial differential Fokker-Planck equation and is solved via time discretization. Fokker-Planck equation describes the time evolution of the probability density function of velocity of a particle under the influence of various forces. (authors)
Fokker-Planck equation in the presence of a uniform magnetic field
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Dong, Chao, E-mail: chaodong@iphy.ac.cn [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Department of Nuclear Engineering, Seoul National University, Seoul 151-744 (Korea, Republic of); Zhang, Wenlu [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Li, Ding, E-mail: dli@ustc.edu.cn [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Department of Modern Physics, University of Science and Technology of China, Anhui Hefei 230026 (China)
2016-08-15
The Fokker-Planck equation in the presence of a uniform magnetic field is derived which has the same form as the case of no magnetic field but with different Fokker-Planck coefficients. The coefficients are calculated explicitly within the binary collision model, which are free from infinite sums of Bessel functions. They can be used to investigate relaxation and transport phenomena conveniently. The kinetic equation is also manipulated into the Landau form from which it is straightforward to compare with previous results and prove the conservation laws.
Fokker-Planck equation in the presence of a uniform magnetic field
International Nuclear Information System (INIS)
Dong, Chao; Zhang, Wenlu; Li, Ding
2016-01-01
The Fokker-Planck equation in the presence of a uniform magnetic field is derived which has the same form as the case of no magnetic field but with different Fokker-Planck coefficients. The coefficients are calculated explicitly within the binary collision model, which are free from infinite sums of Bessel functions. They can be used to investigate relaxation and transport phenomena conveniently. The kinetic equation is also manipulated into the Landau form from which it is straightforward to compare with previous results and prove the conservation laws.
Solving Fokker-Planck Equations on Cantor Sets Using Local Fractional Decomposition Method
Directory of Open Access Journals (Sweden)
Shao-Hong Yan
2014-01-01
Full Text Available The local fractional decomposition method is applied to approximate the solutions for Fokker-Planck equations on Cantor sets with local fractional derivative. The obtained results give the present method that is very effective and simple for solving the differential equations on Cantor set.
Single particle dynamics of many-body systems described by Vlasov-Fokker-Planck equations
International Nuclear Information System (INIS)
Frank, T.D.
2003-01-01
Using Langevin equations we describe the random walk of single particles that belong to particle systems satisfying Vlasov-Fokker-Planck equations. In doing so, we show that Haissinski distributions of bunched particles in electron storage rings can be derived from a particle dynamics model
The Fokker-Planck equation for ray dispersion in gyrotropic stratified media
Golynski, S.M.
1984-01-01
The Hamilton equations of geometrical optics determine the rays of the relevant wave field in the short wavelength. We give a systematic derivation of the Fokker-Planck equation for the joint probability density of the position and unit direction vector of rays propagating in a gyrotropic stratified
Numerical solution of modified fokker-planck equation with poissonian input
Czech Academy of Sciences Publication Activity Database
Náprstek, Jiří; Král, Radomil
2010-01-01
Roč. 17, 3/4 (2010), s. 251-268 ISSN 1802-1484 R&D Projects: GA AV ČR(CZ) IAA200710805; GA ČR(CZ) GA103/09/0094 Institutional research plan: CEZ:AV0Z20710524 Keywords : Fokker-Planck equation * poisson ian exciation * numerical solution * transition effects Subject RIV: JN - Civil Engineering
Modelling of thermal transport using Fokker-Planck equations in laser produced plasma
International Nuclear Information System (INIS)
Nakarmi, J.J.; Jha, L.N.
1996-12-01
The kinetic equation with Fokker-Planck collision term has been presented to obtain the distribution function in the corona of inertial confinement fusion, in the presence of the self generated magnetic field. The resulting distribution has non-local form with the convolution in Maxwellian. An expression for thermal flux with self generated magnetic field is obtained. (author). 22 refs
A purely Lagrangian method for the numerical integration of Fokker-Planck equations
International Nuclear Information System (INIS)
Combis, P.; Fronteau, J.
1986-01-01
A new numerical approach to Fokker-Planck equations is presented, in which the integration grid moves according to the solution of a differential system. The method is purely Lagrangian, the mean effect of the diffusion being inserted into the differential system itself
Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
Chen, Nan; Majda, Andrew J.
2018-02-01
Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace and is therefore computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O (100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6
Energy Technology Data Exchange (ETDEWEB)
Munoz, A; Garcia-Olivares, A
1993-07-01
A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic Fokker-Plank equations in one or several dimensions by using the Chapman- Kolmogorov integral. This method calculates the probability distribution at a time t + dt from a distribution given at time t through a convolution integral in which the integration is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases. (Author) 9 refs.
The Fokker-Planck equation for coupled Brown-Néel-rotation
Weizenecker, Jürgen
2018-02-01
Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.
The Fokker-Planck equation for coupled Brown-Néel-rotation.
Weizenecker, Jürgen
2018-01-22
Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.
New Approaches for Solving Fokker Planck Equation on Cantor Sets within Local Fractional Operators
Directory of Open Access Journals (Sweden)
Hassan Kamil Jassim
2015-01-01
Full Text Available We discuss new approaches to handling Fokker Planck equation on Cantor sets within local fractional operators by using the local fractional Laplace decomposition and Laplace variational iteration methods based on the local fractional calculus. The new approaches maintain the efficiency and accuracy of the analytical methods for solving local fractional differential equations. Illustrative examples are given to show the accuracy and reliable results.
Solution of the Fokker-Planck equation for axially-channeled relativistic electrons
International Nuclear Information System (INIS)
Muralev, V.A.; Telegin, V.I.
1981-01-01
A method of the two dimensional kinetic equation of the Fokker-Planck type for axially-channeled electrons is proposed. This equation has been obtained recently by Beloshitsky and Kumakhov to describe the diffusion of channeling negative particles over the transverse energy and angular momentum. The results of computation of the dechanneling function of 1 GeV electrons in tungsten are presented. (author)
Time dependent solutions of the Fokker-Planck equation for fast fusion ions
International Nuclear Information System (INIS)
Gnavi, G.; Gratton, F.T.; Heyn, M.
1990-01-01
Approximate time dependent solutions for the Fokker-Planck equation for fast fusion ions from an isotropic, monoenergetic source are presented, for the problem of D - T - He 3 reactions. The equations include the effect of diffusion, which is particularly noticeable in the distribution of particles of lower energy and in the formation of a tail of particles with energy higher than that of the source. (Author)
Remarks on the chemical Fokker-Planck and Langevin equations: Nonphysical currents at equilibrium.
Ceccato, Alessandro; Frezzato, Diego
2018-02-14
The chemical Langevin equation and the associated chemical Fokker-Planck equation are well-known continuous approximations of the discrete stochastic evolution of reaction networks. In this work, we show that these approximations suffer from a physical inconsistency, namely, the presence of nonphysical probability currents at the thermal equilibrium even for closed and fully detailed-balanced kinetic schemes. An illustration is given for a model case.
International Nuclear Information System (INIS)
Malescio, G.
1981-04-01
The two-dimensional Fokker-Planck equation describing the ion motion in a coherent lower hybrid wave above the stochasticity threshold is analytically solved. An expression is given for the steady state power dissipation
Space distribution and energy straggling of charged particles via Fokker-Planck equation
International Nuclear Information System (INIS)
Manservisi, S.; Molinari, V.; Nespoli, A.
1996-01-01
The Fokker-Planck equation describing a beam of charged particles entering a homogeneous medium is solved here for a stationary case. Interactions are taken into account through Coulomb cross-section. Starting from the charged-particle distribution as a function of velocity and penetration depth, some important kinetic quantities are calculated, like mean velocity, range and the loss of energy per unit space. In such quantities the energy straggling is taken into account. This phenomenon is not considered in the continuous slowing-down approximation that is commonly used to obtain the range and the stopping power. Finally the well-know Bohr of Bethe formula is found as a first-order approximation of the Fokker-Planck equation
A Simple Map Between Fokker-Planck Equation and its Fractional form
International Nuclear Information System (INIS)
Zahran, M.A.; El-Shewy, E.K.
2008-01-01
A simple map between Fokker-Planck Equation (FPE) and its fractional form (FFPE), which recently formulates to describe sub diffusive processes, has been suggested. This connection based on a relation between k-orders for moments of ordinary time domain of FPE and the moments associated with fractional time domain of FFPE . Two classes of special interest of FFPE has been considered to outline this map
Some exact solutions for a unidimensional fokker-planck equation by using lie symmetries
Directory of Open Access Journals (Sweden)
Hugo Hernán Ortíz-Álvarez
2015-01-01
Full Text Available The Fokker Planck equation appears in the study of diffusion phenomena, stochastics processes and quantum and classical mechanics. A particular case fromthis equation, ut − uxx − xux − u=0, is examined by the Lie group method approach. From the invariant condition it was possible to obtain the infinitesimal generators or vectors associated to this equation, identifying the corresponding symmetry groups. Exact solution were found for each one of this generators and new solution were constructed by using symmetry properties.
Kleinert, H.; Zatloukal, V.
2013-11-01
The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.
A transformed path integral approach for solution of the Fokker-Planck equation
Subramaniam, Gnana M.; Vedula, Prakash
2017-10-01
A novel path integral (PI) based method for solution of the Fokker-Planck equation is presented. The proposed method, termed the transformed path integral (TPI) method, utilizes a new formulation for the underlying short-time propagator to perform the evolution of the probability density function (PDF) in a transformed computational domain where a more accurate representation of the PDF can be ensured. The new formulation, based on a dynamic transformation of the original state space with the statistics of the PDF as parameters, preserves the non-negativity of the PDF and incorporates short-time properties of the underlying stochastic process. New update equations for the state PDF in a transformed space and the parameters of the transformation (including mean and covariance) that better accommodate nonlinearities in drift and non-Gaussian behavior in distributions are proposed (based on properties of the SDE). Owing to the choice of transformation considered, the proposed method maps a fixed grid in transformed space to a dynamically adaptive grid in the original state space. The TPI method, in contrast to conventional methods such as Monte Carlo simulations and fixed grid approaches, is able to better represent the distributions (especially the tail information) and better address challenges in processes with large diffusion, large drift and large concentration of PDF. Additionally, in the proposed TPI method, error bounds on the probability in the computational domain can be obtained using the Chebyshev's inequality. The benefits of the TPI method over conventional methods are illustrated through simulations of linear and nonlinear drift processes in one-dimensional and multidimensional state spaces. The effects of spatial and temporal grid resolutions as well as that of the diffusion coefficient on the error in the PDF are also characterized.
Applicability of the Fokker-Planck equation to the description of diffusion effects on nucleation
Sorokin, M. V.; Dubinko, V. I.; Borodin, V. A.
2017-01-01
The nucleation of islands in a supersaturated solution of surface adatoms is considered taking into account the possibility of diffusion profile formation in the island vicinity. It is shown that the treatment of diffusion-controlled cluster growth in terms of the Fokker-Planck equation is justified only provided certain restrictions are satisfied. First of all, the standard requirement that diffusion profiles of adatoms quickly adjust themselves to the actual island sizes (adiabatic principle) can be realized only for sufficiently high island concentration. The adiabatic principle is essential for the probabilities of adatom attachment to and detachment from island edges to be independent of the adatom diffusion profile establishment kinetics, justifying the island nucleation treatment as the Markovian stochastic process. Second, it is shown that the commonly used definition of the "diffusion" coefficient in the Fokker-Planck equation in terms of adatom attachment and detachment rates is justified only provided the attachment and detachment are statistically independent, which is generally not the case for the diffusion-limited growth of islands. We suggest a particular way to define the attachment and detachment rates that allows us to satisfy this requirement as well. When applied to the problem of surface island nucleation, our treatment predicts the steady-state nucleation barrier, which coincides with the conventional thermodynamic expression, even though no thermodynamic equilibrium is assumed and the adatom diffusion is treated explicitly. The effect of adatom diffusional profiles on the nucleation rate preexponential factor is also discussed. Monte Carlo simulation is employed to analyze the applicability domain of the Fokker-Planck equation and the diffusion effect beyond it. It is demonstrated that a diffusional cloud is slowing down the nucleation process for a given monomer interaction with the nucleus edge.
Multi-dimensional Fokker-Planck equation analysis using the modified finite element method
Czech Academy of Sciences Publication Activity Database
Náprstek, Jiří; Král, Radomil
2016-01-01
Roč. 744, č. 1 (2016), č. článku 012177. ISSN 1742-6588. [International Conference on Motion and Vibration Control (MOVIC 2016) /13./ and International Conference on Recent Advances in Structural Dynamics (RASD 2016) /12./. Southampton, 04.07.2016-06.07.2016] R&D Projects: GA ČR(CZ) GP14-34467P; GA ČR(CZ) GA15-01035S Institutional support: RVO:68378297 Keywords : Fokker-Planck equation * finite element method * single degree of freedom systems (SDOF) Subject RIV: JM - Building Engineering http://iopscience.iop.org/article/10.1088/1742-6596/744/1/012177
Diffusion coefficients of Fokker-Planck equation for rotating dust grains in a fusion plasma
Bakhtiyari-Ramezani, M.; Mahmoodi, J.; Alinejad, N.
2015-11-01
In the fusion devices, ions, H atoms, and H2 molecules collide with dust grains and exert stochastic torques which lead to small variations in angular momentum of the grain. By considering adsorption of the colliding particles, thermal desorption of H atoms and normal H2 molecules, and desorption of the recombined H2 molecules from the surface of an oblate spheroidal grain, we obtain diffusion coefficients of the Fokker-Planck equation for the distribution function of fluctuating angular momentum. Torque coefficients corresponding to the recombination mechanism show that the nonspherical dust grains may rotate with a suprathermal angular velocity.
International Nuclear Information System (INIS)
Mozolevski, I.E.
2001-01-01
We consider the splitting of the straight-ahead Boltzmann transport equation in the Boltzmann-Fokker-Planck equation, decomposing the differential cross-section into a singular part, corresponding to small energy transfer events, and in a regular one, which corresponds to large energy transfer. The convergence of implantation profile, nuclear and electronic energy depositions, calculated from the Boltzmann-Fokker-Planck equation, to the respective exact distributions, calculated from Monte-Carlo method, was exanimate in a large-energy interval for various values of splitting parameter and for different ion-target mass relations. It is shown that for the universal potential there exists an optimal value of splitting parameter, for which range and deposited energy distributions, calculated from the Boltzmann-Fokker-Planck equation, accurately approximate the exact distributions and which minimizes the computational expenses
Fokker-Planck-Rosenbluth-type equations for self-gravitating systems in the 1PN approximation
International Nuclear Information System (INIS)
Ramos-Caro, Javier; Gonzalez, Guillermo A
2008-01-01
We present two formulations of Fokker-Planck-Rosenbluth-type (FPR) equations for many-particle self-gravitating systems, with first-order relativistic corrections in the post-Newtonian approach (1PN). The first starts from a covariant Fokker-Planck equation for a simple gas, introduced recently by Chacon-Acosta and Kremer (2007 Phys. Rev. E 76 021201). The second derivation is based on the establishment of an 1PN-BBGKY hierarchy, developed systematically from the 1PN microscopic law of force and using the Klimontovich-Dupree (KD) method. We close the hierarchy by the introduction of a two-point correlation function that describes adequately the relaxation process. This picture reveals an aspect that is not considered in the first formulation: the contribution of ternary correlation patterns to the diffusion coefficients, as a consequence of the nature of 1PN interaction. Both formulations can be considered as a generalization of the equation derived by Rezania and Sobouti (2000 Astron. Astrophys. 354 1110), to stellar systems where the relativistic effects of gravitation play a significant role
Energy Technology Data Exchange (ETDEWEB)
Ortega J, R.; Valle G, E. del [IPN-ESFM, 07738 Mexico D.F. (Mexico)]. e-mail: roj@correo.azc.uam.mx
2003-07-01
There are carried out charge and energy calculations deposited due to the interaction of electrons with a plate of a certain material, solving numerically the electron transport equation for the Boltzmann-Fokker-Planck approach of first order in plate geometry with a computer program denominated TEOD-NodExp (Transport of Electrons in Discreet Ordinates, Nodal Exponentials), using the proposed method by the Dr. J. E. Morel to carry out the discretization of the variable energy and several spatial discretization schemes, denominated exponentials nodal. It is used the Fokker-Planck equation since it represents an approach of the Boltzmann transport equation that is been worth whenever it is predominant the dispersion of small angles, that is to say, resulting dispersion in small dispersion angles and small losses of energy in the transport of charged particles. Such electrons could be those that they face with a braking plate in a device of thermonuclear fusion. In the present work its are considered electrons of 1 MeV that impact isotropically on an aluminum plate. They were considered three different thickness of plate that its were designated as problems 1, 2 and 3. In the calculations it was used the discrete ordinate method S{sub 4} with expansions of the dispersion cross sections until P{sub 3} order. They were considered 25 energy groups of uniform size between the minimum energy of 0.1 MeV and the maximum of 1.0 MeV; the one spatial intervals number it was considered variable and it was assigned the values of 10, 20 and 30. (Author)
Energy Technology Data Exchange (ETDEWEB)
Garcia-Olivares, R A; Munoz Roldan, A
1992-07-01
This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. The input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetic, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (Author) 16 refs.
Cusping, transport and variance of solutions to generalized Fokker-Planck equations
Carnaffan, Sean; Kawai, Reiichiro
2017-06-01
We study properties of solutions to generalized Fokker-Planck equations through the lens of the probability density functions of anomalous diffusion processes. In particular, we examine solutions in terms of their cusping, travelling wave behaviours, and variance, within the framework of stochastic representations of generalized Fokker-Planck equations. We give our analysis in the cases of anomalous diffusion driven by the inverses of the stable, tempered stable and gamma subordinators, demonstrating the impact of changing the distribution of waiting times in the underlying anomalous diffusion model. We also analyse the cases where the underlying anomalous diffusion contains a Lévy jump component in the parent process, and when a diffusion process is time changed by an uninverted Lévy subordinator. On the whole, we present a combination of four criteria which serve as a theoretical basis for model selection, statistical inference and predictions for physical experiments on anomalously diffusing systems. We discuss possible applications in physical experiments, including, with reference to specific examples, the potential for model misclassification and how combinations of our four criteria may be used to overcome this issue.
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.
2009-01-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
Fractional Fokker-Planck equation and oscillatory behavior of cumulant moments
International Nuclear Information System (INIS)
Suzuki, N.; Biyajima, M.
2002-01-01
The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation in order to investigate an origin of oscillatory behavior of cumulant moments. From its solution (the probability density function), the generating function (GF) for the corresponding probability distribution is derived. We consider the case when the GF reduces to that of the negative binomial distribution (NBD), if the fractional derivative is replaced to the ordinary one. The H j moment derived from the GF of the NBD decreases monotonically as the rank j increases. However, the H j moment derived in our approach oscillates, which is contrasted with the case of the NBD. Calculated H j moments are compared with those of charged multiplicities observed in pp-bar, e + e - , and e + p collisions. A phenomenological meaning of introducing the fractional derivative in time variable is discussed
Energy Technology Data Exchange (ETDEWEB)
Densmore, Jeffery D [Los Alamos National Laboratory; Warsa, James S [Los Alamos National Laboratory; Lowrie, Robert B [Los Alamos National Laboratory; Morel, Jim E [TEXAS A& M UNIV
2008-01-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.
2009-09-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
Energy Technology Data Exchange (ETDEWEB)
Yoon, E. S.; Chang, C. S., E-mail: cschang@pppl.gov [Princeton Plasma Physics Laboratory, Princeton University, Princeton, New Jersey 08543 (United States); Korea Advanced Institute of Science and Technology, Yuseong-gu, DaeJeon 305-701 (Korea, Republic of)
2014-03-15
An approximate two-dimensional solver of the nonlinear Fokker-Planck-Landau collision operator has been developed using the assumption that the particle probability distribution function is independent of gyroangle in the limit of strong magnetic field. The isotropic one-dimensional scheme developed for nonlinear Fokker-Planck-Landau equation by Buet and Cordier [J. Comput. Phys. 179, 43 (2002)] and for linear Fokker-Planck-Landau equation by Chang and Cooper [J. Comput. Phys. 6, 1 (1970)] have been modified and extended to two-dimensional nonlinear equation. In addition, a method is suggested to apply the new velocity-grid based collision solver to Lagrangian particle-in-cell simulation by adjusting the weights of marker particles and is applied to a five dimensional particle-in-cell code to calculate the neoclassical ion thermal conductivity in a tokamak plasma. Error verifications show practical aspects of the present scheme for both grid-based and particle-based kinetic codes.
Colmenares, Pedro J.
2018-05-01
This article has to do with the derivation and solution of the Fokker-Planck equation associated to the momentum-integrated Wigner function of a particle subjected to a harmonic external field in contact with an ohmic thermal bath of quantum harmonic oscillators. The strategy employed is a simplified version of the phenomenological approach of Schramm, Jung, and Grabert of interpreting the operators as c numbers to derive the quantum master equation arising from a twofold transformation of the Wigner function of the entire phase space. The statistical properties of the random noise comes from the integral functional theory of Grabert, Schramm, and Ingold. By means of a single Wigner transformation, a simpler equation than that mentioned before is found. The Wigner function reproduces the known results of the classical limit. This allowed us to rewrite the underdamped classical Langevin equation as a first-order stochastic differential equation with time-dependent drift and diffusion terms.
Quantal Brownian Motion from RPA dynamics: The master and Fokker-Planck equations
International Nuclear Information System (INIS)
Yannouleas, C.
1984-05-01
From the purely quantal RPA description of the damped harmonic oscillator and of the corresponding Brownian Motion within the full space (phonon subspace plus reservoir), a master equation (as well as a Fokker-Planck equation) for the reduced density matrix (for the reduced Wigner function, respectively) within the phonon subspace is extracted. The RPA master equation agrees with the master equation derived by the time-dependent perturbative approaches which utilize Tamm-Dancoff Hilbert spaces and invoke the rotating wave approximation. Since the RPA yields a full, as well as a contracted description, it can account for both the kinetic and the unperturbed oscillator momenta. The RPA description of the quantal Brownian Motion contrasts with the descriptions provided by the time perturbative approaches whether they invoke or not the rotating wave approximation. The RPA description also contrasts with the phenomenological phase space quantization. (orig.)
International Nuclear Information System (INIS)
Frank, T D
2009-01-01
Using a nonlinear Fokker-Planck perspective we re-formulate the linear discrepancy model proposed by Boster and colleagues that describes the emergence of risky shifts during group decision making. Analytical expressions for the stationary case are derived and risky shifts are obtained by Monte Carlo simulations. Striking similarities with the Kuramoto model for group synchronization are pointed out
Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum
Guarnieri, F.; Moon, W.; Wettlaufer, J. S.
2017-09-01
Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with a negative constant drift, described by a Fokker-Planck equation with a potential V (x ) =-[b ln(x ) +a x ] , for b >0 and a finance. The Bessel-like process we consider can be solved by seeking solutions through an expansion into a complete set of eigenfunctions. The associated imaginary-time Schrödinger equation exhibits a mix of discrete and continuous eigenvalue spectra, corresponding to the quantum Coulomb potential describing the bound states of the hydrogen atom. We present a technique to evaluate the normalization factor of the continuous spectrum of eigenfunctions that relies solely upon their asymptotic behavior. We demonstrate the technique by solving the Brownian motion problem and the Bessel process both with a constant negative drift. We conclude with a comparison to other analytical methods and with numerical solutions.
Solution of the Boltzmann-Fokker-Planck transport equation using exponential nodal schemes
International Nuclear Information System (INIS)
Ortega J, R.; Valle G, E. del
2003-01-01
There are carried out charge and energy calculations deposited due to the interaction of electrons with a plate of a certain material, solving numerically the electron transport equation for the Boltzmann-Fokker-Planck approach of first order in plate geometry with a computer program denominated TEOD-NodExp (Transport of Electrons in Discreet Ordinates, Nodal Exponentials), using the proposed method by the Dr. J. E. Morel to carry out the discretization of the variable energy and several spatial discretization schemes, denominated exponentials nodal. It is used the Fokker-Planck equation since it represents an approach of the Boltzmann transport equation that is been worth whenever it is predominant the dispersion of small angles, that is to say, resulting dispersion in small dispersion angles and small losses of energy in the transport of charged particles. Such electrons could be those that they face with a braking plate in a device of thermonuclear fusion. In the present work its are considered electrons of 1 MeV that impact isotropically on an aluminum plate. They were considered three different thickness of plate that its were designated as problems 1, 2 and 3. In the calculations it was used the discrete ordinate method S 4 with expansions of the dispersion cross sections until P 3 order. They were considered 25 energy groups of uniform size between the minimum energy of 0.1 MeV and the maximum of 1.0 MeV; the one spatial intervals number it was considered variable and it was assigned the values of 10, 20 and 30. (Author)
Numerical Resolution of N-dimensional Fokker-Planck stochastic equations
International Nuclear Information System (INIS)
Garcia-Olivares, R. A.; Munoz Roldan, A.
1992-01-01
This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. The input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetic, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (Author) 16 refs
Studies of parallel algorithms for the solution of a Fokker-Planck equation
International Nuclear Information System (INIS)
Deck, D.; Samba, G.
1995-11-01
The study of laser-created plasmas often requires the use of a kinetic model rather than a hydrodynamic one. This model change occurs, for example, in the hot spot formation in an ICF experiment or during the relaxation of colliding plasmas. When the gradients scalelengths or the size of a given system are not small compared to the characteristic mean-free-path, we have to deal with non-equilibrium situations, which can be described by the distribution functions of every species in the system. We present here a numerical method in plane or spherical 1-D geometry, for the solution of a Fokker-Planck equation that describes the evolution of stich functions in the phase space. The size and the time scale of kinetic simulations require the use of Massively Parallel Computers (MPP). We have adopted a message-passing strategy using Parallel Virtual Machine (PVM)
Solution of the relativistic 2-D Fokker-Planck equation for LH current drive
International Nuclear Information System (INIS)
Hizanidis, K.; Hewett, D.W.; Bers, A.
1984-03-01
We solve numerically the steady-state two-dimensional relativistic Fokker-Planck equation with strong rf diffusion using spectra relevant to recent experiments in ALCATOR-C. The results (current generated, power dissipated, and the distribution of energetic electrons) are sensitive to the location of the spectrum in momentum space. Relativistic effects play an important role, especially for wide spectra. The dependence on the ionic charge number Z/sub i/ is also investigated. Particular attention is paid to the perpendicular temperature inside the resonant region and beyond, as well as to the angular energetic particle-temperature distribution, T/sub μ/, a function of the pitch angle parameter μ. The dependence of the perpendicular temperature on the location of the spectrum is also investigated analytically with a model based on the method of moments and the results compared with those found numerically
Shizgal, Bernie D.
2018-05-01
This paper considers two nonequilibrium model systems described by linear Fokker-Planck equations for the time-dependent velocity distribution functions that yield steady state Kappa distributions for specific system parameters. The first system describes the time evolution of a charged test particle in a constant temperature heat bath of a second charged particle. The time dependence of the distribution function of the test particle is given by a Fokker-Planck equation with drift and diffusion coefficients for Coulomb collisions as well as a diffusion coefficient for wave-particle interactions. A second system involves the Fokker-Planck equation for electrons dilutely dispersed in a constant temperature heat bath of atoms or ions and subject to an external time-independent uniform electric field. The momentum transfer cross section for collisions between the two components is assumed to be a power law in reduced speed. The time-dependent Fokker-Planck equations for both model systems are solved with a numerical finite difference method and the approach to equilibrium is rationalized with the Kullback-Leibler relative entropy. For particular choices of the system parameters for both models, the steady distribution is found to be a Kappa distribution. Kappa distributions were introduced as an empirical fitting function that well describe the nonequilibrium features of the distribution functions of electrons and ions in space science as measured by satellite instruments. The calculation of the Kappa distribution from the Fokker-Planck equations provides a direct physically based dynamical approach in contrast to the nonextensive entropy formalism by Tsallis [J. Stat. Phys. 53, 479 (1988), 10.1007/BF01016429].
On the quantum-mechanical Fokker-Planck and Kramers-Chandrasekhar equation
International Nuclear Information System (INIS)
Balazs, N.L.
1978-01-01
In the classical theory of Brownian motion the Langevin equation can be considered as an infinitesimal transformation between the coordinates and momenta of a Brownian particle, given probabilistically, since the impulse appearing is characterized by a Gaussian random process. This probabilistic infinitesimal transformation generates a streaming on the distribution function, expressed by the classical Fokker-Planck and Kramers-Chandrasekhar equations. If the laws obeyed by the Brownian particle are quantum mechanical, the Langevin equation can be reinterpreted as an operator relation expressing an infinitesimal transformation of these operators. Since the impulses are independent of the coordinates and momenta one can think of them as c numbers described by a Gaussian random process. The so resulting infinitesimal operator transformation induces a streaming on the density matrix. One may associate, according to Weyl, functions with operators. The function associated with the density matrix is the Wigner function. Expressing, then, these operator relations in terms of these functions the streaming can be expressed as a continuity equation of the Wigner function. It is found that in this parametrization the extra terms which appear are the same as in the classical theory, augmenting the usual Wigner equation. (Auth.)
Herda, Maxime; Rodrigues, L. Miguel
2018-03-01
The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates that are uniform with respect to initial data taken in a bounded set of a weighted L^2 space, and where dependencies on the mean-free path τ and the Debye length δ are made explicit. In our analysis the mean free path covers the full range of possible values: from the regime of evanescent collisions τ → ∞ to the strongly collisional regime τ → 0. As a counterpart, the largeness of the Debye length, that enforces a weakly nonlinear regime, is used to close our nonlinear estimates. Accordingly we pay a special attention to relax as much as possible the τ -dependent constraint on δ ensuring exponential decay with explicit τ -dependent rates towards the stationary solution. In the strongly collisional limit τ → 0, we also examine all possible asymptotic regimes selected by a choice of observation time scale. Here also, our emphasis is on strong convergence, uniformity with respect to time and to initial data in bounded sets of a L^2 space. Our proofs rely on a detailed study of the nonlinear elliptic equation defining stationary solutions and a careful tracking and optimization of parameter dependencies of hypocoercive/hypoelliptic estimates.
Polotto, Franciele; Drigo Filho, Elso; Chahine, Jorge; Oliveira, Ronaldo Junio de
2018-03-01
This work developed analytical methods to explore the kinetics of the time-dependent probability distributions over thermodynamic free energy profiles of protein folding and compared the results with simulation. The Fokker-Planck equation is mapped onto a Schrödinger-type equation due to the well-known solutions of the latter. Through a semi-analytical description, the supersymmetric quantum mechanics formalism is invoked and the time-dependent probability distributions are obtained with numerical calculations by using the variational method. A coarse-grained structure-based model of the two-state protein Tm CSP was simulated at a Cα level of resolution and the thermodynamics and kinetics were fully characterized. Analytical solutions from non-equilibrium conditions were obtained with the simulated double-well free energy potential and kinetic folding times were calculated. It was found that analytical folding time as a function of temperature agrees, quantitatively, with simulations and experiments from the literature of Tm CSP having the well-known 'U' shape of the Chevron Plots. The simple analytical model developed in this study has a potential to be used by theoreticians and experimentalists willing to explore, quantitatively, rates and the kinetic behavior of their system by informing the thermally activated barrier. The theory developed describes a stochastic process and, therefore, can be applied to a variety of biological as well as condensed-phase two-state systems.
International Nuclear Information System (INIS)
Hizanidis, K.
1984-04-01
The relativistic collisional Fokker-Planck equation combined with an externally imposed unidirectional quasilinear (rf) diffusion is solved for arbitrary values of rf diffusion coefficient under conditions of detailed balance of the staionary joint distribution involved. The detailed balance condition imposes a restriction on the functional form of the quasilinear diffusion coefficient which might be associated with the existence of a saturated spectrum of fluctuation in a quasilinearly rf-driven plasma
International Nuclear Information System (INIS)
Monticelli, Cintia O.; Wortmann, Sergio; Segatto, Cynthia F.
2005-01-01
In this work is obtained a hybrid solution to the Fokker-Planck equation with energy dependency, very used in ion implantation problems. The main idea relies on the application of Laplace transform in the energy variable, and finite-difference in the spatial variable and in the angular variable. This procedure leads to a symbolic matrix problem for the transformed energy. To solve this system, is needed to do the Laplace inverse of the (sI+A) matrix, where s is a complex parameter, I is the identity matrix and A is a square matrix that was proceeded from the finite-difference in the spatial variable and in the angular variable. The matrix A is not defective, then is taken decomposition of A in a sum of two others matrices, where one is defective. It leads a iterative inversion method, similar the source fixed method combined with the diagonalization method, then is obtained the values to the angular flux. Hereafter we can to determine the energy deposited into the electronic system and in the nuclear system of the target. To comprove the results obtained, the simulation of implantation of B into Si at energies ranging from 1 KeV to 50 MeV was carried out and compared with the results by software SRIM2003. (author)
International Nuclear Information System (INIS)
Chao, A.W.; Lee, M.J.
1975-09-01
Effects upon longitudinal bunch shape in a storage ring due to linear and nonlinear potential can be calculated by finding the stationary solution to the Fokker-Planck equation for the particle distribution. Effects upon transverse bunch shape of a stored electron beam due to photon emissions and damping can be calculated by this method. It has been found that this method can also be used for a case in which the transverse modes of oscillation are coupled to the energy deviation δ. Examples of lattice elements which produce linear coupling between these oscillations are skew quadrupole magnets and solenoid magnets. For the linearly coupled case the stationary solution has been found to be given by exp (ΣΣA/sub ij/ x/sub i/x/sub j/) with x/sub i/ the canonical variables (x,p/sub x/, y, p/sub y/, δ, p/sub δ/) and A /sub ij/ some constants. The solution for the values of A /sub ij/'s will be described in this report. It will be shown that this solution can be expressed in a compact form. For simple cases, this form of solution leads directly to analytic expressions for the values of A /sub ij/'s and the bunch shape can be calculated by integrating the distribution function over some of the coordinates; for the more complex cases, it can be conveniently adapted as an algorithm for numerical evaluation. 16 refs
Czech Academy of Sciences Publication Activity Database
Král, Radomil; Náprstek, Jiří
2017-01-01
Roč. 113, November (2017), s. 54-75 ISSN 0965-9978 R&D Projects: GA ČR(CZ) GP14-34467P; GA ČR(CZ) GA15-01035S Institutional support: RVO:68378297 Keywords : Fokker-Planck equation * finite element method * simplex element * multi-dimensional problem * non-symmetric operator Subject RIV: JM - Building Engineering OBOR OECD: Mechanical engineering Impact factor: 3.000, year: 2016 https://www.sciencedirect.com/science/ article /pii/S0965997817301904
Fokker-Planck and quasilinear codes
International Nuclear Information System (INIS)
Karney, C.F.F.
1985-11-01
The interaction of radio-frequency waves with a plasma is described by a Fokker-Planck equation with an added quasilinear term. Methods for solving this equation on a computer are discussed. 40 refs., 12 figs., 3 tabs
Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field
Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra
2017-10-01
In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.
SU-E-T-22: A Deterministic Solver of the Boltzmann-Fokker-Planck Equation for Dose Calculation
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Hong, X; Gao, H [Shanghai Jiao Tong University, Shanghai, Shanghai (China); Paganetti, H [Massachusetts General Hospital, Boston, MA (United States)
2015-06-15
Purpose: The Boltzmann-Fokker-Planck equation (BFPE) accurately models the migration of photons/charged particles in tissues. While the Monte Carlo (MC) method is popular for solving BFPE in a statistical manner, we aim to develop a deterministic BFPE solver based on various state-of-art numerical acceleration techniques for rapid and accurate dose calculation. Methods: Our BFPE solver is based on the structured grid that is maximally parallelizable, with the discretization in energy, angle and space, and its cross section coefficients are derived or directly imported from the Geant4 database. The physical processes that are taken into account are Compton scattering, photoelectric effect, pair production for photons, and elastic scattering, ionization and bremsstrahlung for charged particles.While the spatial discretization is based on the diamond scheme, the angular discretization synergizes finite element method (FEM) and spherical harmonics (SH). Thus, SH is used to globally expand the scattering kernel and FFM is used to locally discretize the angular sphere. As a Result, this hybrid method (FEM-SH) is both accurate in dealing with forward-peaking scattering via FEM, and efficient for multi-energy-group computation via SH. In addition, FEM-SH enables the analytical integration in energy variable of delta scattering kernel for elastic scattering with reduced truncation error from the numerical integration based on the classic SH-based multi-energy-group method. Results: The accuracy of the proposed BFPE solver was benchmarked against Geant4 for photon dose calculation. In particular, FEM-SH had improved accuracy compared to FEM, while both were within 2% of the results obtained with Geant4. Conclusion: A deterministic solver of the Boltzmann-Fokker-Planck equation is developed for dose calculation, and benchmarked against Geant4. Xiang Hong and Hao Gao were partially supported by the NSFC (#11405105), the 973 Program (#2015CB856000) and the Shanghai Pujiang
Avanzini, Francesco; Moro, Giorgio J
2018-03-15
The quantum molecular trajectory is the deterministic trajectory, arising from the Bohm theory, that describes the instantaneous positions of the nuclei of molecules by assuring the agreement with the predictions of quantum mechanics. Therefore, it provides the suitable framework for representing the geometry and the motions of molecules without neglecting their quantum nature. However, the quantum molecular trajectory is extremely demanding from the computational point of view, and this strongly limits its applications. To overcome such a drawback, we derive a stochastic representation of the quantum molecular trajectory, through projection operator techniques, for the degrees of freedom of an open quantum system. The resulting Fokker-Planck operator is parametrically dependent upon the reduced density matrix of the open system. Because of the pilot role played by the reduced density matrix, this stochastic approach is able to represent accurately the main features of the open system motions both at equilibrium and out of equilibrium with the environment. To verify this procedure, the predictions of the stochastic and deterministic representation are compared for a model system of six interacting harmonic oscillators, where one oscillator is taken as the open quantum system of interest. The undeniable advantage of the stochastic approach is that of providing a simplified and self-contained representation of the dynamics of the open system coordinates. Furthermore, it can be employed to study the out of equilibrium dynamics and the relaxation of quantum molecular motions during photoinduced processes, like photoinduced conformational changes and proton transfers.
Vectorized Fokker-Planck package for the CRAY-1
International Nuclear Information System (INIS)
McCoy, M.G.; Mirin, A.A.; Killeen, J.
1979-08-01
A program for the solution of the time-dependent, two dimensional, nonlinear, multi-species Fokker-Planck equation is described. The programming is written such that the loop structure is highly vectorizable on the CRAY FORTRAN Compiler. A brief discussion of the Fokker-Planck equation itself is followed by a description of the procedure developed to solve the equation efficiently. The Fokker-Planck equation is a second order partial differential equation whose coefficients depend upon moments of the distribution functions. Both the procedure for the calculation of these coefficients and the procedure for the time advancement of the equation itself must be done efficiently if significant overall time saving is to result. The coefficients are calculated in a series of nested loops, while time advancement is accomplished by a choice of either a splitting or an ADI technique. Overall, timing tests show that the vectorized CRAY program realizes up to a factor of 12 advantage over an optimized CDC-7600 program and up to a factor of 365 over a non-vectorized version of the same program on the CRAY
International Nuclear Information System (INIS)
Wehner, M.F.
1983-01-01
A path-integral solution is derived for processes described by nonlinear Fokker-Plank equations together with externally imposed boundary conditions. This path-integral solution is written in the form of a path sum for small time steps and contains, in addition to the conventional volume integral, a surface integral which incorporates the boundary conditions. A previously developed numerical method, based on a histogram representation of the probability distribution, is extended to a trapezoidal representation. This improved numerical approach is combined with the present path-integral formalism for restricted processes and is show t give accurate results. 35 refs., 5 figs
Shotorban, Babak
2010-04-01
The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.
A local analytic approach for the fast solution of the Fokker-Planck equation
International Nuclear Information System (INIS)
Sajjadi, S.G.; Nicholas, D.J.
1987-11-01
In this report we describe a method of obtaining a closed form for the Focker-Planck equation rendering it amenable to solution in time-step with a complete hydrodynamic treatment of a plasma. We present a local expression for the heat flux, by solving the Focker-Planck equation for electrons in one space and two velocity dimensions in the presence of a self consistent electronic field. (author)
Numerical resolution of the Fokker-Planck equation for non-lineal cases
International Nuclear Information System (INIS)
Mastropiero, Daniel
1997-01-01
The author resolves the Fokker-Plank equation of the statistical thermodynamics of irreversible processes for the flow of particles in a medium, considering two cases: a) The diffusion coefficient of the medium depends on concentration; and b) The medium is unhomogeneous, i.e. the diffusion coefficient varies with the position. Different cases are analyzed and compared
International Nuclear Information System (INIS)
Jumarie, Guy
2004-01-01
There are presently two different models of fractional Brownian motions available in the literature: the Riemann-Liouville fractional derivative of white noise on the one hand, and the complex-valued Brownian motion of order n defined by using a random walk in the complex plane, on the other hand. The paper provides a comparison between these two approaches, and in addition, takes this opportunity to contribute some complements. These two models are more or less equivalent on the theoretical standpoint for fractional order between 0 and 1/2, but their practical significances are quite different. Otherwise, for order larger than 1/2, the fractional derivative model has no counterpart in the complex plane. These differences are illustrated by an example drawn from mathematical finance. Taylor expansion of fractional order provides the expression of fractional difference in terms of finite difference, and this allows us to improve the derivation of Fokker-Planck equation and Kramers-Moyal expansion, and to get more insight in their relation with stochastic differential equations of fractional order. In the case of multi-fractal systems, the Fokker-Planck equation can be solved by using path integrals, and the fractional dynamic equations of the state moments of the stochastic system can be easily obtained. By combining fractional derivative and complex white noise of order n, one obtains a family of complex-valued fractional Brownian motions which exhibits long-range dependence. The conclusion outlines suggestions for further research, mainly regarding Lorentz transformation of fractional noises
International Nuclear Information System (INIS)
Peysson, Y.
1997-09-01
A full implicit numerical procedure based on the use of a nine-point difference operator is presented to solve the two dimensional (2 D ) relativistic Fokker-Planck equation for the current drive problem and synergetic effects between the lower hybrid and the electron cyclotron waves in tokamaks. As compared to the standard approach based on the use of a five-point difference operator [M. Shoucri, I. Shkarofsky, Comput. Phys. Comm. 82 (1994) 287], the convergence rate towards the steady state solution may be significantly enhanced with no loss of accuracy on the distribution function. Moreover, it is shown that the numerical stability may be strongly improved without a large degradation of the CPU time consumption as in the five-point scheme, making this approach very attractive for a fast solution of the 2-D Fokker-Planck equation on a fine grid in conjunction with other numerical codes for realistic plasma simulations. This new algorithm, based on an approximate matrix factorization technique, may be applied to all numerical problems with large sets of equations which involve nine-point difference operators. (author)
Energy Technology Data Exchange (ETDEWEB)
Peysson, Y. [Association Euratom-CEA, CEA Grenoble, 38 (France). Dept. de Recherches sur la Fusion Controlee; Choucri, M. [Centre Canadien de Fusion Magnetique, Varennes, PQ (Canada)
1997-09-01
A full implicit numerical procedure based on the use of a nine-point difference operator is presented to solve the two dimensional (2{sub D}) relativistic Fokker-Planck equation for the current drive problem and synergetic effects between the lower hybrid and the electron cyclotron waves in tokamaks. As compared to the standard approach based on the use of a five-point difference operator [M. Shoucri, I. Shkarofsky, Comput. Phys. Comm. 82 (1994) 287], the convergence rate towards the steady state solution may be significantly enhanced with no loss of accuracy on the distribution function. Moreover, it is shown that the numerical stability may be strongly improved without a large degradation of the CPU time consumption as in the five-point scheme, making this approach very attractive for a fast solution of the 2-D Fokker-Planck equation on a fine grid in conjunction with other numerical codes for realistic plasma simulations. This new algorithm, based on an approximate matrix factorization technique, may be applied to all numerical problems with large sets of equations which involve nine-point difference operators. (author) 21 refs.
International Nuclear Information System (INIS)
Rodriguez, B.D.A.; Vilhena, M.T.; Borges, V.; Hoff, G.
2008-01-01
In this paper we solve the Fokker-Planck (FP) equation, an alternative approach for the Boltzmann transport equation for charged particles in a rectangular domain. To construct the solution we begin applying the P N approximation in the angular variable and the Laplace Transform in the x-variable, thus obtaining a first order linear differential equation in y-variable, which the solution is straightforward. The angular flux of electrons and the parameters of the medium are used for the calculation of the energy deposited by the secondary electrons generated by Compton Effect. The remaining effects will not be taken into account. The results will be presented under absorbed energy form in several points of interested. We present numerical simulations and comparisons with results obtained by using Geant4 (version 8) program which applies the Monte Carlo's technique to low energy libraries for a two-dimensional problem assuming the screened Rutherford differential scattering cross-section
Massively parallel Fokker-Planck calculations
International Nuclear Information System (INIS)
Mirin, A.A.
1990-01-01
This paper reports that the Fokker-Planck package FPPAC, which solves the complete nonlinear multispecies Fokker-Planck collision operator for a plasma in two-dimensional velocity space, has been rewritten for the Connection Machine 2. This has involved allocation of variables either to the front end or the CM2, minimization of data flow, and replacement of Cray-optimized algorithms with ones suitable for a massively parallel architecture. Calculations have been carried out on various Connection Machines throughout the country. Results and timings on these machines have been compared to each other and to those on the static memory Cray-2. For large problem size, the Connection Machine 2 is found to be cost-efficient
International Nuclear Information System (INIS)
Jumarie, Guy
2009-01-01
A probability distribution of fractional (or fractal) order is defined by the measure μ{dx} = p(x)(dx) α , 0 α (D x α h α )f(x) provided by the modified Riemann Liouville definition, one can expand a probability calculus parallel to the standard one. A Fourier's transform of fractional order using the Mittag-Leffler function is introduced, together with its inversion formula; and it provides a suitable generalization of the characteristic function of fractal random variables. It appears that the state moments of fractional order are more especially relevant. The main properties of this fractional probability calculus are outlined, it is shown that it provides a sound approach to Fokker-Planck equation which are fractional in both space and time, and it provides new results in the information theory of non-random functions.
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Buet, Ch. [CEA Bruyeres-le-Chatel, Dept. Sciences de la Simulation et de l' Information, Service Numerique Environnement et Constantes, 91 (France); Le Thanh, K.C. [CEA Bruyeres-le-Chatel, Service Physique des Plasmas et Electromagnetisme, 91 (France). Dept. de Physique Theorique et Appliquee
2008-07-01
The aim of this paper is to describe the discretization of the Fokker-Planck-Landau (FPL) collision term in the isotropic case, which models the self-collision for the electrons when they are totally isotropized by heavy particles background such as ions. The discussion focuses on schemes, which could preserve positivity, mass, energy and Maxwellian equilibrium. The Chang and Cooper method is widely used by plasma's physicists for the FPL equation (and for Fokker-Planck type equations). We present a new variant that is both positive and conservative contrary to the existing one's. We propose also a non Chang and Cooper 'type scheme on non-uniform grid, which is also both positive, conservative and equilibrium state preserving contrary to existing one's. The case of Coulombian potential is emphasized. We address also the problem of the time discretization. In particular we show how to recast some implicit methods to get band diagonal system and to solve it by direct method with a linear cost. (authors)
International Nuclear Information System (INIS)
Huang, Danhong; Apostolova, T.; Alsing, P.M.; Cardimona, D.A.
2004-01-01
The dynamics of a many-electron system under both dc and infrared fields is separated into a center-of-mass and a relative motion. The first-order force-balance equation is employed for the slow center-of-mass motion of electrons, and the Fokker-Planck equation is used for the ultrafast relative scattering motion of degenerate electrons. This approach allows us to include the anisotropic energy-relaxation process which has been neglected in the energy-balance equation in the past. It also leads us to include the anisotropic coupling to the incident infrared field with different polarizations. Based on this model, the transport of electrons is explored under strong dc and infrared fields by going beyond the relaxation-time approximation. The anisotropic dependence of the electron distribution function on the parallel and perpendicular kinetic energies of electrons is displayed with respect to the dc field direction, and the effect of anisotropic coupling to an incident infrared field with polarizations parallel and perpendicular to the applied dc electric field is shown. The heating of electrons is more accurately described beyond the energy-balance equation with the inclusion of an anisotropic coupling to the infrared field. The drift velocity of electrons is found to increase with the amplitude of the infrared field due to a suppressed momentum-relaxation process (or frictional force) under parallel polarization but decreases with the amplitude due to an enhanced momentum-relaxation process under perpendicular polarization
Hager, Robert; Yoon, E. S.; Ku, S.; D'Azevedo, E. F.; Worley, P. H.; Chang, C. S.
2015-11-01
We describe the implementation, and application of a time-dependent, fully nonlinear multi-species Fokker-Planck-Landau collision operator based on the single-species work of Yoon and Chang [Phys. Plasmas 21, 032503 (2014)] in the full-function gyrokinetic particle-in-cell codes XGC1 [Ku et al., Nucl. Fusion 49, 115021 (2009)] and XGCa. XGC simulations include the pedestal and scrape-off layer, where significant deviations of the particle distribution function from a Maxwellian can occur. Thus, in order to describe collisional effects on neoclassical and turbulence physics accurately, the use of a non-linear collision operator is a necessity. Our collision operator is based on a finite volume method using the velocity-space distribution functions sampled from the marker particles. Since the same fine configuration space mesh is used for collisions and the Poisson solver, the workload due to collisions can be comparable to or larger than the workload due to particle motion. We demonstrate that computing time spent on collisions can be kept affordable by applying advanced parallelization strategies while conserving mass, momentum, and energy to reasonable accuracy. We also show results of production scale XGCa simulations in the H-mode pedestal and compare to conventional theory. Work supported by US DOE OFES and OASCR.
Massively parallel Fokker-Planck code ALLAp
International Nuclear Information System (INIS)
Batishcheva, A.A.; Krasheninnikov, S.I.; Craddock, G.G.; Djordjevic, V.
1996-01-01
The recently developed for workstations Fokker-Planck code ALLA simulates the temporal evolution of 1V, 2V and 1D2V collisional edge plasmas. In this work we present the results of code parallelization on the CRI T3D massively parallel platform (ALLAp version). Simultaneously we benchmark the 1D2V parallel vesion against an analytic self-similar solution of the collisional kinetic equation. This test is not trivial as it demands a very strong spatial temperature and density variation within the simulation domain. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Rodriguez, B.D.A. [Universidade Federal Rio Grande do Sul, Programa de Pos-Graduacao em Engenharia Mecanica, Rua Portuguesa 218/304, 90650-12 Porto Alegre, RS (Brazil)], E-mail: barbara.arodriguez@gmail.com; Vilhena, M.T. [Universidade Federal Rio Grande do Sul, Departamento de Matematica Pura e Aplicada, Porto Alegre, RS (Brazil)], E-mail: vilhena@mat.ufrgs.br; Borges, V. [Universidade Federal Rio Grande do Sul, Programa de Pos-Graduacao em Engenharia Mecanica, Rua Portuguesa 218/304, 90650-12 Porto Alegre, RS (Brazil)], E-mail: borges@ufrgs.br; Hoff, G. [Pontificia Universidade Catolica do Rio Grande do Sul, Faculdade de Fisica, Porto Alegre, RS (Brazil)], E-mail: hoff@pucrs.br
2008-05-15
In this paper we solve the Fokker-Planck (FP) equation, an alternative approach for the Boltzmann transport equation for charged particles in a rectangular domain. To construct the solution we begin applying the P{sub N} approximation in the angular variable and the Laplace Transform in the x-variable, thus obtaining a first order linear differential equation in y-variable, which the solution is straightforward. The angular flux of electrons and the parameters of the medium are used for the calculation of the energy deposited by the secondary electrons generated by Compton Effect. The remaining effects will not be taken into account. The results will be presented under absorbed energy form in several points of interested. We present numerical simulations and comparisons with results obtained by using Geant4 (version 8) program which applies the Monte Carlo's technique to low energy libraries for a two-dimensional problem assuming the screened Rutherford differential scattering cross-section.
International Nuclear Information System (INIS)
Debosscher, A.F.; Dutre, W.L.
1979-01-01
The paper deals with the exact stochastic analysis of the low-frequency neutron density fluctuations in an on-off controlled nuclear power reactor without delayed neutrons and perturbed by Gaussian white reactivity noise. The stochastic process, being Markovian, is completely characterized by its first-order probability density function (pdf) and the transition pdf. The first-order pdf is the normalized solution to the time-independent Fokker--Planck equation (FPE). Using this pdf, a general expression for the moments is obtained. The conditions for stochastic stability in probability, in the mean, and in the mean-square are derived. The time-dependent FPE is solved using the Laplace transform technique, which results in four distinct expressions for the transition pdf, according to the relative magnitude of initial and final reactor power with respect to the regulator level. After Laplace inversion, a physical interpretation of the controller's effect on the stochastic process becomes possible. Finally, making use of the obtained pdf's, the spectral density of the reactor power fluctuations is calculated
Fokker-Planck modeling of current penetration during electron cyclotron current drive
International Nuclear Information System (INIS)
Merkulov, A.; Westerhof, E.; Schueller, F. C.
2007-01-01
The current penetration during electron cyclotron current drive (ECCD) on the resistive time scale is studied with a Fokker-Planck simulation, which includes a model for the magnetic diffusion that determines the parallel electric field evolution. The existence of the synergy between the inductive electric field and EC driven current complicates the process of the current penetration and invalidates the standard method of calculation in which Ohm's law is simply approximated by j-j cd =σE. Here it is proposed to obtain at every time step a self-consistent approximation to the plasma resistivity from the Fokker-Planck code, which is then used in a concurrent calculation of the magnetic diffusion equation in order to obtain the inductive electric field at the next time step. A series of Fokker-Planck calculations including a self-consistent evolution of the inductive electric field has been performed. Both the ECCD power and the electron density have been varied, thus varying the well known nonlinearity parameter for ECCD P rf [MW/m -3 ]/n e 2 [10 19 m -3 ] [R. W. Harvey et al., Phys. Rev. Lett 62, 426 (1989)]. This parameter turns out also to be a good predictor of the synergetic effects. The results are then compared with the standard method of calculations of the current penetration using a transport code. At low values of the Harvey parameter, the standard method is in quantitative agreement with Fokker-Planck calculations. However, at high values of the Harvey parameter, synergy between ECCD and E parallel is found. In the case of cocurrent drive, this synergy leads to the generation of large amounts of nonthermal electrons and a concomitant increase of the electrical conductivity and current penetration time. In the case of countercurrent drive, the ECCD efficiency is suppressed by the synergy with E parallel while only a small amount of nonthermal electrons is produced
Bianucci, Marco
2018-05-01
Finding the generalized Fokker-Planck Equation (FPE) for the reduced probability density function of a subpart of a given complex system is a classical issue of statistical mechanics. Zwanzig projection perturbation approach to this issue leads to the trouble of resumming a series of commutators of differential operators that we show to correspond to solving the Lie evolution of first order differential operators along the unperturbed Liouvillian of the dynamical system of interest. In this paper, we develop in a systematic way the procedure to formally solve this problem. In particular, here we show which the basic assumptions are, concerning the dynamical system of interest, necessary for the Lie evolution to be a group on the space of first order differential operators, and we obtain the coefficients of the so-evolved operators. It is thus demonstrated that if the Liouvillian of the system of interest is not a first order differential operator, in general, the FPE structure breaks down and the master equation contains all the power of the partial derivatives, up to infinity. Therefore, this work shed some light on the trouble of the ubiquitous emergence of both thermodynamics from microscopic systems and regular regression laws at macroscopic scales. However these results are very general and can be applied also in other contexts that are non-Hamiltonian as, for example, geophysical fluid dynamics, where important events, like El Niño, can be considered as large time scale phenomena emerging from the observation of few ocean degrees of freedom of a more complex system, including the interaction with the atmosphere.
Energy Technology Data Exchange (ETDEWEB)
Buet, Ch. [CEA Bruyeres-le-Chatel, Dept. des Sciences de la Simulation et de l' Information, 91 (France); Le Thanh, K.C. [CEA Bruyeres-le-Chatel, Dept. de Physique Theorique et Appliquee, 91 (France)
2006-07-01
The aim of this paper is to describe the discretization of the Fokker-Planck-Landau (FPL) collision term in the isotropic case which models the self collision for the electrons when they are totally isotropized by heavy particles background such as ions. The discussion focus on schemes which could preserve positivity, mass, energy and Maxwellian equilibrium. First, we analyze in detail the popular Chang and Cooper method for this non-linear collision term: derivation, conservation and positivity properties. We show that some variants of this method, based on the drift-diffusion form of the FPL operator, could not be positive or could not conserve the energy. We present a new variant of the Chang and Cooper method derived from the Landau form that is both positive and conservative. We also propose two new alternatives and simpler schemes for the FPL operator which show that the Chang and Cooper method is not the only way to construct positive, energy conservative and equilibrium state preserving schemes for this operator. For all these schemes, we explain clearly the properties of conservation of the density and the energy, the positivity of the solution and the conservation of the equilibrium states, or their lack. The case of Maxwellian and Coulombian potentials are emphasized. (authors)
International Nuclear Information System (INIS)
Prinja, A.K.
1995-08-01
We have developed and successfully implemented a two-dimensional bilinear discontinuous in space and time, used in conjunction with the S N angular approximation, to numerically solve the time dependent, one-dimensional, one-speed, slab geometry, (ion) transport equation. Numerical results and comparison with analytical solutions have shown that the bilinear-discontinuous (BLD) scheme is third-order accurate in the space ad time dimensions independently. Comparison of the BLD results with diamond-difference methods indicate that the BLD method is both quantitavely and qualitatively superior to the DD scheme. We note that the form of the transport operator is such that these conclusions carry over to energy dependent problems that include the constant-slowing-down-approximation term, and to multiple space dimensions or combinations thereof. An optimized marching or inversion scheme or a parallel algorithm should be investigated to determine if the increased accuracy can compensate for the extra overhead required for a BLD solution, and then could be compared to other discretization methods such as nodal or characteristic schemes
Nier, Francis
2018-01-01
This article is concerned with the maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible boundary conditions cover a wide range of applications for the usual scalar Kramer-Fokker-Planck equation or Bismut's hypoelliptic laplacian.
FIFPC, a fast ion Fokker--Planck code
International Nuclear Information System (INIS)
Fowler, R.H.; Callen, J.D.; Rome, J.A.; Smith, J.
1976-07-01
A computer code is described which solves the Fokker--Planck equation for the velocity space distribution of fast ions injected into a tokamak plasma. The numerical techniques are described and use of the code is outlined. The program is written in FORTRAN IV and is modularized in order to provide greater flexibility to the user. A program listing is provided and the results of sample cases are presented
Taitano, W. T.; Chacón, L.; Simakov, A. N.
2018-07-01
We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we extend the conservative adaptive velocity-space discretization scheme proposed in [Taitano et al., J. Comput. Phys., 318, 391-420, (2016)] to a spatially inhomogeneous system. In this approach, we normalize the velocity-space coordinate to a temporally and spatially varying local characteristic speed per species. We explicitly consider the resulting inertial terms in the Vlasov equation, and derive a discrete formulation that conserves mass, momentum, and energy up to a prescribed nonlinear tolerance upon convergence. Our conservation strategy employs nonlinear constraints to enforce these properties discretely for both the Vlasov operator and the Fokker-Planck collision operator. Numerical examples of varying degrees of complexity, including shock-wave propagation, demonstrate the favorable efficiency and accuracy properties of the scheme.
Boltzmann-Fokker-Planck calculations using standard discrete-ordinates codes
International Nuclear Information System (INIS)
Morel, J.E.
1987-01-01
The Boltzmann-Fokker-Planck (BFP) equation can be used to describe both neutral and charged-particle transport. Over the past several years, the author and several collaborators have developed methods for representing Fokker-Planck operators with standard multigroup-Legendre cross-section data. When these data are input to a standard S/sub n/ code such as ONETRAN, the code actually solves the Boltzmann-Fokker-Planck equation rather than the Boltzmann equation. This is achieved wihout any modification to the S/sub n/ codes. Because BFP calculations can be more demanding from a numerical viewpoint than standard neutronics calculations, we have found it useful to implement new quadrature methods ad convergence acceleration methods in the standard discrete-ordinates code, ONETRAN. We discuss our BFP cross-section representation techniques, our improved quadrature and acceleration techniques, and present results from BFP coupled electron-photon transport calculations performed with ONETRAN. 19 refs., 7 figs
Fokker-Planck modeling of pitting corrosion in underground pipelines
Energy Technology Data Exchange (ETDEWEB)
Camacho, Eliana Nogueira [Risco Ambiental Engenharia, Rio de Janeiro, RJ (Brazil); Melo, Paulo F. Frutuoso e [Coordenacao dos Programas de Pos-Graduacao de Engenharia (COPPE/UFRJ), Rio de Janeiro, RJ (Brazil). Programa de Engenharia Nuclear; Saldanha, Pedro Luiz C. [Comissao Nacional de Energia Nuclear (CGRC/CNEN), Rio de Janeiro, RJ (Brazil). Coordenacao Geral de Reatores e Ciclo do Combustivel; Silva, Edson de Pinho da [Universidade Federal Rural do Rio de Janeiro (UFRRJ), Seropedica, RJ (Brazil). Dept. of Physics
2011-07-01
Full text: The stochastic nature of pitting corrosion has been recognized since the 1930s. It has been learned that this damage retains no memory of its past. Instead, the future state is determined only by the knowledge of its present state. This Markovian property that underlies the stochastic process governing pitting corrosion has been explored as a discrete Markovian process by many authors since the beginning of the 1990s for underground pipelines of the oil and gas industries and nuclear power plants. Corrosion is a genuine continuous time and space state Markovian process, so to model it as a discrete time and/or state space is an approximation to the problem. Markovian chains approaches, with an increasing number of states, could involve a large number of parameters, the transition rates between states, to be experimentally determined. Besides, such an increase in the number of states produces matrices with huge dimensions leading to time-consuming computational solutions. Recent approaches involving Markovian discrete process have overcome those difficulties but, on the other hand, a large number of soil and pipe stochastic variables have to be known. In this work we propose a continuous time and space state approach to the evolution of pit corrosion depths in underground pipelines. In order to illustrate the application of the model for defect depth growth a combination of real life data and Monte Carlo simulation was used. The process is described by a Fokker-Planck equation. The Fokker-Planck equation is completely determined by the knowledge of two functions known as the drift and diffusion coefficients. In this work we also show that those functions can be estimated from corrosion depth data from in-line inspections. Some particular forms of drift and diffusion coefficients lead to particular Fokker-Planck equations for which analytical solutions are known, as is the case for the Wiener process, the Ornstein-Uhlenbeck process and the Brownian motion
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
Annunziato, Mario
2014-09-01
In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assumptions it is shown that the two strategies are equivalent in the case of expected cost functionals, while the FokkerPlanck formalism allows considering a larger class of objectives. To illustrate the connection between the two control strategies, the cases of an Itō stochastic process and of a piecewise-deterministic process are considered.
Simulating transient dynamics of the time-dependent time fractional Fokker-Planck systems
Kang, Yan-Mei
2016-09-01
For a physically realistic type of time-dependent time fractional Fokker-Planck (FP) equation, derived as the continuous limit of the continuous time random walk with time-modulated Boltzmann jumping weight, a semi-analytic iteration scheme based on the truncated (generalized) Fourier series is presented to simulate the resultant transient dynamics when the external time modulation is a piece-wise constant signal. At first, the iteration scheme is demonstrated with a simple time-dependent time fractional FP equation on finite interval with two absorbing boundaries, and then it is generalized to the more general time-dependent Smoluchowski-type time fractional Fokker-Planck equation. The numerical examples verify the efficiency and accuracy of the iteration method, and some novel dynamical phenomena including polarized motion orientations and periodic response death are discussed.
International Nuclear Information System (INIS)
Epperlein, E.M.
1992-01-01
Preliminary 1-D studies of nonlocal heat transport in spherical plasmas based on the Fokker-Planck code SPARK indicate significant levels of electron preheat and radial heat flux across a spherical heat sink surface kept at fixed temperature. However, the diffusive approximation to the Fokker-Planck equation is shown to be particularly sensitive to the nature of the inner surface boundary condition chosen. A suggested remedy is the inclusion of a target capsule in future simulations studies with SPARK
Olbrant, Edgar; Frank, Martin
2010-12-01
In this paper, we study a deterministic method for particle transport in biological tissues. The method is specifically developed for dose calculations in cancer therapy and for radiological imaging. Generalized Fokker-Planck (GFP) theory [Leakeas and Larsen, Nucl. Sci. Eng. 137 (2001), pp. 236-250] has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is forward-peaked and where there is a sufficient amount of large-angle scattering. We compare grid-based numerical solutions to FP and GFP in realistic medical applications. First, electron dose calculations in heterogeneous parts of the human body are performed. Therefore, accurate electron scattering cross sections are included and their incorporation into our model is extensively described. Second, we solve GFP approximations of the radiative transport equation to investigate reflectance and transmittance of light in biological tissues. All results are compared with either Monte Carlo or discrete-ordinates transport solutions.
FOKKER-PLANCK ANALYSIS OF TRANSVERSE COLLECTIVE INSTABILITIES IN ELECTRON STORAGE RINGS
Energy Technology Data Exchange (ETDEWEB)
Lindberg, R. R.
2017-06-25
We analyze single bunch transverse instabilities due to wakefields using a Fokker-Planck model. We expand on the work of Suzuki [1], writing out the linear matrix equation including chromaticity, both dipolar and quadrupolar transverse wakefields, and the effects of damping and diffusion due to the synchrotron radiation. The eigenvalues and eigenvectors determine the collective stability of the beam, and we show that the predicted threshold current for transverse instability and the profile of the unstable agree well with tracking simulations. In particular, we find that predicting collective stability for high energy electron beams at moderate to large values of chromaticity requires the full Fokker-Planck analysis to properly account for the effects of damping and diffusion due to synchrotron radiation.
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.
Development of parallel Fokker-Planck code ALLAp
International Nuclear Information System (INIS)
Batishcheva, A.A.; Sigmar, D.J.; Koniges, A.E.
1996-01-01
We report on our ongoing development of the 3D Fokker-Planck code ALLA for a highly collisional scrape-off-layer (SOL) plasma. A SOL with strong gradients of density and temperature in the spatial dimension is modeled. Our method is based on a 3-D adaptive grid (in space, magnitude of the velocity, and cosine of the pitch angle) and a second order conservative scheme. Note that the grid size is typically 100 x 257 x 65 nodes. It was shown in our previous work that only these capabilities make it possible to benchmark a 3D code against a spatially-dependent self-similar solution of a kinetic equation with the Landau collision term. In the present work we show results of a more precise benchmarking against the exact solutions of the kinetic equation using a new parallel code ALLAp with an improved method of parallelization and a modified boundary condition at the plasma edge. We also report first results from the code parallelization using Message Passing Interface for a Massively Parallel CRI T3D platform. We evaluate the ALLAp code performance versus the number of T3D processors used and compare its efficiency against a Work/Data Sharing parallelization scheme and a workstation version
Tang, Xian-Zhu; Berk, H. L.; Guo, Zehua; McDevitt, C. J.
2014-03-01
Across a transition layer of disparate plasma temperatures, the high energy tail of the plasma distribution can have appreciable deviations from the local Maxwellian distribution due to the Knudson layer effect. The Fokker-Planck equation for the tail particle population can be simplified in a series of practically useful limiting cases. The first is the approximation of background Maxwellian distribution for linearizing the collision operator. The second is the supra-thermal particle speed ordering of vTi ≪ v ≪ vTe for the tail ions and vTi ≪ vTe ≪ v for the tail electrons. Keeping both the collisional drag and energy scattering is essential for the collision operator to produce a Maxwellian tail distribution. The Fokker-Planck model for following the tail ion distribution for a given background plasma profile is explicitly worked out for systems of one spatial dimension, in both slab and spherical geometry. A third simplification is an expansion of the tail particle distribution using the spherical harmonics, which are eigenfunctions of the pitch angle scattering operator. This produces a set of coupled Fokker-Planck equations that contain energy-dependent spatial diffusion terms in two coordinates (position and energy), which originate from pitch angle scattering in the original Fokker-Planck equation. It is shown that the well-known diffusive Fokker-Planck model is a poor approximation of the two-mode truncation model, which itself has fundamental deficiency compared with the three-mode truncation model. The cause is the lack of even-symmetry representation in pitch dependence in the two-mode truncation model.
Fokker-Planck transport in solid state accelerator concepts
International Nuclear Information System (INIS)
Newberger, B.; Tajima, T.
1989-01-01
Particle transport in a crystalline solid under channeling conditions is considered by means of a Fokker-Planck description. The model includes electron multiple scattering, radiation damping and an accelerating electric field. Analytic solutions have been obtained using a harmonic potential model to describe the channeling forces. These solutions will be described
Fokker-Planck description for the queue dynamics of large tick stocks
Garèche, A.; Disdier, G.; Kockelkoren, J.; Bouchaud, J.-P.
2013-09-01
Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation. Our description explicitly includes state dependence, i.e., the fact that the drift and diffusion depend on the volume present on both sides of the spread. “Jump” events, corresponding to sudden changes of the best limit price, must also be included as birth-death terms in the Fokker-Planck equation. All quantities involved in the equation can be calibrated using high-frequency data on the best quotes. One of our central findings is that the dynamical process is approximately scale invariant, i.e., the only relevant variable is the ratio of the current volume in the queue to its average value. While the latter shows intraday seasonalities and strong variability across stocks and time periods, the dynamics of the rescaled volumes is universal. In terms of rescaled volumes, we found that the drift has a complex two-dimensional structure, which is a sum of a gradient contribution and a rotational contribution, both stable across stocks and time. This drift term is entirely responsible for the dynamical correlations between the ask queue and the bid queue.
A New Fokker-Planck Approach for the Relaxation-driven Evolution of Galactic Nuclei
Vasiliev, Eugene
2017-10-01
We present an approach for simulating the collisional evolution of spherical isotropic stellar systems based on the one-dimensional Fokker-Planck equation. A novel aspect is that we use the phase volume as the argument of the distribution function instead of the traditionally used energy, which facilitates the solution. The publicly available code PhaseFlow implements a high-accuracy finite-element method for the Fokker-Planck equation, and can handle multiple-component systems, optionally with the central black hole and taking into account loss-cone effects and star formation. We discuss the energy balance in the general setting, and in application to the Bahcall-Wolf cusp around a central black hole, for which we derive a perturbative solution. We stress that the cusp is not a steady-state structure, but rather evolves in amplitude while retaining an approximately ρ \\propto {r}-7/4 density profile. Finally, we apply the method to the nuclear star cluster of the milky Way, and illustrate a possible evolutionary scenario in which a two-component system of lighter main-sequence stars and stellar-mass black holes develops a Bahcall-Wolf cusp in the heavier component and a weaker ρ \\propto {r}-3/2 cusp in the lighter, visible component, over the period of several Gyr. The present-day density profile is consistent with the recently detected mild cusp inside the central parsec, and is weakly sensitive to initial conditions.
A fractional Fokker-Planck model for anomalous diffusion
Energy Technology Data Exchange (ETDEWEB)
Anderson, Johan, E-mail: anderson.johan@gmail.com [Department of Earth and Space Sciences, Chalmers University of Technology, SE-412 96 Göteborg (Sweden); Kim, Eun-jin [Department of Mathematics and Statistics, University of Sheffield, Hicks Building, Hounsfield Road, Sheffield S3 7RH (United Kingdom); Moradi, Sara [Ecole Polytechnique, CNRS UMR7648, LPP, F-91128 Palaiseau (France)
2014-12-15
In this paper, we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality of the stable Lévy distribution. The statistical properties of the distribution functions are assessed by a generalized normalized expectation measure and entropy in terms of Tsallis statistical mechanics. We find that the ratio of the generalized entropy and expectation is increasing with decreasing fractionality towards the well known so-called sub-diffusive domain, indicating a self-organising behavior.
New Fokker-Planck derivation of heavy gas models for neutron thermalization
International Nuclear Information System (INIS)
Larsen, E.W.; Williams, M.M.R.
1990-01-01
This paper is concerned with the derivation of new generalized heavy gas models for the infinite medium neutron energy spectrum equation. Our approach is general and can be used to derive improved Fokker-Planck approximations for other types of kinetic equations. In this paper we obtain two distinct heavy gas models, together with estimates for the corresponding errors. The models are shown in a special case to reduce to modified heavy gas models proposed earlier by Corngold (1962). The error estimates show that both of the new models should be more accurate than Corngold's modified heavy gas model, and that the first of the two new models should generally be more accurate than the second. (author)
A Fokker-Planck based kinetic model for diatomic rarefied gas flows
Gorji, M. Hossein; Jenny, Patrick
2013-06-01
A Fokker-Planck based kinetic model is presented here, which also accounts for internal energy modes characteristic for diatomic gas molecules. The model is based on a Fokker-Planck approximation of the Boltzmann equation for monatomic molecules, whereas phenomenological principles were employed for the derivation. It is shown that the model honors the equipartition theorem in equilibrium and fulfills the Landau-Teller relaxation equations for internal degrees of freedom. The objective behind this approximate kinetic model is accuracy at reasonably low computational cost. This can be achieved due to the fact that the resulting stochastic differential equations are continuous in time; therefore, no collisions between the simulated particles have to be calculated. Besides, because of the devised energy conserving time integration scheme, it is not required to resolve the collisional scales, i.e., the mean collision time and the mean free path of molecules. This, of course, gives rise to much more efficient simulations with respect to other particle methods, especially the conventional direct simulation Monte Carlo (DSMC), for small and moderate Knudsen numbers. To examine the new approach, first the computational cost of the model was compared with respect to DSMC, where significant speed up could be obtained for small Knudsen numbers. Second, the structure of a high Mach shock (in nitrogen) was studied, and the good performance of the model for such out of equilibrium conditions could be demonstrated. At last, a hypersonic flow of nitrogen over a wedge was studied, where good agreement with respect to DSMC (with level to level transition model) for vibrational and translational temperatures is shown.
Fokker-Planck theory of electron cyclotron assisted startup and breakdown in Tokamaks
International Nuclear Information System (INIS)
Fidone, I.; Granata, G.
1993-04-01
The kinetic theory of plasma startup in a tokamak in the presence of electron cyclotron resonance heating is discussed. The linear theory of the X-mode and the upper-hybrid converted mode damping in low density and temperature plasmas are first reviewed. Then, the kinetic equation for the electron velocity distribution is considered, which is determined by the perpendicular electron cyclotron quasilinear diffusion operator, the parallel electric field, elastic and inelastic electron-neutral collisions and various losses. Two different time scales, namely the elastic electron-neutral collision time and the much longer ionization time, are identified. Thus a two time scale ordering procedure is legitimated for which the velocity distribution is determined by the quasilinear diffusion and the electron-neutral collision frequency; the ionization rate is computed using the Fokker-Planck solution for the electron velocity distribution
Fokker-Planck simulation study of Alfven eigenmode burst
International Nuclear Information System (INIS)
Todo, Y.; Watanabe, T.; Park, Hyoung-Bin; Sato, T.
2001-01-01
Recurrent bursts of toroidicity-induced Alfven eigenmodes (TAEs) are reproduced with a Fokker-Planck-magnetohydrodynamic simulation where a fast-ion source and slowing down are incorporated self-consistently. The bursts take place at regular time intervals and the behaviors of all the TAEs are synchronized. The fast-ion transport due to TAE activity spatially broadens the classical fast-ion distribution and significantly reduces its peak value. Only a small change of the distribution takes place with each burst, leading to loss of a small fraction of the fast ions. The system stays close to the marginal stability state established through the interplay of the fast-ion source, slowing down, and TAE activity. (author)
International Nuclear Information System (INIS)
Rockstroh, J.M.
1977-01-01
Cosmic-ray electrons generate the observed radio-frequency background. Previous attempts in the literature to reconcile quantitatively the measured radio-frequency intensity with the intensity deduced from the electron spectrum measured at earth have culminated in the problem that to get the respective emissivities to agree, an unacceptably high interstellar B field must be chosen. In the light of new experimental data on the emissivity as deduced from H II region studies and on the functional dependence of the diffusion coefficient with solar radius and particle rigidity, the assumptions under which the electron emissivity comparison has been made have been reexamined closely. The paradox between predicted and measured emissivity was resolved by ascribing to the magnetic fields of the galaxy a distribution of magnetic field strengths. From modified synchrotron formulas, the interstellar electron spectrum has been constructed from the radio frequency emission data with greatly improved precision. The interstellar electron spectrum has been determined independently of the solar modulation and provides, therefore, an estimate of the absolute depth of the electron modulation. Then the measured electron, proton, and helium-nuclei fluxes were systematically compared to the predictions of the spherically symmetric Fokker-Planck equation using the electron modulation as a base. A previously unnoticed non-tracking of the modulation parameters was observed during the recent recovery that did not occur during the 1965 to 1969 period. Although the argument could be presented just as well by attributing the anomaly to the nuclei, the discussion here arbitrarily tailored it to the electrons, and this new phenomenon was named, the modulation reluctance of the cosmic-ray electrons
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
Annunziato, Mario; Borzì , Alfio; Nobile, Fabio; Tempone, Raul
2014-01-01
appropriate assumptions it is shown that the two strategies are equivalent in the case of expected cost functionals, while the FokkerPlanck formalism allows considering a larger class of objectives. To illustrate the connection between the two control
Vlasov-Fokker-Planck modeling of magnetized plasma
International Nuclear Information System (INIS)
Thomas, Alexander
2016-01-01
Understanding the magnetic fields that can develop in high-power-laser interactions with solid-density plasma is important because such fields significantly modify both the magnitude and direction of electron heat fluxes. The dynamics of such fields evidently have consequences for inertial fusion energy applications, as the coupling of the laser beams with the walls or pellet and the development of temperature inhomogeneities are critical to the uniformity of the implosion and potentially the success of, for example, the National Ignition Facility. To study these effects, we used the code Impacta, a two-dimensional, fully implicit, Vlasov-Fokker-Planck code with self-consistent magnetic fields and a hydrodynamic ion model, designed for nanosecond time-scale laser-plasma interactions. Heat-flux effects in Ohm's law under non-local conditions was investigated; physics that is not well captured by standard numerical models but is nevertheless important in fusion-related scenarios. Under such conditions there are numerous interesting physical effects, such as collisional magnetic instabilities, amplification of magnetic fields, re-emergence of non-locality through magnetic convection, and reconnection of magnetic field lines and redistribution of thermal energy. In this project highlights included the first full-scale kinetic simulations of a magnetized hohlraum and the discovery of a new magnetic reconnection mechanism, as well as a completed PhD thesis and the production of a new code for Inertial Fusion research.
Vlasov-Fokker-Planck modeling of magnetized plasma
Energy Technology Data Exchange (ETDEWEB)
Thomas, Alexander [Univ. of Michigan, Ann Arbor, MI (United States)
2016-08-01
Understanding the magnetic fields that can develop in high-power-laser interactions with solid-density plasma is important because such fields significantly modify both the magnitude and direction of electron heat fluxes. The dynamics of such fields evidently have consequences for inertial fusion energy applications, as the coupling of the laser beams with the walls or pellet and the development of temperature inhomogeneities are critical to the uniformity of the implosion and potentially the success of, for example, the National Ignition Facility. To study these effects, we used the code Impacta, a two-dimensional, fully implicit, Vlasov-Fokker-Planck code with self-consistent magnetic fields and a hydrodynamic ion model, designed for nanosecond time-scale laser-plasma interactions. Heat-flux effects in Ohm’s law under non-local conditions was investigated; physics that is not well captured by standard numerical models but is nevertheless important in fusion-related scenarios. Under such conditions there are numerous interesting physical effects, such as collisional magnetic instabilities, amplification of magnetic fields, re-emergence of non-locality through magnetic convection, and reconnection of magnetic field lines and redistribution of thermal energy. In this project highlights included the first full-scale kinetic simulations of a magnetized hohlraum and the discovery of a new magnetic reconnection mechanism, as well as a completed PhD thesis and the production of a new code for Inertial Fusion research.
A mixed finite element method for nonlinear diffusion equations
Burger, Martin; Carrillo, José
2010-01-01
We propose a mixed finite element method for a class of nonlinear diffusion equations, which is based on their interpretation as gradient flows in optimal transportation metrics. We introduce an appropriate linearization of the optimal transport problem, which leads to a mixed symmetric formulation. This formulation preserves the maximum principle in case of the semi-discrete scheme as well as the fully discrete scheme for a certain class of problems. In addition solutions of the mixed formulation maintain exponential convergence in the relative entropy towards the steady state in case of a nonlinear Fokker-Planck equation with uniformly convex potential. We demonstrate the behavior of the proposed scheme with 2D simulations of the porous medium equations and blow-up questions in the Patlak-Keller-Segel model. © American Institute of Mathematical Sciences.
Fokker-Planck description of the scattering of radio frequency waves at the plasma edge
International Nuclear Information System (INIS)
Hizanidis, Kyriakos; Kominis, Yannis; Tsironis, Christos; Ram, Abhay K.
2010-01-01
In magnetic fusion devices, radio frequency (rf) waves in the electron cyclotron (EC) and lower hybrid (LH) range of frequencies are being commonly used to modify the plasma current profile. In ITER, EC waves are expected to stabilize the neoclassical tearing mode (NTM) by providing current in the island region [R. Aymar et al., Nucl. Fusion 41, 1301 (2001)]. The appearance of NTMs severely limits the plasma pressure and leads to the degradation of plasma confinement. LH waves could be used in ITER to modify the current profile closer to the edge of the plasma. These rf waves propagate from the excitation structures to the core of the plasma through an edge region, which is characterized by turbulence--in particular, density fluctuations. These fluctuations, in the form of blobs, can modify the propagation properties of the waves by refraction. In this paper, the effect on rf due to randomly distributed blobs in the edge region is studied. The waves are represented as geometric optics rays and the refractive scattering from a distribution of blobs is formulated as a Fokker-Planck equation. The scattering can have two diffusive effects--one in real space and the other in wave vector space. The scattering can modify the trajectory of rays into the plasma and it can affect the wave vector spectrum. The refraction of EC waves, for example, could make them miss the intended target region where the NTMs occur. The broadening of the wave vector spectrum could broaden the wave generated current profile. The Fokker-Planck formalism for diffusion in real space and wave vector space is used to study the effect of density blobs on EC and LH waves in an ITER type of plasma environment. For EC waves the refractive effects become important since the distance of propagation from the edge to the core in ITER is of the order of a meter. The diffusion in wave vector space is small. For LH waves the refractive effects are insignificant but the diffusion in wave vector space is
Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.
Lund, Steven P; Hubbard, Joseph B; Halter, Michael
2014-11-06
Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.
Feedback-induced bistability of an optically levitated nanoparticle: A Fokker-Planck treatment
Ge, Wenchao; Rodenburg, Brandon; Bhattacharya, M.
2016-08-01
Optically levitated nanoparticles have recently emerged as versatile platforms for investigating macroscopic quantum mechanics and enabling ultrasensitive metrology. In this paper we theoretically consider two damping regimes of an optically levitated nanoparticle cooled by cavityless parametric feedback. Our treatment is based on a generalized Fokker-Planck equation derived from the quantum master equation presented recently and shown to agree very well with experiment [B. Rodenburg, L. P. Neukirch, A. N. Vamivakas, and M. Bhattacharya, Quantum model of cooling and force sensing with an optically trapped nanoparticle, Optica 3, 318 (2016), 10.1364/OPTICA.3.000318]. For low damping, we find that the resulting Wigner function yields the single-peaked oscillator position distribution and recovers the appropriate energy distribution derived earlier using a classical theory and verified experimentally [J. Gieseler, R. Quidant, C. Dellago, and L. Novotny, Dynamic relaxation of a levitated nanoparticle from a non-equilibrium steady state, Nat. Nano. 9, 358 (2014), 10.1038/nnano.2014.40]. For high damping, in contrast, we predict a double-peaked position distribution, which we trace to an underlying bistability induced by feedback. Unlike in cavity-based optomechanics, stochastic processes play a major role in determining the bistable behavior. To support our conclusions, we present analytical expressions as well as numerical simulations using the truncated Wigner function approach. Our work opens up the prospect of developing bistability-based devices, characterization of phase-space dynamics, and investigation of the quantum-classical transition using levitated nanoparticles.
Analysis of unexpected exits using the Fokker - Planck equation
Herwaarden, van O.A.
1996-01-01
In this thesis exit problems are considered for stochastic dynamical systems with small random fluctuations. We study exit from a domain in the state space through a boundary, or a specified part of the boundary, that is unattainable in the underlying deterministic system. We analyze
Energy Technology Data Exchange (ETDEWEB)
Etim, E; Basili, C [Rome Univ. (Italy). Ist. di Matematica
1978-08-21
The lagrangian in the path integral solution of the master equation of a stationary Markov process is derived by application of the Ehrenfest-type theorem of quantum mechanics and the Cauchy method of finding inverse functions. Applied to the non-linear Fokker-Planck equation the authors reproduce the result obtained by integrating over Fourier series coefficients and by other methods.
Automatic mesh refinement and parallel load balancing for Fokker-Planck-DSMC algorithm
Küchlin, Stephan; Jenny, Patrick
2018-06-01
Recently, a parallel Fokker-Planck-DSMC algorithm for rarefied gas flow simulation in complex domains at all Knudsen numbers was developed by the authors. Fokker-Planck-DSMC (FP-DSMC) is an augmentation of the classical DSMC algorithm, which mitigates the near-continuum deficiencies in terms of computational cost of pure DSMC. At each time step, based on a local Knudsen number criterion, the discrete DSMC collision operator is dynamically switched to the Fokker-Planck operator, which is based on the integration of continuous stochastic processes in time, and has fixed computational cost per particle, rather than per collision. In this contribution, we present an extension of the previous implementation with automatic local mesh refinement and parallel load-balancing. In particular, we show how the properties of discrete approximations to space-filling curves enable an efficient implementation. Exemplary numerical studies highlight the capabilities of the new code.
Energy Technology Data Exchange (ETDEWEB)
Salmon, J [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires; Faculte des Sciences de Caen, 14 (France)
1961-07-01
The author examines the problem of the return to equilibrium of a particle in a plasma and completely explains Fokker-Planck equation. After that, he studies the possibility of interpreting the return of the test particle to Maxwellian distribution, using the development - which is obtained. He discusses the validity limits of the Rosenbluth, MacDonald and Judd approximation. (author) [French] Examinant le probleme du retour a l'equilibre d'une particule test au sein d'un plasma en equilibre, l'auteur cherche a expliciter completement l'expression de l'operateur de Fokker-Planck. Il etudie ensuite les conditions de coherence, c'est-a-dire la possibilite pour le developpement obtenu de traduire le retour de la particule test a l'etat maxwellien et discute des limites de validite de la formule de 'Rosenbluth, Mac Donald et Judd'. (auteur)
Steffen, T; Tanimura, Y
The quantum Fokker-Planck equation is derived for a system nonlinearly coupled to a harmonic oscillator bath. The system-bath interaction is assumed to be linear in the bath coordinates but quadratic in the system coordinate. The relaxation induced dynamics of a harmonic system are investigated by
Tanimura, Y; Steffen, T
2000-01-01
The relaxation processes in a quantum system nonlinearly coupled to a harmonic Gaussian-Markovian heat bath are investigated by the quantum Fokker-Planck equation in the hierarchy form. This model describes frequency fluctuations in the quantum system with an arbitrary correlation time and thus
Madadi-Kandjani, E.; Fox, R. O.; Passalacqua, A.
2017-06-01
An extended quadrature method of moments using the β kernel density function (β -EQMOM) is used to approximate solutions to the evolution equation for univariate and bivariate composition probability distribution functions (PDFs) of a passive scalar for binary and ternary mixing. The key element of interest is the molecular mixing term, which is described using the Fokker-Planck (FP) molecular mixing model. The direct numerical simulations (DNSs) of Eswaran and Pope ["Direct numerical simulations of the turbulent mixing of a passive scalar," Phys. Fluids 31, 506 (1988)] and the amplitude mapping closure (AMC) of Pope ["Mapping closures for turbulent mixing and reaction," Theor. Comput. Fluid Dyn. 2, 255 (1991)] are taken as reference solutions to establish the accuracy of the FP model in the case of binary mixing. The DNSs of Juneja and Pope ["A DNS study of turbulent mixing of two passive scalars," Phys. Fluids 8, 2161 (1996)] are used to validate the results obtained for ternary mixing. Simulations are performed with both the conditional scalar dissipation rate (CSDR) proposed by Fox [Computational Methods for Turbulent Reacting Flows (Cambridge University Press, 2003)] and the CSDR from AMC, with the scalar dissipation rate provided as input and obtained from the DNS. Using scalar moments up to fourth order, the ability of the FP model to capture the evolution of the shape of the PDF, important in turbulent mixing problems, is demonstrated. Compared to the widely used assumed β -PDF model [S. S. Girimaji, "Assumed β-pdf model for turbulent mixing: Validation and extension to multiple scalar mixing," Combust. Sci. Technol. 78, 177 (1991)], the β -EQMOM solution to the FP model more accurately describes the initial mixing process with a relatively small increase in computational cost.
On the Fokker-Planck theory of electron three-body recombination
International Nuclear Information System (INIS)
Sayasov, Yu. S.
1977-01-01
The Fokker-Planck theory of electron three-body recombination based on the concept of electron diffusion along the energy scale in the excited hydrogen-like atoms formed in the recombining plasmas, is extended in several respects. 1) An universal formula for population distribution of the excited atoms in strongly ionized plasmas was found under a sole assumption, that the cross-sections for the inelastic atom-electron collisions are governed by the classical impulse approximation. 2) A general Fokker-Planck theory of the recombination in a slightly ionized, two-temperature plasmas was formulated. The recombination coefficients for such plasmas were shown to possess some peculiar properties in case the electronic temperature differs appreciable from the atomic one. A few limitations of the existing schemas for calculation of the recombination kinetics are briefly discussed. (orig.) [de
Quasilinear simulation of auroral kilometric radiation by a relativistic Fokker-Planck code
International Nuclear Information System (INIS)
Matsuda, Y.
1991-01-01
An intense terrestrial radiation called the auroral kilometric radiation (AKR) is believed to be generated by cyclotron maser instability. We study a quasilinear evolution of this instability by means of a two-dimensional relativistic Fokker-Planck code which treats waves and distributions self-consistently, including radiation loss and electron source and sink. We compare the distributions and wave amplitude with spacecraft observations to elucidate physical processes involved. 3 refs., 1 fig
Collective motions and non-polynomial lagrangians in Fokker-Planck dynamics
International Nuclear Information System (INIS)
Spina, A.; Vucetich, H.
1986-04-01
A method based on the ideas of collective motion is applied to Fokker-Planck dynamics. The usual diagramatic techniques used in stochastic dynamics are enlarged in order to deal with the non-polynomial Lagrangians that appear in the theory. The technique is tested and applied to the case of a self-sustained sinusoidal oscillator whose statistical behaviour is well understood: the Poincare oscillator. (author)
An application of the ideas of collective motion to Fokker-Planck dynamics
International Nuclear Information System (INIS)
Spina, A.
1985-08-01
The implementation of ideas and techniques of field theory to statistical physics have proved invaluable both in deepening our understanding in this second area and as a powerful computational tool. In this paper we analyze some aspects of the application to Fokker-Planck dynamics for the case of self-sustained oscillators driven by white noise of a concept that has been found fruitful in quantum field theory, namely the collective coordinate method. (author)
Finite elements for partial differential equations: An introductory survey
International Nuclear Information System (INIS)
Succi, S.
1988-03-01
After presentation of the basic ideas behind the theory of the Finite Element Method, the application of the method to three equations of particular interest in Physics and Engineering is discussed in some detail, namely, a one-dimensional Sturm-Liouville problem, a two-dimensional linear Fokker-Planck equation and a two-dimensional nonlinear Navier-Stokes equation. 6 refs, 8 figs
International Nuclear Information System (INIS)
Barber, D.P.; Heinemann, K.; Mais, H.; Ripken, G.
1991-12-01
In the following report we investigate stochastic particle motion in electron-positron storage ring in the framework of a Fokker-Planck treatment. The motion is described by using the canonical variables χ, p χ , z, p z , σ = s - cxt, p σ = ΔE/E 0 of the fully six-dimensional formalism. Thus synchrotron- and betatron-oscillations are treated simultaneously taking into account all kinds of coupling (synchro-betatron coupling and the coupling of the betatron oscillations by skew quadrupoles and solenoids). In order to set up the Fokker-Planck equation, action-angle variables of the linear coupled motion are introduced. The averaged dimensions of the bunch, resulting from radiation damping of the synchro-betatron oscillations and from an excitation of these oscillations by quantum fluctuations, are calculated by solving the Fokker-Planck equation. The surfaces of constant density in the six-dimensional phase space, given by six-dimensional ellipsoids, are determined. It is shown that the motion of such an ellipsoid under the influence of external fields can be described by six generating orbit vectors which may be combined into a six-dimenional matrix B(s). This 'bunch-shape matrix', B(s), contains complete information about the configuration of the bunch. Classical spin diffusion in linear approximation has also been included so that the dependence of the polarization vector on the orbital phase space coordinates can be studied and another derivation of the linearized depolarization time obtained. (orig.)
3-D Ray-tracing and 2-D Fokker-Planck Simulations of Radiofrequency Application to Tokamak Plasmas
International Nuclear Information System (INIS)
Cardinali, A.; Paoletti, F.; Bernabei, S.
1999-01-01
A state of the art numerical tool has been developed to simulate the propagation and the absorption of coexisting different types of waves in a tokamak geometry. The code includes a numerical solution of the three-dimensional (R, Z, Φ) toroidal wave equation for the electric field of the different waves in the WKBJ approximation. At each step of integration, the two-dimensional (v parallel, v perpendicular) Fokker-Planck equation is solved in the presence of quasilinear diffusion coefficients. The electron Landau damping of the waves is modeled taking into account the interaction of the wave electric fields with the quasilinearly modified distribution function. Consistently, the code calculates the radial profiles of non-inductively generated current densities, the transmitted power traces and the total power damping curves. Synergistic effects among the different type of waves (e.g., lower hybrid and ion Bernstein waves) are studied through the separation of the contributions of the single wave from the effects due to their coexistence
FOKN: a relativistic Fokker-Planck code with large angle scattering and radiation losses
International Nuclear Information System (INIS)
Zimmerman, G.; Scharlemann, T.; Wood, L.; Weaver, T.; Chu, T.; Lee, G.
1976-07-01
FOKN is a computer code which employs a relativistic Fokker-Planck algorithm to evolve the distribution functions of the various mutually interacting components of a multi-species plasma forward in time, with the optional addition of high angle, large energy and momentum transfer interactions between the various charged species of the plasma. As a computational expediency, the latter processes are handled by transfer matrices which are generated separately by another code, RNUX, so that once specific transfer matrices are generated, they can be used over and over by FOKN provided the group structures are compatible
Fokker-Planck Modelling of Delayed Loss of Charged Fusion Products in TFTR
International Nuclear Information System (INIS)
Edenstrasser, J.W.; Goloborod'ko, V.Ya.; Reznik, S.N.; Yavorskij, V.A.; Zweben, S.
1998-01-01
The results of a Fokker-Planck simulation of the ripple-induced loss of charged fusion products in the Tokamak Fusion Test Reactor (TFTR) are presented. It is shown that the main features of the measured ''delayed loss'' of partially thermalized fusion products, such as the differences between deuterium-deuterium and deuterium-tritium discharges, the plasma current and major radius dependencies, etc., are in satisfactory agreement with the classical collisional ripple transport mechanism. The inclusion of the inward shift of the vacuum flux surfaces turns out to be necessary for an adequate and consistent explanation of the origin of the partially thermalized fusion product loss to the bottom of TFTR
Fokker--Planck/transport analyses of fusion plasmas in contemporary beam-driven tokamaks
International Nuclear Information System (INIS)
Mirin, A.A.; McCoy, M.G.; Killeen, J.; Rensink, M.E.; Shumaker, D.E.; Jassby, D.L.; Post, D.E.
1978-04-01
The properties of deuterium plasmas in experimental tokamaks heated and fueled by intense neutral-beam injection are evaluated with a Fokker-Planck/radial transport code coupled with a Monte Carlo neutrals treatment. Illustrative results are presented for the Poloidal Divertor Experiment at PPPL as a function of beam power and plasma recycling coefficient, R/sub c/. When P/sub beam/ = 8 MW at E/sub b/ = 60 keV, and R/sub c/ = 0.2, then approximately 0.5, [ 2 / 3 ] = 22 keV approximately 6 , and the D-D neutron intensity is 10 16 n/sec
Fokker-Planck simulations of knock-on electron runaway avalanche and bursts in tokamaks
International Nuclear Information System (INIS)
Chiu, S.C.; Rosenbluth, M.N.; Harvey, R.W.; Chan, V.S.
1998-01-01
The avalanche of runaway electrons in an ohmic tokamak plasma triggered by knock-on collisions of traces of energetic electrons with the bulk electrons is simulated by the bounce averaged Fokker-Planck code, CQL3D. It is shown that even when the electric field is small for the production of Dreicer runaways, the knock-on collisions can produce significant runaway electrons in a fraction of a second at typical reactor parameters. The energy spectrum of these knock-on runaways has a characteristic temperature. The growth rate and temperature of the runaway distribution are determined and compared with theory. In simulations of pellet injection into high temperature plasmas, it is shown that a burst of Dreicer runaways may also occur depending on the cooling rate due to the pellet injection. Implications of these phenomena on disruption control in reactor plasmas are discussed. (author)
Nonlinear drift-diffusion model of gating in K and nACh ion channels
Energy Technology Data Exchange (ETDEWEB)
Vaccaro, S.R. [Department of Physics, University of Adelaide, Adelaide, South Australia 5005 (Australia)], E-mail: svaccaro@physics.adelaide.edu.au
2007-09-03
The configuration of a sensor regulates the transition between the closed and open states of both voltage and ligand gated channels. The closed state dwell-time distribution f{sub c}(t) derived from a Fokker-Planck equation with a nonlinear diffusion coefficient is in good agreement with experimental data and can account for the power law approximation to f{sub c}(t) for a delayed rectifier K channel and a nicotinic acetylcholine (nACh) ion channel. The solution of a master equation which approximates the Fokker-Planck equation provides a better description of the small time behaviour of the dwell-time distribution and can account for the empirical rate-amplitude correlation for these ion channels.
Finite element method analysis of Fokker-Plank equation in stationary and evolutionary versions
Czech Academy of Sciences Publication Activity Database
Náprstek, Jiří; Král, Radomil
2014-01-01
Roč. 72, June (2014), s. 28-38 ISSN 0965-9978 R&D Projects: GA ČR(CZ) GA103/09/0094; GA AV ČR(CZ) IAA200710902 Institutional support: RVO:68378297 Keywords : Fokker-Planck equation * numerical solution * transition effects * stochastic mechanics * probability density function * non-linear dynamic systems Subject RIV: JM - Building Engineering Impact factor: 1.402, year: 2014 http://www.sciencedirect.com/science/article/pii/S0965997813001142
Time-Dependent Mean-Field Games with Logarithmic Nonlinearities
Gomes, Diogo A.; Pimentel, Edgard
2015-01-01
In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.
Time-Dependent Mean-Field Games with Logarithmic Nonlinearities
Gomes, Diogo A.
2015-10-06
In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.
Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems
Marston, J. B.; Hastings, M. B.
2005-03-01
The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.
Fokker-Planck simulation of runaway electron generation in disruptions with the hot-tail effect
Energy Technology Data Exchange (ETDEWEB)
Nuga, H., E-mail: nuga@p-grp.nucleng.kyoto-u.ac.jp; Fukuyama, A. [Department of Engineering, Kyoto University, Kyoto 615-8540 (Japan); Yagi, M. [National Institutes for Quantum and Radiological Science and Technology, Aomori 039-3212 (Japan)
2016-06-15
To study runaway electron generation in disruptions, we have extended the three-dimensional (two-dimensional in momentum space; one-dimensional in the radial direction) Fokker-Planck code, which describes the evolution of the relativistic momentum distribution function of electrons and the induced toroidal electric field in a self-consistent manner. A particular focus is placed on the hot-tail effect in two-dimensional momentum space. The effect appears if the drop of the background plasma temperature is sufficiently rapid compared with the electron-electron slowing down time for a few times of the pre-quench thermal velocity. It contributes to not only the enhancement of the primary runaway electron generation but also the broadening of the runaway electron distribution in the pitch angle direction. If the thermal energy loss during the major disruption is assumed to be isotropic, there are hot-tail electrons that have sufficiently large perpendicular momentum, and the runaway electron distribution becomes broader in the pitch angle direction. In addition, the pitch angle scattering also yields the broadening. Since the electric field is reduced due to the burst of runaway electron generation, the time required for accelerating electrons to the runaway region becomes longer. The longer acceleration period makes the pitch-angle scattering more effective.
Loading, absorption, and Fokker-Planck calculations for upcoming ICRF experiments on ATF
International Nuclear Information System (INIS)
Shepard, T.D.; Carter, M.D.; Goulding, R.H.; Kwon, M.
1989-01-01
ICRF experiments on ATF at the 100-kW level are planned for the current 1989 operating period. These plans include the 2ω/sub cH/ regime at f/sub RF/ = 28.88 MHz, D(H) at 14.44 MHz, and 4 He( 3 He) and D( 3 He) at 9.63 MHz. ECH target plasmas have n/sub eO/ /approxreverse arrowlt/ 0.15 /times/ 10 20 m/sup /minus/3/ and B = 0.95 T. The density and temperature profiles obtained are broader than those from 1988, owing to recent field error corrections. The values used for target-plasma parameters in the calculations were taken from initial 1989 ATF data. Loading and absorption calculations have been performed using the 3D RF heating code ORION with a helically symmetric equilibrium, and Fokker-Planck calculations were performed using the steady-state code RFTRANS with two velocity dimensions and one spatial dimension. 6 refs., 3 figs
A Priori Regularity of Parabolic Partial Differential Equations
Berkemeier, Francisco
2018-01-01
In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular
Dull, J. D.; Cohn, H. N.; Lugger, P. M.; Murphy, B. W.; Seitzer, P. O.; Callanan, P. J.; Rutten, R. G. M.; Charles, P. A.
2003-03-01
It has recently come to our attention that there are axis scale errors in three of the figures presented in Dull et al. (1997, hereafter D97). This paper presented Fokker-Planck models for the collapsed-core globular cluster M15 that include a dense, centrally concentrated population of neutron stars and massive white dwarfs. These models do not include a central black hole. Figure 12 of D97, which presents the predicted mass-to-light profile, is of particular interest, since it was used by Gerssen et al. (2002) as an input to their Jeans equation analysis of the Hubble Space Telescope (HST) STIS velocity measurements reported by van der Marel et al. (2002). On the basis of the original, incorrect version of Figure 12, Gerssen et al. (2002) concluded that the D97 models can fit the new data only with the addition of an intermediate-mass black hole. However, this is counter to our previous finding, shown in Figure 6 of D97, that the Fokker-Planck models predict the sort of moderately rising velocity dispersion profile that Gerssen et al. (2002) infer from the new data. Baumgardt et al. (2003) have independently noted this apparent inconsistency. We appreciate the thoughtful cooperation of Roeland van der Marel in resolving this issue. Using our corrected version of Figure 12 (see below), Gerssen et al. (2003) now find that the velocity dispersion profile that they infer from the D97 mass-to-light ratio profile is entirely consistent with the velocity dispersion profile presented in Figure 6 of D97. Gerssen et al. (2003) further find that there is no statistically significant difference between the fit to the van der Marel et al. (2002) velocity measurements provided by the D97 intermediate-phase model and that provided by their model, which supplements this D97 model with a 1.7+2.7-1.7×103Msolar black hole. Thus, the choice between models with and without black holes will require additional model predictions and observational tests. We present corrected versions of
A Simple Stochastic Differential Equation with Discontinuous Drift
DEFF Research Database (Denmark)
Simonsen, Maria; Leth, John-Josef; Schiøler, Henrik
2013-01-01
In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the Euler-Maruyama method approximates a candidate density...... function based on the stationary Fokker-Planck equation. Furthermore, we introduce a smooth function which approximates the discontinuous drift and apply the Euler-Maruyama method and the Fokker-Planck equation with this input. The point of departure for this work is a particular SDE with discontinuous...
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.
Directory of Open Access Journals (Sweden)
Petrov Yuri V.
2017-01-01
Full Text Available The bounce-average (BA finite-difference Fokker-Planck (FP code CQL3D [1,2] now includes the essential physics to describe the RF heating of Finite-Orbit-Width (FOW ions in tokamaks. The FP equation is reformulated in terms of Constants-Of-Motion coordinates, which we select to be particle speed, pitch angle, and major radius on the equatorial plane thus obtaining the distribution function directly at this location. Full-orbit, low collisionality neoclassical radial transport emerges from averaging the local friction and diffusion coefficients along guiding center orbits. Similarly, the BA of local quasilinear RF diffusion terms gives rise to additional radial transport. The local RF electric field components needed for the BA operator are usually obtained by a ray-tracing code, such as GENRAY, or in conjunction with full-wave codes. As a new, practical application, the CQL3D-FOW version is used for simulation of alpha-particle heating by high-harmonic waves in ITER. Coupling of high harmonic or helicon fast waves power to electrons is a promising current drive (CD scenario for high beta plasmas. However, the efficiency of current drive can be diminished by parasitic channeling of RF power into fast ions, such as alphas, through finite Larmor-radius effects. We investigate possibilities to reduce the fast ion heating in CD scenarios.
International Nuclear Information System (INIS)
Bizarro, J.P.; Peysson, Y.; Bonoli, P.T.; Carrasco, J.; Dudok de Wit, T.; Fuchs, V.; Hoang, G.T.; Litaudon, X.; Moreau, D.; Pocheau, C.; Shkarofsky, I.P.
1993-04-01
A detailed investigation is presented on the ability of combined ray-tracing and Fokker-Planck calculations to predict the hard x-ray (HXR) emission during lower-hybrid (LH) current drive in tokamaks when toroidally induced-ray-stochasticity is important. A large number of rays is used and the electron distribution function is obtained by self-consistently iterating the appropriate LH power deposition and Fokker-Planck calculations. Most of the experimentally observed features of the HXR emission are correctly predicted. It is found that corrections due to radial diffusion of suprathermal electrons and to radiation scattering by the inner wall can be significant
Uraltseva, N N
1995-01-01
This collection focuses on nonlinear problems in partial differential equations. Most of the papers are based on lectures presented at the seminar on partial differential equations and mathematical physics at St. Petersburg University. Among the topics explored are the existence and properties of solutions of various classes of nonlinear evolution equations, nonlinear imbedding theorems, bifurcations of solutions, and equations of mathematical physics (Navier-Stokes type equations and the nonlinear Schrödinger equation). The book will be useful to researchers and graduate students working in p
Stochastic processes and applications diffusion processes, the Fokker-Planck and Langevin equations
Pavliotis, Grigorios A
2014-01-01
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to eq...
The Dynamics of M15: Observations of the Velocity Dispersion Profile and Fokker-Planck Models
Dull, J. D.; Cohn, H. N.; Lugger, P. M.; Murphy, B. W.; Seitzer, P. O.; Callanan, P. J.; Rutten, R. G. M.; Charles, P. A.
1997-05-01
We report a new measurement of the velocity dispersion profile within 1' (3 pc) of the center of the globular cluster M15 (NGC 7078), using long-slit spectra from the 4.2 m William Herschel Telescope at La Palma Observatory. We obtained spatially resolved spectra for a total of 23 slit positions during two observing runs. During each run, a set of parallel slit positions was used to map out the central region of the cluster; the position angle used during the second run was orthogonal to that used for the first. The spectra are centered in wavelength near the Ca II infrared triplet at 8650 Å, with a spectral range of about 450 Å. We determined radial velocities by cross-correlation techniques for 131 cluster members. A total of 32 stars were observed more than once. Internal and external comparisons indicate a velocity accuracy of about 4 km s-1. The velocity dispersion profile rises from about σ = 7.2 +/- 1.4 km s-1 near 1' from the center of the cluster to σ = 13.9 +/- 1.8 km s-1 at 20". Inside of 20", the dispersion remains approximately constant at about 10.2 +/- 1.4 km s-1 with no evidence for a sharp rise near the center. This last result stands in contrast with that of Peterson, Seitzer, & Cudworth who found a central velocity dispersion of 25 +/- 7 km s-1, based on a line-broadening measurement. Our velocity dispersion profile is in good agreement with those determined in the recent studies of Gebhardt et al. and Dubath & Meylan. We have developed a new set of Fokker-Planck models and have fitted these to the surface brightness and velocity dispersion profiles of M15. We also use the two measured millisecond pulsar accelerations as constraints. The best-fitting model has a mass function slope of x = 0.9 (where 1.35 is the slope of the Salpeter mass function) and a total mass of 4.9 × 105 M⊙. This model contains approximately 104 neutron stars (3% of the total mass), the majority of which lie within 6" (0.2 pc) of the cluster center. Since the
Directory of Open Access Journals (Sweden)
Wei Khim Ng
2009-02-01
Full Text Available We construct nonlinear extensions of Dirac's relativistic electron equation that preserve its other desirable properties such as locality, separability, conservation of probability and Poincaré invariance. We determine the constraints that the nonlinear term must obey and classify the resultant non-polynomial nonlinearities in a double expansion in the degree of nonlinearity and number of derivatives. We give explicit examples of such nonlinear equations, studying their discrete symmetries and other properties. Motivated by some previously suggested applications we then consider nonlinear terms that simultaneously violate Lorentz covariance and again study various explicit examples. We contrast our equations and construction procedure with others in the literature and also show that our equations are not gauge equivalent to the linear Dirac equation. Finally we outline various physical applications for these equations.
International Nuclear Information System (INIS)
Takeda, T.; Mima, K.; Norimatsu, T.; Nagatomo, H.; Nishiguchi, A.
2003-01-01
It is proposed that a thick foam layer on a plastic capsule of fusion pellet is effective not only for reducing the initial imprint, but also for solving the melting problem of cryogenic deuterium-tritium layer, in a reactor chamber. Investigated are the dependences of gain, thermal insulation for preventing the melting, and imprint mitigation of a foam-buffered target on the foam layer thickness. The imprint mitigation, the Rayleigh-Taylor growth factor and the fusion gain of a foam-buffered target are evaluated by the hydrodynamic implosion code HIMICO [A. Nishiguchi et al., Phys. Fluids B 4, 417 (1992)], which includes a Fokker-Planck transport code. As the result, it is found that high gain can be achieved by the foam-buffered target together with thermal insulation and imprint mitigation
Hizanidis, Kyriakos; Vlahos, L.; Polymilis, C.
1989-01-01
The relativistic motion of an ensemble of electrons in an intense monochromatic electromagnetic wave propagating obliquely in a uniform external magnetic field is studied. The problem is formulated from the viewpoint of Hamiltonian theory and the Fokker-Planck-Kolmogorov approach analyzed by Hizanidis (1989), leading to a one-dimensional diffusive acceleration along paths of constant zeroth-order generalized Hamiltonian. For values of the wave amplitude and the propagating angle inside the analytically predicted stochastic region, the numerical results suggest that the diffusion probes proceeds in stages. In the first stage, the electrons are accelerated to relatively high energies by sampling the first few overlapping resonances one by one. During that stage, the ensemble-average square deviation of the variable involved scales quadratically with time. During the second stage, they scale linearly with time. For much longer times, deviation from linear scaling slowly sets in.
International Nuclear Information System (INIS)
Yan-Mei, Kang; Yao-Lin, Jiang
2008-01-01
To explore the influence of anomalous diffusion on stochastic resonance (SR) more deeply and effectively, the method of moments is extended to subdiffusive overdamped bistable fractional Fokker-Planck systems for calculating the long-time linear dynamic response. It is found that the method of moments attains high accuracy with the truncation order N = 10, and in normal diffusion such obtained spectral amplification factor (SAF) of the first-order harmonic is also confirmed by stochastic simulation. Observing the SAF of the odd-order harmonics we find some interesting results, i.e. for smaller driving frequency the decrease of sub diffusion exponent inhibits the stochastic resonance (SR), while for larger driving frequency the decrease of sub diffusion exponent enhances the second SR peak, but the first one vanishes and a double SR is induced in the third-order harmonic at the same time. These observations suggest that the anomalous diffusion has important influence on the bistable dynamics
Boghosian, Bruce M.; Devitt-Lee, Adrian; Johnson, Merek; Li, Jie; Marcq, Jeremy A.; Wang, Hongyan
2017-06-01
The ;Yard-Sale Model; of asset exchange is known to result in complete inequality-all of the wealth in the hands of a single agent. It is also known that, when this model is modified by introducing a simple model of redistribution based on the Ornstein-Uhlenbeck process, it admits a steady state exhibiting some features similar to the celebrated Pareto Law of wealth distribution. In the present work, we analyze the form of this steady-state distribution in much greater detail, using a combination of analytic and numerical techniques. We find that, while Pareto's Law is approximately valid for low redistribution, it gives way to something more similar to Gibrat's Law when redistribution is higher. Additionally, we prove in this work that, while this Pareto or Gibrat behavior may persist over many orders of magnitude, it ultimately gives way to gaussian decay at extremely large wealth. Also in this work, we introduce a bias in favor of the wealthier agent-what we call Wealth-Attained Advantage (WAA)-and show that this leads to the phenomenon of ;wealth condensation; when the bias exceeds a certain critical value. In the wealth-condensed state, a finite fraction of the total wealth of the population ;condenses; to the wealthiest agent. We examine this phenomenon in some detail, and derive the corresponding modification to the Fokker-Planck equation. We observe a second-order phase transition to a state of coexistence between an oligarch and a distribution of non-oligarchs. Finally, by studying the asymptotic behavior of the distribution in some detail, we show that the onset of wealth condensation has an abrupt reciprocal effect on the character of the non-oligarchical part of the distribution. Specifically, we show that the above-mentioned gaussian decay at extremely large wealth is valid both above and below criticality, but degenerates to exponential decay precisely at criticality.
Degenerate nonlinear diffusion equations
Favini, Angelo
2012-01-01
The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asympt...
International Nuclear Information System (INIS)
Almeida Ferreira, A.C. de.
1984-01-01
For problems with azimuthal symmetry in velocity space, the distribution function depends only on the speed and on the pitch angle. The angular dependence of the distribution function is expanded in Legendre polynomials, and the expansions of the collision integrals describing two-body Coulomb interactions in a plasma are determined through the use of the Rosenbluth potentials. The electron distribution function is written as a Maxwellian plus a deviation, and the representation in Legendre polynomials of the electron-electron collision term is given for both its linear and nonlinear part. To determine the representation of the electron-ion collision term it is assumed that the ion distribution is much narrower in velocity space than the electron distribution, and shifted from the origin by a flow velocity. The equations are presented in a form that is suitable for their use in a computer. (Author) [pt
Neoclassical transport including collisional nonlinearity.
Candy, J; Belli, E A
2011-06-10
In the standard δf theory of neoclassical transport, the zeroth-order (Maxwellian) solution is obtained analytically via the solution of a nonlinear equation. The first-order correction δf is subsequently computed as the solution of a linear, inhomogeneous equation that includes the linearized Fokker-Planck collision operator. This equation admits analytic solutions only in extreme asymptotic limits (banana, plateau, Pfirsch-Schlüter), and so must be solved numerically for realistic plasma parameters. Recently, numerical codes have appeared which attempt to compute the total distribution f more accurately than in the standard ordering by retaining some nonlinear terms related to finite-orbit width, while simultaneously reusing some form of the linearized collision operator. In this work we show that higher-order corrections to the distribution function may be unphysical if collisional nonlinearities are ignored.
Full-wave and Fokker Planck analysis of ICRF heating experiments in the Alcator C-Mod tokamak
International Nuclear Information System (INIS)
Bonoli, P.T.; Golovato, S.; Porkolab, M.; Takase, Y.
1996-01-01
The Alcator C-Mod device is a high field, high density, shaped tokamak with parameters a = 0.22 m, R 0 = 0.67 m, B 0 ≤ 9.0 T, κ ≤ 1.8, δ ≤ 0.8, and 1.0 x 10 20 m -3 n e (0) ≤ 1.0 x 10 21 m -3 . Four megawatt of ICRF power is available at 80 MHz. The wide operating range in magnetic field makes several heating schemes possible: (i) Second harmonic heating of hydrogen (f 0 = 2f CH ) at 2.6 T in (D-H); (ii) Fundamental heating of (H) (f 0 = f CH ) at 5.3T in a D-(H) plasma; and (iii) Fundamental heating of ( 3 He) (f 0 = f C 3 He ) at 7.9 T in a D-( 3 He) plasma. The most successful heating regime to date has been (H)-minority heating at 5.3 T. Pellet enhanced performance (PEP) modes have also been achieved in C-Mod in D-(H) at 5.3 T and in D-( 3 He) at 7.9 T, with a combination of intense ICRF heating and Li-pellet injection. A variety of numerical models are used to analyze these heating schemes. A 1-D full-wave code (FELICE) is used to study open-quotes single passclose quotes damping of the ICRF wavefront and damping of mode-converted ion Bernstein waves. A toroidal full-wave code (FISIC) is used to study interference and focussing effects of the ICRF waves as well as damping of the ICRF power upon multiple passes of the ICRF wavefront. A combined bounce averaged Fokker Planck and toroidal full-wave code (FPPRF) is used to study the ion tail formation, orbit losses, and the power partition of the ICRF tail to the background electrons and ions. Full-wave and Fokker Planck analyses confirm the strong single pass absorption of the ICRF power in D-(H) at 5.3 T. Analysis of PEP-mode plasmas in D-( 3 He) indicates improved wave focussing and 3 He-cyclotron absorption of the ICRF waves relative to L-mode. A dramatic increase in the transfer of 3 He tail power to the background deuterium is also found for PEP-mode plasmas
Li, Tatsien
2017-01-01
This book focuses on nonlinear wave equations, which are of considerable significance from both physical and theoretical perspectives. It also presents complete results on the lower bound estimates of lifespan (including the global existence), which are established for classical solutions to the Cauchy problem of nonlinear wave equations with small initial data in all possible space dimensions and with all possible integer powers of nonlinear terms. Further, the book proposes the global iteration method, which offers a unified and straightforward approach for treating these kinds of problems. Purely based on the properties of solut ions to the corresponding linear problems, the method simply applies the contraction mapping principle.
International Nuclear Information System (INIS)
Keanini, R.G.
2011-01-01
Research highlights: → Systematic approach for physically probing nonlinear and random evolution problems. → Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. → Organization of near-molecular scale vorticity mediated by hydrodynamic modes. → Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the
Nonlinear differential equations
Energy Technology Data Exchange (ETDEWEB)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Nonlinear differential equations
International Nuclear Information System (INIS)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics
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
Damped nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Nicholson, D.R.; Goldman, M.V.
1976-01-01
High frequency electrostatic plasma oscillations described by the nonlinear Schrodinger equation in the presence of damping, collisional or Landau, are considered. At early times, Landau damping of an initial soliton profile results in a broader, but smaller amplitude soliton, while collisional damping reduces the soliton size everywhere; soliton speeds at early times are unchanged by either kind of damping. For collisional damping, soliton speeds are unchanged for all time
Electron dynamics with radiation and nonlinear wigglers
International Nuclear Information System (INIS)
Jowett, J.M.
1986-06-01
The physics of electron motion in storage rings is described by supplementing the Hamiltonian equations of motion with fluctuating radiation reaction forces to describe the effects of synchrotron radiation. This leads to a description of radiation damping and quantum diffusion in single-particle phase-space by means of Fokker-Planck equations. For practical purposes, most storage rings remain in the regime of linear damping and diffusion; this is discussed in some detail with examples, concentrating on longitudinal phase space. However special devices such as nonlinear wigglers may permit the new generation of very large rings to go beyond this into regimes of nonlinear damping. It is shown how a special combined-function wiggler can be used to modify the energy distribution and current profile of electron bunches
Isostable reduction with applications to time-dependent partial differential equations.
Wilson, Dan; Moehlis, Jeff
2016-07-01
Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.
The forced nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Kaup, D.J.; Hansen, P.J.
1985-01-01
The nonlinear Schroedinger equation describes the behaviour of a radio frequency wave in the ionosphere near the reflexion point where nonlinear processes are important. A simple model of this phenomenon leads to the forced nonlinear Schroedinger equation in terms of a nonlinear boundary value problem. A WKB analysis of the time evolution equations for the nonlinear Schroedinger equation in the inverse scattering transform formalism gives a crude order of magnitude estimation of the qualitative behaviour of the solutions. This estimation is compared with the numerical solutions. (D.Gy.)
Solving Nonlinear Coupled Differential Equations
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
International Nuclear Information System (INIS)
Cohendet, O.
1989-01-01
We consider a quantum system with a finite number N of states and we show that a Markov process evolving in an 'extended' discrete phase can be associated with the discrete Wigner function of the system. This Wigner function is built using the Weyl quantization procedure on the group Z N xZ N . Moreover we can use this process to compute the quantum mean values as probabilistic expectations of functions of this process. This probabilistic formulation can be seen as a stochastic mechanics in phase space. (orig.)
Fokker-Planck code for the quasi-linear absorption of electron cyclotron waves in a tokamak plasma
International Nuclear Information System (INIS)
Meyer, R.L.; Giruzzi, G.; Krivenski, V.
1986-01-01
We present the solution of the kinetic equation describing the quasi-linear evolution of the electron momentum distribution function under the influence of the electron cyclotron wave absorption. Coulomb collisions and the dc electric field in a tokamak plasma. The solution of the quasi-linear equation is obtained numerically using a two-dimensional initial value code following an ADI scheme. Most emphasis is given to the full non-linear and self-consistent problem, namely, the wave amplitude is evaluated at any instant and any point in space according to the actual damping. This is necessary since wave damping is a very sensitive function of the slope of the local momentum distribution function because the resonance condition relates the electron momentum to the location of wave energy deposition. (orig.)
Strong plasma shock structures based on the Navier--Stokes equations
International Nuclear Information System (INIS)
Abe, K.
1975-01-01
The structure of a plasma collisional shock wave is examined on the basis of the Navier--Stokes equations and simultaneously on the basis of the Fokker--Planck equation. The resultant structures are compared to check the validity of the Navier--Stokes equations applied to the structures of strong shock waves. The Navier--Stokes equations give quite correct structures for weak shock waves. For the strong shock waves, the detailed structures obtained from the Navier--Stokes equations differ from the results of the Fokker--Planck equation, but the shock thicknesses of the two shock waves are in relatively close agreement
Coupled Particle Transport and Pattern Formation in a Nonlinear Leaky-Box Model
Barghouty, A. F.; El-Nemr, K. W.; Baird, J. K.
2009-01-01
Effects of particle-particle coupling on particle characteristics in nonlinear leaky-box type descriptions of the acceleration and transport of energetic particles in space plasmas are examined in the framework of a simple two-particle model based on the Fokker-Planck equation in momentum space. In this model, the two particles are assumed coupled via a common nonlinear source term. In analogy with a prototypical mathematical system of diffusion-driven instability, this work demonstrates that steady-state patterns with strong dependence on the magnetic turbulence but a rather weak one on the coupled particles attributes can emerge in solutions of a nonlinearly coupled leaky-box model. The insight gained from this simple model may be of wider use and significance to nonlinearly coupled leaky-box type descriptions in general.
Nonlinear singular elliptic equations
International Nuclear Information System (INIS)
Dong Minh Duc.
1988-09-01
We improve the Poincare inequality, the Sobolev imbedding theorem and the Trudinger imbedding theorem and prove a Mountain pass theorem. Applying these results we study a nonlinear singular mixed boundary problem. (author). 22 refs
Nonlinear differential equations
Struble, Raimond A
2017-01-01
Detailed treatment covers existence and uniqueness of a solution of the initial value problem, properties of solutions, properties of linear systems, stability of nonlinear systems, and two-dimensional systems. 1962 edition.
Introduction to nonlinear dispersive equations
Linares, Felipe
2015-01-01
This textbook introduces the well-posedness theory for initial-value problems of nonlinear, dispersive partial differential equations, with special focus on two key models, the Korteweg–de Vries equation and the nonlinear Schrödinger equation. A concise and self-contained treatment of background material (the Fourier transform, interpolation theory, Sobolev spaces, and the linear Schrödinger equation) prepares the reader to understand the main topics covered: the initial-value problem for the nonlinear Schrödinger equation and the generalized Korteweg–de Vries equation, properties of their solutions, and a survey of general classes of nonlinear dispersive equations of physical and mathematical significance. Each chapter ends with an expert account of recent developments and open problems, as well as exercises. The final chapter gives a detailed exposition of local well-posedness for the nonlinear Schrödinger equation, taking the reader to the forefront of recent research. The second edition of Introdu...
Treatment of constraints in the stochastic quantization method and covariantized Langevin equation
International Nuclear Information System (INIS)
Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji
1993-01-01
We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevin equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O(N) non-linear σ model and it is shown that singular terms appearing in the improved Langevin equation cancel out the δ n (0) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of independent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalism. (orig.)
Directed motion generated by heat bath nonlinearly driven by external noise
International Nuclear Information System (INIS)
Chaudhuri, J Ray; Barik, D; Banik, S K
2007-01-01
Based on the heat bath system approach where the bath is nonlinearly modulated by an external Gaussian random force, we propose a new microscopic model to study directed motion in the overdamped limit for a nonequilibrium open system. Making use of the coupling between the heat bath and the external modulation as a small perturbation, we construct a Langevin equation with multiplicative noise- and space-dependent dissipation and the corresponding Fokker-Planck-Smoluchowski equation in the overdamped limit. We examine the thermodynamic consistency condition and explore the possibility of observing a phase-induced current as a consequence of state-dependent diffusion and, necessarily, nonlinear driving of the heat bath by the external noise
Directed motion generated by heat bath nonlinearly driven by external noise
Energy Technology Data Exchange (ETDEWEB)
Chaudhuri, J Ray [Department of Physics, Katwa College, Katwa, Burdwan 713 130, West Bengal (India); Barik, D [Indian Association for the Cultivation of Science, Jadavpur, Kolkata 700 032 (India); Banik, S K [Department of Physics, Virginia Polytechnic Institute and State University, Blacksburg, VA 24061-0435 (United States)
2007-12-07
Based on the heat bath system approach where the bath is nonlinearly modulated by an external Gaussian random force, we propose a new microscopic model to study directed motion in the overdamped limit for a nonequilibrium open system. Making use of the coupling between the heat bath and the external modulation as a small perturbation, we construct a Langevin equation with multiplicative noise- and space-dependent dissipation and the corresponding Fokker-Planck-Smoluchowski equation in the overdamped limit. We examine the thermodynamic consistency condition and explore the possibility of observing a phase-induced current as a consequence of state-dependent diffusion and, necessarily, nonlinear driving of the heat bath by the external noise.
On the conditions for the onset of nonlinear chirping structures in NSTX
Duarte, Vinicius; Podesta, Mario; Berk, Herbert; Gorelenkov, Nikolai
2015-11-01
The nonlinear dynamics of phase space structures is a topic of interest in tokamak physics in connection with fast ion loss mechanisms. The onset of phase-space holes and clumps has been theoretically shown to be associated with an explosive solution of an integro-differential, nonlocal cubic equation that governs the early mode amplitude evolution in the weakly nonlinear regime. The existence and stability of the solutions of the cubic equation have been theoretically studied as a function of Fokker-Planck coefficients for the idealized case of a single resonant point of a localized mode. From realistic computations of NSTX mode structures and resonant surfaces, we calculate effective pitch angle scattering and slowing-down (drag) collisional coefficients and analyze NSTX discharges for different cases with respect to chirping experimental observation. Those results are confronted to the theory that predicts the parameters region that allow for chirping to take place.
Master equations in the microscopic theory of nuclear collective dynamics
International Nuclear Information System (INIS)
Matsuo, M.; Sakata, F.; Marumori, T.; Zhuo, Y.
1988-07-01
In the first half of this paper, the authors describe briefly a recent theoretical approach where the mechanism of the large-amplitude dissipative collective motions can be investigated on the basis of the microscopic theory of nuclear collective dynamics. Namely, we derive the general coupled master equations which can disclose, in the framework of the TDHF theory, not only non-linear dynamics among the collective and the single-particle modes of motion but also microscopic dynamics responsible for the dissipative processes. In the latter half, the authors investigate, without relying on any statistical hypothesis, one possible microscopic origin which leads us to the transport equation of the Fokker-Planck type so that usefullness of the general framework is demonstrated. (author)
Saaty, Thomas L
1981-01-01
Covers major types of classical equations: operator, functional, difference, integro-differential, and more. Suitable for graduate students as well as scientists, technologists, and mathematicians. "A welcome contribution." - Math Reviews. 1964 edition.
dimensional nonlinear evolution equations
Indian Academy of Sciences (India)
in real-life situations, it is important to find their exact solutions. Further, in ... But only little work is done on the high-dimensional equations. .... Similarly, to determine the values of d and q, we balance the linear term of the lowest order in eq.
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
A reliable treatment for nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Khani, F.; Hamedi-Nezhad, S.; Molabahrami, A.
2007-01-01
Exp-function method is used to find a unified solution of nonlinear wave equation. Nonlinear Schroedinger equations with cubic and power law nonlinearity are selected to illustrate the effectiveness and simplicity of the method. It is shown that the Exp-function method, with the help of symbolic computation, provides a powerful mathematical tool for solving nonlinear equation
Time domain simulation of the response of geometrically nonlinear panels subjected to random loading
Moyer, E. Thomas, Jr.
1988-01-01
The response of composite panels subjected to random pressure loads large enough to cause geometrically nonlinear responses is studied. A time domain simulation is employed to solve the equations of motion. An adaptive time stepping algorithm is employed to minimize intermittent transients. A modified algorithm for the prediction of response spectral density is presented which predicts smooth spectral peaks for discrete time histories. Results are presented for a number of input pressure levels and damping coefficients. Response distributions are calculated and compared with the analytical solution of the Fokker-Planck equations. RMS response is reported as a function of input pressure level and damping coefficient. Spectral densities are calculated for a number of examples.
Discrete nonlinear Schrodinger equations with arbitrarily high-order nonlinearities
DEFF Research Database (Denmark)
Khare, A.; Rasmussen, Kim Ø; Salerno, M.
2006-01-01
-Ladik equation. As a common property, these equations possess three kinds of exact analytical stationary solutions for which the Peierls-Nabarro barrier is zero. Several properties of these solutions, including stability, discrete breathers, and moving solutions, are investigated.......A class of discrete nonlinear Schrodinger equations with arbitrarily high-order nonlinearities is introduced. These equations are derived from the same Hamiltonian using different Poisson brackets and include as particular cases the saturable discrete nonlinear Schrodinger equation and the Ablowitz...
Reduced kinetic equations: An influence functional approach
International Nuclear Information System (INIS)
Wio, H.S.
1985-01-01
The author discusses a scheme for obtaining reduced descriptions of multivariate kinetic equations based on the 'influence functional' method of Feynmann. It is applied to the case of Fokker-Planck equations showing the form that results for the reduced equation. The possibility of Markovian or non-Markovian reduced description is discussed. As a particular example, the reduction of the Kramers equation to the Smoluchwski equation in the limit of high friction is also discussed
Application of the Green's function method to some nonlinear problems of an electron storage ring
International Nuclear Information System (INIS)
Kheifets, S.
1984-01-01
One of the most important characteristics of an electron storage ring is the size of the beam. However analytical calculations of beam size are beset with problems and the computational methods and programs which are used to overcome these are inadequate for all problems in which stochastic noise is an essential part. Two examples are, for an electron storage ring, beam-size evaluation including beam-beam interactions, and finding the beam size for a nonlinear machine. The method described should overcome some of the problems. It uses the Green's function method applied to the Fokker-Planck equation governing the distribution function in the phase space of particle motion. The new step is to consider the particle motion in two degrees of freedom rather than in one dimension. The technique is described fully and is then applied to a strong-focusing machine. (U.K.)
Nonlinear Elliptic Differential Equations with Multivalued Nonlinearities
Indian Academy of Sciences (India)
In this paper we study nonlinear elliptic boundary value problems with monotone and nonmonotone multivalued nonlinearities. First we consider the case of monotone nonlinearities. In the first result we assume that the multivalued nonlinearity is defined on all R R . Assuming the existence of an upper and of a lower ...
International Nuclear Information System (INIS)
Catto, P.J.; Myra, J.R.; Russell, D.A.
1994-01-01
The off-axis quasilinear fast wave minority heating description of Catto and Myra [Phys. Fluids B 4, 187 (1992)] has been improved and implemented in a code which solves the combined quasilinear and collision operator equation for the minority distribution function. Geometrical complications of a minority resonance nearly tangent to a flux surface in the presence of trapped as well as passing particles are retained. The tangency interactions alter the moments and the fusion reaction rate parameter in a model which explores heating on a single flux surface. The strong tangency interactions enhance the more familiar interactions due to trapped particles turning in the vicinity of the minority resonance. An asymmetry in off-axis heating effects occurs because heating on the low field side of the magnetic axis heats more trapped particles than high field side heating. This asymmetry is responsible for the better performance of the low field side case relative to the high and on-axis cases and provides some control over the power absorbed by and the energy stored in the trapped particles
International Nuclear Information System (INIS)
Frank, T.D.
2007-01-01
We present a generalized Kramers-Moyal expansion for stochastic differential equations with single and multiple delays. In particular, we show that the delay Fokker-Planck equation derived earlier in the literature is a special case of the proposed Kramers-Moyal expansion. Applications for bond pricing and a self-inhibitory neuron model are discussed
Auxiliary equation method for solving nonlinear partial differential equations
International Nuclear Information System (INIS)
Sirendaoreji,; Jiong, Sun
2003-01-01
By using the solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained with the aid of symbolic computation
OSCILLATION OF NONLINEAR DELAY DIFFERENCE EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
This paper deals with the oscillatory properties of a class of nonlinear difference equations with several delays. Sufficient criteria in the form of infinite sum for the equations to be oscillatory are obtained.
A Priori Regularity of Parabolic Partial Differential Equations
Berkemeier, Francisco
2018-05-13
In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular initial data. These estimates are obtained by understanding the time decay of norms of solutions. First, we derive regularity results for the heat equation by estimating the decay of Lebesgue norms. Then, we apply similar methods to the Fokker-Planck equation with suitable assumptions on the advection and diffusion. Finally, we conclude by extending our techniques to the porous media equation. The sharpness of our results is confirmed by examining known solutions of these equations. The main contribution of this thesis is the use of functional inequalities to express decay of norms as differential inequalities. These are then combined with ODE methods to deduce estimates for the norms of solutions and their derivatives.
Hypocoercivity for linear kinetic equations conserving mass
Dolbeault, Jean; Mouhot, Clé ment; Schmeiser, Christian
2015-01-01
We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining potential, so that the solution relaxes towards a unique equilibrium state. Our goal is to evaluate in an appropriately weighted $ L^2$ norm the exponential rate of convergence to the equilibrium. The method covers various models, ranging from diffusive kinetic equations like Vlasov-Fokker-Planck equations, to scattering models or models with time relaxation collision kernels corresponding to polytropic Gibbs equilibria, including the case of the linear Boltzmann model. In this last case and in the case of Vlasov-Fokker-Planck equations, any linear or superlinear growth of the potential is allowed. - See more at: http://www.ams.org/journals/tran/2015-367-06/S0002-9947-2015-06012-7/#sthash.ChjyK6rc.dpuf
Hypocoercivity for linear kinetic equations conserving mass
Dolbeault, Jean
2015-02-03
We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining potential, so that the solution relaxes towards a unique equilibrium state. Our goal is to evaluate in an appropriately weighted $ L^2$ norm the exponential rate of convergence to the equilibrium. The method covers various models, ranging from diffusive kinetic equations like Vlasov-Fokker-Planck equations, to scattering models or models with time relaxation collision kernels corresponding to polytropic Gibbs equilibria, including the case of the linear Boltzmann model. In this last case and in the case of Vlasov-Fokker-Planck equations, any linear or superlinear growth of the potential is allowed. - See more at: http://www.ams.org/journals/tran/2015-367-06/S0002-9947-2015-06012-7/#sthash.ChjyK6rc.dpuf
Generalized solutions of nonlinear partial differential equations
Rosinger, EE
1987-01-01
During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin
Linear superposition solutions to nonlinear wave equations
International Nuclear Information System (INIS)
Liu Yu
2012-01-01
The solutions to a linear wave equation can satisfy the principle of superposition, i.e., the linear superposition of two or more known solutions is still a solution of the linear wave equation. We show in this article that many nonlinear wave equations possess exact traveling wave solutions involving hyperbolic, triangle, and exponential functions, and the suitable linear combinations of these known solutions can also constitute linear superposition solutions to some nonlinear wave equations with special structural characteristics. The linear superposition solutions to the generalized KdV equation K(2,2,1), the Oliver water wave equation, and the k(n, n) equation are given. The structure characteristic of the nonlinear wave equations having linear superposition solutions is analyzed, and the reason why the solutions with the forms of hyperbolic, triangle, and exponential functions can form the linear superposition solutions is also discussed
Tsuchida, Satoshi; Kuratsuji, Hiroshi
2018-05-01
A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.
Thermoviscous Model Equations in Nonlinear Acoustics
DEFF Research Database (Denmark)
Rasmussen, Anders Rønne
Four nonlinear acoustical wave equations that apply to both perfect gasses and arbitrary fluids with a quadratic equation of state are studied. Shock and rarefaction wave solutions to the equations are studied. In order to assess the accuracy of the wave equations, their solutions are compared...... to solutions of the basic equations from which the wave equations are derived. A straightforward weakly nonlinear equation is the most accurate for shock modeling. A higher order wave equation is the most accurate for modeling of smooth disturbances. Investigations of the linear stability properties...... of solutions to the wave equations, reveal that the solutions may become unstable. Such instabilities are not found in the basic equations. Interacting shocks and standing shocks are investigated....
Nonlinear Poisson equation for heterogeneous media.
Hu, Langhua; Wei, Guo-Wei
2012-08-22
The Poisson equation is a widely accepted model for electrostatic analysis. However, the Poisson equation is derived based on electric polarizations in a linear, isotropic, and homogeneous dielectric medium. This article introduces a nonlinear Poisson equation to take into consideration of hyperpolarization effects due to intensive charges and possible nonlinear, anisotropic, and heterogeneous media. Variational principle is utilized to derive the nonlinear Poisson model from an electrostatic energy functional. To apply the proposed nonlinear Poisson equation for the solvation analysis, we also construct a nonpolar solvation energy functional based on the nonlinear Poisson equation by using the geometric measure theory. At a fixed temperature, the proposed nonlinear Poisson theory is extensively validated by the electrostatic analysis of the Kirkwood model and a set of 20 proteins, and the solvation analysis of a set of 17 small molecules whose experimental measurements are also available for a comparison. Moreover, the nonlinear Poisson equation is further applied to the solvation analysis of 21 compounds at different temperatures. Numerical results are compared to theoretical prediction, experimental measurements, and those obtained from other theoretical methods in the literature. A good agreement between our results and experimental data as well as theoretical results suggests that the proposed nonlinear Poisson model is a potentially useful model for electrostatic analysis involving hyperpolarization effects. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Integral representation of nonlinear heat transport
International Nuclear Information System (INIS)
Kishimoto, Y.; Mima, K.; Haines, M.G.
1985-07-01
The electron distribution function in a plasma with steep temperature gradient is obtained from a Fokker-Planck equation by Green's function method. The formula describes the nonlocal effects on thermal transport over the range, λ e /L e /L → 0. As an example, the heat wave is analyzed numerically by the integral formula and it is found that the previous simulation results are well reproduced. (author)
Stochastic effects on the nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Flessas, G P; Leach, P G L; Yannacopoulos, A N
2004-01-01
The aim of this article is to provide a brief review of recent advances in the field of stochastic effects on the nonlinear Schroedinger equation. The article reviews rigorous and perturbative results. (review article)
Exact Solutions to Nonlinear Schroedinger Equation and Higher-Order Nonlinear Schroedinger Equation
International Nuclear Information System (INIS)
Ren Ji; Ruan Hangyu
2008-01-01
We study solutions of the nonlinear Schroedinger equation (NLSE) and higher-order nonlinear Schroedinger equation (HONLSE) with variable coefficients. By considering all the higher-order effect of HONLSE as a new dependent variable, the NLSE and HONLSE can be changed into one equation. Using the generalized Lie group reduction method (GLGRM), the abundant solutions of NLSE and HONLSE are obtained
Nonlinear Electrostatic Wave Equations for Magnetized Plasmas
DEFF Research Database (Denmark)
Dysthe, K.B.; Mjølhus, E.; Pécseli, Hans
1984-01-01
The lowest order kinetic effects are included in the equations for nonlinear electrostatic electron waves in a magnetized plasma. The modifications of the authors' previous analysis based on a fluid model are discussed.......The lowest order kinetic effects are included in the equations for nonlinear electrostatic electron waves in a magnetized plasma. The modifications of the authors' previous analysis based on a fluid model are discussed....
Spurious Solutions Of Nonlinear Differential Equations
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
Polynomial solutions of nonlinear integral equations
International Nuclear Information System (INIS)
Dominici, Diego
2009-01-01
We analyze the polynomial solutions of a nonlinear integral equation, generalizing the work of Bender and Ben-Naim (2007 J. Phys. A: Math. Theor. 40 F9, 2008 J. Nonlinear Math. Phys. 15 (Suppl. 3) 73). We show that, in some cases, an orthogonal solution exists and we give its general form in terms of kernel polynomials
Polynomial solutions of nonlinear integral equations
Energy Technology Data Exchange (ETDEWEB)
Dominici, Diego [Department of Mathematics, State University of New York at New Paltz, 1 Hawk Dr. Suite 9, New Paltz, NY 12561-2443 (United States)], E-mail: dominicd@newpaltz.edu
2009-05-22
We analyze the polynomial solutions of a nonlinear integral equation, generalizing the work of Bender and Ben-Naim (2007 J. Phys. A: Math. Theor. 40 F9, 2008 J. Nonlinear Math. Phys. 15 (Suppl. 3) 73). We show that, in some cases, an orthogonal solution exists and we give its general form in terms of kernel polynomials.
Nonlinear elliptic equations of the second order
Han, Qing
2016-01-01
Nonlinear elliptic differential equations are a diverse subject with important applications to the physical and social sciences and engineering. They also arise naturally in geometry. In particular, much of the progress in the area in the twentieth century was driven by geometric applications, from the Bernstein problem to the existence of Kähler-Einstein metrics. This book, designed as a textbook, provides a detailed discussion of the Dirichlet problems for quasilinear and fully nonlinear elliptic differential equations of the second order with an emphasis on mean curvature equations and on Monge-Ampère equations. It gives a user-friendly introduction to the theory of nonlinear elliptic equations with special attention given to basic results and the most important techniques. Rather than presenting the topics in their full generality, the book aims at providing self-contained, clear, and "elementary" proofs for results in important special cases. This book will serve as a valuable resource for graduate stu...
Nonlinear scalar field equations. Pt. 1
International Nuclear Information System (INIS)
Berestycki, H.; Lions, P.L.
1983-01-01
This paper as well as a subsequent one is concerned with the existence of nontrivial solutions for some semi-linear elliptic equations in Rsup(N). Such problems are motivated in particular by the search for certain kinds of solitary waves (stationary states) in nonlinear equations of the Klein-Gordon or Schroedinger type. (orig./HSI)
New exact solutions for two nonlinear equations
International Nuclear Information System (INIS)
Wang Quandi; Tang Minying
2008-01-01
In this Letter, we investigate two nonlinear equations given by u t -u xxt +3u 2 u x =2u x u xx +uu xxx and u t -u xxt +4u 2 u x =3u x u xx +uu xxx . Through some special phase orbits we obtain four new exact solutions for each equation above. Some previous results are extended
Stationarity-conservation laws for fractional differential equations with variable coefficients
Energy Technology Data Exchange (ETDEWEB)
Klimek, Malgorzata [Institute of Mathematics and Computer Science, Technical University of Czestochowa, Czestochowa (Poland)
2002-08-09
In this paper, we study linear fractional differential equations with variable coefficients. It is shown that, by assuming some conditions for the coefficients, the stationarity-conservation laws can be derived. The area where these are valid is restricted by the asymptotic properties of solutions of the respective equation. Applications of the proposed procedure include the fractional Fokker-Planck equation in (1+1)- and (d+1)-dimensional space and the fractional Klein-Kramers equation. (author)
Stationarity-conservation laws for fractional differential equations with variable coefficients
International Nuclear Information System (INIS)
Klimek, Malgorzata
2002-01-01
In this paper, we study linear fractional differential equations with variable coefficients. It is shown that, by assuming some conditions for the coefficients, the stationarity-conservation laws can be derived. The area where these are valid is restricted by the asymptotic properties of solutions of the respective equation. Applications of the proposed procedure include the fractional Fokker-Planck equation in (1+1)- and (d+1)-dimensional space and the fractional Klein-Kramers equation. (author)
Energy Technology Data Exchange (ETDEWEB)
Mekkaoui, Abdessamad [IEK-4 Forschungszentrum Juelich 52428 (Germany)
2013-07-01
A method to derive stochastic differential equations for intermittent plasma density dynamics in magnetic fusion edge plasma is presented. It uses a measured first four moments (mean, variance, Skewness and Kurtosis) and the correlation time of turbulence to write a Pearson equation for the probability distribution function of fluctuations. The Fokker-Planck equation is then used to derive a Langevin equation for the plasma density fluctuations. A theoretical expectations are used as a constraints to fix the nonlinearity structure of the stochastic differential equation. In particular when the quadratically nonlinear dynamics is assumed, then it is shown that the plasma density is driven by a multiplicative Wiener process and evolves on the turbulence correlation time scale, while the linear growth is quadratically damped by the fluctuation level. Strong criteria for statistical discrimination of experimental time series are proposed as an alternative to the Kurtosis-Skewness scaling. This scaling is broadly used in contemporary literature to characterize edge turbulence, but it is inappropriate because a large family of distributions could share this scaling. Strong criteria allow us to focus on the relevant candidate distribution and approach a nonlinear structure of edge turbulence model.
Advances in iterative methods for nonlinear equations
Busquier, Sonia
2016-01-01
This book focuses on the approximation of nonlinear equations using iterative methods. Nine contributions are presented on the construction and analysis of these methods, the coverage encompassing convergence, efficiency, robustness, dynamics, and applications. Many problems are stated in the form of nonlinear equations, using mathematical modeling. In particular, a wide range of problems in Applied Mathematics and in Engineering can be solved by finding the solutions to these equations. The book reveals the importance of studying convergence aspects in iterative methods and shows that selection of the most efficient and robust iterative method for a given problem is crucial to guaranteeing a good approximation. A number of sample criteria for selecting the optimal method are presented, including those regarding the order of convergence, the computational cost, and the stability, including the dynamics. This book will appeal to researchers whose field of interest is related to nonlinear problems and equations...
On implicit abstract neutral nonlinear differential equations
Energy Technology Data Exchange (ETDEWEB)
Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br [Universidade de São Paulo, Departamento de Computação e Matemática, Faculdade de Filosofia Ciências e Letras de Ribeirão Preto (Brazil); O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie [National University of Ireland, School of Mathematics, Statistics and Applied Mathematics (Ireland)
2016-04-15
In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.
Non-equilibrium effects upon the non-Markovian Caldeira-Leggett quantum master equation
International Nuclear Information System (INIS)
Bolivar, A.O.
2011-01-01
Highlights: → Classical Brownian motion described by a non-Markovian Fokker-Planck equation. → Quantization process. → Quantum Brownian motion described by a non-Markovian Caldeira-Leggett equation. → A non-equilibrium quantum thermal force is predicted. - Abstract: We obtain a non-Markovian quantum master equation directly from the quantization of a non-Markovian Fokker-Planck equation describing the Brownian motion of a particle immersed in a generic environment (e.g. a non-thermal fluid). As far as the especial case of a heat bath comprising of quantum harmonic oscillators is concerned, we derive a non-Markovian Caldeira-Leggett master equation on the basis of which we work out the concept of non-equilibrium quantum thermal force exerted by the harmonic heat bath upon the Brownian motion of a free particle. The classical limit (or dequantization process) of this sort of non-equilibrium quantum effect is scrutinized, as well.
Algorithms For Integrating Nonlinear Differential Equations
Freed, A. D.; Walker, K. P.
1994-01-01
Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.
Handbook of Nonlinear Partial Differential Equations
Polyanin, Andrei D
2011-01-01
New to the Second Edition More than 1,000 pages with over 1,500 new first-, second-, third-, fourth-, and higher-order nonlinear equations with solutions Parabolic, hyperbolic, elliptic, and other systems of equations with solutions Some exact methods and transformations Symbolic and numerical methods for solving nonlinear PDEs with Maple(t), Mathematica(R), and MATLAB(R) Many new illustrative examples and tables A large list of references consisting of over 1,300 sources To accommodate different mathematical backgrounds, the authors avoid wherever possible the use of special terminology. They
Numerical study of fractional nonlinear Schrodinger equations
Klein, Christian
2014-10-08
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation.
Nonlinear elliptic equations and nonassociative algebras
Nadirashvili, Nikolai; Vlăduţ, Serge
2014-01-01
This book presents applications of noncommutative and nonassociative algebras to constructing unusual (nonclassical and singular) solutions to fully nonlinear elliptic partial differential equations of second order. The methods described in the book are used to solve a longstanding problem of the existence of truly weak, nonsmooth viscosity solutions. Moreover, the authors provide an almost complete description of homogeneous solutions to fully nonlinear elliptic equations. It is shown that even in the very restricted setting of "Hessian equations", depending only on the eigenvalues of the Hessian, these equations admit homogeneous solutions of all orders compatible with known regularity for viscosity solutions provided the space dimension is five or larger. To the contrary, in dimension four or less the situation is completely different, and our results suggest strongly that there are no nonclassical homogeneous solutions at all in dimensions three and four. Thus this book gives a complete list of dimensions...
Nonlinear evolution equations having a physical meaning
International Nuclear Information System (INIS)
Nakach, R.
1976-06-01
The non stationary self-similar solutions of the nonlinear evolution equations which can be solved by the inverse scattering method are studied. It turns out, as shown by means of several examples, that when the L linear operator associated with these equations, is of second order and only then, the self-similar solutions can be expressed in terms of the various Painleve's transcendents [fr
Computer models for kinetic equations of magnetically confined plasmas
International Nuclear Information System (INIS)
Killeen, J.; Kerbel, G.D.; McCoy, M.G.; Mirin, A.A.; Horowitz, E.J.; Shumaker, D.E.
1987-01-01
This paper presents four working computer models developed by the computational physics group of the National Magnetic Fusion Energy Computer Center. All of the models employ a kinetic description of plasma species. Three of the models are collisional, i.e., they include the solution of the Fokker-Planck equation in velocity space. The fourth model is collisionless and treats the plasma ions by a fully three-dimensional particle-in-cell method
From BBGKY hierarchy to non-Markovian evolution equations
International Nuclear Information System (INIS)
Gerasimenko, V.I.; Shtyk, V.O.; Zagorodny, A.G.
2009-01-01
The problem of description of the evolution of the microscopic phase density and its generalizations is discussed. With this purpose, the sequence of marginal microscopic phase densities is introduced, and the appropriate BBGKY hierarchy for these microscopic distributions and their average values is formulated. The microscopic derivation of the generalized evolution equation for the average value of the microscopic phase density is given, and the non-Markovian generalization of the Fokker-Planck collision integral is proposed
Nonlinear streak computation using boundary region equations
Energy Technology Data Exchange (ETDEWEB)
Martin, J A; Martel, C, E-mail: juanangel.martin@upm.es, E-mail: carlos.martel@upm.es [Depto. de Fundamentos Matematicos, E.T.S.I Aeronauticos, Universidad Politecnica de Madrid, Plaza Cardenal Cisneros 3, 28040 Madrid (Spain)
2012-08-01
The boundary region equations (BREs) are applied for the simulation of the nonlinear evolution of a spanwise periodic array of streaks in a flat plate boundary layer. The well-known BRE formulation is obtained from the complete Navier-Stokes equations in the high Reynolds number limit, and provides the correct asymptotic description of three-dimensional boundary layer streaks. In this paper, a fast and robust streamwise marching scheme is introduced to perform their numerical integration. Typical streak computations present in the literature correspond to linear streaks or to small-amplitude nonlinear streaks computed using direct numerical simulation (DNS) or the nonlinear parabolized stability equations (PSEs). We use the BREs to numerically compute high-amplitude streaks, a method which requires much lower computational effort than DNS and does not have the consistency and convergence problems of the PSE. It is found that the flow configuration changes substantially as the amplitude of the streaks grows and the nonlinear effects come into play. The transversal motion (in the wall normal-streamwise plane) becomes more important and strongly distorts the streamwise velocity profiles, which end up being quite different from those of the linear case. We analyze in detail the resulting flow patterns for the nonlinearly saturated streaks and compare them with available experimental results. (paper)
Chaos synchronization of nonlinear Bloch equations
International Nuclear Information System (INIS)
Park, Ju H.
2006-01-01
In this paper, the problem of chaos synchronization of Bloch equations is considered. A novel nonlinear controller is designed based on the Lyapunov stability theory. The proposed controller ensures that the states of the controlled chaotic slave system asymptotically synchronizes the states of the master system. A numerical example is given to illuminate the design procedure and advantage of the result derived
A hierarchy of systems of nonlinear equations
International Nuclear Information System (INIS)
Falkensteiner, P.; Grosse, H.
1985-01-01
Imposing isospectral invariance for the one-dimensional Dirac operator yields an infinite hierarchy of systems of chiral invariant nonlinear partial differential equations. The same system is obtained through a Lax pair construction and finally a formulation in terms of Kac-Moody generators is given. (Author)
Nonlinear anisotropic parabolic equations in Lm
Directory of Open Access Journals (Sweden)
Fares Mokhtari
2014-01-01
Full Text Available In this paper, we give a result of regularity of weak solutions for a class of nonlinear anisotropic parabolic equations with lower-order term when the right-hand side is an Lm function, with m being ”small”. This work generalizes some results given in [2] and [3].
Nonlinear partial differential equations of second order
Dong, Guangchang
1991-01-01
This book addresses a class of equations central to many areas of mathematics and its applications. Although there is no routine way of solving nonlinear partial differential equations, effective approaches that apply to a wide variety of problems are available. This book addresses a general approach that consists of the following: Choose an appropriate function space, define a family of mappings, prove this family has a fixed point, and study various properties of the solution. The author emphasizes the derivation of various estimates, including a priori estimates. By focusing on a particular approach that has proven useful in solving a broad range of equations, this book makes a useful contribution to the literature.
Stochastic substitute for coupled rate equations in the modeling of highly ionized transient plasmas
International Nuclear Information System (INIS)
Eliezer, S.; Falquina, R.; Minguez, E.
1994-01-01
Plasmas produced by intense laser pulses incident on solid targets often do not satisfy the conditions for local thermodynamic equilibrium, and so cannot be modeled by transport equations relying on equations of state. A proper description involves an excessively large number of coupled rate equations connecting many quantum states of numerous species having different degrees of ionization. Here we pursue a recent suggestion to model the plasma by a few dominant states perturbed by a stochastic driving force. The driving force is taken to be a Poisson impulse process, giving a Langevin equation which is equivalent to a Fokker-Planck equation for the probability density governing the distribution of electron density. An approximate solution to the Langevin equation permits calculation of the characteristic relaxation rate. An exact stationary solution to the Fokker-Planck equation is given as a function of the strength of the stochastic driving force. This stationary solution is used, along with a Laplace transform, to convert the Fokker-Planck equation to one of Schroedinger type. We consider using the classical Hamiltonian formalism and the WKB method to obtain the time-dependent solution
Statistical approach to bistable behaviour of a nonlinear system in a stationary field
International Nuclear Information System (INIS)
Luks, A.; Perina, J.; Perinova, V.; Bertolotti, M.; Sibilia, C.
1984-01-01
The quantum statistical properties of an elastic scattering process are investigated comprising crossed light beams which are in interaction with a particle (electron) beam treated as ''two-step'' system. Using the master equation and the generalized Fokker-Planck equation techniques, the integrated intensities are characterized by their probability distributions and it is demonstrated that single modes exhibit two-peak bistable behaviour. (author)
Integrable peakon equations with cubic nonlinearity
International Nuclear Information System (INIS)
Hone, Andrew N W; Wang, J P
2008-01-01
We present a new integrable partial differential equation found by Vladimir Novikov. Like the Camassa-Holm and Degasperis-Procesi equations, this new equation admits peaked soliton (peakon) solutions, but it has nonlinear terms that are cubic, rather than quadratic. We give a matrix Lax pair for V Novikov's equation, and show how it is related by a reciprocal transformation to a negative flow in the Sawada-Kotera hierarchy. Infinitely many conserved quantities are found, as well as a bi-Hamiltonian structure. The latter is used to obtain the Hamiltonian form of the finite-dimensional system for the interaction of N peakons, and the two-body dynamics (N = 2) is explicitly integrated. Finally, all of this is compared with some analogous results for another cubic peakon equation derived by Zhijun Qiao. (fast track communication)
Helffer, B
2004-01-01
Ces derni\\`eres ann\\'ees, les estimations hypoelliptiques ont connu une nouvelle jeunesse en liaison avec des questions provenant de la th\\'eorie cin\\'etique des gaz. Dans cette direction de nombreux auteurs ont en effet eu besoin de d\\'emontrer des estimations maximales pour en d\\'eduire la compacit\\'e de l'op\\'erateur de Fokker-Planck et avoir des estimations sur la r\\'esolvante permettant d'aborder la question du retour \\`a l'\\'equilibre. Dans un article tr\\`es r\\'ecent, F.~H\\'erau et F.~Nier (inspir\\'es par des calculs explicites du livre de Risken) ont mis en \\'evidence les liens \\'etroits entre ces questions et des questions analogues pour un laplacien de Witten. L'\\'etude de ces liens est poursuivie et syst\\'ematis\\'ee dans un livre en pr\\'eparation \\'ecrit en collaboration avec F.~Nier dont nous allons pr\\'esenter quelques aspects ici en pr\\'esentant parfois un \\'eclairage diff\\'erent sur un probl\\`eme qui laisse encore beaucoup de conjectures non r\\'esolues.
Taming the nonlinearity of the Einstein equation.
Harte, Abraham I
2014-12-31
Many of the technical complications associated with the general theory of relativity ultimately stem from the nonlinearity of Einstein's equation. It is shown here that an appropriate choice of dynamical variables may be used to eliminate all such nonlinearities beyond a particular order: Both Landau-Lifshitz and tetrad formulations of Einstein's equation are obtained that involve only finite products of the unknowns and their derivatives. Considerable additional simplifications arise in physically interesting cases where metrics become approximately Kerr or, e.g., plane waves, suggesting that the variables described here can be used to efficiently reformulate perturbation theory in a variety of contexts. In all cases, these variables are shown to have simple geometrical interpretations that directly relate the local causal structure associated with the metric of interest to the causal structure associated with a prescribed background. A new method to search for exact solutions is outlined as well.
Nonlinear wave equations, formation of singularities
John, Fritz
1990-01-01
This is the second volume in the University Lecture Series, designed to make more widely available some of the outstanding lectures presented in various institutions around the country. Each year at Lehigh University, a distinguished mathematical scientist presents the Pitcher Lectures in the Mathematical Sciences. This volume contains the Pitcher lectures presented by Fritz John in April 1989. The lectures deal with existence in the large of solutions of initial value problems for nonlinear hyperbolic partial differential equations. As is typical with nonlinear problems, there are many results and few general conclusions in this extensive subject, so the author restricts himself to a small portion of the field, in which it is possible to discern some general patterns. Presenting an exposition of recent research in this area, the author examines the way in which solutions can, even with small and very smooth initial data, "blow up" after a finite time. For various types of quasi-linear equations, this time de...
General solution of string inspired nonlinear equations
International Nuclear Information System (INIS)
Bandos, I.A.; Ivanov, E.; Kapustnikov, A.A.; Ulanov, S.A.
1998-07-01
We present the general solution of the system of coupled nonlinear equations describing dynamics of D-dimensional bosonic string in the geometric (or embedding) approach. The solution is parametrized in terms of two sets of the left- and right-moving Lorentz harmonic variables providing a special coset space realization of the product of two (D-2) dimensional spheres S D-2 = SO(1,D-1)/SO(1,1)xSO(D-2) contained in K D-2 . (author)
Nonlinear von Neumann equations for quantum dissipative systems
International Nuclear Information System (INIS)
Messer, J.; Baumgartner, B.
1978-01-01
For pure states nonlinear Schroedinger equations, the so-called Schroedinger-Langevin equations are well-known to model quantum dissipative systems of the Langevin type. For mixtures it is shown that these wave equations do not extend to master equations, but to corresponding nonlinear von Neumann equations. Solutions for the damped harmonic oscillator are discussed. (Auth.)
Nonlinear von Neumann equations for quantum dissipative systems
International Nuclear Information System (INIS)
Messer, J.; Baumgartner, B.
For pure states nonlinear Schroedinger equations, the so-called Schroedinger-Langevin equations are well-known to model quantum dissipative systems of the Langevin type. For mixtures it is shown that these wave equations do not extend to master equations, but to corresponding nonlinear von Neumann equations. Solutions for the damped harmonic oscillator are discussed. (Author)
Exact Solutions for Nonlinear Differential Difference Equations in Mathematical Physics
Directory of Open Access Journals (Sweden)
Khaled A. Gepreel
2013-01-01
Full Text Available We modified the truncated expansion method to construct the exact solutions for some nonlinear differential difference equations in mathematical physics via the general lattice equation, the discrete nonlinear Schrodinger with a saturable nonlinearity, the quintic discrete nonlinear Schrodinger equation, and the relativistic Toda lattice system. Also, we put a rational solitary wave function method to find the rational solitary wave solutions for some nonlinear differential difference equations. The proposed methods are more effective and powerful to obtain the exact solutions for nonlinear difference differential equations.
THE WIGNER–FOKKER–PLANCK EQUATION: STATIONARY STATES AND LARGE TIME BEHAVIOR
ARNOLD, ANTON
2012-11-01
We consider the linear WignerFokkerPlanck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique stationary solution in a weighted Sobolev space. A key ingredient of the proof is a new result on the existence of spectral gaps for FokkerPlanck type operators in certain weighted L 2-spaces. In addition we show that the steady state corresponds to a positive density matrix operator with unit trace and that the solutions of the time-dependent problem converge towards the steady state with an exponential rate. © 2012 World Scientific Publishing Company.
Frank, T D; Beek, P J
2001-08-01
Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary probability densities for linear stochastic delay differential equations. This paper presents an alternative derivation of these solutions by means of the Fokker-Planck approach introduced by Guillouzic [Phys. Rev. E 59, 3970 (1999); 61, 4906 (2000)]. Applications of this approach, which is argued to have greater generality, are discussed in the context of stochastic models for population growth and tracking movements.
Gaudreault, Mathieu; Drolet, François; Viñals, Jorge
2010-11-01
Analytical expressions for pitchfork and Hopf bifurcation thresholds are given for a nonlinear stochastic differential delay equation with feedback. Our results assume that the delay time τ is small compared to other characteristic time scales, not a significant limitation close to the bifurcation line. A pitchfork bifurcation line is found, the location of which depends on the conditional average , where x(t) is the dynamical variable. This conditional probability incorporates the combined effect of fluctuation correlations and delayed feedback. We also find a Hopf bifurcation line which is obtained by a multiple scale expansion around the oscillatory solution near threshold. We solve the Fokker-Planck equation associated with the slowly varying amplitudes and use it to determine the threshold location. In both cases, the predicted bifurcation lines are in excellent agreement with a direct numerical integration of the governing equations. Contrary to the known case involving no delayed feedback, we show that the stochastic bifurcation lines are shifted relative to the deterministic limit and hence that the interaction between fluctuation correlations and delay affect the stability of the solutions of the model equation studied.
Fendzi-Donfack, Emmanuel; Nguenang, Jean Pierre; Nana, Laurent
2018-02-01
We use the fractional complex transform with the modified Riemann-Liouville derivative operator to establish the exact and generalized solutions of two fractional partial differential equations. We determine the solutions of fractional nonlinear electrical transmission lines (NETL) and the perturbed nonlinear Schroedinger (NLS) equation with the Kerr law nonlinearity term. The solutions are obtained for the parameters in the range (0<α≤1) of the derivative operator and we found the traditional solutions for the limiting case of α =1. We show that according to the modified Riemann-Liouville derivative, the solutions found can describe physical systems with memory effect, transient effects in electrical systems and nonlinear transmission lines, and other systems such as optical fiber.
Nonlinear electron transport in magnetized laser plasmas
International Nuclear Information System (INIS)
Kho, T.H.; Haines, M.G.
1986-01-01
Electron transport in a magnetized plasma heated by inverse bremsstrahlung is studied numerically using a nonlinear Fokker--Planck model with self-consistent E and B fields. The numerical scheme is described. Nonlocal transport is found to alter many of the transport coefficients derived from linear transport theory, in particular, the Nernst and Righi--Leduc effects, in addition to the perpendicular heat flux q/sub perpendicular/, are substantially reduced near critical surface. The magnetic field, however, remains strongly coupled to the nonlinear q/sub perpendicular/ and, as has been found in hydrosimulations, convective amplification of the magnetic field occurs in the overdense plasma
Nonlinear elliptic partial differential equations an introduction
Le Dret, Hervé
2018-01-01
This textbook presents the essential parts of the modern theory of nonlinear partial differential equations, including the calculus of variations. After a short review of results in real and functional analysis, the author introduces the main mathematical techniques for solving both semilinear and quasilinear elliptic PDEs, and the associated boundary value problems. Key topics include infinite dimensional fixed point methods, the Galerkin method, the maximum principle, elliptic regularity, and the calculus of variations. Aimed at graduate students and researchers, this textbook contains numerous examples and exercises and provides several comments and suggestions for further study.
Nonlinear partial differential equations and their applications
Lions, Jacques Louis
2002-01-01
This book contains the written versions of lectures delivered since 1997 in the well-known weekly seminar on Applied Mathematics at the Collège de France in Paris, directed by Jacques-Louis Lions. It is the 14th and last of the series, due to the recent and untimely death of Professor Lions. The texts in this volume deal mostly with various aspects of the theory of nonlinear partial differential equations. They present both theoretical and applied results in many fields of growing importance such as Calculus of variations and optimal control, optimization, system theory and control, op
Differential constraints and exact solutions of nonlinear diffusion equations
International Nuclear Information System (INIS)
Kaptsov, Oleg V; Verevkin, Igor V
2003-01-01
The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries
Nonlinear dynamics in the relativistic field equation
International Nuclear Information System (INIS)
Tanaka, Yosuke; Mizuno, Yuji; Kado, Tatsuhiko; Zhao, Hua-An
2007-01-01
We have investigated relativistic equations and chaotic behaviors of the gravitational field with the use of general relativity and nonlinear dynamics. The space component of the Friedmann equation shows chaotic behaviors in case of the inflation (h=G-bar /G>0) and open (ζ=-1) universe. In other cases (h= 0 andx-bar 0 ) and the parameters (a, b, c and d); (2) the self-similarity of solutions in the x-x-bar plane and the x-ρ plane. We carried out the numerical calculations with the use of the microsoft EXCEL. The self-similarity and the hierarchy structure of the universe have been also discussed on the basis of E-infinity theory
Exact solutions for the higher-order nonlinear Schoerdinger equation in nonlinear optical fibres
International Nuclear Information System (INIS)
Liu Chunping
2005-01-01
First, by using the generally projective Riccati equation method, many kinds of exact solutions for the higher-order nonlinear Schoerdinger equation in nonlinear optical fibres are obtained in a unified way. Then, some relations among these solutions are revealed
Linearized gyro-kinetic equation
International Nuclear Information System (INIS)
Catto, P.J.; Tsang, K.T.
1976-01-01
An ordering of the linearized Fokker-Planck equation is performed in which gyroradius corrections are retained to lowest order and the radial dependence appropriate for sheared magnetic fields is treated without resorting to a WKB technique. This description is shown to be necessary to obtain the proper radial dependence when the product of the poloidal wavenumber and the gyroradius is large (k rho much greater than 1). A like particle collision operator valid for arbitrary k rho also has been derived. In addition, neoclassical, drift, finite β (plasma pressure/magnetic pressure), and unperturbed toroidal electric field modifications are treated
Exact Solution of a Generalized Nonlinear Schrodinger Equation Dimer
DEFF Research Database (Denmark)
Christiansen, Peter Leth; Maniadis, P.; Tsironis, G.P.
1998-01-01
We present exact solutions for a nonlinear dimer system defined throught a discrete nonlinear Schrodinger equation that contains also an integrable Ablowitz-Ladik term. The solutions are obtained throught a transformation that maps the dimer into a double Sine-Gordon like ordinary nonlinear...... differential equation....
Ozdemir, Burhanettin
2017-01-01
The purpose of this study is to equate Trends in International Mathematics and Science Study (TIMSS) mathematics subtest scores obtained from TIMSS 2011 to scores obtained from TIMSS 2007 form with different nonlinear observed score equating methods under Non-Equivalent Anchor Test (NEAT) design where common items are used to link two or more test…
Symmetry and exact solutions of nonlinear spinor equations
International Nuclear Information System (INIS)
Fushchich, W.I.; Zhdanov, R.Z.
1989-01-01
This review is devoted to the application of algebraic-theoretical methods to the problem of constructing exact solutions of the many-dimensional nonlinear systems of partial differential equations for spinor, vector and scalar fields widely used in quantum field theory. Large classes of nonlinear spinor equations invariant under the Poincare group P(1, 3), Weyl group (i.e. Poincare group supplemented by a group of scale transformations), and the conformal group C(1, 3) are described. Ansaetze invariant under the Poincare and the Weyl groups are constructed. Using these we reduce the Poincare-invariant nonlinear Dirac equations to systems of ordinary differential equations and construct large families of exact solutions of the nonlinear Dirac-Heisenberg equation depending on arbitrary parameters and functions. In a similar way we have obtained new families of exact solutions of the nonlinear Maxwell-Dirac and Klein-Gordon-Dirac equations. The obtained solutions can be used for quantization of nonlinear equations. (orig.)
On a new series of integrable nonlinear evolution equations
International Nuclear Information System (INIS)
Ichikawa, Y.H.; Wadati, Miki; Konno, Kimiaki; Shimizu, Tohru.
1980-10-01
Recent results of our research are surveyed in this report. The derivative nonlinear Schroedinger equation for the circular polarized Alfven wave admits the spiky soliton solutions for the plane wave boundary condition. The nonlinear equation for complex amplitude associated with the carrier wave is shown to be a generalized nonlinear Schroedinger equation, having the ordinary cubic nonlinear term and the derivative of cubic nonlinear term. A generalized scheme of the inverse scattering transformation has confirmed that superposition of the A-K-N-S scheme and the K-N scheme for the component equations valids for the generalized nonlinear Schroedinger equation. Then, two types of new integrable nonlinear evolution equation have been derived from our scheme of the inverse scattering transformation. One is the type of nonlinear Schroedinger equation, while the other is the type of Korteweg-de Vries equation. Brief discussions are presented for physical phenomena, which could be accounted by the second type of the new integrable nonlinear evolution equation. Lastly, the stationary solitary wave solutions have been constructed for the integrable nonlinear evolution equation of the second type. These solutions have peculiar structure that they are singular and discrete. It is a new challenge to construct singular potentials by the inverse scattering transformation. (author)
International Nuclear Information System (INIS)
Yomba, Emmanuel
2008-01-01
With the aid of symbolic computation, a generalized auxiliary equation method is proposed to construct more general exact solutions to two types of NLPDEs. First, we present new family of solutions to a nonlinear Klein-Gordon equation, by using this auxiliary equation method including a new first-order nonlinear ODE with six-degree nonlinear term proposed by Sirendaoreji. Then, we apply an indirect F-function method very close to the F-expansion method to solve the generalized Camassa-Holm equation with fully nonlinear dispersion and fully nonlinear convection C(l,n,p). Taking advantage of the new first-order nonlinear ODE with six degree nonlinear term, this indirect F-function method is used to map the solutions of C(l,n,p) equations to those of that nonlinear ODE. As a result, we can successfully obtain in a unified way, many exact solutions
Nonlinear integral equations for the sausage model
Ahn, Changrim; Balog, Janos; Ravanini, Francesco
2017-08-01
The sausage model, first proposed by Fateev, Onofri, and Zamolodchikov, is a deformation of the O(3) sigma model preserving integrability. The target space is deformed from the sphere to ‘sausage’ shape by a deformation parameter ν. This model is defined by a factorizable S-matrix which is obtained by deforming that of the O(3) sigma model by a parameter λ. Clues for the deformed sigma model are provided by various UV and IR information through the thermodynamic Bethe ansatz (TBA) analysis based on the S-matrix. Application of TBA to the sausage model is, however, limited to the case of 1/λ integer where the coupled integral equations can be truncated to a finite number. In this paper, we propose a finite set of nonlinear integral equations (NLIEs), which are applicable to generic value of λ. Our derivation is based on T-Q relations extracted from the truncated TBA equations. For a consistency check, we compute next-leading order corrections of the vacuum energy and extract the S-matrix information in the IR limit. We also solved the NLIE both analytically and numerically in the UV limit to get the effective central charge and compared with that of the zero-mode dynamics to obtain exact relation between ν and λ. Dedicated to the memory of Petr Petrovich Kulish.
Nontrivial Periodic Solutions for Nonlinear Second-Order Difference Equations
Directory of Open Access Journals (Sweden)
Tieshan He
2011-01-01
Full Text Available This paper is concerned with the existence of nontrivial periodic solutions and positive periodic solutions to a nonlinear second-order difference equation. Under some conditions concerning the first positive eigenvalue of the linear equation corresponding to the nonlinear second-order equation, we establish the existence results by using the topological degree and fixed point index theories.
Exact solutions to two higher order nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Xu Liping; Zhang Jinliang
2007-01-01
Using the homogeneous balance principle and F-expansion method, the exact solutions to two higher order nonlinear Schroedinger equations which describe the propagation of femtosecond pulses in nonlinear fibres are obtained with the aid of a set of subsidiary higher order ordinary differential equations (sub-equations for short)
Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation
Directory of Open Access Journals (Sweden)
Vitanov Nikolay K.
2018-03-01
Full Text Available We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.
Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation
Vitanov, Nikolay K.; Dimitrova, Zlatinka I.
2018-03-01
We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.
Semiclassical quantization of the nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Nohl, C.R.
1976-01-01
Using the functional integral technique of Dashen, Hasslacher, and Neveu, we perform a semiclassical quantization of the nonlinear Schrodinger equation (NLSE), which reproduces McGuire's exact result for the energy levels of the bound states of the theory. We show that the stability angle formalism leads to the one-loop normal ordering and self-energy renormalization expected from perturbation theory, and demonstrate that taking into account center-of-mass motion gives the correct nonrelativistic energy--momentum relation. We interpret the classical solution in the context of the quantum theory, relating it to the matrix element of the field operator between adjacent bound states in the limit of large quantum numbers. Finally, we quantize the NLSE as a theory of N component fermion fields and show that the semiclassical method yields the exact energy levels and correct degeneracies
Hamiltonian structures of some non-linear evolution equations
International Nuclear Information System (INIS)
Tu, G.Z.
1983-06-01
The Hamiltonian structure of the O(2,1) non-linear sigma model, generalized AKNS equations, are discussed. By reducing the O(2,1) non-linear sigma model to its Hamiltonian form some new conservation laws are derived. A new hierarchy of non-linear evolution equations is proposed and shown to be generalized Hamiltonian equations with an infinite number of conservation laws. (author)
Efimova, Olga Yu.
2010-01-01
The modification of simplest equation method to look for exact solutions of nonlinear partial differential equations is presented. Using this method we obtain exact solutions of generalized Korteweg-de Vries equation with cubic source and exact solutions of third-order Kudryashov-Sinelshchikov equation describing nonlinear waves in liquids with gas bubbles.
International Nuclear Information System (INIS)
Xiao Yafeng; Xue Haili; Zhang Hongqing
2011-01-01
Based on Jacobi elliptic function and the Lame equation, the perturbation method is applied to get the multi-order envelope periodic solutions of the nonlinear Schrodinger equation and cubic nonlinear Schrodinger equation. These multi-order envelope periodic solutions can degenerate into the different envelope solitary solutions. (authors)
Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility
International Nuclear Information System (INIS)
El-Sabbagh, Mostafa F.; Ahmad, Ali T.
2011-01-01
The determining equations for the nonclassical symmetry reductions of nonlinear partial differential equations with arbitrary order can be obtained by requiring the compatibility between the original equations and the invariant surface conditions. The (2+1)-dimensional shallow water wave equation, Boussinesq equation, and the dispersive wave equations in shallow water serve as examples illustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries. (general)
Decomposition of a hierarchy of nonlinear evolution equations
International Nuclear Information System (INIS)
Geng Xianguo
2003-01-01
The generalized Hamiltonian structures for a hierarchy of nonlinear evolution equations are established with the aid of the trace identity. Using the nonlinearization approach, the hierarchy of nonlinear evolution equations is decomposed into a class of new finite-dimensional Hamiltonian systems. The generating function of integrals and their generator are presented, based on which the finite-dimensional Hamiltonian systems are proved to be completely integrable in the Liouville sense. As an application, solutions for the hierarchy of nonlinear evolution equations are reduced to solving the compatible Hamiltonian systems of ordinary differential equations
ALMOST PERIODIC SOLUTIONS TO SOME NONLINEAR DELAY DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
The existence of an almost periodic solutions to a nonlinear delay diffierential equation is considered in this paper. A set of sufficient conditions for the existence and uniqueness of almost periodic solutions to some delay diffierential equations is obtained.
Oscillation criteria for third order delay nonlinear differential equations
Directory of Open Access Journals (Sweden)
E. M. Elabbasy
2012-01-01
via comparison with some first differential equations whose oscillatory characters are known. Our results generalize and improve some known results for oscillation of third order nonlinear differential equations. Some examples are given to illustrate the main results.
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
Nonlinear partial differential equations (NPDEs) are encountered in various ... such as physics, mechanics, chemistry, biology, mathematics and engineering. ... In §3, this method is applied to the generalized forms of Klein–Gordon equation,.
Partially integrable nonlinear equations with one higher symmetry
International Nuclear Information System (INIS)
Mikhailov, A V; Novikov, V S; Wang, J P
2005-01-01
In this letter, we present a family of second order in time nonlinear partial differential equations, which have only one higher symmetry. These equations are not integrable, but have a solution depending on one arbitrary function. (letter to the editor)
Nonlinear quantum fluid equations for a finite temperature Fermi plasma
International Nuclear Information System (INIS)
Eliasson, Bengt; Shukla, Padma K
2008-01-01
Nonlinear quantum electron fluid equations are derived, taking into account the moments of the Wigner equation and by using the Fermi-Dirac equilibrium distribution for electrons with an arbitrary temperature. A simplified formalism with the assumptions of incompressibility of the distribution function is used to close the moments in velocity space. The nonlinear quantum diffraction effects into the fluid equations are incorporated. In the high-temperature limit, we retain the nonlinear fluid equations for a dense hot plasma and in the low-temperature limit, we retain the correct fluid equations for a fully degenerate plasma
Turcksin, Bruno; Ragusa, Jean C.; Morel, Jim E.
2012-01-01
It is well known that the diffusion synthetic acceleration (DSA) methods for the Sn equations become ineffective in the Fokker-Planck forward-peaked scattering limit. In response to this deficiency, Morel and Manteuffel (1991) developed an angular multigrid method for the 1-D Sn equations. This method is very effective, costing roughly twice as much as DSA per source iteration, and yielding a maximum spectral radius of approximately 0.6 in the Fokker-Planck limit. Pautz, Adams, and Morel (PAM) (1999) later generalized the angular multigrid to 2-D, but it was found that the method was unstable with sufficiently forward-peaked mappings between the angular grids. The method was stabilized via a filtering technique based on diffusion operators, but this filtering also degraded the effectiveness of the overall scheme. The spectral radius was not bounded away from unity in the Fokker-Planck limit, although the method remained more effective than DSA. The purpose of this article is to recast the multidimensional PAM angular multigrid method without the filtering as an Sn preconditioner and use it in conjunction with the Generalized Minimal RESidual (GMRES) Krylov method. The approach ensures stability and our computational results demonstrate that it is also significantly more efficient than an analogous DSA-preconditioned Krylov method.
The matrix nonlinear Schrodinger equation in dimension 2
DEFF Research Database (Denmark)
Zuhan, L; Pedersen, Michael
2001-01-01
In this paper we study the existence of global solutions to the Cauchy problem for the matrix nonlinear Schrodinger equation (MNLS) in 2 space dimensions. A sharp condition for the global existence is obtained for this equation. This condition is in terms of an exact stationary solution...... of a semilinear elliptic equation. In the scalar case, the MNLS reduces to the well-known cubic nonlinear Schrodinger equation for which existence of solutions has been studied by many authors. (C) 2001 Academic Press....
Quasi-exact solutions of nonlinear differential equations
Kudryashov, Nikolay A.; Kochanov, Mark B.
2014-01-01
The concept of quasi-exact solutions of nonlinear differential equations is introduced. Quasi-exact solution expands the idea of exact solution for additional values of parameters of differential equation. These solutions are approximate solutions of nonlinear differential equations but they are close to exact solutions. Quasi-exact solutions of the the Kuramoto--Sivashinsky, the Korteweg--de Vries--Burgers and the Kawahara equations are founded.
Fuchs indices and the first integrals of nonlinear differential equations
International Nuclear Information System (INIS)
Kudryashov, Nikolai A.
2005-01-01
New method of finding the first integrals of nonlinear differential equations in polynomial form is presented. Basic idea of our approach is to use the scaling of solution of nonlinear differential equation and to find the dimensions of arbitrary constants in the Laurent expansion of the general solution. These dimensions allows us to obtain the scalings of members for the first integrals of nonlinear differential equations. Taking the polynomials with unknown coefficients into account we present the algorithm of finding the first integrals of nonlinear differential equations in the polynomial form. Our method is applied to look for the first integrals of eight nonlinear ordinary differential equations of the fourth order. The general solution of one of the fourth order ordinary differential equations is given
Explicit solutions of two nonlinear dispersive equations with variable coefficients
International Nuclear Information System (INIS)
Lai Shaoyong; Lv Xiumei; Wu Yonghong
2008-01-01
A mathematical technique based on an auxiliary equation and the symbolic computation system Matlab is developed to construct the exact solutions for a generalized Camassa-Holm equation and a nonlinear dispersive equation with variable coefficients. It is shown that the variable coefficients of the derivative terms in the equations cause the qualitative change in the physical structures of the solutions
Simple equation method for nonlinear partial differential equations and its applications
Directory of Open Access Journals (Sweden)
Taher A. Nofal
2016-04-01
Full Text Available In this article, we focus on the exact solution of the some nonlinear partial differential equations (NLPDEs such as, Kodomtsev–Petviashvili (KP equation, the (2 + 1-dimensional breaking soliton equation and the modified generalized Vakhnenko equation by using the simple equation method. In the simple equation method the trial condition is the Bernoulli equation or the Riccati equation. It has been shown that the method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering problems.
Collapse in a forced three-dimensional nonlinear Schrodinger equation
DEFF Research Database (Denmark)
Lushnikov, P.M.; Saffman, M.
2000-01-01
We derive sufficient conditions for the occurrence of collapse in a forced three-dimensional nonlinear Schrodinger equation without dissipation. Numerical studies continue the results to the case of finite dissipation.......We derive sufficient conditions for the occurrence of collapse in a forced three-dimensional nonlinear Schrodinger equation without dissipation. Numerical studies continue the results to the case of finite dissipation....
On the invariant measure for the nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Zhidkov, P.R.
1991-01-01
The invariant measure for the nonlinear Schroedinger equation is constructed. In fact, it is assumed that the nonlinearity in the equation is semilinear. The main aim of the paper is the explanation of the Fermi - Past - Ulam phenomenon. Poincare theorem gives the answer to this question. 17 refs
Exact analytical solutions for nonlinear reaction-diffusion equations
International Nuclear Information System (INIS)
Liu Chunping
2003-01-01
By using a direct method via the computer algebraic system of Mathematica, some exact analytical solutions to a class of nonlinear reaction-diffusion equations are presented in closed form. Subsequently, the hyperbolic function solutions and the triangular function solutions of the coupled nonlinear reaction-diffusion equations are obtained in a unified way
Prolongation Structure of Semi-discrete Nonlinear Evolution Equations
International Nuclear Information System (INIS)
Bai Yongqiang; Wu Ke; Zhao Weizhong; Guo Hanying
2007-01-01
Based on noncommutative differential calculus, we present a theory of prolongation structure for semi-discrete nonlinear evolution equations. As an illustrative example, a semi-discrete model of the nonlinear Schroedinger equation is discussed in terms of this theory and the corresponding Lax pairs are also given.
Brownian motion of classical spins: Anomalous dissipation and generalized Langevin equation
Bandyopadhyay, Malay; Jayannavar, A. M.
2017-10-01
In this work, we derive the Langevin equation (LE) of a classical spin interacting with a heat bath through momentum variables, starting from the fully dynamical Hamiltonian description. The derived LE with anomalous dissipation is analyzed in detail. The obtained LE is non-Markovian with multiplicative noise terms. The concomitant dissipative terms obey the fluctuation-dissipation theorem. The Markovian limit correctly produces the Kubo and Hashitsume equation. The perturbative treatment of our equations produces the Landau-Lifshitz equation and the Seshadri-Lindenberg equation. Then we derive the Fokker-Planck equation corresponding to LE and the concept of equilibrium probability distribution is analyzed.
Nonlinear integrodifferential equations as discrete systems
Tamizhmani, K. M.; Satsuma, J.; Grammaticos, B.; Ramani, A.
1999-06-01
We analyse a class of integrodifferential equations of the `intermediate long wave' (ILW) type. We show that these equations can be formally interpreted as discrete, differential-difference systems. This allows us to link equations of this type with previous results of ours involving differential-delay equations and, on the basis of this, propose new integrable equations of ILW type. Finally, we extend this approach to pure difference equations and propose ILW forms for the discrete lattice KdV equation.
Exploring the nonlinear cloud and rain equation
Koren, Ilan; Tziperman, Eli; Feingold, Graham
2017-01-01
Marine stratocumulus cloud decks are regarded as the reflectors of the climate system, returning back to space a significant part of the income solar radiation, thus cooling the atmosphere. Such clouds can exist in two stable modes, open and closed cells, for a wide range of environmental conditions. This emergent behavior of the system, and its sensitivity to aerosol and environmental properties, is captured by a set of nonlinear equations. Here, using linear stability analysis, we express the transition from steady to a limit-cycle state analytically, showing how it depends on the model parameters. We show that the control of the droplet concentration (N), the environmental carrying-capacity (H0), and the cloud recovery parameter (τ) can be linked by a single nondimensional parameter (μ=√{N }/(ατH0) ) , suggesting that for deeper clouds the transition from open (oscillating) to closed (stable fixed point) cells will occur for higher droplet concentration (i.e., higher aerosol loading). The analytical calculations of the possible states, and how they are affected by changes in aerosol and the environmental variables, provide an enhanced understanding of the complex interactions of clouds and rain.
Computer programs for nonlinear algebraic equations
International Nuclear Information System (INIS)
Asaoka, Takumi
1977-10-01
We have provided principal computer subroutines for obtaining numerical solutions of nonlinear algebraic equations through a review of the various methods. Benchmark tests were performed on these subroutines to grasp the characteristics of them compared to the existing subroutines. As computer programs based on the secant method, subroutines of the Muller's method using the Chambers' algorithm were newly developed, in addition to the equipment of subroutines of the Muller's method itself. The programs based on the Muller-Chambers' method are useful especially for low-order polynomials with complex coefficients except for the case of finding the triple roots, three close roots etc. In addition, we have equipped subroutines based on the Madsen's algorithm, a variant of the Newton's method. The subroutines have revealed themselves very useful as standard programs because all the roots are found accurately for every case though they take longer computing time than other subroutines for low-order polynomials. It is shown also that an existing subroutine of the Bairstow's method gives the fastest algorithm for polynomials with complex coefficients, except for the case of finding the triple roots etc. We have provided also subroutines to estimate error bounds for all the roots produced with the various algorithms. (auth.)
A nonlinear bounce kinetic equation for trapped electrons
International Nuclear Information System (INIS)
Gang, F.Y.
1990-03-01
A nonlinear bounce averaged drift kinetic equation for trapped electrons is derived. This equation enables one to compute the nonlinear response of the trapped electron distribution function in terms of the field-line projection of a potential fluctuation left-angle e -inqθ φ n right-angle b . It is useful for both analytical and computational studies of the nonlinear evolution of short wavelength (n much-gt 1) trapped electron mode-driven turbulence. 7 refs
Nonlinear hydrodynamic equations for superfluid helium in aerogel
International Nuclear Information System (INIS)
Brusov, Peter N.; Brusov, Paul P.
2003-01-01
Aerogel in superfluids is studied very intensively during last decade. The importance of these systems is connected to the fact that this allows to investigate the influence of impurities on superfluidity. We have derived for the first time nonlinear hydrodynamic equations for superfluid helium in aerogel. These equations are generalization of McKenna et al. equations for nonlinear hydrodynamics case and could be used to study sound propagation phenomena in aerogel-superfluid system, in particular--to study sound conversion phenomena. We have obtained two alternative sets of equations, one of which is a generalization of a traditional set of nonlinear hydrodynamics equations for the case of an aerogel-superfluid system and, the other one represents a la Putterman equations (equation for v→ s is replaced by equation for A→=((ρ n )/(ρσ))w→, where w→=v→ n -v→ s )
On the Stochastic Wave Equation with Nonlinear Damping
International Nuclear Information System (INIS)
Kim, Jong Uhn
2008-01-01
We discuss an initial boundary value problem for the stochastic wave equation with nonlinear damping. We establish the existence and uniqueness of a solution. Our method for the existence of pathwise solutions consists of regularization of the equation and data, the Galerkin approximation and an elementary measure-theoretic argument. We also prove the existence of an invariant measure when the equation has pure nonlinear damping
DEFF Research Database (Denmark)
Guo, Hairun; Zeng, Xianglong; Zhou, Binbin
2013-01-01
We interpret the purely spectral forward Maxwell equation with up to third-order induced polarizations for pulse propagation and interactions in quadratic nonlinear crystals. The interpreted equation, also named the nonlinear wave equation in the frequency domain, includes quadratic and cubic...... nonlinearities, delayed Raman effects, and anisotropic nonlinearities. The full potential of this wave equation is demonstrated by investigating simulations of solitons generated in the process of ultrafast cascaded second-harmonic generation. We show that a balance in the soliton delay can be achieved due...
International Conference on Differential Equations and Nonlinear Mechanics
2001-01-01
The International Conference on Differential Equations and Nonlinear Mechanics was hosted by the University of Central Florida in Orlando from March 17-19, 1999. One of the conference days was dedicated to Professor V. Lakshmikantham in th honor of his 75 birthday. 50 well established professionals (in differential equations, nonlinear analysis, numerical analysis, and nonlinear mechanics) attended the conference from 13 countries. Twelve of the attendees delivered hour long invited talks and remaining thirty-eight presented invited forty-five minute talks. In each of these talks, the focus was on the recent developments in differential equations and nonlinear mechanics and their applications. This book consists of 29 papers based on the invited lectures, and I believe that it provides a good selection of advanced topics of current interest in differential equations and nonlinear mechanics. I am indebted to the Department of Mathematics, College of Arts and Sciences, Department of Mechanical, Materials and Ae...
Quantum hydrodynamics and nonlinear differential equations for degenerate Fermi gas
International Nuclear Information System (INIS)
Bettelheim, Eldad; Abanov, Alexander G; Wiegmann, Paul B
2008-01-01
We present new nonlinear differential equations for spacetime correlation functions of Fermi gas in one spatial dimension. The correlation functions we consider describe non-stationary processes out of equilibrium. The equations we obtain are integrable equations. They generalize known nonlinear differential equations for correlation functions at equilibrium [1-4] and provide vital tools for studying non-equilibrium dynamics of electronic systems. The method we developed is based only on Wick's theorem and the hydrodynamic description of the Fermi gas. Differential equations appear directly in bilinear form. (fast track communication)
Boundary controllability for a nonlinear beam equation
Directory of Open Access Journals (Sweden)
Xiao-Min Cao
2015-09-01
Full Text Available This article concerns a nonlinear system modeling the bending vibrations of a nonlinear beam of length $L>0$. First, we derive the existence of long time solutions near an equilibrium. Then we prove that the nonlinear beam is locally exact controllable around the equilibrium in $H^4(0,L$ and with control functions in $H^2(0,T$. The approach we used are open mapping theorem, local controllability established by linearization, and the induction.
International Nuclear Information System (INIS)
Harvey, R.W.
2009-01-01
This DOE grant supported fusion energy research, a potential long-term solution to the world's energy needs. Magnetic fusion, exemplified by confinement of very hot ionized gases, i.e., plasmas, in donut-shaped tokamak vessels is a leading approach for this energy source. Thus far, a mixture of hydrogen isotopes has produced 10's of megawatts of fusion power for seconds in a tokamak reactor at Princeton Plasma Physics Laboratory in New Jersey. The research grant under consideration, ER54684, uses computer models to aid in understanding and projecting efficacy of heating and current drive sources in the National Spherical Torus Experiment, a tokamak variant, at PPPL. The NSTX experiment explores the physics of very tight aspect ratio, almost spherical tokamaks, aiming at producing steady-state fusion plasmas. The current drive is an integral part of the steady-state concept, maintaining the magnetic geometry in the steady-state tokamak. CompX further developed and applied models for radiofrequency (rf) heating and current drive for applications to NSTX. These models build on a 30 year development of rf ray tracing (the all-frequencies GENRAY code) and higher dimensional Fokker-Planck rf-collisional modeling (the 3D collisional-quasilinear CQL3D code) at CompX. Two mainline current-drive rf modes are proposed for injection into NSTX: (1) electron Bernstein wave (EBW), and (2) high harmonic fast wave (HHFW) modes. Both these current drive systems provide a means for the rf to access the especially high density plasma--termed high beta plasma--compared to the strength of the required magnetic fields. The CompX studies entailed detailed modeling of the EBW to calculate the efficiency of the current drive system, and to determine its range of flexibility for driving current at spatial locations in the plasma cross-section. The ray tracing showed penetration into NSTX bulk plasma, relatively efficient current drive, but a limited ability to produce current over the whole
Weierstrass Elliptic Function Solutions to Nonlinear Evolution Equations
International Nuclear Information System (INIS)
Yu Jianping; Sun Yongli
2008-01-01
This paper is based on the relations between projection Riccati equations and Weierstrass elliptic equation, combined with the Groebner bases in the symbolic computation. Then the novel method for constructing the Weierstrass elliptic solutions to the nonlinear evolution equations is given by using the above relations
Soliton solutions of some nonlinear evolution equations with time ...
Indian Academy of Sciences (India)
Abstract. In this paper, we obtain exact soliton solutions of the modified KdV equation, inho- mogeneous nonlinear Schrödinger equation and G(m, n) equation with variable coefficients using solitary wave ansatz. The constraint conditions among the time-dependent coefficients turn out as necessary conditions for the ...
Lectures on nonlinear evolution equations initial value problems
Racke, Reinhard
2015-01-01
This book mainly serves as an elementary, self-contained introduction to several important aspects of the theory of global solutions to initial value problems for nonlinear evolution equations. The book employs the classical method of continuation of local solutions with the help of a priori estimates obtained for small data. The existence and uniqueness of small, smooth solutions that are defined for all values of the time parameter are investigated. Moreover, the asymptotic behavior of the solutions is described as time tends to infinity. The methods for nonlinear wave equations are discussed in detail. Other examples include the equations of elasticity, heat equations, the equations of thermoelasticity, Schrödinger equations, Klein-Gordon equations, Maxwell equations and plate equations. To emphasize the importance of studying the conditions under which small data problems offer global solutions, some blow-up results are briefly described. Moreover, the prospects for corresponding initial-boundary value p...
Global solutions of nonlinear Schrödinger equations
Bourgain, J
1999-01-01
This volume presents recent progress in the theory of nonlinear dispersive equations, primarily the nonlinear Schrödinger (NLS) equation. The Cauchy problem for defocusing NLS with critical nonlinearity is discussed. New techniques and results are described on global existence and properties of solutions with large Cauchy data. Current research in harmonic analysis around Strichartz's inequalities and its relevance to nonlinear PDE is presented. Several topics in NLS theory on bounded domains are reviewed. Using the NLS as an example, the book offers comprehensive insight on current research r
Energy Technology Data Exchange (ETDEWEB)
Mancas, Stefan C. [Department of Mathematics, Embry–Riddle Aeronautical University, Daytona Beach, FL 32114-3900 (United States); Rosu, Haret C., E-mail: hcr@ipicyt.edu.mx [IPICYT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis Potosí, SLP (Mexico)
2013-09-02
We emphasize two connections, one well known and another less known, between the dissipative nonlinear second order differential equations and the Abel equations which in their first-kind form have only cubic and quadratic terms. Then, employing an old integrability criterion due to Chiellini, we introduce the corresponding integrable dissipative equations. For illustration, we present the cases of some integrable dissipative Fisher, nonlinear pendulum, and Burgers–Huxley type equations which are obtained in this way and can be of interest in applications. We also show how to obtain Abel solutions directly from the factorization of second order nonlinear equations.
A new auxiliary equation and exact travelling wave solutions of nonlinear equations
International Nuclear Information System (INIS)
Sirendaoreji
2006-01-01
A new auxiliary ordinary differential equation and its solutions are used for constructing exact travelling wave solutions of nonlinear partial differential equations in a unified way. The main idea of this method is to take full advantage of the auxiliary equation which has more new exact solutions. More new exact travelling wave solutions are obtained for the quadratic nonlinear Klein-Gordon equation, the combined KdV and mKdV equation, the sine-Gordon equation and the Whitham-Broer-Kaup equations
Solutions to nonlinear Schrodinger equations for special initial data
Directory of Open Access Journals (Sweden)
Takeshi Wada
2015-11-01
Full Text Available This article concerns the solvability of the nonlinear Schrodinger equation with gauge invariant power nonlinear term in one space dimension. The well-posedness of this equation is known only for $H^s$ with $s\\ge 0$. Under some assumptions on the nonlinearity, this paper shows that this equation is uniquely solvable for special but typical initial data, namely the linear combinations of $\\delta(x$ and p.v. (1/x, which belong to $H^{-1/2-0}$. The proof in this article allows $L^2$-perturbations on the initial data.
New Exact Solutions for New Model Nonlinear Partial Differential Equation
Maher, A.; El-Hawary, H. M.; Al-Amry, M. S.
2013-01-01
In this paper we propose a new form of Padé-II equation, namely, a combined Padé-II and modified Padé-II equation. The mapping method is a promising method to solve nonlinear evaluation equations. Therefore, we apply it, to solve the combined Padé-II and modified Padé-II equation. Exact travelling wave solutions are obtained and expressed in terms of hyperbolic functions, trigonometric functions, rational functions, and elliptic functions.
Positive Solutions for Coupled Nonlinear Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Wenning Liu
2014-01-01
Full Text Available We consider the existence of positive solutions for a coupled system of nonlinear fractional differential equations with integral boundary values. Assume the nonlinear term is superlinear in one equation and sublinear in the other equation. By constructing two cones K1, K2 and computing the fixed point index in product cone K1×K2, we obtain that the system has a pair of positive solutions. It is remarkable that it is established on the Cartesian product of two cones, in which the feature of two equations can be opposite.
Analysis of Nonlinear Fractional Nabla Difference Equations
Directory of Open Access Journals (Sweden)
Jagan Mohan Jonnalagadda
2015-01-01
Full Text Available In this paper, we establish sufficient conditions on global existence and uniqueness of solutions of nonlinear fractional nabla difference systems and investigate the dependence of solutions on initial conditions and parameters.
Forced oscillation of hyperbolic equations with mixed nonlinearities
Directory of Open Access Journals (Sweden)
Yutaka Shoukaku
2012-04-01
Full Text Available In this paper, we consider the mixed nonlinear hyperbolic equations with forcing term via Riccati inequality. Some sufficient conditions for the oscillation are derived by using Young inequality and integral averaging method.
Existence of Solutions of Nonlinear Integrodifferential Equations of ...
Indian Academy of Sciences (India)
Abstract. In this paper we prove the existence of mild and strong solutions of a nonlinear integrodifferential equation of Sobolev type with nonlocal condition. The results are obtained by using semigroup theory and the Schauder fixed point theorem.
Oscillation criteria for fourth-order nonlinear delay dynamic equations
Directory of Open Access Journals (Sweden)
Yunsong Qi
2013-03-01
Full Text Available We obtain criteria for the oscillation of all solutions to a fourth-order nonlinear delay dynamic equation on a time scale that is unbounded from above. The results obtained are illustrated with examples
Solitary wave solutions to nonlinear evolution equations in ...
Indian Academy of Sciences (India)
1Computer Engineering Technique Department, Al-Rafidain University College, Baghdad, ... applied to extract solutions are tan–cot method and functional variable approaches. ... Consider the nonlinear partial differential equation in the form.
Nonlinear damped Schrodinger equation in two space dimensions
Directory of Open Access Journals (Sweden)
Tarek Saanouni
2015-04-01
Full Text Available In this article, we study the initial value problem for a semi-linear damped Schrodinger equation with exponential growth nonlinearity in two space dimensions. We show global well-posedness and exponential decay.
Jacobian elliptic function expansion solutions of nonlinear stochastic equations
International Nuclear Information System (INIS)
Wei Caimin; Xia Zunquan; Tian Naishuo
2005-01-01
Jacobian elliptic function expansion method is extended and applied to construct the exact solutions of the nonlinear Wick-type stochastic partial differential equations (SPDEs) and some new exact solutions are obtained via this method and Hermite transformation
Domain decomposition solvers for nonlinear multiharmonic finite element equations
Copeland, D. M.; Langer, U.
2010-01-01
of a simple elliptic equation for the amplitude. This is true for linear problems, but not for nonlinear problems. However, due to the periodicity of the solution, we can expand the solution in a Fourier series. Truncating this Fourier series
Localized solutions of non-linear Klein--Gordon equations
International Nuclear Information System (INIS)
Werle, J.
1977-05-01
Nondissipative, stationary solutions for a class of nonlinear Klein-Gordon equations for a scalar field were found explicitly. Since the field is different from zero only inside a sphere of definite radius, the solutions are called quantum droplets
An introduction to geometric theory of fully nonlinear parabolic equations
International Nuclear Information System (INIS)
Lunardi, A.
1991-01-01
We study a class of nonlinear evolution equations in general Banach space being an abstract version of fully nonlinear parabolic equations. In addition to results of existence, uniqueness and continuous dependence on the data, we give some qualitative results about stability of the stationary solutions, existence and stability of the periodic orbits. We apply such results to some parabolic problems arising from combustion theory. (author). 24 refs
On the solution of the nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Zayed, E.M.E.; Zedan, Hassan A.
2003-01-01
In this paper we study the nonlinear Schrodinger equation with respect to the unknown function S(x,t). New dimensional reduction and exact solution for a nonlinear Schrodinger equation are presented and a complete group classification is given with respect to the function S(x,t). Moreover, specializing the potential function S(x,t), new classes of invariant solution and group classification are obtained in the cases of physical interest
Topological soliton solutions for some nonlinear evolution equations
Directory of Open Access Journals (Sweden)
Ahmet Bekir
2014-03-01
Full Text Available In this paper, the topological soliton solutions of nonlinear evolution equations are obtained by the solitary wave ansatz method. Under some parameter conditions, exact solitary wave solutions are obtained. Note that it is always useful and desirable to construct exact solutions especially soliton-type (dark, bright, kink, anti-kink, etc. envelope for the understanding of most nonlinear physical phenomena.
Nonlinear analysis of a reaction-diffusion system: Amplitude equations
Energy Technology Data Exchange (ETDEWEB)
Zemskov, E. P., E-mail: zemskov@ccas.ru [Russian Academy of Sciences, Dorodnicyn Computing Center (Russian Federation)
2012-10-15
A reaction-diffusion system with a nonlinear diffusion term is considered. Based on nonlinear analysis, the amplitude equations are obtained in the cases of the Hopf and Turing instabilities in the system. Turing pattern-forming regions in the parameter space are determined for supercritical and subcritical instabilities in a two-component reaction-diffusion system.
Analytical exact solution of the non-linear Schroedinger equation
International Nuclear Information System (INIS)
Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da
2011-01-01
Full text: In this work we present how to classify and obtain analytical solutions of the Schroedinger equation with a generic non-linearity in 1+1 dimensions. Our approach is based on the determination of Lie symmetry transformation mapping solutions into solutions, and non-classical symmetry transformations, mapping a given solution into itself. From these symmetries it is then possible to reduce the equation to a system of ordinary differential equations which can then be solved using standard methods. The generic non-linearity is handled by considering it as an additional unknown in the determining equations for the symmetry transformations. This results in an over-determined system of non-linear partial differential equations. Its solution can then be determined in some cases by reducing it to the so called involutive (triangular) form, and then solved. This reduction is very tedious and can only performed using a computer algebra system. Once the determining system is solved, we obtain the explicit form for the non-linearity admitting a Lie or non-classical symmetry. The analytical solutions are then derived by solving the reduced ordinary differential equations. The non-linear determining system for the non-classical symmetry transformations and Lie symmetry generators are obtaining using the computer algebra package SADE (symmetry analysis of differential equations), developed at our group. (author)
Nonlinear ordinary differential equations analytical approximation and numerical methods
Hermann, Martin
2016-01-01
The book discusses the solutions to nonlinear ordinary differential equations (ODEs) using analytical and numerical approximation methods. Recently, analytical approximation methods have been largely used in solving linear and nonlinear lower-order ODEs. It also discusses using these methods to solve some strong nonlinear ODEs. There are two chapters devoted to solving nonlinear ODEs using numerical methods, as in practice high-dimensional systems of nonlinear ODEs that cannot be solved by analytical approximate methods are common. Moreover, it studies analytical and numerical techniques for the treatment of parameter-depending ODEs. The book explains various methods for solving nonlinear-oscillator and structural-system problems, including the energy balance method, harmonic balance method, amplitude frequency formulation, variational iteration method, homotopy perturbation method, iteration perturbation method, homotopy analysis method, simple and multiple shooting method, and the nonlinear stabilized march...
Derivation of an applied nonlinear Schroedinger equation
Energy Technology Data Exchange (ETDEWEB)
Pitts, Todd Alan [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Laine, Mark Richard [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Schwarz, Jens [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Rambo, Patrick K. [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Karelitz, David B. [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
2015-01-01
We derive from first principles a mathematical physics model useful for understanding nonlinear optical propagation (including filamentation). All assumptions necessary for the development are clearly explained. We include the Kerr effect, Raman scattering, and ionization (as well as linear and nonlinear shock, diffraction and dispersion). We explain the phenomenological sub-models and each assumption required to arrive at a complete and consistent theoretical description. The development includes the relationship between shock and ionization and demonstrates why inclusion of Drude model impedance effects alters the nature of the shock operator. Unclassified Unlimited Release
GHM method for obtaining rationalsolutions of nonlinear differential equations.
Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo
2015-01-01
In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.
MINPACK-1, Subroutine Library for Nonlinear Equation System
International Nuclear Information System (INIS)
Garbow, Burton S.
1984-01-01
1 - Description of problem or function: MINPACK1 is a package of FORTRAN subprograms for the numerical solution of systems of non- linear equations and nonlinear least-squares problems. The individual programs are: Identification/Description: - CHKDER: Check gradients for consistency with functions, - DOGLEG: Determine combination of Gauss-Newton and gradient directions, - DPMPAR: Provide double precision machine parameters, - ENORM: Calculate Euclidean norm of vector, - FDJAC1: Calculate difference approximation to Jacobian (nonlinear equations), - FDJAC2: Calculate difference approximation to Jacobian (least squares), - HYBRD: Solve system of nonlinear equations (approximate Jacobian), - HYBRD1: Easy-to-use driver for HYBRD, - HYBRJ: Solve system of nonlinear equations (analytic Jacobian), - HYBRJ1: Easy-to-use driver for HYBRJ, - LMDER: Solve nonlinear least squares problem (analytic Jacobian), - LMDER1: Easy-to-use driver for LMDER, - LMDIF: Solve nonlinear least squares problem (approximate Jacobian), - LMDIF1: Easy-to-use driver for LMDIF, - LMPAR: Determine Levenberg-Marquardt parameter - LMSTR: Solve nonlinear least squares problem (analytic Jacobian, storage conserving), - LMSTR1: Easy-to-use driver for LMSTR, - QFORM: Accumulate orthogonal matrix from QR factorization QRFAC Compute QR factorization of rectangular matrix, - QRSOLV: Complete solution of least squares problem, - RWUPDT: Update QR factorization after row addition, - R1MPYQ: Apply orthogonal transformations from QR factorization, - R1UPDT: Update QR factorization after rank-1 addition, - SPMPAR: Provide single precision machine parameters. 4. Method of solution - MINPACK1 uses the modified Powell hybrid method and the Levenberg-Marquardt algorithm
Several Dynamical Properties for a Nonlinear Shallow Water Equation
Directory of Open Access Journals (Sweden)
Ls Yong
2014-01-01
Full Text Available A nonlinear third order dispersive shallow water equation including the Degasperis-Procesi model is investigated. The existence of weak solutions for the equation is proved in the space L1(R∩BV (R under certain assumptions. The Oleinik type estimate and L2N(R (N is a natural number estimate for the solution are obtained.
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
The functional variable method is a powerful solution method for obtaining exact solutions of some nonlinear partial differential equations. In this paper, the functional variable method is used to establish exact solutions of the generalized forms of Klein–Gordon equation, the (2 + 1)-dimensional Camassa–Holm ...
STABILITY OF NONLINEAR NEUTRAL DIFFERENTIAL EQUATION VIA FIXED POINT
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
In this paper,a nonlinear neutral differential equation is considered.By a fixed point theory,we give some conditions to ensure that the zero solution to the equation is asymptotically stable.Some existing results are improved and generalized.
Application of the trial equation method for solving some nonlinear ...
Indian Academy of Sciences (India)
Therefore, our aim is just to find the function F. Liu has obtained a number of exact solutions to many nonlinear differential equations when F(u) is a polynomial or a rational function. ... In this study, we apply the trial equation method to seek exact solutions of the ... twice and setting the integration constant to zero, we have.
Creation and annihilation of solitons in the string nonlinear equation
International Nuclear Information System (INIS)
Aguero G, M.A.; Espinosa G, A.A.; Martinez O, J.
1997-01-01
Starting from the cubic-quintic Schroedinger equation it is obtained the nonlinear string equation. This system supports regular and singular solitons. It is shown that two singular solitons could be generated after the interaction of two regular solitons and viceversa. (Author)
Multiple solutions to some singular nonlinear Schrodinger equations
Directory of Open Access Journals (Sweden)
Monica Lazzo
2001-01-01
Full Text Available We consider the equation $$ - h^2 Delta u + V_varepsilon(x u = |u|^{p-2} u $$ which arises in the study of standing waves of a nonlinear Schrodinger equation. We allow the potential $V_varepsilon$ to be unbounded below and prove existence and multiplicity results for positive solutions.
Exact solutions for the cubic-quintic nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Zhu Jiamin; Ma Zhengyi
2007-01-01
In this paper, the cubic-quintic nonlinear Schroedinger equation is solved through the extended elliptic sub-equation method. As a consequence, many types of exact travelling wave solutions are obtained which including bell and kink profile solitary wave solutions, triangular periodic wave solutions and singular solutions
Numerical bifurcation analysis of a class of nonlinear renewal equations
Breda, Dimitri; Diekmann, Odo; Liessi, Davide; Scarabel, Francesca
2016-01-01
We show, by way of an example, that numerical bifurcation tools for ODE yield reliable bifurcation diagrams when applied to the pseudospectral approximation of a one-parameter family of nonlinear renewal equations. The example resembles logistic-and Ricker-type population equations and exhibits
Entire solutions of nonlinear differential-difference equations.
Li, Cuiping; Lü, Feng; Xu, Junfeng
2016-01-01
In this paper, we describe the properties of entire solutions of a nonlinear differential-difference equation and a Fermat type equation, and improve several previous theorems greatly. In addition, we also deduce a uniqueness result for an entire function f(z) that shares a set with its shift [Formula: see text], which is a generalization of a result of Liu.
Introduction to fractional and pseudo-differential equations with singular symbols
Umarov, Sabir
2015-01-01
The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables, fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a large class of stochastic processes are presented. A complex version of the theory of pseudo-differential operators with meromorphic symbols based on the recently introduced complex Fourier transform is developed and applied for initial and boundary value problems for systems of complex differential and pseudo-differential equations.
Exact solutions of a nonpolynomially nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Parwani, R.; Tan, H.S.
2007-01-01
A nonlinear generalisation of Schrodinger's equation had previously been obtained using information-theoretic arguments. The nonlinearities in that equation were of a nonpolynomial form, equivalent to the occurrence of higher-derivative nonlinear terms at all orders. Here we construct some exact solutions to that equation in 1+1 dimensions. On the half-line, the solutions resemble (exponentially damped) Bloch waves even though no external periodic potential is included. The solutions are nonperturbative as they do not reduce to solutions of the linear theory in the limit that the nonlinearity parameter vanishes. An intriguing feature of the solutions is their infinite degeneracy: for a given energy, there exists a very large arbitrariness in the normalisable wavefunctions. We also consider solutions to a q-deformed version of the nonlinear equation and discuss a natural discretisation implied by the nonpolynomiality. Finally, we contrast the properties of our solutions with other solutions of nonlinear Schrodinger equations in the literature and suggest some possible applications of our results in the domains of low-energy and high-energy physics
Entropy and convexity for nonlinear partial differential equations.
Ball, John M; Chen, Gui-Qiang G
2013-12-28
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.
The numerical dynamic for highly nonlinear partial differential equations
Lafon, A.; Yee, H. C.
1992-01-01
Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.
International Nuclear Information System (INIS)
Yan Zhenya
2005-01-01
A new transformation method is developed using the general sine-Gordon travelling wave reduction equation and a generalized transformation. With the aid of symbolic computation, this method can be used to seek more types of solutions of nonlinear differential equations, which include not only the known solutions derived by some known methods but new solutions. Here we choose the double sine-Gordon equation, the Magma equation and the generalized Pochhammer-Chree (PC) equation to illustrate the method. As a result, many types of new doubly periodic solutions are obtained. Moreover when using the method to these special nonlinear differential equations, some transformations are firstly needed. The method can be also extended to other nonlinear differential equations
Reduction of the equation for lower hybrid waves in a plasma to a nonlinear Schroedinger equation
Karney, C. F. F.
1977-01-01
Equations describing the nonlinear propagation of waves in an anisotropic plasma are rarely exactly soluble. However it is often possible to make approximations that reduce the exact equations into a simpler equation. The use of MACSYMA to make such approximations, and so reduce the equation describing lower hybrid waves into the nonlinear Schrodinger equation which is soluble by the inverse scattering method is demonstrated. MACSYMA is used at several stages in the calculation only because there is a natural division between calculations that are easiest done by hand, and those that are easiest done by machine.
Numerical study of fractional nonlinear Schrodinger equations
Klein, Christian; Sparber, Christof; Markowich, Peter A.
2014-01-01
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass
Integrable discretization s of derivative nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Tsuchida, Takayuki
2002-01-01
We propose integrable discretizations of derivative nonlinear Schroedinger (DNLS) equations such as the Kaup-Newell equation, the Chen-Lee-Liu equation and the Gerdjikov-Ivanov equation by constructing Lax pairs. The discrete DNLS systems admit the reduction of complex conjugation between two dependent variables and possess bi-Hamiltonian structure. Through transformations of variables and reductions, we obtain novel integrable discretizations of the nonlinear Schroedinger (NLS), modified KdV (mKdV), mixed NLS, matrix NLS, matrix KdV, matrix mKdV, coupled NLS, coupled Hirota, coupled Sasa-Satsuma and Burgers equations. We also discuss integrable discretizations of the sine-Gordon equation, the massive Thirring model and their generalizations. (author)
Stochastic Calculus and Differential Equations for Physics and Finance
McCauley, Joseph L.
2013-02-01
1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.
Relations between nonlinear Riccati equations and other equations in fundamental physics
International Nuclear Information System (INIS)
Schuch, Dieter
2014-01-01
Many phenomena in the observable macroscopic world obey nonlinear evolution equations while the microscopic world is governed by quantum mechanics, a fundamental theory that is supposedly linear. In order to combine these two worlds in a common formalism, at least one of them must sacrifice one of its dogmas. Linearizing nonlinear dynamics would destroy the fundamental property of this theory, however, it can be shown that quantum mechanics can be reformulated in terms of nonlinear Riccati equations. In a first step, it will be shown that the information about the dynamics of quantum systems with analytical solutions can not only be obtainable from the time-dependent Schrödinger equation but equally-well from a complex Riccati equation. Comparison with supersymmetric quantum mechanics shows that even additional information can be obtained from the nonlinear formulation. Furthermore, the time-independent Schrödinger equation can also be rewritten as a complex Riccati equation for any potential. Extension of the Riccati formulation to include irreversible dissipative effects is straightforward. Via (real and complex) Riccati equations, other fields of physics can also be treated within the same formalism, e.g., statistical thermodynamics, nonlinear dynamical systems like those obeying a logistic equation as well as wave equations in classical optics, Bose- Einstein condensates and cosmological models. Finally, the link to abstract ''quantizations'' such as the Pythagorean triples and Riccati equations connected with trigonometric and hyperbolic functions will be shown
Generalized nonlinear Proca equation and its free-particle solutions
Energy Technology Data Exchange (ETDEWEB)
Nobre, F.D. [Centro Brasileiro de Pesquisas Fisicas and National Institute of Science and Technology for Complex Systems, Rio de Janeiro, RJ (Brazil); Plastino, A.R. [Universidad Nacional Buenos Aires-Noreoeste, CeBio y Secretaria de Investigacion, Junin (Argentina)
2016-06-15
We introduce a nonlinear extension of Proca's field theory for massive vector (spin 1) bosons. The associated relativistic nonlinear wave equation is related to recently advanced nonlinear extensions of the Schroedinger, Dirac, and Klein-Gordon equations inspired on the non-extensive generalized thermostatistics. This is a theoretical framework that has been applied in recent years to several problems in nuclear and particle physics, gravitational physics, and quantum field theory. The nonlinear Proca equation investigated here has a power-law nonlinearity characterized by a real parameter q (formally corresponding to the Tsallis entropic parameter) in such a way that the standard linear Proca wave equation is recovered in the limit q → 1. We derive the nonlinear Proca equation from a Lagrangian, which, besides the usual vectorial field Ψ{sup μ}(vector x,t), involves an additional field Φ{sup μ}(vector x,t). We obtain exact time-dependent soliton-like solutions for these fields having the form of a q-plane wave, and we show that both field equations lead to the relativistic energy-momentum relation E{sup 2} = p{sup 2}c{sup 2} + m{sup 2}c{sup 4} for all values of q. This suggests that the present nonlinear theory constitutes a new field theoretical representation of particle dynamics. In the limit of massless particles the present q-generalized Proca theory reduces to Maxwell electromagnetism, and the q-plane waves yield localized, transverse solutions of Maxwell equations. Physical consequences and possible applications are discussed. (orig.)
Exact solutions for a system of nonlinear plasma fluid equations
International Nuclear Information System (INIS)
Prahovic, M.G.; Hazeltine, R.D.; Morrison, P.J.
1991-04-01
A method is presented for constructing exact solutions to a system of nonlinear plasma fluid equations that combines the physics of reduced magnetohydrodynamics and the electrostatic drift-wave description of the Charney-Hasegawa-Mima equation. The system has nonlinearities that take the form of Poisson brackets involving the fluid field variables. The method relies on modifying a class of simple equilibrium solutions, but no approximations are made. A distinguishing feature is that the original nonlinear problem is reduced to the solution of two linear partial differential equations, one fourth-order and the other first-order. The first-order equation has Hamiltonian characteristics and is easily integrated, supplying information about the general structure of solutions. 6 refs
New variable separation approach: application to nonlinear diffusion equations
International Nuclear Information System (INIS)
Zhang Shunli; Lou, S Y; Qu Changzheng
2003-01-01
The concept of the derivative-dependent functional separable solution (DDFSS), as a generalization to the functional separable solution, is proposed. As an application, it is used to discuss the generalized nonlinear diffusion equations based on the generalized conditional symmetry approach. As a consequence, a complete list of canonical forms for such equations which admit the DDFSS is obtained and some exact solutions to the resulting equations are described
Self-similar solutions of the modified nonlinear schrodinger equation
International Nuclear Information System (INIS)
Kitaev, A.V.
1986-01-01
This paper considers a 2 x 2 matrix linear ordinary differential equation with large parameter t and irregular singular point of fourth order at infinity. The leading order of the monodromy data of this equation is calculated in terms of its coefficients. Isomonodromic deformations of the equation are self-similar solutions of the modified nonlinear Schrodinger equation, and therefore inversion of the expressions obtained for the monodromy data gives the leading term in the time-asymptotic behavior of the self-similar solution. The application of these results to the type IV Painleve equation is considered in detail
Complex nonlinear Lagrangian for the Hasegawa-Mima equation
International Nuclear Information System (INIS)
Dewar, R.L.; Abdullatif, R.F.; Sangeetha, G.G.
2005-01-01
The Hasegawa-Mima equation is the simplest nonlinear single-field model equation that captures the essence of drift wave dynamics. Like the Schroedinger equation it is first order in time. However its coefficients are real, so if the potential φ is initially real it remains real. However, by embedding φ in the space of complex functions a simple Lagrangian is found from which the Hasegawa-Mima equation may be derived from Hamilton's Principle. This Lagrangian is used to derive an action conservation equation which agrees with that of Biskamp and Horton. (author)
Equations of multiparticle dynamics
International Nuclear Information System (INIS)
Chao, A.W.
1987-01-01
The description of the motion of charged-particle beams in an accelerator proceeds in steps of increasing complexity. The first step is to consider a single-particle picture in which the beam is represented as a collection on non-interacting test particles moving in a prescribed external electromagnetic field. Knowing the external field, it is then possible to calculate the beam motion to a high accuracy. The real beam consists of a large number of particles, typically 10 11 per beam bunch. It is sometimes inconvenient, or even impossible, to treat the real beam behavior using the single particle approach. One way to approach this problem is to supplement the single particle by another qualitatively different picture. The commonly used tools in accelerator physics for this purpose are the Vlasov and the Fokker-Planck equations. These equations assume smooth beam distributions and are therefore strictly valid in the limit of infinite number of micro-particles, each carrying an infinitesimal charge. The hope is that by studying the two extremes -- the single particle picture and the picture of smooth beam distributions -- we will be able to describe the behavior of our 10 11 -particle system. As mentioned, the most notable use of the smooth distribution picture is the study of collective beam instabilities. However, the purpose of this lecture is not to address this more advanced subject. Rather, it has the limited goal to familiarize the reader with the analytical tools, namely the Vlasov and the Fokker-Planck equations, as a preparation for dealing with the more advanced problems at later times. We will first derive these equations and then illustrate their applications by several examples which allow exact solutions
Linear differential equations to solve nonlinear mechanical problems: A novel approach
Nair, C. Radhakrishnan
2004-01-01
Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differe...
Comment on connections between nonlinear evolution equations
International Nuclear Information System (INIS)
Fuchssteiner, B.; Hefter, E.F.
1981-01-01
An open problem raised in a recent paper by Chodos is treated. We explain the reason for the interrelation between the conservation laws of the Korteweg-de Vries (KdV) and sine-Gordon equations. We point out that it is due to a corresponding connection between the infinite-dimensional Abelian symmetry groups of these equations. While it has been known for a long time that a Baecklund transformation (in this case the Miura transformation) connects corresponding members of the KdV and the sine-Gordon families, it is quite obvious that no Baecklund transformation can exist between different members of these families. And since the KdV and sine-Gordon equations do not correspond to each other, one cannot expect a Baecklund transformation between them; nevertheless we can give explicit relations between their two-soliton solutions. No inverse scattering techniques are used in this paper
Response statistics of rotating shaft with non-linear elastic restoring forces by path integration
Gaidai, Oleg; Naess, Arvid; Dimentberg, Michael
2017-07-01
Extreme statistics of random vibrations is studied for a Jeffcott rotor under uniaxial white noise excitation. Restoring force is modelled as elastic non-linear; comparison is done with linearized restoring force to see the force non-linearity effect on the response statistics. While for the linear model analytical solutions and stability conditions are available, it is not generally the case for non-linear system except for some special cases. The statistics of non-linear case is studied by applying path integration (PI) method, which is based on the Markov property of the coupled dynamic system. The Jeffcott rotor response statistics can be obtained by solving the Fokker-Planck (FP) equation of the 4D dynamic system. An efficient implementation of PI algorithm is applied, namely fast Fourier transform (FFT) is used to simulate dynamic system additive noise. The latter allows significantly reduce computational time, compared to the classical PI. Excitation is modelled as Gaussian white noise, however any kind distributed white noise can be implemented with the same PI technique. Also multidirectional Markov noise can be modelled with PI in the same way as unidirectional. PI is accelerated by using Monte Carlo (MC) estimated joint probability density function (PDF) as initial input. Symmetry of dynamic system was utilized to afford higher mesh resolution. Both internal (rotating) and external damping are included in mechanical model of the rotor. The main advantage of using PI rather than MC is that PI offers high accuracy in the probability distribution tail. The latter is of critical importance for e.g. extreme value statistics, system reliability, and first passage probability.
Nonlinear partial differential equation in engineering
Ames, William F
1972-01-01
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank mat
Backward stochastic differential equations from linear to fully nonlinear theory
Zhang, Jianfeng
2017-01-01
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
Multi-diffusive nonlinear Fokker–Planck equation
International Nuclear Information System (INIS)
Ribeiro, Mauricio S; Casas, Gabriela A; Nobre, Fernando D
2017-01-01
Nonlinear Fokker–Planck equations, characterized by more than one diffusion term, have appeared recently in literature. Here, it is shown that these equations may be derived either from approximations in a master equation, or from a Langevin-type approach. An H-theorem is proven, relating these Fokker–Planck equations to an entropy composed by a sum of contributions, each of them associated with a given diffusion term. Moreover, the stationary state of the Fokker–Planck equation is shown to coincide with the equilibrium state, obtained by extremization of the entropy, in the sense that both procedures yield precisely the same equation. Due to the nonlinear character of this equation, the equilibrium probability may be obtained, in most cases, only by means of numerical approaches. Some examples are worked out, where the equilibrium probability distribution is computed for nonlinear Fokker–Planck equations presenting two diffusion terms, corresponding to an entropy characterized by a sum of two contributions. It is shown that the resulting equilibrium distribution, in general, presents a form that differs from a sum of the equilibrium distributions that maximizes each entropic contribution separately, although in some cases one may construct such a linear combination as a good approximation for the equilibrium distribution. (paper)
International Nuclear Information System (INIS)
Liu Chunliang; Xie Xi; Chen Yinbao
1991-01-01
The universal nonlinear dynamic system equation is equivalent to its nonlinear Volterra's integral equation, and any order approximate analytical solution of the nonlinear Volterra's integral equation is obtained by exact analytical method, thus giving another derivation procedure as well as another computation algorithm for the solution of the universal nonlinear dynamic system equation
International Nuclear Information System (INIS)
Belmonte-Beitia, Juan; Calvo, Gabriel F.
2009-01-01
In this Letter, by means of similarity transformations, we construct explicit solutions to the quintic nonlinear Schroedinger equation with potentials and nonlinearities depending both on time and on the spatial coordinates. We present the general approach and use it to study some examples and find nontrivial explicit solutions such as periodic (breathers), quasiperiodic and bright and dark soliton solutions
Blow-Up Time for Nonlinear Heat Equations with Transcendental Nonlinearity
Directory of Open Access Journals (Sweden)
Hee Chul Pak
2012-01-01
Full Text Available A blow-up time for nonlinear heat equations with transcendental nonlinearity is investigated. An upper bound of the first blow-up time is presented. It is pointed out that the upper bound of the first blow-up time depends on the support of the initial datum.
Nonlinear MHD-equations: symmetries, solutions and conservation laws
International Nuclear Information System (INIS)
Samokhin, A.V.
1985-01-01
To investigate stability and nonlinear effects in a high-temperature plasma the system of two scalar nonlinear equations is considered. The algebra of classical symmetries of this system and a certain natural part of its conservation laws are described. It is shown that first, with symmetries one can derive invariant (self-similar) solutions, second, acting with symmetry on the known solution the latter can be included into parametric family
Perturbation Solutions of the Quintic Duffing Equation with Strong Nonlinearities
Directory of Open Access Journals (Sweden)
Mehmet Pakdemirli
Full Text Available The quintic Duffing equation with strong nonlinearities is considered. Perturbation solutions are constructed using two different techniques: The classical multiple scales method (MS and the newly developed multiple scales Lindstedt Poincare method (MSLP. The validity criteria for admissible solutions are derived. Both approximate solutions are contrasted with the numerical solutions. It is found that MSLP provides compatible solution with the numerical solution for strong nonlinearities whereas MS solution fail to produce physically acceptable solution for large perturbation parameters.
Embedded solitons in the third-order nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Pal, Debabrata; Ali, Sk Golam; Talukdar, B
2008-01-01
We work with a sech trial function with space-dependent soliton parameters and envisage a variational study for the nonlinear Schoedinger (NLS) equation in the presence of third-order dispersion. We demonstrate that the variational equations for pulse evolution in this NLS equation provide a natural basis to derive a potential model which can account for the existence of a continuous family of embedded solitons supported by the third-order NLS equation. Each member of the family is parameterized by the propagation velocity and co-efficient of the third-order dispersion
International Nuclear Information System (INIS)
Dominguez Calle, Efrain Antonio
2004-01-01
This paper shows a modeling technique to forecast probability density curves for the flows that represent the monthly affluence to hydropower reservoirs. Briefly, the factors that require affluence forecast in terms of probabilities, the ranges of existing forecast methods as well as the contradiction between those techniques and the real requirements of decision-making procedures are pointed out. The mentioned contradiction is resolved applying the Fokker-Planck-Kolmogorov equation that describes the time evolution of a stochastic process that can be considered as markovian. We show the numerical scheme for this equation, its initial and boundary conditions, and its application results in the case of Betania's reservoir
Yang, Xiao; Du, Dianlou
2010-08-01
The Poisson structure on CN×RN is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schrödinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.
International Nuclear Information System (INIS)
Yang Xiao; Du Dianlou
2010-01-01
The Poisson structure on C N xR N is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schroedinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.
Coffey, W T; Titov, S V
2003-01-01
A theory of orientational relaxation for the inertial rotational Brownian motion of a symmetric top molecule is developed using the Langevin equation rather than the Fokker-Planck equation. The infinite hierarchy of differential-recurrence relations for the orientational correlation functions for the relaxation behaviour is derived by averaging the corresponding Euler-Langevin equations. The solution of this hierarchy is obtained using matrix continued fractions allowing the calculation of the correlation times and the spectra of the orientational correlation functions for typical values of the model parameters.
Universality in an information-theoretic motivated nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Parwani, R; Tabia, G
2007-01-01
Using perturbative methods, we analyse a nonlinear generalization of Schrodinger's equation that had previously been obtained through information-theoretic arguments. We obtain analytical expressions for the leading correction, in terms of the nonlinearity scale, to the energy eigenvalues of the linear Schrodinger equation in the presence of an external potential and observe some generic features. In one space dimension these are (i) for nodeless ground states, the energy shifts are subleading in the nonlinearity parameter compared to the shifts for the excited states; (ii) the shifts for the excited states are due predominantly to contribution from the nodes of the unperturbed wavefunctions, and (iii) the energy shifts for excited states are positive for small values of a regulating parameter and negative at large values, vanishing at a universal critical value that is not manifest in the equation. Some of these features hold true for higher dimensional problems. We also study two exactly solved nonlinear Schrodinger equations so as to contrast our observations. Finally, we comment on the possible significance of our results if the nonlinearity is physically realized
Convergence criteria for systems of nonlinear elliptic partial differential equations
International Nuclear Information System (INIS)
Sharma, R.K.
1986-01-01
This thesis deals with convergence criteria for a special system of nonlinear elliptic partial differential equations. A fixed-point algorithm is used, which iteratively solves one linearized elliptic partial differential equation at a time. Conditions are established that help foresee the convergence of the algorithm. Under reasonable hypotheses it is proved that the algorithm converges for such nonlinear elliptic systems. Extensive experimental results are reported and they show the algorithm converges in a wide variety of cases and the convergence is well correlated with the theoretical conditions introduced in this thesis
Superdiffusions and positive solutions of nonlinear partial differential equations
Dynkin, E B
2004-01-01
This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that can be of interest for everybody who works on applications of probabilistic methods to mathematical analysis.
Solving Nonlinear Partial Differential Equations with Maple and Mathematica
Shingareva, Inna K
2011-01-01
The emphasis of the book is given in how to construct different types of solutions (exact, approximate analytical, numerical, graphical) of numerous nonlinear PDEs correctly, easily, and quickly. The reader can learn a wide variety of techniques and solve numerous nonlinear PDEs included and many other differential equations, simplifying and transforming the equations and solutions, arbitrary functions and parameters, presented in the book). Numerous comparisons and relationships between various types of solutions, different methods and approaches are provided, the results obtained in Maple an
Variational principle for nonlinear gyrokinetic Vlasov--Maxwell equations
International Nuclear Information System (INIS)
Brizard, Alain J.
2000-01-01
A new variational principle for the nonlinear gyrokinetic Vlasov--Maxwell equations is presented. This Eulerian variational principle uses constrained variations for the gyrocenter Vlasov distribution in eight-dimensional extended phase space and turns out to be simpler than the Lagrangian variational principle recently presented by H. Sugama [Phys. Plasmas 7, 466 (2000)]. A local energy conservation law is then derived explicitly by the Noether method. In future work, this new variational principle will be used to derive self-consistent, nonlinear, low-frequency Vlasov--Maxwell bounce-gyrokinetic equations, in which the fast gyromotion and bounce-motion time scales have been eliminated
Properties of some nonlinear Schroedinger equations motivated through information theory
International Nuclear Information System (INIS)
Yuan, Liew Ding; Parwani, Rajesh R
2009-01-01
We update our understanding of nonlinear Schroedinger equations motivated through information theory. In particular we show that a q-deformation of the basic nonlinear equation leads to a perturbative increase in the energy of a system, thus favouring the simplest q = 1 case. Furthermore the energy minimisation criterion is shown to be equivalent, at leading order, to an uncertainty maximisation argument. The special value η = 1/4 for the interpolation parameter, where leading order energy shifts vanish, implies the preservation of existing supersymmetry in nonlinearised supersymmetric quantum mechanics. Physically, η might be encoding relativistic effects.
Numerical simulation of nonlinear continuity equations by evolving diffeomorphisms
Carrillo, José A.
2016-09-22
In this paper we present a numerical scheme for nonlinear continuity equations, which is based on the gradient flow formulation of an energy functional with respect to the quadratic transportation distance. It can be applied to a large class of nonlinear continuity equations, whose dynamics are driven by internal energies, given external potentials and/or interaction energies. The solver is based on its variational formulation as a gradient flow with respect to the Wasserstein distance. Positivity of solutions as well as energy decrease of the semi-discrete scheme are guaranteed by its construction. We illustrate this property with various examples in spatial dimension one and two.
Stability of Nonlinear Neutral Stochastic Functional Differential Equations
Directory of Open Access Journals (Sweden)
Minggao Xue
2010-01-01
Full Text Available Neutral stochastic functional differential equations (NSFDEs have recently been studied intensively. The well-known conditions imposed for the existence and uniqueness and exponential stability of the global solution are the local Lipschitz condition and the linear growth condition. Therefore, the existing results cannot be applied to many important nonlinear NSFDEs. The main aim of this paper is to remove the linear growth condition and establish a Khasminskii-type test for nonlinear NSFDEs. New criteria not only cover a wide class of highly nonlinear NSFDEs but they can also be verified much more easily than the classical criteria. Finally, several examples are given to illustrate main results.
Nonlinear evolution equations for waves in random media
International Nuclear Information System (INIS)
Pelinovsky, E.; Talipova, T.
1994-01-01
The scope of this paper is to highlight the main ideas of asymptotical methods applying in modern approaches of description of nonlinear wave propagation in random media. We start with the discussion of the classical conception of ''mean field''. Then an exactly solvable model describing nonlinear wave propagation in the medium with fluctuating parameters is considered in order to demonstrate that the ''mean field'' method is not correct. We develop new asymptotic procedures of obtaining the nonlinear evolution equations for the wave fields in random media. (author). 16 refs
Integrability of a system of two nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Zhukhunashvili, V.Z.
1989-01-01
In recent years the inverse scattering method has achieved significant successes in the integration of nonlinear models that arise in different branches of physics. However, its region of applicability is still restricted, i.e., not all nonlinear models can be integrated. In view of the great mathematical difficulties that arise in integration, it is clearly worth testing a model for integrability before turning to integration. Such a possibility is provided by the Zakharov-Schulman method. The question of the integrability of a system of two nonlinear Schroedinger equations is resolved. It is shown that the previously known cases exhaust all integrable variants
Reduction of the state vector by a nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Pearle, P.
1976-01-01
It is hypothesized that the state vector describes the physical state of a single system in nature. Then it is necessary that the state vector of a macroscopic apparatus not assume the form of a superposition of macroscopically distinguishable state vectors. To prevent this, it is suggested that a nonlinear term be added to the Schrodinger equation, which rapidly drives the amplitude of one or another of the state vectors in such a superposition to one, and the rest to zero. It is proposed that it is the phase angles of the amplitudes immediately after a measurement which determine which amplitude is driven to one. A diffusion equation is arrived at to describe the reduction of an ensemble of state vectors corresponding to an ensemble of macroscopically identically prepared experiments. Then a nonlinear term to add to the Schrodinger equation is presented, and it is shown that this leads to the diffusion equation in a weak-coupling approximation
Closed form solutions of two time fractional nonlinear wave equations
Directory of Open Access Journals (Sweden)
M. Ali Akbar
2018-06-01
Full Text Available In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G′/G-expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics. Keywords: Traveling wave solution, Soliton, Generalized (G′/G-expansion method, Time fractional Duffing equation, Time fractional Riccati equation
Nonlinear electrostatic wave equations for magnetized plasmas - II
DEFF Research Database (Denmark)
Dysthe, K. B.; Mjølhus, E.; Pécseli, H. L.
1985-01-01
For pt.I see ibid., vol.26, p.443-7 (1984). The problem of extending the high frequency part of the Zakharov equations for nonlinear electrostatic waves to magnetized plasmas, is considered. Weak electromagnetic and thermal effects are retained on an equal footing. Direction dependent (electrosta......For pt.I see ibid., vol.26, p.443-7 (1984). The problem of extending the high frequency part of the Zakharov equations for nonlinear electrostatic waves to magnetized plasmas, is considered. Weak electromagnetic and thermal effects are retained on an equal footing. Direction dependent...... (electrostatic) cut-off implies that various cases must be considered separately, leading to equations with rather different properties. Various equations encountered previously in the literature are recovered as limiting cases....
Soliton solutions of coupled nonlinear Klein-Gordon equations
International Nuclear Information System (INIS)
Alagesan, T.; Chung, Y.; Nakkeeran, K.
2004-01-01
The coupled nonlinear Klein-Gordon equations are analyzed for their integrability properties in a systematic manner through Painleve test. From the Painleve test, by truncating the Laurent series at the constant level term, the Hirota bilinear form is identified, from which one-soliton solutions are derived. Then, the results are generalized to the two, three and N-coupled Klein-Gordon equations
Asymptotic Behavior of Solutions for Nonlinear Volterra Discrete Equations
Directory of Open Access Journals (Sweden)
E. Messina
2008-01-01
Full Text Available We consider nonlinear difference equations of unbounded order of the form xi=bi−∑j=0iai,jfi−j(xj, i=0,1,2,…, where fj(x (j=0,…,i are suitable functions. We establish sufficient conditions for the boundedness and the convergence of xi as i→+∞. Some of these conditions are interesting mainly for studying stability of numerical methods for Volterra integral equations.
Iteration of some discretizations of the nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Ross, K.A.; Thompson, C.J.
1986-01-01
We consider several discretizations of the nonlinear Schroedinger equation which lead naturally to the study of some symmetric difference equations of the form PHIsub(n+1) + PHIsub(n-1) = f(PHIsub(n)). We find a variety of interesting and exotic behaviour from simple closed orbits to intricate patterns of orbits and loops in the (PHIsub(n+1),PHIsub(n)) phase-plane. Some analytical results for a special case are also presented. (orig.)
Khokhlov Zabolotskaya Kuznetsov type equation: nonlinear acoustics in heterogeneous media
Kostin, Ilya; Panasenko, Grigory
2006-04-01
The KZK type equation introduced in this Note differs from the traditional form of the KZK model known in acoustics by the assumptions on the nonlinear term. For this modified form, a global existence and uniqueness result is established for the case of non-constant coefficients. Afterwards the asymptotic behaviour of the solution of the KZK type equation with rapidly oscillating coefficients is studied. To cite this article: I. Kostin, G. Panasenko, C. R. Mecanique 334 (2006).
Evans functions and bifurcations of nonlinear waves of some nonlinear reaction diffusion equations
Zhang, Linghai
2017-10-01
The main purposes of this paper are to accomplish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear system of reaction diffusion equations ut =uxx + α [ βH (u - θ) - u ] - w, wt = ε (u - γw) and to establish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ], under different conditions on the model constants. To establish the bifurcation for the system, we will study the existence and instability of a standing pulse solution if 0 1; the existence and instability of two standing wave fronts if 2 (1 + αγ) θ = αβγ and 0 traveling wave front as well as the existence and instability of a standing pulse solution if 0 traveling wave front as well as the existence and instability of an upside down standing pulse solution if 0 traveling wave back of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ] -w0, where w0 = α (β - 2 θ) > 0 is a positive constant, if 0 motivation to study the existence, stability, instability and bifurcations of the nonlinear waves is to study the existence and stability/instability of infinitely many fast/slow multiple traveling pulse solutions of the nonlinear system of reaction diffusion equations. The existence and stability of infinitely many fast multiple traveling pulse solutions are of great interests in mathematical neuroscience.
Solitonlike solutions of the generalized discrete nonlinear Schrödinger equation
DEFF Research Database (Denmark)
Rasmussen, Kim; Henning, D.; Gabriel, H.
1996-01-01
We investigate the solution properties oi. a generalized discrete nonlinear Schrodinger equation describing a nonlinear lattice chain. The generalized equation interpolates between the integrable discrete Ablowitz-Ladik equation and the nonintegrable discrete Schrodinger equation. Special interes...... nonlinear Schrodinger equation. In this way eve are able to construct coherent solitonlike structures of profile determined by the map parameters.......We investigate the solution properties oi. a generalized discrete nonlinear Schrodinger equation describing a nonlinear lattice chain. The generalized equation interpolates between the integrable discrete Ablowitz-Ladik equation and the nonintegrable discrete Schrodinger equation. Special interest...
Stochastic differential equation model to Prendiville processes
Energy Technology Data Exchange (ETDEWEB)
Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Stochastic differential equation model to Prendiville processes
International Nuclear Information System (INIS)
Granita; Bahar, Arifah
2015-01-01
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution
Iterative solution of a nonlinear operator equation
International Nuclear Information System (INIS)
Chidume, C.E.
1988-01-01
Suppose X=L p , p ≥ 2, and K is a non-empty closed convex subset of X. Suppose T:K → X is a monotonic Lipschitzian mapping with Lipschitz constant L ≥ 1 such that, for x in K and fixed f in X, the equation x+Tx=f has a solution in K. Define the sequence (x n ) ∞ n=0 by x 0 is an element of K, x n+1 =x n +λr n , for n ≥ 1, where λ=((p-1)L 2 ) -1 and r n =f-x n -Tx n . Then, (x n ) ∞ n=0 converges strongly to a solution of x+Tx=f in K. Convergence is at least as fast as a geometric progression with ratio (1-λ) 1/2 . A related result deals with convergence of the sequence (x n ) ∞ n=0 when T is monotone and locally Lipschitzian. (author). 19 refs
Advances in nonlinear partial differential equations and stochastics
Kawashima, S
1998-01-01
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.
Ullah, Azmat; Malik, Suheel Abdullah; Alimgeer, Khurram Saleem
2018-01-01
In this paper, a hybrid heuristic scheme based on two different basis functions i.e. Log Sigmoid and Bernstein Polynomial with unknown parameters is used for solving the nonlinear heat transfer equations efficiently. The proposed technique transforms the given nonlinear ordinary differential equation into an equivalent global error minimization problem. Trial solution for the given nonlinear differential equation is formulated using a fitness function with unknown parameters. The proposed hybrid scheme of Genetic Algorithm (GA) with Interior Point Algorithm (IPA) is opted to solve the minimization problem and to achieve the optimal values of unknown parameters. The effectiveness of the proposed scheme is validated by solving nonlinear heat transfer equations. The results obtained by the proposed scheme are compared and found in sharp agreement with both the exact solution and solution obtained by Haar Wavelet-Quasilinearization technique which witnesses the effectiveness and viability of the suggested scheme. Moreover, the statistical analysis is also conducted for investigating the stability and reliability of the presented scheme.
Projection-iteration methods for solving nonlinear operator equations
International Nuclear Information System (INIS)
Nguyen Minh Chuong; Tran thi Lan Anh; Tran Quoc Binh
1989-09-01
In this paper, the authors investigate a nonlinear operator equation in uniformly convex Banach spaces as in metric spaces by using stationary and nonstationary generalized projection-iteration methods. Convergence theorems in the strong and weak sense were established. (author). 7 refs
dimensional nonlinear Schrödinger equation with spatially
Indian Academy of Sciences (India)
Hong-Yu Wu
2017-08-16
Aug 16, 2017 ... HONG-YU WU. ∗ and LI-HONG JIANG ... Our present work provides a detailed answer to these questions. ... with the self-consistency condition |Y(θ,ϕ)|2 = 1. Equation (4) .... [4] L Q Kong and C Q Dai, Nonlinear Dyn. 81, 1553 ...
Topological horseshoes in travelling waves of discretized nonlinear wave equations
International Nuclear Information System (INIS)
Chen, Yi-Chiuan; Chen, Shyan-Shiou; Yuan, Juan-Ming
2014-01-01
Applying the concept of anti-integrable limit to coupled map lattices originated from space-time discretized nonlinear wave equations, we show that there exist topological horseshoes in the phase space formed by the initial states of travelling wave solutions. In particular, the coupled map lattices display spatio-temporal chaos on the horseshoes
An approximation method for nonlinear integral equations of Hammerstein type
International Nuclear Information System (INIS)
Chidume, C.E.; Moore, C.
1989-05-01
The solution of a nonlinear integral equation of Hammerstein type in Hilbert spaces is approximated by means of a fixed point iteration method. Explicit error estimates are given and, in some cases, convergence is shown to be at least as fast as a geometric progression. (author). 25 refs
Perturbation method for periodic solutions of nonlinear jerk equations
International Nuclear Information System (INIS)
Hu, H.
2008-01-01
A Lindstedt-Poincare type perturbation method with bookkeeping parameters is presented for determining accurate analytical approximate periodic solutions of some third-order (jerk) differential equations with cubic nonlinearities. In the process of the solution, higher-order approximate angular frequencies are obtained by Newton's method. A typical example is given to illustrate the effectiveness and simplicity of the proposed method
Invariant Solutions for a Class of Perturbed Nonlinear Wave Equations
Directory of Open Access Journals (Sweden)
Waheed A. Ahmed
2017-11-01
Full Text Available Approximate symmetries of a class of perturbed nonlinear wave equations are computed using two newly-developed methods. Invariant solutions associated with the approximate symmetries are constructed for both methods. Symmetries and solutions are compared through discussing the advantages and disadvantages of each method.
Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.
Directory of Open Access Journals (Sweden)
Azmat Ullah
Full Text Available In this paper, a hybrid heuristic scheme based on two different basis functions i.e. Log Sigmoid and Bernstein Polynomial with unknown parameters is used for solving the nonlinear heat transfer equations efficiently. The proposed technique transforms the given nonlinear ordinary differential equation into an equivalent global error minimization problem. Trial solution for the given nonlinear differential equation is formulated using a fitness function with unknown parameters. The proposed hybrid scheme of Genetic Algorithm (GA with Interior Point Algorithm (IPA is opted to solve the minimization problem and to achieve the optimal values of unknown parameters. The effectiveness of the proposed scheme is validated by solving nonlinear heat transfer equations. The results obtained by the proposed scheme are compared and found in sharp agreement with both the exact solution and solution obtained by Haar Wavelet-Quasilinearization technique which witnesses the effectiveness and viability of the suggested scheme. Moreover, the statistical analysis is also conducted for investigating the stability and reliability of the presented scheme.
Topological horseshoes in travelling waves of discretized nonlinear wave equations
Energy Technology Data Exchange (ETDEWEB)
Chen, Yi-Chiuan, E-mail: YCChen@math.sinica.edu.tw [Institute of Mathematics, Academia Sinica, Taipei 10617, Taiwan (China); Chen, Shyan-Shiou, E-mail: sschen@ntnu.edu.tw [Department of Mathematics, National Taiwan Normal University, Taipei 11677, Taiwan (China); Yuan, Juan-Ming, E-mail: jmyuan@pu.edu.tw [Department of Financial and Computational Mathematics, Providence University, Shalu, Taichung 43301, Taiwan (China)
2014-04-15
Applying the concept of anti-integrable limit to coupled map lattices originated from space-time discretized nonlinear wave equations, we show that there exist topological horseshoes in the phase space formed by the initial states of travelling wave solutions. In particular, the coupled map lattices display spatio-temporal chaos on the horseshoes.
Quantum osp-invariant non-linear Schroedinger equation
International Nuclear Information System (INIS)
Kulish, P.P.
1985-04-01
The generalizations of the non-linear Schroedinger equation (NS) associated with the orthosymplectic superalgebras are formulated. The simplest osp(1/2)-NS model is solved by the quantum inverse scattering method on a finite interval under periodic boundary conditions as well as on the wholeline in the case of a finite number of excitations. (author)
Oscillation criteria for first-order forced nonlinear difference equations
Grace Said R; Agarwal Ravi P; Smith Tim
2006-01-01
Some new criteria for the oscillation of first-order forced nonlinear difference equations of the form Δx(n)+q1(n)xμ(n+1) = q2(n)xλ(n+1)+e(n), where λ, μ are the ratios of positive odd integers 0 <μ < 1 and λ > 1, are established.
The Local Stability of Solutions for a Nonlinear Equation
Directory of Open Access Journals (Sweden)
Haibo Yan
2014-01-01
Full Text Available The approach of Kruzkov’s device of doubling the variables is applied to establish the local stability of strong solutions for a nonlinear partial differential equation in the space L1(R by assuming that the initial value only lies in the space L1(R∩L∞(R.
An inhomogeneous wave equation and non-linear Diophantine approximation
DEFF Research Database (Denmark)
Beresnevich, V.; Dodson, M. M.; Kristensen, S.
2008-01-01
A non-linear Diophantine condition involving perfect squares and arising from an inhomogeneous wave equation on the torus guarantees the existence of a smooth solution. The exceptional set associated with the failure of the Diophantine condition and hence of the existence of a smooth solution...
Nonlinear anisotropic elliptic equations with variable exponents and degenerate coercivity
Directory of Open Access Journals (Sweden)
Hocine Ayadi
2018-02-01
Full Text Available In this article, we prove the existence and the regularity of distributional solutions for a class of nonlinear anisotropic elliptic equations with $p_i(x$ growth conditions, degenerate coercivity and $L^{m(\\cdot}$ data, with $m(\\cdot$ being small, in appropriate Lebesgue-Sobolev spaces with variable exponents. The obtained results extend some existing ones [8,10].
Travelling solitons in the parametrically driven nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Barashenkov, I.V.; Zemlyanaya, E.V.; Baer, M.
2000-01-01
We show that the parametrically driven nonlinear Schroedinger equation has wide classes of travelling soliton solutions, some of which are stable. For small driving strengths stable nonpropagating and moving solitons co-exist while strongly forced solitons can only be stable when moving sufficiently fast
Numerical treatments for solving nonlinear mixed integral equation
Directory of Open Access Journals (Sweden)
M.A. Abdou
2016-12-01
Full Text Available We consider a mixed type of nonlinear integral equation (MNLIE of the second kind in the space C[0,T]×L2(Ω,T<1. The Volterra integral terms (VITs are considered in time with continuous kernels, while the Fredholm integral term (FIT is considered in position with singular general kernel. Using the quadratic method and separation of variables method, we obtain a nonlinear system of Fredholm integral equations (NLSFIEs with singular kernel. A Toeplitz matrix method, in each case, is then used to obtain a nonlinear algebraic system. Numerical results are calculated when the kernels take a logarithmic form or Carleman function. Moreover, the error estimates, in each case, are then computed.
New non-linear modified massless Klein-Gordon equation
Energy Technology Data Exchange (ETDEWEB)
Asenjo, Felipe A. [Universidad Adolfo Ibanez, UAI Physics Center, Santiago (Chile); Universidad Adolfo Ibanez, Facultad de Ingenieria y Ciencias, Santiago (Chile); Hojman, Sergio A. [Universidad Adolfo Ibanez, UAI Physics Center, Santiago (Chile); Universidad Adolfo Ibanez, Departamento de Ciencias, Facultad de Artes Liberales, Santiago (Chile); Universidad de Chile, Departamento de Fisica, Facultad de Ciencias, Santiago (Chile); Centro de Recursos Educativos Avanzados, CREA, Santiago (Chile)
2017-11-15
The massless Klein-Gordon equation on arbitrary curved backgrounds allows for solutions which develop ''tails'' inside the light cone and, therefore, do not strictly follow null geodesics as discovered by DeWitt and Brehme almost 60 years ago. A modification of the massless Klein-Gordon equation is presented, which always exhibits null geodesic propagation of waves on arbitrary curved spacetimes. This new equation is derived from a Lagrangian which exhibits current-current interaction. Its non-linearity is due to a self-coupling term which is related to the quantum mechanical Bohm potential. (orig.)
Two-dimensional nonlinear equations of supersymmetric gauge theories
International Nuclear Information System (INIS)
Savel'ev, M.V.
1985-01-01
Supersymmetric generalization of two-dimensional nonlinear dynamical equations of gauge theories is presented. The nontrivial dynamics of a physical system in the supersymmetry and supergravity theories for (2+2)-dimensions is described by the integrable embeddings of Vsub(2/2) superspace into the flat enveloping superspace Rsub(N/M), supplied with the structure of a Lie superalgebra. An equation is derived which describes a supersymmetric generalization of the two-dimensional Toda lattice. It contains both super-Liouville and Sinh-Gordon equations
An Efficient Series Solution for Nonlinear Multiterm Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Moh’d Khier Al-Srihin
2017-01-01
Full Text Available In this paper, we introduce an efficient series solution for a class of nonlinear multiterm fractional differential equations of Caputo type. The approach is a generalization to our recent work for single fractional differential equations. We extend the idea of the Taylor series expansion method to multiterm fractional differential equations, where we overcome the difficulty of computing iterated fractional derivatives, which are difficult to be computed in general. The terms of the series are obtained sequentially using a closed formula, where only integer derivatives have to be computed. Several examples are presented to illustrate the efficiency of the new approach and comparison with the Adomian decomposition method is performed.
Global dynamics and control of a comprehensive nonlinear beam equation
International Nuclear Information System (INIS)
You Yuncheng; Taboada, M.
1994-01-01
A nonlinear hinged extensible elastic beam equation with the structural damping and Balakrishnan-Taylor damping of full exponent is studied as a general model for large space structures. It is proved that there exists an absorbing set in the energy space and that there exist inertial manifolds whose exponential attracting rates however are nonuniform. The control spillover problem associated with the stabilization of this equation is resolved by constructing a linear finite-dimensional feedback control based on the existence of inertial manifolds of the uncontrolled equation. Moreover, the results obtained are robust with respect to uncertainty in the structural parameters. (author). 5 refs
A nonlinear wave equation in nonadiabatic flame propagation
International Nuclear Information System (INIS)
Booty, M.R.; Matalon, M.; Matkowsky, B.J.
1988-01-01
The authors derive a nonlinear wave equation from the diffusional thermal model of gaseous combustion to describe the evolution of a flame front. The equation arises as a long wave theory, for values of the volumeric heat loss in a neighborhood of the extinction point (beyond which planar uniformly propagating flames cease to exist), and for Lewis numbers near the critical value beyond which uniformly propagating planar flames lose stability via a degenerate Hopf bifurcation. Analysis of the equation suggests the possibility of a singularity developing in finite time
Nonlinear dynamics in the Einstein-Friedmann equation
International Nuclear Information System (INIS)
Tanaka, Yosuke; Mizuno, Yuji; Ohta, Shigetoshi; Mori, Keisuke; Horiuchi, Tanji
2009-01-01
We have studied the gravitational field equations on the basis of general relativity and nonlinear dynamics. The space component of the Einstein-Friedmann equation shows the chaotic behaviours in case the following conditions are satisfied: (i)the expanding ratio: h=x . /x max = +0.14) for the occurrence of the chaotic behaviours in the Einstein-Friedmann equation (0 ≤ λ ≤ +0.14). The numerical calculations are performed with the use of the Microsoft EXCEL(2003), and the results are shown in the following cases; λ = 2b = +0.06 and +0.14.
Exact non-linear equations for cosmological perturbations
Energy Technology Data Exchange (ETDEWEB)
Gong, Jinn-Ouk [Asia Pacific Center for Theoretical Physics, Pohang 37673 (Korea, Republic of); Hwang, Jai-chan [Department of Astronomy and Atmospheric Sciences, Kyungpook National University, Daegu 41566 (Korea, Republic of); Noh, Hyerim [Korea Astronomy and Space Science Institute, Daejeon 34055 (Korea, Republic of); Wu, David Chan Lon; Yoo, Jaiyul, E-mail: jinn-ouk.gong@apctp.org, E-mail: jchan@knu.ac.kr, E-mail: hr@kasi.re.kr, E-mail: clwu@physik.uzh.ch, E-mail: jyoo@physik.uzh.ch [Center for Theoretical Astrophysics and Cosmology, Institute for Computational Science, Universität Zürich, CH-8057 Zürich (Switzerland)
2017-10-01
We present a complete set of exact and fully non-linear equations describing all three types of cosmological perturbations—scalar, vector and tensor perturbations. We derive the equations in a thoroughly gauge-ready manner, so that any spatial and temporal gauge conditions can be employed. The equations are completely general without any physical restriction except that we assume a flat homogeneous and isotropic universe as a background. We also comment briefly on the application of our formulation to the non-expanding Minkowski background.
Solution of linear and nonlinear matrix systems. Application to a nonlinear diffusion equation
International Nuclear Information System (INIS)
Bonnet, M.; Meurant, G.
1978-01-01
Different methods of solution of linear and nonlinear algebraic systems are applied to the nonlinear system obtained by discretizing a nonlinear diffusion equation. For linear systems, methods in general use of alternating directions type or Gauss Seidel's methods are compared to more recent ones of the type of generalized conjugate gradient; the superiority of the latter is shown by numerical examples. For nonlinear systems, a method on nonlinear conjugate gradient is studied as also Newton's method and some of its variants. It should be noted, however that Newton's method is found to be more efficient when coupled with a good method for solution of the linear system. To conclude, such methods are used to solve a nonlinear diffusion problem and the numerical results obtained are to be compared [fr
Solution of linear and nonlinear matrix systems. Application to a nonlinear diffusion equation
International Nuclear Information System (INIS)
Bonnet, M.; Meurant, G.
1978-01-01
The object of this study is to compare different methods of solving linear and nonlinear algebraic systems and to apply them to the nonlinear system obtained by discretizing a nonlinear diffusion equation. For linear systems the conventional methods of alternating direction type or Gauss Seidel's methods are compared to more recent ones of the type of generalized conjugate gradient; the superiority of the latter is shown by numerical examples. For nonlinear systems, a method of nonlinear conjugate gradient is studied together with Newton's method and some of its variants. It should be noted, however, that Newton's method is found to be more efficient when coupled with a good method for solving the linear system. As a conclusion, these methods are used to solve a nonlinear diffusion problem and the numerical results obtained are compared [fr
Optimal analytic method for the nonlinear Hasegawa-Mima equation
Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle
2014-05-01
The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.
Exact solutions of nonlinear generalizations of the Klein Gordon and Schrodinger equations
International Nuclear Information System (INIS)
Burt, P.B.
1978-01-01
Exact solutions of sine Gordon and multiple sine Gordon equations are constructed in terms of solutions of a linear base equation, the Klein Gordon equation and also in terms of nonlinear base equations where the nonlinearity is polynomial in the dependent variable. Further, exact solutions of nonlinear generalizations of the Schrodinger equation and of additional nonlinear generalizations of the Klein Gordon equation are constructed in terms of solutions of linear base equations. Finally, solutions with spherical symmetry, of nonlinear Klein Gordon equations are given. 14 references
Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations
International Nuclear Information System (INIS)
Indekeu, Joseph O; Smets, Ruben
2017-01-01
Physically motivated modified Fisher equations are studied in which nonlinear convection and nonlinear diffusion is allowed for besides the usual growth and spread of a population. It is pointed out that in a large variety of cases separable functions in the form of exponentially decaying sharp wavefronts solve the differential equation exactly provided a co-moving point source or sink is active at the wavefront. The velocity dispersion and front steepness may differ from those of some previously studied exact smooth traveling wave solutions. For an extension of the reaction-diffusion-convection equation, featuring a memory effect in the form of a maturity delay for growth and spread, also smooth exact wavefront solutions are obtained. The stability of the solutions is verified analytically and numerically. (paper)
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.
Non-linear wave equations:Mathematical techniques
International Nuclear Information System (INIS)
1978-01-01
An account of certain well-established mathematical methods, which prove useful to deal with non-linear partial differential equations is presented. Within the strict framework of Functional Analysis, it describes Semigroup Techniques in Banach Spaces as well as variational approaches towards critical points. Detailed proofs are given of the existence of local and global solutions of the Cauchy problem and of the stability of stationary solutions. The formal approach based upon invariance under Lie transformations deserves attention due to its wide range of applicability, even if the explicit solutions thus obtained do not allow for a deep analysis of the equations. A compre ensive introduction to the inverse scattering approach and to the solution concept for certain non-linear equations of physical interest are also presented. A detailed discussion is made about certain convergence and stability problems which arise in importance need not be emphasized. (author) [es
Spectral transform and solvability of nonlinear evolution equations
International Nuclear Information System (INIS)
Degasperis, A.
1979-01-01
These lectures deal with an exciting development of the last decade, namely the resolving method based on the spectral transform which can be considered as an extension of the Fourier analysis to nonlinear evolution equations. Since many important physical phenomena are modeled by nonlinear partial wave equations this method is certainly a major breakthrough in mathematical physics. We follow the approach, introduced by Calogero, which generalizes the usual Wronskian relations for solutions of a Sturm-Liouville problem. Its application to the multichannel Schroedinger problem will be the subject of these lectures. We will focus upon dynamical systems described at time t by a multicomponent field depending on one space coordinate only. After recalling the Fourier technique for linear evolution equations we introduce the spectral transform method taking the integral equations of potential scattering as an example. The second part contains all the basic functional relationships between the fields and their spectral transforms as derived from the Wronskian approach. In the third part we discuss a particular class of solutions of nonlinear evolution equations, solitons, which are considered by many physicists as a first step towards an elementary particle theory, because of their particle-like behaviour. The effect of the polarization time-dependence on the motion of the soliton is studied by means of the corresponding spectral transform, leading to new concepts such as the 'boomeron' and the 'trappon'. The rich dynamic structure is illustrated by a brief report on the main results of boomeron-boomeron and boomeron-trappon collisions. In the final section we discuss further results concerning important properties of the solutions of basic nonlinear equations. We introduce the Baecklund transform for the special case of scalar fields and demonstrate how it can be used to generate multisoliton solutions and how the conservation laws are obtained. (HJ)
Center manifold for nonintegrable nonlinear Schroedinger equations on the line
International Nuclear Information System (INIS)
Weder, R.
2000-01-01
In this paper we study the following nonlinear Schroedinger equation on the line, where f is real-valued, and it satisfies suitable conditions on regularity, on growth as a function of u and on decay as x → ± ∞. The generic potential, V, is real-valued and it is chosen so that the spectrum of H:= -d 2 /dx 2 +V consists of one simple negative eigenvalue and absolutely-continuous spectrum filling (0,∞). The solutions to this equation have, in general, a localized and a dispersive component. The nonlinear bound states, that bifurcate from the zero solution at the energy of the eigenvalue of H, define an invariant center manifold that consists of the orbits of time-periodic localized solutions. We prove that all small solutions approach a particular periodic orbit in the center manifold as t→ ± ∞. In general, the periodic orbits are different for t→ ± ∞. Our result implies also that the nonlinear bound states are asymptotically stable, in the sense that each solution with initial data near a nonlinear bound state is asymptotic as t→ ± ∞ to the periodic orbits of nearby nonlinear bound states that are, in general, different for t→ ± ∞. (orig.)
International Nuclear Information System (INIS)
Zhang Huiqun
2009-01-01
By using a new coupled Riccati equations, a direct algebraic method, which was applied to obtain exact travelling wave solutions of some complex nonlinear equations, is improved. And the exact travelling wave solutions of the complex KdV equation, Boussinesq equation and Klein-Gordon equation are investigated using the improved method. The method presented in this paper can also be applied to construct exact travelling wave solutions for other nonlinear complex equations.
Traveling wave solutions for two nonlinear evolution equations with nonlinear terms of any order
International Nuclear Information System (INIS)
Feng Qing-Hua; Zhang Yao-Ming; Meng Fan-Wei
2011-01-01
In this paper, based on the known first integral method and the Riccati sub-ordinary differential equation (ODE) method, we try to seek the exact solutions of the general Gardner equation and the general Benjamin—Bona—Mahoney equation. As a result, some traveling wave solutions for the two nonlinear equations are established successfully. Also we make a comparison between the two methods. It turns out that the Riccati sub-ODE method is more effective than the first integral method in handling the proposed problems, and more general solutions are constructed by the Riccati sub-ODE method. (general)
Operational Solution to the Nonlinear Klein-Gordon Equation
Bengochea, G.; Verde-Star, L.; Ortigueira, M.
2018-05-01
We obtain solutions of the nonlinear Klein-Gordon equation using a novel operational method combined with the Adomian polynomial expansion of nonlinear functions. Our operational method does not use any integral transforms nor integration processes. We illustrate the application of our method by solving several examples and present numerical results that show the accuracy of the truncated series approximations to the solutions. Supported by Grant SEP-CONACYT 220603, the first author was supported by SEP-PRODEP through the project UAM-PTC-630, the third author was supported by Portuguese National Funds through the FCT Foundation for Science and Technology under the project PEst-UID/EEA/00066/2013
Taylor's series method for solving the nonlinear point kinetics equations
International Nuclear Information System (INIS)
Nahla, Abdallah A.
2011-01-01
Highlights: → Taylor's series method for nonlinear point kinetics equations is applied. → The general order of derivatives are derived for this system. → Stability of Taylor's series method is studied. → Taylor's series method is A-stable for negative reactivity. → Taylor's series method is an accurate computational technique. - Abstract: Taylor's series method for solving the point reactor kinetics equations with multi-group of delayed neutrons in the presence of Newtonian temperature feedback reactivity is applied and programmed by FORTRAN. This system is the couples of the stiff nonlinear ordinary differential equations. This numerical method is based on the different order derivatives of the neutron density, the precursor concentrations of i-group of delayed neutrons and the reactivity. The r th order of derivatives are derived. The stability of Taylor's series method is discussed. Three sets of applications: step, ramp and temperature feedback reactivities are computed. Taylor's series method is an accurate computational technique and stable for negative step, negative ramp and temperature feedback reactivities. This method is useful than the traditional methods for solving the nonlinear point kinetics equations.
Quasi-periodic solutions of nonlinear beam equations with quintic quasi-periodic nonlinearities
Directory of Open Access Journals (Sweden)
Qiuju Tuo
2015-01-01
Full Text Available In this article, we consider the one-dimensional nonlinear beam equations with quasi-periodic quintic nonlinearities $$ u_{tt}+u_{xxxx}+(B+ \\varepsilon\\phi(tu^5=0 $$ under periodic boundary conditions, where B is a positive constant, $\\varepsilon$ is a small positive parameter, $\\phi(t$ is a real analytic quasi-periodic function in t with frequency vector $\\omega=(\\omega_1,\\omega_2,\\dots,\\omega_m$. It is proved that the above equation admits many quasi-periodic solutions by KAM theory and partial Birkhoff normal form.
Painleve analysis, conservation laws, and symmetry of perturbed nonlinear equations
International Nuclear Information System (INIS)
Basak, S.; Chowdhury, A.R.
1987-01-01
The authors consider the Lie-Backlund symmetries and conservation laws of a perturbed KdV equation and NLS equation. The arbitrary coefficients of the perturbing terms can be related to the condition of existence of nontrivial LB symmetry generators. When the perturbed KdV equation is subjected to Painleve analysis a la Weiss, it is found that the resonance position changes compared to the unperturbed one. They prove the compatibility of the overdetermined set of equations obtained at the different stages of recursion relations, at least for one branch. All other branches are also indicated and difficulties associated them are discussed considering the perturbation parameter epsilon to be small. They determine the Lax pair for the aforesaid branch through the use of Schwarzian derivative. For the perturbed NLS equation they determine the conservation laws following the approach of Chen and Liu. From the recurrence of these conservation laws a Lax pair is constructed. But the Painleve analysis does not produce a positive answer for the perturbed NLS equation. So here they have two contrasting examples of perturbed nonlinear equations: one passes the Painleve test and its Lax pair can be found from the analysis itself, but the other equation does not meet the criterion of the Painleve test, though its Lax pair is found in another way
Physical dynamics of quasi-particles in nonlinear wave equations
Energy Technology Data Exchange (ETDEWEB)
Christov, Ivan [Department of Mathematics, Texas A and M University, College Station, TX 77843-3368 (United States)], E-mail: christov@alum.mit.edu; Christov, C.I. [Department of Mathematics, University of Louisiana at Lafayette, Lafayette, LA 70504-1010 (United States)], E-mail: christov@louisiana.edu
2008-02-04
By treating the centers of solitons as point particles and studying their discrete dynamics, we demonstrate a new approach to the quantization of the soliton solutions of the sine-Gordon equation, one of the first model nonlinear field equations. In particular, we show that a linear superposition of the non-interacting shapes of two solitons offers a qualitative (and to a good approximation quantitative) description of the true two-soliton solution, provided that the trajectories of the centers of the superimposed solitons are considered unknown. Via variational calculus, we establish that the dynamics of the quasi-particles obey a pseudo-Newtonian law, which includes cross-mass terms. The successful identification of the governing equations of the (discrete) quasi-particles from the (continuous) field equation shows that the proposed approach provides a basis for the passage from the continuous to a discrete description of the field.
Physical dynamics of quasi-particles in nonlinear wave equations
International Nuclear Information System (INIS)
Christov, Ivan; Christov, C.I.
2008-01-01
By treating the centers of solitons as point particles and studying their discrete dynamics, we demonstrate a new approach to the quantization of the soliton solutions of the sine-Gordon equation, one of the first model nonlinear field equations. In particular, we show that a linear superposition of the non-interacting shapes of two solitons offers a qualitative (and to a good approximation quantitative) description of the true two-soliton solution, provided that the trajectories of the centers of the superimposed solitons are considered unknown. Via variational calculus, we establish that the dynamics of the quasi-particles obey a pseudo-Newtonian law, which includes cross-mass terms. The successful identification of the governing equations of the (discrete) quasi-particles from the (continuous) field equation shows that the proposed approach provides a basis for the passage from the continuous to a discrete description of the field
Leibov Roman
2017-01-01
This paper presents a bilinear approach to nonlinear differential equations system approximation problem. Sometimes the nonlinear differential equations right-hand sides linearization is extremely difficult or even impossible. Then piecewise-linear approximation of nonlinear differential equations can be used. The bilinear differential equations allow to improve piecewise-linear differential equations behavior and reduce errors on the border of different linear differential equations systems ...
Solving nonlinear evolution equation system using two different methods
Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.
2015-12-01
This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.
Various Newton-type iterative methods for solving nonlinear equations
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Manoj Kumar
2013-10-01
Full Text Available The aim of the present paper is to introduce and investigate new ninth and seventh order convergent Newton-type iterative methods for solving nonlinear equations. The ninth order convergent Newton-type iterative method is made derivative free to obtain seventh-order convergent Newton-type iterative method. These new with and without derivative methods have efficiency indices 1.5518 and 1.6266, respectively. The error equations are used to establish the order of convergence of these proposed iterative methods. Finally, various numerical comparisons are implemented by MATLAB to demonstrate the performance of the developed methods.
Comparison Criteria for Nonlinear Functional Dynamic Equations of Higher Order
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Taher S. Hassan
2016-01-01
Full Text Available We will consider the higher order functional dynamic equations with mixed nonlinearities of the form xnt+∑j=0Npjtϕγjxφjt=0, on an above-unbounded time scale T, where n≥2, xi(t≔ri(tϕαixi-1Δ(t, i=1,…,n-1, with x0=x, ϕβ(u≔uβsgnu, and α[i,j]≔αi⋯αj. The function φi:T→T is a rd-continuous function such that limt→∞φi(t=∞ for j=0,1,…,N. The results extend and improve some known results in the literature on higher order nonlinear dynamic equations.
Intermittent Motion, Nonlinear Diffusion Equation and Tsallis Formalism
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Ervin K. Lenzi
2017-01-01
Full Text Available We investigate an intermittent process obtained from the combination of a nonlinear diffusion equation and pauses. We consider the porous media equation with reaction terms related to the rate of switching the particles from the diffusive mode to the resting mode or switching them from the resting to the movement. The results show that in the asymptotic limit of small and long times, the spreading of the system is essentially governed by the diffusive term. The behavior exhibited for intermediate times depends on the rates present in the reaction terms. In this scenario, we show that, in the asymptotic limits, the distributions for this process are given by in terms of power laws which may be related to the q-exponential present in the Tsallis statistics. Furthermore, we also analyze a situation characterized by different diffusive regimes, which emerges when the diffusive term is a mixing of linear and nonlinear terms.
Closed form solutions of two time fractional nonlinear wave equations
Akbar, M. Ali; Ali, Norhashidah Hj. Mohd.; Roy, Ripan
2018-06-01
In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G‧ / G) -expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics.
Hidden regularity for a strongly nonlinear wave equation
International Nuclear Information System (INIS)
Rivera, J.E.M.
1988-08-01
The nonlinear wave equation u''-Δu+f(u)=v in Q=Ωx]0,T[;u(0)=u 0 ,u'(0)=u 1 in Ω; u(x,t)=0 on Σ= Γx]0,T[ where f is a continuous function satisfying, lim |s| sup →+∞ f(s)/s>-∞, and Ω is a bounded domain of R n with smooth boundary Γ, is analysed. It is shown that there exist a solution for the presented nonlinear wave equation that satisfies the regularity condition: |∂u/∂ η|ε L 2 (Σ). Moreover, it is shown that there exist a constant C>0 such that, |∂u/∂ η|≤c{ E(0)+|v| 2 Q }. (author) [pt
Nonlinear gyrokinetic Maxwell-Vlasov equations using magnetic coordinates
International Nuclear Information System (INIS)
Brizard, A.
1988-09-01
A gyrokinetic formalism using magnetic coordinates is used to derive self-consistent, nonlinear Maxwell-Vlasov equations that are suitable for particle simulation studies of finite-β tokamak microturbulence and its associated anomalous transport. The use of magnetic coordinates is an important feature of this work as it introduces the toroidal geometry naturally into our gyrokinetic formalism. The gyrokinetic formalism itself is based on the use of the Action-variational Lie perturbation method of Cary and Littlejohn, and preserves the Hamiltonian structure of the original Maxwell-Vlasov system. Previous nonlinear gyrokinetic sets of equations suitable for particle simulation analysis have considered either electrostatic and shear-Alfven perturbations in slab geometry, or electrostatic perturbations in toroidal geometry. In this present work, fully electromagnetic perturbations in toroidal geometry are considered. 26 refs
Nonlinear partial differential equations for scientists and engineers
Debnath, Lokenath
1997-01-01
"An exceptionally complete overview. There are numerous examples and the emphasis is on applications to almost all areas of science and engineering. There is truly something for everyone here. This reviewer feels that it is a very hard act to follow, and recommends it strongly. [This book] is a jewel." ---Applied Mechanics Review (Review of First Edition) This expanded and revised second edition is a comprehensive and systematic treatment of linear and nonlinear partial differential equations and their varied applications. Building upon the successful material of the first book, this edition contains updated modern examples and applications from areas of fluid dynamics, gas dynamics, plasma physics, nonlinear dynamics, quantum mechanics, nonlinear optics, acoustics, and wave propagation. Methods and properties of solutions are presented, along with their physical significance, making the book more useful for a diverse readership. Topics and key features: * Thorough coverage of derivation and methods of soluti...
Loss of Energy Concentration in Nonlinear Evolution Beam Equations
Garrione, Maurizio; Gazzola, Filippo
2017-12-01
Motivated by the oscillations that were seen at the Tacoma Narrows Bridge, we introduce the notion of solutions with a prevailing mode for the nonlinear evolution beam equation u_{tt} + u_{xxxx} + f(u)= g(x, t) in bounded space-time intervals. We give a new definition of instability for these particular solutions, based on the loss of energy concentration on their prevailing mode. We distinguish between two different forms of energy transfer, one physiological (unavoidable and depending on the nonlinearity) and one due to the insurgence of instability. We then prove a theoretical result allowing to reduce the study of this kind of infinite-dimensional stability to that of a finite-dimensional approximation. With this background, we study the occurrence of instability for three different kinds of nonlinearities f and for some forcing terms g, highlighting some of their structural properties and performing some numerical simulations.
New Efficient Fourth Order Method for Solving Nonlinear Equations
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Farooq Ahmad
2013-12-01
Full Text Available In a paper [Appl. Math. Comput., 188 (2 (2007 1587--1591], authors have suggested and analyzed a method for solving nonlinear equations. In the present work, we modified this method by using the finite difference scheme, which has a quintic convergence. We have compared this modified Halley method with some other iterative of fifth-orders convergence methods, which shows that this new method having convergence of fourth order, is efficient.
Nonlocal Symmetries to Systems of Nonlinear Diffusion Equations
International Nuclear Information System (INIS)
Qu Changzheng; Kang Jing
2008-01-01
In this paper, we study potential symmetries to certain systems of nonlinear diffusion equations. Those systems have physical applications in soil science, mathematical biology, and invariant curve flows in R 3 . Lie point symmetries of the potential system, which cannot be projected to vector fields of the given dependent and independent variables, yield potential symmetries. The class of the system that admits potential symmetries is expanded.
Strong phase correlations of solitons of nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Litvak, A.G.; Mironov, V.A.; Protogenov, A.P.
1994-06-01
We discuss the possibility to suppress the collapse in the nonlinear 2+1 D Schroedinger equation by using the gauge theory of strong phase correlations. It is shown that invariance relative to q-deformed Hopf algebra with deformation parameter q being the fourth root of unity makes the values of the Chern-Simons term coefficient, k=2, and of the coupling constant, g=1/2, fixed; no collapsing solutions are present at those values. (author). 21 refs
Inhomogeneous critical nonlinear Schroedinger equations with a harmonic potential
International Nuclear Information System (INIS)
Cao Daomin; Han Pigong
2010-01-01
In this paper, we study the Cauchy problem of the inhomogeneous nonlinear Schroedinger equation with a harmonic potential: i∂ t u=-div(f(x)∇u)+|x| 2 u-k(x)|u| 4/N u, x is an element of R N , N≥1, which models the remarkable Bose-Einstein condensation. We discuss the existence and nonexistence results and investigate the limiting profile of blow-up solutions with critical mass.
DEFF Research Database (Denmark)
Oster, Michael; Gaididei, Yuri B.; Johansson, Magnus
2004-01-01
We study the continuum limit of a nonlinear Schrodinger lattice model with both on-site and inter-site nonlinearities, describing weakly coupled optical waveguides or Bose-Einstein condensates. The resulting continuum nonlinear Schrodinger-type equation includes both nonlocal and nonlinear...
Periodic solutions for one dimensional wave equation with bounded nonlinearity
Ji, Shuguan
2018-05-01
This paper is concerned with the periodic solutions for the one dimensional nonlinear wave equation with either constant or variable coefficients. The constant coefficient model corresponds to the classical wave equation, while the variable coefficient model arises from the forced vibrations of a nonhomogeneous string and the propagation of seismic waves in nonisotropic media. For finding the periodic solutions of variable coefficient wave equation, it is usually required that the coefficient u (x) satisfies ess infηu (x) > 0 with ηu (x) = 1/2 u″/u - 1/4 (u‧/u)2, which actually excludes the classical constant coefficient model. For the case ηu (x) = 0, it is indicated to remain an open problem by Barbu and Pavel (1997) [6]. In this work, for the periods having the form T = 2p-1/q (p , q are positive integers) and some types of boundary value conditions, we find some fundamental properties for the wave operator with either constant or variable coefficients. Based on these properties, we obtain the existence of periodic solutions when the nonlinearity is monotone and bounded. Such nonlinearity may cross multiple eigenvalues of the corresponding wave operator. In particular, we do not require the condition ess infηu (x) > 0.
Directory of Open Access Journals (Sweden)
H. Jafari
2010-07-01
Full Text Available In this paper, nonlinear Klein-Gordon equation with quadratic term is solved by means of an analytic technique, namely the Homotopy analysis method (HAM.Comparisons are made between the Adomian decomposition method (ADM, the exact solution and homotopy analysis method. The results reveal that the proposed method is very effective and simple.
Improved algorithm for solving nonlinear parabolized stability equations
Zhao, Lei; Zhang, Cun-bo; Liu, Jian-xin; Luo, Ji-sheng
2016-08-01
Due to its high computational efficiency and ability to consider nonparallel and nonlinear effects, nonlinear parabolized stability equations (NPSE) approach has been widely used to study the stability and transition mechanisms. However, it often diverges in hypersonic boundary layers when the amplitude of disturbance reaches a certain level. In this study, an improved algorithm for solving NPSE is developed. In this algorithm, the mean flow distortion is included into the linear operator instead of into the nonlinear forcing terms in NPSE. An under-relaxation factor for computing the nonlinear terms is introduced during the iteration process to guarantee the robustness of the algorithm. Two case studies, the nonlinear development of stationary crossflow vortices and the fundamental resonance of the second mode disturbance in hypersonic boundary layers, are presented to validate the proposed algorithm for NPSE. Results from direct numerical simulation (DNS) are regarded as the baseline for comparison. Good agreement can be found between the proposed algorithm and DNS, which indicates the great potential of the proposed method on studying the crossflow and streamwise instability in hypersonic boundary layers. Project supported by the National Natural Science Foundation of China (Grant Nos. 11332007 and 11402167).
Improved algorithm for solving nonlinear parabolized stability equations
International Nuclear Information System (INIS)
Zhao Lei; Zhang Cun-bo; Liu Jian-xin; Luo Ji-sheng
2016-01-01
Due to its high computational efficiency and ability to consider nonparallel and nonlinear effects, nonlinear parabolized stability equations (NPSE) approach has been widely used to study the stability and transition mechanisms. However, it often diverges in hypersonic boundary layers when the amplitude of disturbance reaches a certain level. In this study, an improved algorithm for solving NPSE is developed. In this algorithm, the mean flow distortion is included into the linear operator instead of into the nonlinear forcing terms in NPSE. An under-relaxation factor for computing the nonlinear terms is introduced during the iteration process to guarantee the robustness of the algorithm. Two case studies, the nonlinear development of stationary crossflow vortices and the fundamental resonance of the second mode disturbance in hypersonic boundary layers, are presented to validate the proposed algorithm for NPSE. Results from direct numerical simulation (DNS) are regarded as the baseline for comparison. Good agreement can be found between the proposed algorithm and DNS, which indicates the great potential of the proposed method on studying the crossflow and streamwise instability in hypersonic boundary layers. (paper)
Stokes phenomena and monodromy deformation problem for nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Chowdury, A.R.; Naskar, M.
1986-01-01
Following Flaschka and Newell, the inverse problem for Painleve IV is formulated with the help of similarity variables. The Painleve IV arises as the eliminant of the two second-order ordinary differential equations originating from the nonlinear Schrodinger equation. Asymptotic expansions are obtained near the singularities at zero and infinity of the complex eigenvalue plane. The corresponding analysis then displays the Stokes phenomena. The monodromy matrices connecting the solution Y /sub j/ in the sector S /sub j/ to that in S /sub j+1/ are fixed in structure by the imposition of certain conditions. It is then shown that a deformation keeping the monodromy data fixed leads to the nonlinear Schrodinger equation. While Flaschka and Newell did not make any absolute determination of the Stokes parameters, the present approach yields the values of the Stokes parameters in an explicit way, which in turn can determine the matrix connecting the solutions near zero and infinity. Finally, it is shown that the integral equation originating from the analyticity and asymptotic nature of the problem leads to the similarity solution previously determined by Boiti and Pampinelli
The application of He's exp-function method to a nonlinear differential-difference equation
International Nuclear Information System (INIS)
Dai Chaoqing; Cen Xu; Wu Shengsheng
2009-01-01
This paper applies He's exp-function method, which was originally proposed to find new exact travelling wave solutions of nonlinear partial differential equations (NPDEs) or coupled nonlinear partial differential equations (CNPDEs), to a nonlinear differential-difference equation, and some new travelling wave solutions are obtained.
On localization in the discrete nonlinear Schrödinger equation
DEFF Research Database (Denmark)
Bang, O.; Juul Rasmussen, J.; Christiansen, P.L.
1993-01-01
For some values of the grid resolution, depending on the nonlinearity, the discrete nonlinear Schrodinger equation with arbitrary power nonlinearity can be approximated by the corresponding continuum version of the equation. When the discretization becomes too coarse, the discrete equation exhibits...
Potential in stochastic differential equations: novel construction
International Nuclear Information System (INIS)
Ao, P
2004-01-01
There is a whole range of emergent phenomena in a complex network such as robustness, adaptiveness, multiple-equilibrium, hysteresis, oscillation and feedback. Those non-equilibrium behaviours can often be described by a set of stochastic differential equations. One persistent important question is the existence of a potential function. Here we demonstrate that a dynamical structure built into stochastic differential equation allows us to construct such a global optimization potential function. We present an explicit construction procedure to obtain the potential and relevant quantities. In the procedure no reference to the Fokker-Planck equation is needed. The availability of the potential suggests that powerful statistical mechanics tools can be used in nonequilibrium situations. (letter to the editor)
International Nuclear Information System (INIS)
Larroche, O.
2007-01-01
A locally split-step explicit (LSSE) algorithm was developed for efficiently solving a multi-dimensional advection-diffusion type equation involving a highly inhomogeneous and highly anisotropic diffusion tensor, which makes the problem very ill-conditioned for standard implicit methods involving the iterative solution of large linear systems. The need for such an optimized algorithm arises, in particular, in the frame of thermonuclear fusion applications, for the purpose of simulating fast charged-particle slowing-down with an ion Fokker-Planck code. The LSSE algorithm is presented in this paper along with the results of a model slowing-down problem to which it has been applied
Dynamic behavior of a nonlinear rational difference equation and generalization
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Shi Qihong
2011-01-01
Full Text Available Abstract This paper is concerned about the dynamic behavior for the following high order nonlinear difference equation x n = (x n-k + x n-m + x n-l /(x n-k x n-m + x n-m x n-l +1 with the initial data { x - l , x - l + 1 , … , x - 1 } ∈ ℝ + l and 1 ≤ k ≤ m ≤ l. The convergence of solution to this equation is investigated by introducing a new sequence, which extends and includes corresponding results obtained in the references (Li in J Math Anal Appl 312:103-111, 2005; Berenhaut et al. Appl. Math. Lett. 20:54-58, 2007; Papaschinopoulos and Schinas J Math Anal Appl 294:614-620, 2004 to a large extent. In addition, some propositions for generalized equations are reported.
Nonlinear electromagnetic gyrokinetic equations for rotating axisymmetric plasmas
International Nuclear Information System (INIS)
Artun, M.; Tang, W.M.
1994-03-01
The influence of sheared equilibrium flows on the confinement properties of tokamak plasmas is a topic of much current interest. A proper theoretical foundation for the systematic kinetic analysis of this important problem has been provided here by presented the derivation of a set of nonlinear electromagnetic gyrokinetic equations applicable to low frequency microinstabilities in a rotating axisymmetric plasma. The subsonic rotation velocity considered is in the direction of symmetry with the angular rotation frequency being a function of the equilibrium magnetic flux surface. In accordance with experimental observations, the rotation profile is chosen to scale with the ion temperature. The results obtained represent the shear flow generalization of the earlier analysis by Frieman and Chen where such flows were not taken into account. In order to make it readily applicable to gyrokinetic particle simulations, this set of equations is cast in a phase-space-conserving continuity equation form
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Rajesh Ramaswamy
2011-01-01
Full Text Available Stochastic effects from correlated noise non-trivially modulate the kinetics of non-linear chemical reaction networks. This is especially important in systems where reactions are confined to small volumes and reactants are delivered in bursts. We characterise how the two noise sources confinement and burst modulate the relaxation kinetics of a non-linear reaction network around a non-equilibrium steady state. We find that the lifetimes of species change with burst input and confinement. Confinement increases the lifetimes of all species that are involved in any non-linear reaction as a reactant. Burst monotonically increases or decreases lifetimes. Competition between burst-induced and confinement-induced modulation may hence lead to a non-monotonic modulation. We quantify lifetime as the integral of the time autocorrelation function (ACF of concentration fluctuations around a non-equilibrium steady state of the reaction network. Furthermore, we look at the first and second derivatives of the ACF, each of which is affected in opposite ways by burst and confinement. This allows discriminating between these two noise sources. We analytically derive the ACF from the linear Fokker-Planck approximation of the chemical master equation in order to establish a baseline for the burst-induced modulation at low confinement. Effects of higher confinement are then studied using a partial-propensity stochastic simulation algorithm. The results presented here may help understand the mechanisms that deviate stochastic kinetics from its deterministic counterpart. In addition, they may be instrumental when using fluorescence-lifetime imaging microscopy (FLIM or fluorescence-correlation spectroscopy (FCS to measure confinement and burst in systems with known reaction rates, or, alternatively, to correct for the effects of confinement and burst when experimentally measuring reaction rates.
Ramaswamy, Rajesh; Sbalzarini, Ivo F; González-Segredo, Nélido
2011-01-28
Stochastic effects from correlated noise non-trivially modulate the kinetics of non-linear chemical reaction networks. This is especially important in systems where reactions are confined to small volumes and reactants are delivered in bursts. We characterise how the two noise sources confinement and burst modulate the relaxation kinetics of a non-linear reaction network around a non-equilibrium steady state. We find that the lifetimes of species change with burst input and confinement. Confinement increases the lifetimes of all species that are involved in any non-linear reaction as a reactant. Burst monotonically increases or decreases lifetimes. Competition between burst-induced and confinement-induced modulation may hence lead to a non-monotonic modulation. We quantify lifetime as the integral of the time autocorrelation function (ACF) of concentration fluctuations around a non-equilibrium steady state of the reaction network. Furthermore, we look at the first and second derivatives of the ACF, each of which is affected in opposite ways by burst and confinement. This allows discriminating between these two noise sources. We analytically derive the ACF from the linear Fokker-Planck approximation of the chemical master equation in order to establish a baseline for the burst-induced modulation at low confinement. Effects of higher confinement are then studied using a partial-propensity stochastic simulation algorithm. The results presented here may help understand the mechanisms that deviate stochastic kinetics from its deterministic counterpart. In addition, they may be instrumental when using fluorescence-lifetime imaging microscopy (FLIM) or fluorescence-correlation spectroscopy (FCS) to measure confinement and burst in systems with known reaction rates, or, alternatively, to correct for the effects of confinement and burst when experimentally measuring reaction rates.
Domain decomposition solvers for nonlinear multiharmonic finite element equations
Copeland, D. M.
2010-01-01
In many practical applications, for instance, in computational electromagnetics, the excitation is time-harmonic. Switching from the time domain to the frequency domain allows us to replace the expensive time-integration procedure by the solution of a simple elliptic equation for the amplitude. This is true for linear problems, but not for nonlinear problems. However, due to the periodicity of the solution, we can expand the solution in a Fourier series. Truncating this Fourier series and approximating the Fourier coefficients by finite elements, we arrive at a large-scale coupled nonlinear system for determining the finite element approximation to the Fourier coefficients. The construction of fast solvers for such systems is very crucial for the efficiency of this multiharmonic approach. In this paper we look at nonlinear, time-harmonic potential problems as simple model problems. We construct and analyze almost optimal solvers for the Jacobi systems arising from the Newton linearization of the large-scale coupled nonlinear system that one has to solve instead of performing the expensive time-integration procedure. © 2010 de Gruyter.
Jacobi Elliptic Solutions for Nonlinear Differential Difference Equations in Mathematical Physics
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Khaled A. Gepreel
2012-01-01
Full Text Available We put a direct new method to construct the rational Jacobi elliptic solutions for nonlinear differential difference equations which may be called the rational Jacobi elliptic functions method. We use the rational Jacobi elliptic function method to construct many new exact solutions for some nonlinear differential difference equations in mathematical physics via the lattice equation and the discrete nonlinear Schrodinger equation with a saturable nonlinearity. The proposed method is more effective and powerful to obtain the exact solutions for nonlinear differential difference equations.
Non-linear effects in the Boltzmann equation
International Nuclear Information System (INIS)
Barrachina, R.O.
1985-01-01
The Boltzmann equation is studied by defining an integral transformation of the energy distribution function for an isotropic and homogeneous gas. This transformation may be interpreted as a linear superposition of equilibrium states with variable temperatures. It is shown that the temporal evolution features of the distribution function are determined by the singularities of said transformation. This method is applied to Maxwell and Very Hard Particle interaction models. For the latter, the solution of the Boltzmann equation with the solution of its linearized version is compared, finding out many basic discrepancies and non-linear effects. This gives a hint to propose a new rational approximation method with a clear physical meaning. Applying this technique, the relaxation features of the BKW (Bobylev, Krook anf Wu) mode is analyzed, finding a conclusive counter-example for the Krook and Wu conjecture. The anisotropic Boltzmann equation for Maxwell models is solved as an expansion in terms of the eigenfunctions of the corresponding linearized collision operator, finding interesting transient overpopulation and underpopulation effects at thermal energies as well as a new preferential spreading effect. By analyzing the initial collision, a criterion is established to deduce the general features of the final approach to equilibrium. Finally, it is shown how to improve the convergence of the eigenfunction expansion for high energy underpopulated distribution functions. As an application of this theory, the linear cascade model for sputtering is analyzed, thus finding out that many differences experimentally observed are due to non-linear effects. (M.E.L.) [es
Robust fast controller design via nonlinear fractional differential equations.
Zhou, Xi; Wei, Yiheng; Liang, Shu; Wang, Yong
2017-07-01
A new method for linear system controller design is proposed whereby the closed-loop system achieves both robustness and fast response. The robustness performance considered here means the damping ratio of closed-loop system can keep its desired value under system parameter perturbation, while the fast response, represented by rise time of system output, can be improved by tuning the controller parameter. We exploit techniques from both the nonlinear systems control and the fractional order systems control to derive a novel nonlinear fractional order controller. For theoretical analysis of the closed-loop system performance, two comparison theorems are developed for a class of fractional differential equations. Moreover, the rise time of the closed-loop system can be estimated, which facilitates our controller design to satisfy the fast response performance and maintain the robustness. Finally, numerical examples are given to illustrate the effectiveness of our methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Soliton interaction in the coupled mixed derivative nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Zhang Haiqiang; Tian Bo; Lue Xing; Li He; Meng Xianghua
2009-01-01
The bright one- and two-soliton solutions of the coupled mixed derivative nonlinear Schroedinger equations in birefringent optical fibers are obtained by using the Hirota's bilinear method. The investigation on the collision dynamics of the bright vector solitons shows that there exists complete or partial energy switching in this coupled model. Such parametric energy exchanges can be effectively controlled and quantificationally measured by analyzing the collision dynamics of the bright vector solitons. The influence of two types of nonlinear coefficient parameters on the energy of each vector soliton, is also discussed. Based on the significant energy transfer between the two components of each vector soliton, it is feasible to exploit the future applications in the design of logical gates, fiber directional couplers and quantum information processors.
Dynamical Properties in a Fourth-Order Nonlinear Difference Equation
Xianyi Li; Yunxin Chen
2010-01-01
The rule of trajectory structure for fourth-order nonlinear difference equation xn+1=(xan−2+xn−3)/(xan−2xn−3+1), n=0,1,2,…, where a∈[0,1) and the initial values x−3,x−2,x−1,x0∈[0,∞), is described clearly out in this paper. Mainly, the lengths of positive and negative semicycles of its nontrivial solutions are found to occur periodically with prime period 15. The rule is 4+,3−,1+,2−,2+,1−,1+, 1&#x...
Reproducing Kernel Method for Solving Nonlinear Differential-Difference Equations
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Reza Mokhtari
2012-01-01
Full Text Available On the basis of reproducing kernel Hilbert spaces theory, an iterative algorithm for solving some nonlinear differential-difference equations (NDDEs is presented. The analytical solution is shown in a series form in a reproducing kernel space, and the approximate solution , is constructed by truncating the series to terms. The convergence of , to the analytical solution is also proved. Results obtained by the proposed method imply that it can be considered as a simple and accurate method for solving such differential-difference problems.
Picone-type inequalities for nonlinear elliptic equations and their applications
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Takaŝi Kusano
2001-01-01
Full Text Available Picone-type inequalities are derived for nonlinear elliptic equations, and Sturmian comparison theorems are established as applications. Oscillation theorems for forced super-linear elliptic equations and superlinear-sublinear elliptic equations are also obtained.
Symmetry reduction for nonlinear wave equations in Riemannian and pseudo-Riemannian spaces
International Nuclear Information System (INIS)
Grundland, A.M.; Harnad, J.; Winternitz, P.
1984-01-01
The authors show how group theory can be systematically employed to reduce nonlinear partial differential equations in n independent variables to partial differential equations in fewer variables and in particular, to ordinary differential equations. (Auth.)
The presentation of explicit analytical solutions of a class of nonlinear evolution equations
International Nuclear Information System (INIS)
Feng Jinshun; Guo Mingpu; Yuan Deyou
2009-01-01
In this paper, we introduce a function set Ω m . There is a conjecture that an arbitrary explicit travelling-wave analytical solution of a real constant coefficient nonlinear evolution equation is necessarily a linear (or nonlinear) combination of the product of some elements in Ω m . A widespread applicable approach for solving a class of nonlinear evolution equations is established. The new analytical solutions to two kinds of nonlinear evolution equations are described with the aid of the guess.
Liu, Ping; Shi, Junping
2018-01-01
The bifurcation of non-trivial steady state solutions of a scalar reaction-diffusion equation with nonlinear boundary conditions is considered using several new abstract bifurcation theorems. The existence and stability of positive steady state solutions are proved using a unified approach. The general results are applied to a Laplace equation with nonlinear boundary condition and bistable nonlinearity, and an elliptic equation with superlinear nonlinearity and sublinear boundary conditions.
Superposition of elliptic functions as solutions for a large number of nonlinear equations
International Nuclear Information System (INIS)
Khare, Avinash; Saxena, Avadh
2014-01-01
For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ 4 , the discrete MKdV as well as for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn 2 (x, m), it also admits solutions in terms of dn 2 (x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations
Moment equation approach to neoclassical transport theory
International Nuclear Information System (INIS)
Hirshman, S.P.
1978-01-01
The neoclassical cross-field fluxes for a toroidally confined, axisymmetric plasma are calculated in terms of the thermodynamic forces from the fluid continuity and momentum balance equations. This macroscopic formulation of neoclassical transport theory unifies the numerous complex expressions for the transport coefficients, previously obtained by solving the Fokker--Planck equation, and elucidates their physical basis. In the large aspect ratio limit, the continuous transition in the scaling of the diffusion coefficient throughout various collisionality regimes is shown to depend on the ratio of parallel viscosity coefficients of the plasma species. Comparison of the present results with the kinetic theory expressions for the neoclassical fluxes determines the parallel viscosity coefficients for a multispecies plasma in the long-mean-free-path regime
Generalized multiscale finite element methods. nonlinear elliptic equations
Efendiev, Yalchin R.; Galvis, Juan; Li, Guanglian; Presho, Michael
2013-01-01
In this paper we use the Generalized Multiscale Finite Element Method (GMsFEM) framework, introduced in [26], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing the equation so that coarse-grid quantities of previous solution iterates can be regarded as auxiliary parameters within the problem formulation. With this convention, we systematically construct respective coarse solution spaces that lend themselves to either continuous Galerkin (CG) or discontinuous Galerkin (DG) global formulations. Here, we use Symmetric Interior Penalty Discontinuous Galerkin approach. Both methods yield a predictable error decline that depends on the respective coarse space dimension, and we illustrate the effectiveness of the CG and DG formulations by offering a variety of numerical examples. © 2014 Global-Science Press.
Nonlinear Schroedinger equation with U(p,q) isotopical group
International Nuclear Information System (INIS)
Makhankov, V.G.; Pashaev, O.K.
1981-01-01
The properties of the nonlinear Schroedinger equation (NLS) with U(1,1) isogroup are considered in detail. This example illustrates the essential difference between the system and the well-known ''vector'' NLS, i.e. the large set of allowed boundary conditions on the fields that leads to a rich set of solutions of the system. Four types of boundary conditions and related soliton solutions are considered. The Bohr-Sommerfeld quantization allows to interpret them in terms of ''drops'' and ''bubbles'' as bound states of a large number of constituent bosons subject to the thermodynamical relations for gas mixtures. The U(1,1) system under the vanishing boundary conditions may be considered as continuous analog of the Hubbard model and therefore the paper is concluded by studying the inverse scattering equations for this case [ru
Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations
International Nuclear Information System (INIS)
Khan, Junaid Ali; Raja, Muhammad Asif Zahoor; Qureshi, Ijaz Mansoor
2011-01-01
We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed. (general)
Nonlinear wave equation with intrinsic wave particle dualism
International Nuclear Information System (INIS)
Klein, J.J.
1976-01-01
A nonlinear wave equation derived from the sine-Gordon equation is shown to possess a variety of solutions, the most interesting of which is a solution that describes a wave packet travelling with velocity usub(e) modulating a carrier wave travelling with velocity usub(c). The envelop and carrier wave speeds agree precisely with the group and phase velocities found by de Broglie for matter waves. No spreading is exhibited by the soliton, so that it behaves exactly like a particle in classical mechanics. Moreover, the classically computed energy E of the disturbance turns out to be exactly equal to the frequency ω of the carrier wave, so that the Planck relation is automatically satisfied without postulating a particle-wave dualism. (author)
A procedure to construct exact solutions of nonlinear fractional differential equations.
Güner, Özkan; Cevikel, Adem C
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.
International Nuclear Information System (INIS)
Zhang Zaiyun; Liu Zhenhai; Miao Xiujin; Chen Yuezhong
2011-01-01
In this Letter, we investigate the perturbed nonlinear Schroedinger's equation (NLSE) with Kerr law nonlinearity. All explicit expressions of the bounded traveling wave solutions for the equation are obtained by using the bifurcation method and qualitative theory of dynamical systems. These solutions contain bell-shaped solitary wave solutions, kink-shaped solitary wave solutions and Jacobi elliptic function periodic solutions. Moreover, we point out the region which these periodic wave solutions lie in. We present the relation between the bounded traveling wave solution and the energy level h. We find that these periodic wave solutions tend to the corresponding solitary wave solutions as h increases or decreases. Finally, for some special selections of the energy level h, it is shown that the exact periodic solutions evolute into solitary wave solution.
Singular solitons and other solutions to a couple of nonlinear wave equations
International Nuclear Information System (INIS)
Inc Mustafa; Ulutaş Esma; Biswas Anjan
2013-01-01
This paper addresses the extended (G'/G)-expansion method and applies it to a couple of nonlinear wave equations. These equations are modified the Benjamin—Bona—Mahoney equation and the Boussinesq equation. This extended method reveals several solutions to these equations. Additionally, the singular soliton solutions are revealed, for these two equations, with the aid of the ansatz method
International Nuclear Information System (INIS)
Zhang Huiqun
2009-01-01
By using some exact solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct the exact complex solutions for nonlinear partial differential equations. The method is implemented for the NLS equation, a new Hamiltonian amplitude equation, the coupled Schrodinger-KdV equations and the Hirota-Maccari equations. New exact complex solutions are obtained.
An accurate nonlinear Monte Carlo collision operator
International Nuclear Information System (INIS)
Wang, W.X.; Okamoto, M.; Nakajima, N.; Murakami, S.
1995-03-01
A three dimensional nonlinear Monte Carlo collision model is developed based on Coulomb binary collisions with the emphasis both on the accuracy and implementation efficiency. The operator of simple form fulfills particle number, momentum and energy conservation laws, and is equivalent to exact Fokker-Planck operator by correctly reproducing the friction coefficient and diffusion tensor, in addition, can effectively assure small-angle collisions with a binary scattering angle distributed in a limited range near zero. Two highly vectorizable algorithms are designed for its fast implementation. Various test simulations regarding relaxation processes, electrical conductivity, etc. are carried out in velocity space. The test results, which is in good agreement with theory, and timing results on vector computers show that it is practically applicable. The operator may be used for accurately simulating collisional transport problems in magnetized and unmagnetized plasmas. (author)
International Nuclear Information System (INIS)
Yao Ruo-Xia; Wang Wei; Chen Ting-Hua
2014-01-01
Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper. (general)
Hidden physics models: Machine learning of nonlinear partial differential equations
Raissi, Maziar; Karniadakis, George Em
2018-03-01
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.