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Sample records for nonlinear fokker-planck equations

  1. Multi-diffusive nonlinear Fokker-Planck equation

    Science.gov (United States)

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

    2017-02-01

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

  2. An Efficient Numerical Approach for Nonlinear Fokker-Planck equations

    Science.gov (United States)

    Otten, Dustin; Vedula, Prakash

    2009-03-01

    Fokker-Planck equations which are nonlinear with respect to their probability densities that occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, classical fermions and bosons can be challenging to solve numerically. To address some underlying challenges in obtaining numerical solutions, we propose a quadrature based moment method for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations. In this approach the distribution function is represented as a collection of Dirac delta functions with corresponding quadrature weights and locations, that are in turn determined from constraints based on evolution of generalized moments. Properties of the distribution function can be obtained by solution of transport equations for quadrature weights and locations. We will apply this computational approach to study a wide range of problems, including the Desai-Zwanzig Model (for nonlinear muscular contraction) and multivariate nonlinear Fokker-Planck equations describing classical fermions and bosons, and will also demonstrate good agreement with results obtained from Monte Carlo and other standard numerical methods.

  3. Nonlinear Fokker-Planck Equation in the Model of Asset Returns

    Directory of Open Access Journals (Sweden)

    Alexander Shapovalov

    2008-04-01

    Full Text Available The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For special cases of such a Fokker-Planck equation we describe a construction of exact solution of the Cauchy problem. In the general case, we construct the leading term of the Cauchy problem solution asymptotic in a formal small parameter in semiclassical approximation following the complex WKB-Maslov method in the class of trajectory concentrated functions.

  4. A quadrature based method of moments for nonlinear Fokker-Planck equations

    Science.gov (United States)

    Otten, Dustin L.; Vedula, Prakash

    2011-09-01

    Fokker-Planck equations which are nonlinear with respect to their probability densities and occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, fermions and bosons can be challenging to solve numerically. To address some underlying challenges, we propose the application of the direct quadrature based method of moments (DQMOM) for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations (NLFPEs). In DQMOM, probability density (or other distribution) functions are represented using a finite collection of Dirac delta functions, characterized by quadrature weights and locations (or abscissas) that are determined based on constraints due to evolution of generalized moments. Three particular examples of nonlinear Fokker-Planck equations considered in this paper include descriptions of: (i) the Shimizu-Yamada model, (ii) the Desai-Zwanzig model (both of which have been developed as models of muscular contraction) and (iii) fermions and bosons. Results based on DQMOM, for the transient and stationary solutions of the nonlinear Fokker-Planck equations, have been found to be in good agreement with other available analytical and numerical approaches. It is also shown that approximate reconstruction of the underlying probability density function from moments obtained from DQMOM can be satisfactorily achieved using a maximum entropy method.

  5. Symmetries of the One-Dimensional Fokker-Planck-Kolmogorov Equation with a Nonlocal Quadratic Nonlinearity

    Science.gov (United States)

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

    2017-06-01

    The one-dimensional Fokker-Planck-Kolmogorov equation with a special type of nonlocal quadratic nonlinearity is represented as a consistent system of differential equations, including a dynamical system describing the evolution of the moments of the unknown function. Lie symmetries are found for the consistent system using methods of classical group analysis. An example of an invariant-group solution obtained with an additional integral constraint imposed on the system is considered.

  6. Generalized Keller-Segel models of chemotaxis. Analogy with nonlinear mean field Fokker-Planck equations

    CERN Document Server

    Chavanis, Pierre-Henri

    2008-01-01

    We consider a generalized class of Keller-Segel models describing the chemotaxis of biological populations (bacteria, amoebae, endothelial cells, social insects,...). We show the analogy with nonlinear mean field Fokker-Planck equations and generalized thermodynamics. As an illustration, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). We also discuss the analogy between biological populations described by the Keller-Segel model and self-gravitating Brownian particles described by the Smoluchowski-Poisson system.

  7. How accurate are the nonlinear chemical Fokker-Planck and chemical Langevin equations?

    Science.gov (United States)

    Grima, Ramon; Thomas, Philipp; Straube, Arthur V

    2011-08-28

    The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order Ω(-3∕2) for reaction systems which do not obey detailed balance and at least accurate to order Ω(-2) for systems obeying detailed balance, where Ω is the characteristic size of the system. Hence, the chemical Fokker-Planck equation turns out to be more accurate than the linear-noise approximation of the chemical master equation (the linear Fokker-Planck equation) which leads to mean concentration estimates accurate to order Ω(-1∕2) and variance estimates accurate to order Ω(-3∕2). This higher accuracy is particularly conspicuous for chemical systems realized in small volumes such as biochemical reactions inside cells. A formula is also obtained for the approximate size of the relative errors in the concentration and variance predictions of the chemical Fokker-Planck equation, where the relative error is defined as the difference between the predictions of the chemical Fokker-Planck equation and the master equation divided by the prediction of the master equation. For dimerization and enzyme-catalyzed reactions, the errors are typically less than few percent even when the steady-state is characterized by merely few tens of molecules.

  8. Fokker-Planck-Kolmogorov equations

    CERN Document Server

    Bogachev, Vladimir I; Röckner, Michael; Shaposhnikov, Stanislav V

    2015-01-01

    This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.

  9. The closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for nonlinear systems

    Science.gov (United States)

    Chen, Lincong; Sun, Jian-Qiao

    2016-12-01

    In this paper, we propose a new method to obtain the closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for single degree of freedom nonlinear systems under external and parametric Gaussian white noise excitations. The assumed stationary probability density function consists of an exponential polynomial with a logarithmic term to account for parametric excitations. The undetermined coefficients in the assumed solution are computed with the help of an iterative method of weighted residue. We have found that the iterative process generates a sequence of solutions that converge to the exact solutions if they exist. Three examples with known exact steady-state probability density functions are used to demonstrate the convergence of the proposed method.

  10. Analysis of linear and nonlinear conductivity of plasma-like systems on the basis of the Fokker-Planck equation

    CERN Document Server

    Trigger, S A; van Heijst, G J F; Litinski, D

    2014-01-01

    The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular chains, lattices, conducting polymers and semiconductor layers. Exploring the role of noise we introduce the generalized Fokker-Planck equation. Second, one-dimensional models are considered on the basis of the Fokker-Planck equation with active and passive velocity-dependent friction including an external electrical field. On this basis it is possible to find the linear and nonlinear conductivities for electrons and other charged particles in a homogeneous external field. It is shown that the velocity dependence of the friction coefficient can lead to an essential increase of the electron average velocity and the corresponding conductivity in comparison with the usual model of constant friction, which is described by the Drude-type conductivity. Applications including novel ...

  11. Analysis of linear and nonlinear conductivity of plasma-like systems on the basis of the Fokker-Planck equation

    Energy Technology Data Exchange (ETDEWEB)

    Trigger, S. A., E-mail: satron@mail.ru [Joint Institute for High Temperatures, Russian Academy of Sciences, 13/19, Izhorskaia Str., Moscow 125412 (Russian Federation); Institut für Physik, Humboldt-Universität zu Berlin, Newtonstraße 15, D-12489 Berlin (Germany); Eindhoven University of Technology, P.O. Box 513, MB 5600 Eindhoven (Netherlands); Ebeling, W. [Institut für Physik, Humboldt-Universität zu Berlin, Newtonstraße 15, D-12489 Berlin (Germany); Heijst, G. J. F. van; Litinski, D. [Eindhoven University of Technology, P.O. Box 513, MB 5600 Eindhoven (Netherlands)

    2015-04-15

    The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular chains, lattices, conducting polymers, and semiconductor layers. Exploring the role of noise we introduce the generalized Fokker-Planck equation. Second, one-dimensional models are considered on the basis of the Fokker-Planck equation with active and passive velocity-dependent friction including an external electrical field. On this basis, it is possible to find the linear and nonlinear conductivities for electrons and other charged particles in a homogeneous external field. It is shown that the velocity dependence of the friction coefficient can lead to an essential increase of the electron average velocity and the corresponding conductivity in comparison with the usual model of constant friction, which is described by the Drude-type conductivity. Applications including novel forms of controlled charge transfer and non-Ohmic conductance are discussed.

  12. Fokker-Planck Equation and Thermodynamic System Analysis

    Directory of Open Access Journals (Sweden)

    Umberto Lucia

    2015-02-01

    Full Text Available The non-linear Fokker-Planck equation or Kolmogorov forward equation is currently successfully applied for deep analysis of irreversibility and it gives an excellent approximation near the free energy minimum, just as Boltzmann’s definition of entropy follows from finding the maximum entropy state. A connection to Fokker-Planck dynamics and the free energy functional is presented and discussed—this approach has been particularly successful to deal with metastability. We focus our attention on investigating and discussing the fundamental role of dissipation analysis in metastable systems. The major novelty of our approach is that the obtained results enable us to reveal an appealing, and previously unexplored relationship between Fokker-Planck equation and the associated free energy functional. Namely, we point out that the dynamics may be regarded as a gradient flux, or a steepest descent, for the free energy.

  13. Invariants of Fokker-Planck equations

    CERN Document Server

    Abe, Sumiyoshi

    2016-01-01

    A weak invariant of a stochastic system is defined in such a way that its expectation value with respect to the distribution function as a solution of the associated Fokker-Planck equation is constant in time. A general formula is given for time evolution of fluctuations of the invariants. An application to the problem of share price in finance is illustrated. It is shown how this theory makes it possible to reduce the growth rate of the fluctuations.

  14. NORSE: A solver for the relativistic non-linear Fokker-Planck equation for electrons in a homogeneous plasma

    Science.gov (United States)

    Stahl, A.; Landreman, M.; Embréus, O.; Fülöp, T.

    2017-03-01

    Energetic electrons are of interest in many types of plasmas, however previous modeling of their properties has been restricted to the use of linear Fokker-Planck collision operators or non-relativistic formulations. Here, we describe a fully non-linear kinetic-equation solver, capable of handling large electric-field strengths (compared to the Dreicer field) and relativistic temperatures. This tool allows modeling of the momentum-space dynamics of the electrons in cases where strong departures from Maxwellian distributions may arise. As an example, we consider electron runaway in magnetic-confinement fusion plasmas and describe a transition to electron slide-away at field strengths significantly lower than previously predicted.

  15. NORSE: A solver for the relativistic non-linear Fokker-Planck equation for electrons in a homogeneous plasma

    CERN Document Server

    Stahl, A; Embréus, O; Fülöp, T

    2016-01-01

    Energetic electrons are of interest in many types of plasmas, however previous modelling of their properties have been restricted to the use of linear Fokker-Planck collision operators or non-relativistic formulations. Here, we describe a fully non-linear kinetic-equation solver, capable of handling large electric-field strengths (compared to the Dreicer field) and relativistic temperatures. This tool allows modelling of the momentum-space dynamics of the electrons in cases where strong departures from Maxwellian distributions may arise. As an example, we consider electron runaway in magnetic-confinement fusion plasmas and describe a transition to electron slide-away at field strengths significantly lower than previously predicted.

  16. Generalized Stochastic Fokker-Planck Equations

    Directory of Open Access Journals (Sweden)

    Pierre-Henri Chavanis

    2015-05-01

    Full Text Available We consider a system of Brownian particles with long-range interactions. We go beyond the mean field approximation and take fluctuations into account. We introduce a new class of stochastic Fokker-Planck equations associated with a generalized thermodynamical formalism. Generalized thermodynamics arises in the case of complex systems experiencing small-scale constraints. In the limit of short-range interactions, we obtain a generalized class of stochastic Cahn-Hilliard equations. Our formalism has application for several systems of physical interest including self-gravitating Brownian particles, colloid particles at a fluid interface, superconductors of type II, nucleation, the chemotaxis of bacterial populations, and two-dimensional turbulence. We also introduce a new type of generalized entropy taking into account anomalous diffusion and exclusion or inclusion constraints.

  17. Linear analysis of the momentum cooling Fokker-Planck equation

    Energy Technology Data Exchange (ETDEWEB)

    Rosenzweig, J.B.

    1989-05-04

    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.

  18. Analytical Solution of the Time Fractional Fokker-Planck Equation

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    Sutradhar T.

    2014-05-01

    Full Text Available A nonperturbative approximate analytic solution is derived for the time fractional Fokker-Planck (F-P equation by using Adomian’s Decomposition Method (ADM. The solution is expressed in terms of Mittag- Leffler function. The present method performs extremely well in terms of accuracy, efficiency and simplicity.

  19. Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities

    Science.gov (United States)

    Che, Rui; Huang, Wen; Li, Yao; Tetali, Prasad

    2016-08-01

    In 2012, Chow, Huang, Li and Zhou [7] proposed the Fokker-Planck equations for the free energy on a finite graph, in which they showed that the corresponding Fokker-Planck equation is a nonlinear ODE defined on a Riemannian manifold of probability distributions. Different choices for inner products result in different Fokker-Planck equations. The unique global equilibrium of each equation is a Gibbs distribution. In this paper we proved that the exponential rate of convergence towards the global equilibrium of these Fokker-Planck equations. The rate is measured by both the decay of the L2 norm and that of the (relative) entropy. With the convergence result, we also prove two Talagrand-type inequalities relating relative entropy and Wasserstein metric, based on two different metrics introduced in [7]. The first one is a local inequality, while the second is a global inequality with respect to the "lower bound metric" from [7].

  20. Exact solutions of the Fokker-Planck equation from an nth order supersymmetric quantum mechanics approach

    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.

  1. State-space-split method for some generalized Fokker-Planck-Kolmogorov equations in high dimensions.

    Science.gov (United States)

    Er, Guo-Kang; Iu, Vai Pan

    2012-06-01

    The state-space-split method for solving the Fokker-Planck-Kolmogorov equations in high dimensions is extended to solving the generalized Fokker-Planck-Kolmogorov equations in high dimensions for stochastic dynamical systems with a polynomial type of nonlinearity and excited by Poissonian white noise. The probabilistic solution of the motion of the stretched Euler-Bernoulli beam with cubic nonlinearity and excited by uniformly distributed Poissonian white noise is analyzed with the presented solution procedure. The numerical analysis shows that the results obtained with the state-space-split method together with the exponential polynomial closure method are close to those obtained with the Monte Carlo simulation when the relative value of the basic system relaxation time and the mean arrival time of the Poissonian impulse is in some limited range.

  2. Improved Fokker-Planck Equation for Resonance Line Scattering

    CERN Document Server

    Rybicki, G B

    2006-01-01

    A new Fokker-Planck equation is developed for treating resonance line scattering, especially relevant to the treatment of Lyman alpha in the early universe. It is a "corrected" form of the equation of Rybicki & Dell'Antonio that now obeys detailed balance, so that the approach to thermal equilibrium is properly described. The new equation takes into account the energy changes due to scattering off moving particles, the recoil term of Basko, and stimulated scattering. One result is a surprising unification of the equation for resonance line scattering and the Kompaneets equation. An improved energy exchange formula due to resonance line scattering is derived. This formula is compared to previous formulas of Madau, Meikson, & Rees (1997) and Chen & Miralda-Escud\\'e (2004).

  3. Fokker-Planck approach to stochastic delay differential equations

    Science.gov (United States)

    Guillouzic, Steve

    2001-10-01

    Models written in terms of stochastic delay differential equations (SDDE's) have recently appeared in a number of fields, such as physiology, optics, and climatology. Unfortunately, the development of a Fokker-Planck approach for these equations is being hampered by their non-Markovian nature. In this thesis, an exact Fokker- Planck equation (FPE) is formulated for univariate SDDE's involving Gaussian white noise. Although this FPE is not self-sufficient, it is found to be helpful in at least two different contexts: with a short delay approximation and under an appropriate separation of time scales. In the short delay approximation, a Taylor expansion is applied to an SDDE with nondelayed diffusion and yields a nondelayed stochastic differential equation. The aforementioned FPE then allows the derivation of an alternate and complementary approximation of the original SDDE. This method is illustrated with linear and logistic SDDE's. Under the separation of time scales assumption, the FPE of a bistable system is reduced to a form that is uniquely determined by the steady-state probability density when the diffusion term of the SDDE is nondelayed. In the context of an overdamped particle with delayed coupling to a symmetrical and stochastically driven potential, the resulting FPE is used with standard techniques to express the transition rate between wells in terms of the noise amplitude and of the steady-state probability density. The same is also accomplished for the mean first passage time from one point to another. This whole approach is then applied to the case of a quartic potential, for which all realisations eventually stabilise on an oscillatory trajectory with an ever increasing amplitude. Although this latter phenomenon prevents the existence of a steady-state limit, a pseudo- steady-state probability density can be defined and used instead of the non-existent steady-state one when the transition rate to these unbounded oscillatory trajectories is

  4. Adjoint Fokker-Planck equation and runaway electron dynamics

    CERN Document Server

    Liu, Chang; Boozer, Allen H; Bhattacharjee, Amitava

    2016-01-01

    A new method to obtain the runaway probability and the expected slowing-down time for runaway electrons is developed, by solving the adjoint Fokker-Planck equation in momentum space. The runaway probability function has a smooth transition at the runaway separatrix, which can be attributed to the effect of the pitch angle scattering term in the kinetic equation. The expected slowing-down time gives a new way to estimate the runaway current decay time in experiments. The result shows that the decay rate of high energy electron is very slow when E is close to the critical electric field, which helps elucidate the hysteresis effect seen in the runaway electron population. Given the same numerical accuracy, the new method is more efficient than the Monte Carlo simulation.

  5. Numerical analysis of the Fokker-Planck equation with adiabatic focusing: Realistic pitch-angle scattering

    Science.gov (United States)

    Lasuik, J.; Fiege, J. D.; Shalchi, A.

    2017-01-01

    We solve the focused transport equation of cosmic rays numerically to investigate non-isotropic models of the pitch-angle scattering coefficient. In previous work, the Fokker-Planck equation was solved either analytically by using approximations, or by using a numerical approach together with simple models for the pitch-angle scattering coefficient. It is the purpose of the current article so compute particle distribution functions as well as the parallel diffusion coefficient by solving numerically the focused transport equation for a more realistic Fokker-Planck coefficient of pitch-angle scattering. Our analytical form for the scattering parameter is based on non-linear diffusion theory that takes into account realistic scattering at pitch-angles close to 90 ° . This general form contains the isotropic form as well as the quasi-linear limit as special cases. We show that the ratio of the diffusion coefficients with and without focusing sensitively depends on the ratio of the turbulent magnetic field and the mean field. The assumed form of the pitch-angle Fokker-Planck coefficient has an influence on the parallel diffusion coefficient. In all considered cases we found a reduction of the ratio of the diffusion coefficients if the ratio of magnetic fields is reduced.

  6. Numerical solution of the Fokker--Planck equations for a multi-species plasma

    Energy Technology Data Exchange (ETDEWEB)

    Killeen, J.; Mirin, A.A.

    1977-03-11

    Two numerical models used for studying collisional multispecies plasmas are described. The mathematical model is the Boltzmann kinetic equation with Fokker-Planck collision terms. A one-dimensional code and a two-dimensional code, used for the solution of the time-dependent Fokker-Planck equations for ion and electron distribution functions in velocity space, are described. The required equations and boundary conditions are derived and numerical techniques for their solution are given.

  7. An efficient iterative method for solving the Fokker-Planck equation

    Science.gov (United States)

    AL-Jawary, M. A.

    In the present paper, the new iterative method proposed by Daftardar-Gejji and Jafari (NIM or DJM) (2006) is used to solve the linear and nonlinear Fokker-Planck equations and some similar equations. In this iterative method the solution is obtained in the series form that converge to the exact solution with easily computed components. The results demonstrate that the method has many merits such as being derivative-free, overcome the difficulty arising in calculating Adomian polynomials to handle the nonlinear terms in Adomian decomposition method (ADM). It does not require to calculate Lagrange multiplier as in variational iteration method (VIM) and for solving a nonlinear case, the terms of the sequence become complex after several iterations. Thus, analytical evaluation of terms becomes very difficult or impossible in VIM. No needs to construct a homotopy and solve the corresponding algebraic equations as in homotopy perturbation method (HPM). In this work, the applications of the DJM for 1D, 2D, 3D linear and nonlinear Fokker-Planck equations are given and the results demonstrate that the presented method is very effective and reliable and does not require any restrictive assumptions for nonlinear terms and provide the analytic solutions. A symbolic manipulator Mathematica® 10.0 was used to evaluate terms in the iterative process.

  8. Gaseous microflow modeling using the Fokker-Planck equation

    Science.gov (United States)

    Singh, S. K.; Thantanapally, Chakradhar; Ansumali, Santosh

    2016-12-01

    We present a comparative study of gaseous microflow systems using the recently introduced Fokker-Planck approach and other methods such as: direct simulation Monte Carlo, lattice Boltzmann, and variational solution of Boltzmann-BGK. We show that this Fokker-Plank approach performs efficiently at intermediate values of Knudsen number, a region where direct simulation Monte Carlo becomes expensive and lattice Boltzmann becomes inaccurate. We also investigate the effectiveness of a recently proposed Fokker-Planck model in simulations of heat transfer, as a function of relevant parameters such as the Prandtl, Knudsen numbers. Furthermore, we present simulation of shock wave as a function of Mach number in transonic regime. Our results suggest that the performance of the Fokker-Planck approach is superior to that of the other methods in transition regime for rarefied gas flow and transonic regime for shock wave.

  9. Generalized Fokker-Planck Equation for the Modified Landau-Lifshitz Equation with Poisson White Noise

    Directory of Open Access Journals (Sweden)

    S.I. Denisov

    2013-10-01

    Full Text Available Using the modified stochastic Landau-Lifshitz equation driven by Poisson white noise, we derive the generalized Fokker-Planck equation for the probability density function of the nanoparticle magnetic moment. In our calculations we employ the Ito interpretation of stochastic equations and take into account the fact that the magnetic moment direction can be changed by this noise instantaneously. The analysis of the stationary solution of the generalized Fokker-Planck equation shows that the distribution of the free magnetic moment in Poisson white noise is not uniform. This feature of the stationary distribution arises from using the Ito interpretation of the stochastic Landau-Lifshitz equation.

  10. Green function of the double fractional Fokker-Planck equation: Path integral and stochastic differential equations

    OpenAIRE

    Kleinert, H.; Zatloukal, V.

    2015-01-01

    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.

  11. Fokker-Planck equation in the presence of a uniform magnetic field

    Science.gov (United States)

    Li, Ding; Dong, Chao; Zhang, Wenlu

    2016-10-01

    The Fokker-Planck equation in the presence of a uniform magnetic field is derived through the transform method. It has the same form as the case of no magnetic field but the Fokker-Planck coefficients are calculated based on a different motion equation and have different physical interpretations. Within the binary collision model, the Fokker-Planck coefficients are calculated explicitly which are free from infinite sums of Bessel functions. They can be used to investigate the effects of magnetic field on velocity slowing down, diffusion, and temperature relaxation conveniently. The kinetic equation is also manipulated into the Landau form and shown to be identical to the result obtained from the BBGKY approach when the collective effects are neglected and satisfy the conservation of particles, momentum, and energy. Supported by National Special Research Program of China For ITER and National Natural Science Foundation of China.

  12. Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    2004-01-01

    The standard Langevin equation is a first order stochastic differential equation where the driving noise term is a Brownian motion. The marginal probability density is a solution to a linear partial differential equation called the Fokker-Planck equation. If the Brownian motion is replaced by so...... to a corresponding Langevin difference equation. Similar doubt can be traced in Grigoriu's work [Stochastic Calculus(2002)].......-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...

  13. Fokker-Planck equation in the presence of a uniform magnetic field

    Energy Technology Data Exchange (ETDEWEB)

    Dong, Chao, E-mail: chaodong@iphy.ac.cn [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Department of Nuclear Engineering, Seoul National University, Seoul 151-744 (Korea, Republic of); Zhang, Wenlu [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Li, Ding, E-mail: dli@ustc.edu.cn [Center for Plasma Theory and Computation, Institute of Physics, Chinese Academy of Sciences, Beijing 100190 (China); Department of Modern Physics, University of Science and Technology of China, Anhui Hefei 230026 (China)

    2016-08-15

    The Fokker-Planck equation in the presence of a uniform magnetic field is derived which has the same form as the case of no magnetic field but with different Fokker-Planck coefficients. The coefficients are calculated explicitly within the binary collision model, which are free from infinite sums of Bessel functions. They can be used to investigate relaxation and transport phenomena conveniently. The kinetic equation is also manipulated into the Landau form from which it is straightforward to compare with previous results and prove the conservation laws.

  14. Convergence of the Vlasov-Poisson-Fokker- Planck system to the incompressible Euler equations

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    We establish the convergence of the Vlasov-Poisson-Fokker-Planck system to the incompressible Euler equations in this paper. The convergence is rigorously proved on the time interval where the smooth solution to the incompressible Euler equations exists. The proof relies on the compactness argument and the so-called relative-entropy method.

  15. Invariance principle and model reduction for the Fokker-Planck equation

    Science.gov (United States)

    Karlin, I. V.

    2016-11-01

    The principle of dynamic invariance is applied to obtain closed moment equations from the Fokker-Planck kinetic equation. The analysis is carried out to explicit formulae for computation of the lowest eigenvalue and of the corresponding eigenfunction for arbitrary potentials. This article is part of the themed issue 'Multiscale modelling at the physics-chemistry-biology interface'.

  16. Fokker-Planck Type Equations with Sobolev Diffusion Coefficients and BV Drift Coefficients

    Institute of Scientific and Technical Information of China (English)

    De Jun LUO

    2013-01-01

    Combining Le Bris and Lions' arguments with Ambrosio's commutator estimate for BV vector fields,we prove in this paper the existence and uniqueness of solutions to the Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients.

  17. Exact solutions of the Fokker-Planck equation for the Malthus-Verhulst model

    Science.gov (United States)

    Brey, J. J.; Aizpuru, C.; Morillo, M.

    1987-04-01

    A class of particular solutions of the Fokker-Planck equation associated with the Malthus-Verhulst model is obtained. These time-dependent solutions are exact and allow us to study the evolution of both the distribution function and the moments. A careful analysis is carried out for the two simplest cases, showing the different possible types of relaxation.

  18. Fokker-Planck equation resolution for N variables. Application examples; Aplicaciones del programa CHAPKOL para la resolucion de ecuaciones Fokker-Planck en N variables

    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.

  19. Analytical Solution of Space-Time Fractional Fokker-Planck Equation by Homotopy Perturbation Sumudu Transform Method

    Directory of Open Access Journals (Sweden)

    Ravi Shanker Dubey

    2015-01-01

    Full Text Available An efficient approach based on homotopy perturbation method by using Sumudu transform is proposed to solve some linear and nonlinear space-time fractional Fokker-Planck equations (FPEs in closed form. The space and time fractional derivatives are considered in Caputo sense. The homotopy perturbation Sumudu transform method (HPSTM is a combined form of Sumudu transform, homotopy perturbation method, and He’s polynomials. The nonlinear terms can be easily handled by the use of He’s polynomials. Some examples show that the HPSTM is an effective tool for solving many space time fractional partial differential equations.

  20. Generalized quantum Fokker-Planck, diffusion and Smoluchowski equations with true probability distribution functions

    CERN Document Server

    Banik, S K; Ray, D S; Banik, Suman Kumar; Bag, Bidhan Chandra; Ray, Deb Shankar

    2002-01-01

    Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum regime. In this paper a simple approach to non-Markovian theory of quantum Brownian motion using {\\it true probability distribution functions} is presented. Based on an initial coherent state representation of the bath oscillators and an equilibrium canonical distribution of the quantum mechanical mean values of their co-ordinates and momenta we derive a generalized quantum Langevin equation in $c$-numbers and show that the latter is amenable to a theoretical analysis in terms of the classical theory of non-Markovian dynamics. The corresponding Fokker-Planck, diffusion and the Smoluchowski equations are the {\\it exact} quantum analogues of their classical counterparts. The present work is {\\it independent} of path integral techniques. The theory as developed here is a natural ext...

  1. Fokker-Planck quantum master equation for mixed quantum-semiclassical dynamics.

    Science.gov (United States)

    Ding, Jin-Jin; Wang, Yao; Zhang, Hou-Dao; Xu, Rui-Xue; Zheng, Xiao; Yan, YiJing

    2017-01-14

    We revisit Caldeira-Leggett's quantum master equation representing mixed quantum-classical theory, but with limited applications. Proposed is a Fokker-Planck quantum master equation theory, with a generic bi-exponential correlation function description on semiclassical Brownian oscillators' environments. The new theory has caustic terms that bridge between the quantum description on primary systems and the semiclassical or quasi-classical description on environments. Various parametrization schemes, both analytical and numerical, for the generic bi-exponential environment bath correlation functions are proposed and scrutinized. The Fokker-Planck quantum master equation theory is of the same numerical cost as the original Caldeira-Leggett's approach but acquires a significantly broadened validity and accuracy range, as illustrated against the exact dynamics on model systems in quantum Brownian oscillators' environments, at moderately low temperatures.

  2. Closing the reduced position-space Fokker-Planck equation for shear-induced diffusion using the Physalis method

    Science.gov (United States)

    Sierakowski, Adam J.; Lukassen, Laura J.

    2016-11-01

    In the shear flow of non-Brownian particles, we describe the long-time diffusive processes stochastically using a Fokker-Planck equation. Previous work has indicated that a Fokker-Planck equation coupling the probability densities of position and velocity spaces may be appropriate for describing this phenomenon. The stochastic description, integrated over velocity space to obtain a reduced position-space Fokker-Planck equation, contains unknown space diffusion coefficients. In this work, we use the Physalis method for simulating disperse particle flows to verify the colored-noise velocity space model (an Ornstein-Uhlenbeck process) by comparing the simulated long-time diffusion rate with the diffusion rate proposed by the theory. We then use the simulated data to calculate the unknown space diffusion coefficients that appear in the reduced position-space Fokker-Planck equation and summarize the results. This study was partially supported by US NSF Grant CBET1335965.

  3. How to solve Fokker-Planck equation treating mixed eigenvalue spectrum?

    Directory of Open Access Journals (Sweden)

    M. Brics

    2013-03-01

    Full Text Available An analogy of the Fokker-Planck equation (FPE with the Schrödinger equation allows us to use quantum mechanics technique to find the analytical solution of the FPE in a number of cases. However, previous studies have been limited to the Schrodinger potential with discrete eigenvalue spectrum. Here we will show how this approach can be applied also for mixed eigenvalue spectrum with bounded and free states. We solve the FPE with boundaries located at x=±L/2 and take the limit L→∞, considering examples with constant Schrödinger potential and with Pöschl-Teller potential. An oversimplified approach has been earlier proposed by M.T. Araujo and E. Drigo Filho. A detailed investigation of the two examples shows that the correct solution, obtained in this paper, is consistent with the expected Fokker-Planck dynamics.

  4. A unified approach for the solution of the Fokker-Planck equation

    OpenAIRE

    2000-01-01

    This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is demonstrated that different implementations of the present algorithm, such as global, local, Galerkin, collocation, and finite difference, can be deduced from a single starting point. Three benchmark stochastic systems, the repulsive Wong process, the Blac...

  5. Applications of the Fokker-Planck equation in circuit quantum electrodynamics

    Science.gov (United States)

    Elliott, Matthew; Ginossar, Eran

    2016-10-01

    We study exact solutions of the steady-state behavior of several nonlinear open quantum systems which can be applied to the field of circuit quantum electrodynamics. Using Fokker-Planck equations in the generalized P representation, we investigate the analytical solutions of two fundamental models. First, we solve for the steady-state response of a linear cavity that is coupled to an approximate transmon qubit and use this solution to study both the weak and strong driving regimes, using analytical expressions for the moments of both cavity and transmon fields, along with the Husimi Q function for the transmon. Second, we revist exact solutions of a quantum Duffing oscillator, which is driven both coherently and parametrically while also experiencing decoherence by the loss of single photons and pairs of photons. We use this solution to discuss both stabilization of Schrödinger cat states and the generation of squeezed states in parametric amplifiers, in addition to studying the Q functions of the different phases of the quantum system. The field of superconducting circuits, with its strong nonlinearities and couplings, has provided access to parameter regimes in which returning to these exact quantum optics methods can provide valuable insights.

  6. 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.

  7. Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations.

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    Sorokin, M. V.; Dubinko, V. I.; Borodin, V. A.

    2017-01-01

    The nucleation of islands in a supersaturated solution of surface adatoms is considered taking into account the possibility of diffusion profile formation in the island vicinity. It is shown that the treatment of diffusion-controlled cluster growth in terms of the Fokker-Planck equation is justified only provided certain restrictions are satisfied. First of all, the standard requirement that diffusion profiles of adatoms quickly adjust themselves to the actual island sizes (adiabatic principle) can be realized only for sufficiently high island concentration. The adiabatic principle is essential for the probabilities of adatom attachment to and detachment from island edges to be independent of the adatom diffusion profile establishment kinetics, justifying the island nucleation treatment as the Markovian stochastic process. Second, it is shown that the commonly used definition of the "diffusion" coefficient in the Fokker-Planck equation in terms of adatom attachment and detachment rates is justified only provided the attachment and detachment are statistically independent, which is generally not the case for the diffusion-limited growth of islands. We suggest a particular way to define the attachment and detachment rates that allows us to satisfy this requirement as well. When applied to the problem of surface island nucleation, our treatment predicts the steady-state nucleation barrier, which coincides with the conventional thermodynamic expression, even though no thermodynamic equilibrium is assumed and the adatom diffusion is treated explicitly. The effect of adatom diffusional profiles on the nucleation rate preexponential factor is also discussed. Monte Carlo simulation is employed to analyze the applicability domain of the Fokker-Planck equation and the diffusion effect beyond it. It is demonstrated that a diffusional cloud is slowing down the nucleation process for a given monomer interaction with the nucleus edge.

  9. From Chemical Langevin Equations to Fokker-Planck Equation: Application of Hodge Decomposition and Klein-Kramers Equation

    Institute of Scientific and Technical Information of China (English)

    MU Wei-Hua; OU-YANG Zhong-Can; Li Xiao-Qing

    2011-01-01

    The stochastic systems without detailed balance are common in various chemical reaction systems, such as metabolic network systems. In studies of these systems, the concept of potential landscape is useful. However, what are the sufficient and necessary conditions of the existence of the potential function is still an open problem. Use Hodge decomposition theorem in differential form theory, we focus on the general chemical Langevin equations, which reflect complex chemical reaction systems. We analysis the conditions for the existence of potential landscape of the systems.By mapping the stochastic differential equations to a Hamiltonian mechanical system, we obtain the Fokker-Planck equation of the chemical reaction systems. The obtained Fokker-Planck equation can be used in further studies of other steady properties of complex chemical reaction systems, such as their steady state entropies.

  10. Robust identification of harmonic oscillator parameters using the adjoint Fokker-Planck equation

    Science.gov (United States)

    Boujo, E.; Noiray, N.

    2017-04-01

    We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties are postulated, guided by physical understanding of the oscillatory phenomena. The temporal dynamics and the probability density function of the oscillation amplitude are described by a Langevin equation and its associated Fokker-Planck equation, respectively. One method consists in fitting the postulated analytical drift and diffusion coefficients with their estimated values, obtained from data processing by taking the short-time limit of the first two transition moments. However, this limit estimation loses robustness in some situations-for instance when the data are band-pass filtered to isolate the spectral contents of the oscillatory phenomena of interest. In this paper, we use a robust alternative where the adjoint Fokker-Planck equation is solved to compute Kramers-Moyal coefficients exactly, and an iterative optimization yields the parameters that best fit the observed statistics simultaneously in a wide range of amplitudes and time scales. The method is illustrated with a stochastic Van der Pol oscillator serving as a prototypical model of thermoacoustic instabilities in practical combustors, where system identification is highly relevant to control.

  11. Fokker-Planck-Rosenbluth-Type Equations for Self-gravitating Systems in 1PN Approximation

    CERN Document Server

    Ramos-Caro, Javier

    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 G. Chacon-Acosta and G. Kremer (Phys. Rev. E 76, 021201, 2007). 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 (Astron. Astrophys. 54, 1110-...

  12. Solution of the Boltzmann-Fokker-Planck transport equation using exponential nodal schemes; Solucion de la ecuacion de transporte de Boltzmann-Fokker-Planck usando esquemas nodales exponenciales

    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)

  13. Numerical Resolution of N-dimensional Fokker-Planck stochastic equations; Resolucion Numerica de Ecuaciones Estocasticas de tipo Fokker-Planck en Varias Dimensiones

    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.

  14. Perturbative expansion of irreversible work in Fokker-Planck equation à la quantum mechanics

    Science.gov (United States)

    Koide, T.

    2017-08-01

    We discuss the systematic expansion of the solution of the Fokker-Planck equation with the help of the eigenfunctions of the time-dependent Fokker-Planck operator. The expansion parameter is the time derivative of the external parameter which controls the form of an external potential. Our expansion corresponds to the perturbative calculation of the adiabatic motion in quantum mechanics. With this method, we derive a new formula to calculate the irreversible work order by order, which is expressed as the expectation value with a pseudo density matrix. Applying this method to the case of the harmonic potential, we show that the first order term of the expansion gives the exact result. Because we do not need to solve the coupled differential equations of moments, our method simplifies the calculations of various functions such as the fluctuation of the irreversible work per unit time. We further investigate the exact optimized protocol to minimize the irreversible work by calculating its variation with respect to the control parameter itself.

  15. Stability analysis of implicit time discretizations for the Compton-scattering Fokker-Planck equation

    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.

  16. A Fokker-Planck Model of the Boltzmann Equation with Correct Prandtl Number for Polyatomic Gases

    Science.gov (United States)

    Mathiaud, J.; Mieussens, L.

    2017-09-01

    We propose an extension of the Fokker-Planck model of the Boltzmann equation to get a correct Prandtl number in the Compressible Navier-Stokes asymptotics for polyatomic gases. This is obtained by replacing the diffusion coefficient (which is the equilibrium temperature) by a non diagonal temperature tensor, like the Ellipsoidal-Statistical model is obtained from the Bathnagar-Gross-Krook model of the Boltzmann equation, and by adding a diffusion term for the internal energy. Our model is proved to satisfy the properties of conservation and a H-theorem. A Chapman-Enskog analysis shows how to compute the transport coefficients of our model. Some numerical tests are performed to illustrate that a correct Prandtl number can be obtained.

  17. A Fokker-Planck Model of the Boltzmann Equation with Correct Prandtl Number for Polyatomic Gases

    Science.gov (United States)

    Mathiaud, J.; Mieussens, L.

    2017-07-01

    We propose an extension of the Fokker-Planck model of the Boltzmann equation to get a correct Prandtl number in the Compressible Navier-Stokes asymptotics for polyatomic gases. This is obtained by replacing the diffusion coefficient (which is the equilibrium temperature) by a non diagonal temperature tensor, like the Ellipsoidal-Statistical model is obtained from the Bathnagar-Gross-Krook model of the Boltzmann equation, and by adding a diffusion term for the internal energy. Our model is proved to satisfy the properties of conservation and a H-theorem. A Chapman-Enskog analysis shows how to compute the transport coefficients of our model. Some numerical tests are performed to illustrate that a correct Prandtl number can be obtained.

  18. Application of He's homotopy perturbation method for solving fractional Fokker-Planck equations

    Energy Technology Data Exchange (ETDEWEB)

    Mousa, Mohamed M. [Dept. of Basic Science, Benha Higher Inst. of Tech., Benha Univ. (Egypt); Dept. of Mechanics, al-Farabi Kazakh National Univ., Almaty (Kazakhstan); Kaltayev, Aidarkhan [Dept. of Mechanics, al-Farabi Kazakh National Univ., Almaty (Kazakhstan)

    2009-12-15

    The fractional Fokker-Planck equation (FFPE) has been used in many physical transport problems which take place under the influence of an external force field and other important applications in various areas of engineering and physics. In this paper, by means of the homotopy perturbation method (HPM), exact and approximate solutions are obtained for two classes of the FFPE initial value problems. The method gives an analytic solution in the form of a convergent series with easily computed components. The obtained results show that the HPM is easy to implement, accurate and reliable for solving FFPEs. The method introduces a promising tool for solving other types of differential equation with fractional order derivatives. (orig.)

  19. An analytical solution of the Fokker-Planck equation in the phase-locked loop transient analysis

    Science.gov (United States)

    Zhang, Weijian

    1987-01-01

    A probabilistic approach is used to obtain an analytical solution to the Fokker-Planck equation used in the transient analysis of the phase-locked loop phase error process of the first-order phase-locked loop. The solution procedure, which is based on the Girsanov transformation, is described.

  20. Low-energy expansion formula for one-dimensional Fokker-Planck and Schr\\"odinger equations with periodic potentials

    CERN Document Server

    Miyazawa, Toru

    2011-01-01

    We study the low-energy behavior of the Green function for one-dimensional Fokker-Planck and Schr\\"odinger equations with periodic potentials. We derive a formula for the power series expansion of reflection coefficients in terms of the wave number, and apply it to the low-energy expansion of the Green function.

  1. Fokker-Planck equation with linear and time dependent load forces

    Science.gov (United States)

    Sau Fa, Kwok

    2016-11-01

    The motion of a particle described by the Fokker-Planck equation with constant diffusion coefficient, linear force (-γ (t)x) and time dependent load force (β (t)) is investigated. The solution for the probability density function is obtained and it has the Gaussian form; it is described by the solution of the linear force with the translation of the position coordinate x. The constant load force preserves the stationary state of the harmonic potential system, however the time dependent load force may not preserve the stationary state of the harmonic potential system. Moreover, the n-moment and variance are also investigated. The solutions are obtained in a direct and pedagogical manner readily understandable by undergraduate and graduate students.

  2. Exact Analytic Solution of Fokker-Planck Equation for Propagation of Particles Scattered Isotropically

    CERN Document Server

    Malkov, M A

    2016-01-01

    An analytic solution for a Fokker-Planck equation that describes propagation of energetic particles through a scattering medium is obtained. The solution is found in terms of an infinite series of mixed moments of particle distribution. The spatial dispersion of a particle cloud released at t=0 evolves through three phases, ballistic (t>Tc), where Tc is the collision time.The ballistic phase is characterized by a decelerating expansion of the initial point source in form of "box" distribution with broadening walls. The next, transdiffusive phase is marked by the box walls broadened to its size and a noticeable slow down of expansion. Finally, the evolution enters the conventional diffusion phase.

  3. Fokker-Planck description for a linear delayed Langevin equation with additive Gaussian noise

    Science.gov (United States)

    Giuggioli, Luca; McKetterick, Thomas John; Kenkre, V. M.; Chase, Matthew

    2016-09-01

    We construct an equivalent probability description of linear multi-delay Langevin equations subject to additive Gaussian white noise. By exploiting the time-convolutionless transform and a time variable transformation we are able to write a Fokker-Planck equation (FPE) for the 1-time and for the 2-time probability distributions valid irrespective of the regime of stability of the Langevin equations. We solve exactly the derived FPEs and analyze the aging dynamics by studying analytically the conditional probability distribution. We discuss explicitly why the initially conditioned distribution is not sufficient to describe fully out a non-Markov process as both preparation and observation times have bearing on its dynamics. As our analytic procedure can also be applied to linear Langevin equations with memory kernels, we compare the non-Markov dynamics of a one-delay system with that of a generalized Langevin equation with an exponential as well as a power law memory. Application to a generalization of the Green-Kubo formula is also presented.

  4. Power-law Fokker-Planck equation of unimolecular reaction based on the approximation to master equation

    Science.gov (United States)

    Zhou, Yanjun; Yin, Cangtao

    2016-12-01

    The Fokker-Planck equation (FPE) of the unimolecular reaction with Tsallis distribution is established by means of approximation to the master equation. The memory effect, taken into transition probability, is relevant and important for lots of anomalous phenomena. The Taylor expansion for large volume is applied to derive the power-law FPE. The steady-state solution of FPE and microscopic dynamics Ito-Langevin equation of concentration variables are therefore obtained and discussed. Two unimolecular reactions are taken as examples and the concentration distributions with different power-law parameters are analyzed, which may imply strong memory effect of hopping process.

  5. Fractional Fokker-Planck equation with tempered α-stable waiting times: langevin picture and computer simulation.

    Science.gov (United States)

    Gajda, Janusz; Magdziarz, Marcin

    2010-07-01

    In this paper we introduce a Langevin-type model of subdiffusion with tempered α-stable waiting times. We consider the case of space-dependent external force fields. The model displays subdiffusive behavior for small times and it converges to standard Gaussian diffusion for large time scales. We derive general properties of tempered anomalous diffusion from the theory of tempered α-stable processes, in particular we find the form of the fractional Fokker-Planck equation corresponding to the tempered subdiffusion. We also construct an algorithm of simulation of sample paths of the introduced process. We apply the algorithm to approximate solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffusion via Monte Carlo methods.

  6. Diffusion in an expanding medium: Fokker-Planck equation, Green's function, and first-passage properties

    Science.gov (United States)

    Yuste, S. B.; Abad, E.; Escudero, C.

    2016-09-01

    We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical expression for the Green's function (propagator) and investigate both analytically and numerically how this function and the associated moments behave. We also study first-passage properties in expanding hyperspherical geometries. We show that in all cases the behavior is determined to a great extent by the so-called Brownian conformal time τ (t ) , which we define via the relation τ ˙=1 /a2 , where a (t ) is the expansion scale factor. If the medium expansion is driven by a power law [a (t ) ∝tγ with γ >0 ] , then we find interesting crossover effects in the mixing effectiveness of the diffusion process when the characteristic exponent γ is varied. Crossover effects are also found at the level of the survival probability and of the moments of the first passage-time distribution with two different regimes separated by the critical value γ =1 /2 . The case of an exponential scale factor is analyzed separately both for expanding and contracting media. In the latter situation, a stationary probability distribution arises in the long-time limit.

  7. Statistics of the stochastically forced Lorenz attractor by the Fokker-Planck equation and cumulant expansions.

    Science.gov (United States)

    Allawala, Altan; Marston, J B

    2016-11-01

    We investigate the Fokker-Planck description of the equal-time statistics of the three-dimensional Lorenz attractor with additive white noise. The invariant measure is found by computing the zero (or null) mode of the linear Fokker-Planck operator as a problem of sparse linear algebra. Two variants are studied: a self-adjoint construction of the linear operator and the replacement of diffusion with hyperdiffusion. We also access the low-order statistics of the system by a perturbative expansion in equal-time cumulants. A comparison is made to statistics obtained by the standard approach of accumulation via direct numerical simulation. Theoretical and computational aspects of the Fokker-Planck and cumulant expansion methods are discussed.

  8. Fokker-Planck Equation for Boltzmann-type and Active Particles transfer probability approach

    CERN Document Server

    Trigger, S A

    2002-01-01

    Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction and diffusion for Brownian particles. Renormalization of the friction coefficient is shown to occur for two dimensional (2-D) and three dimensional (3-D) cases, due to the tensorial character of diffusion. The specific forms of PT are calculated for the Boltzmann-type of collisions and for the absorption-type of collisions (the later are typical for dusty plasmas and some other systems). Validity of the Einstein's relation for the Boltzmann-type collisions is proved for the velocity-dependent friction and diffusion coefficients. For non-Boltzmann collisions, such as, e.g., absorption collisions, the Einstein relation is violated, although some other relations (determined by the structure of PT) can exist. The collecting part of the ion drag force in a dusty plasma, arising...

  9. Solution of mode coupling in step-index optical fibers by the Fokker-Planck equation and the Langevin equation.

    Science.gov (United States)

    Savović, Svetislav; Djordjevich, Alexandar

    2002-05-20

    The power-flow equation is approximated by the Fokker-Planck equation that is further transformed into a stochastic differential (Langevin) equation, resulting in an efficient method for the estimation of the state of mode coupling along step-index optical fibers caused by their intrinsic perturbation effects. The inherently stochastic nature of these effects is thus fully recognized mathematically. The numerical integration is based on the computer-simulated Langevin force. The solution matches the solution of the power-flow equation reported previously. Conceptually important steps of this work include (i) the expression of the power-flow equation in a form of the diffusion equation that is known to represent the solution of the stochastic differential equation describing processes with random perturbations and (ii) the recognition that mode coupling in multimode optical fibers is caused by random perturbations.

  10. A mixed SOC-turbulence model for nonlocal transport and space-fractional Fokker-Planck equation

    CERN Document Server

    Milovanov, Alexander V

    2013-01-01

    The phenomena of nonlocal transport in magnetically confined plasma are theoretically analyzed. A hybrid model is proposed, which brings together the notion of inverse energy cascade, typical of drift-wave- and two-dimensional fluid turbulence, and the ideas of avalanching behavior, associable with self-organized critical (SOC) behavior. Using statistical arguments, it is shown that an amplification mechanism is needed to introduce nonlocality into dynamics. We obtain a consistent derivation of nonlocal Fokker-Planck equation with space-fractional derivatives from a stochastic Markovian process with the transition probabilities defined in reciprocal space.

  11. Generalized Fokker Planck Equation with Time-Dependent Transport Coefficients and a Quadratic Potential: Its Application in Econophysics

    Science.gov (United States)

    Wang, Peng; Wang, Shun-Jin; Zhang, Hua

    2005-01-01

    In order to control non-equilibrium processes and to describe the fat-tail phenomenon in econophysics, we generalize the traditional the Fokker-Planck equation (FPE) by including a quadratic correlation potential, and by making the time-dependent drift-diffusion coefficients. We investigate the su(1,1)⊕u(1) algebraic structure and obtain the exact solutions to the generalized time-dependent FPE by using the algebraic dynamical method. Based on the exact solution, an important issue in modern econophysics, i.e. the fat-tail distribution in stock markets, is analysed.

  12. Generalized Fokker-Planck Equation with Time-Dependent Transport Coefficients and a Quadratic Potential: Its Application in Econophysics

    Institute of Scientific and Technical Information of China (English)

    WANG Peng; WANG Shun-Jin; ZHANG Hua

    2005-01-01

    @@ In order to control non-equilibrium processes and to describe the fat-tail phenomenon in econophysics, we generalize the traditional the Fokker-Planck equation (FPE) by including a quadratic correlation potential, and by making the time-dependent drift-diffusion coefficients. We investigate the su(1, 1) ~ u(1) algebraic structure and obtain the exact solutions to the generalized time-dependent FPE by using the algebraic dynamical method. Based on the exact solution, an important issue in modern econophysics, i.e. the fat-tail distribution in stock markets, is analysed.

  13. Families of Fokker-Planck equations and the associated entropic form for a distinct steady-state probability distribution with a known external force field.

    Science.gov (United States)

    Asgarani, Somayeh

    2015-02-01

    A method of finding entropic form for a given stationary probability distribution and specified potential field is discussed, using the steady-state Fokker-Planck equation. As examples, starting with the Boltzmann and Tsallis distribution and knowing the force field, we obtain the Boltzmann-Gibbs and Tsallis entropies. Also, the associated entropy for the gamma probability distribution is found, which seems to be in the form of the gamma function. Moreover, the related Fokker-Planck equations are given for the Boltzmann, Tsallis, and gamma probability distributions.

  14. Fully Implicit Iterative Solving Method for the Fokker-Planck Equation in Tokamak Plasmas

    Institute of Scientific and Technical Information of China (English)

    ZHENG Pingwei; GONG Xueyu; YU Jun; DU Dan

    2014-01-01

    A three dimensional bounce-averaged Fokker-Planck (FP) numerical code has been newly developed based on fully implicit iterative solving method,and relativistic effect is also included in the code.The code has been tested against various benchmark cases:Ohmic conductivity in the presence of weak Ohmic electric field,runaway losses of electrons in the presence of strong Ohmic electric field,lower hybrid current drive and electron cyclotron current drive via two-or three-dimensional simulation.All the test cases run fast and correctly during calculations.As a result,the code provides a set of powerful tools for studying radio frequency wave heating and current drive in tokamak plasmas.

  15. Grid-free powder averages: on the applications of the Fokker-Planck equation to solid state NMR

    CERN Document Server

    Edwards, Luke J; Nevzorov, A A; Concistre, M; Pileio, G; Kuprov, Ilya

    2013-01-01

    We demonstrate that Fokker-Planck equations in which spatial coordinates are treated on the same conceptual level as spin coordinates yield a convenient formalism for treating magic angle spinning NMR experiments. In particular, time dependence disappears from the background Hamiltonian (sample spinning is treated as an interaction), spherical quadrature grids are avoided completely (coordinate distributions are a part of the formalism) and relaxation theory with any linear diffusion operator is easily adopted from the Stochastic Liouville Equation theory. The proposed formalism contains Floquet theory as a special case. The elimination of the spherical averaging grid comes at the cost of increased matrix dimensions, but we show that this can be mitigated by the use of state space restriction and tensor train techniques. It is also demonstrated that low correlation order basis sets apparently give accurate answers in powder-averaged MAS simulations, meaning that polynomially scaling simulation algorithms do e...

  16. Time-Dependent Solutions to the Fokker-Planck Equation of Maximum Reduced Air-Sea Coupling Climate Model

    Institute of Scientific and Technical Information of China (English)

    FENG Guolin; DONG Wenjie; GAO Hongxing

    2005-01-01

    The time-dependent solution of reduced air-sea coupling stochastic-dynamic model is accurately obtained by using the Fokker-Planck equation and the quantum mechanical method. The analysis of the timedependent solution suggests that when the climate system is in the ground state, the behavior of the system appears to be a Brownian movement, thus reasoning the foothold of Hasselmann's stochastic climatic model;when the system is in the first excitation state, the motion of the system exhibits a form of time-decaying,or under certain condition a periodic oscillation with the main period being 2.3 yr. At last, the results are used to discuss the impact of the doubling of carbon dioxide on climate.

  17. Analytical solution of space-time fractional Fokker Planck equations by generalized differential transform method

    Directory of Open Access Journals (Sweden)

    Mridula Garg

    2011-12-01

    Full Text Available In the present paper, we use generalized differential transform method (GDTM to derive solutions of some linear and nonlinear space-time fractional Fokker–Planck equations (FPE in closed form. The space and time fractional derivatives are considered in Caputo sense and the solutions are obtained in terms of Mittag-Leffler functions.

  18. Global well-posedness and large time behavior of classical solutions to the Vlasov-Fokker-Planck and magnetohydrodynamics equations

    Science.gov (United States)

    Jiang, Peng

    2017-02-01

    We are concerned with the global well-posedness of the fluid-particle system which describes the evolutions of disperse two-phase flows. The system consists of the Vlasov-Fokker-Planck equation for the dispersed phase (particles) coupled to the compressible magnetohydrodynamics equations modelling a dense phase (fluid) through the friction forcing. Global well-posedness of the Cauchy problem is established in perturbation framework, and rates of convergence of solutions toward equilibrium, which are algebraic in the whole space and exponential on torus, are also obtained under some additional conditions on initial data. The existence of global solution and decay rate of the solution are proved based on the classical energy estimates and Fourier multiplier technique, which are considerably complicated and some new ideas and techniques are thus required. Moreover, it is shown that neither shock waves nor vacuum and concentration in the solution are developed in a finite time although there is a complex interaction between particle and fluid.

  19. Properties of the Langevin and Fokker-Planck equations for scalar fields and their application to the dynamics of second order phase transitions

    CERN Document Server

    Bettencourt, L M A

    2001-01-01

    I consider several Langevin and Fokker-Planck classes of dynamics for scalar field theories in contact with a thermal bath at temperature T. These models have been applied recently in the numerical description of the dynamics of second order phase transitions and associated topological defect formation as well as in other studies of these critical phenomena. Closed form solutions of the Fokker-Planck equation are given for the harmonic potential and a dynamical mean-field approximation is developed. These methods allow for an analytical discussion of the behavior of the theories in several circumstances of interest such as critical slowing down at a second order transition and the development of spinodal instabilities. These insights allow for a more detailed understanding of several numerical studies in the literature.

  20. Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

    Science.gov (United States)

    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.

  1. Probing photoisomerization processes by means of multi-dimensional electronic spectroscopy: The multi-state quantum hierarchical Fokker-Planck equation approach

    Science.gov (United States)

    Ikeda, Tatsushi; Tanimura, Yoshitaka

    2017-07-01

    Photoisomerization in a system with multiple electronic states and anharmonic potential surfaces in a dissipative environment is investigated using a rigorous numerical method employing quantum hierarchical Fokker-Planck equations (QHFPEs) for multi-state systems. We have developed a computer code incorporating QHFPE for general-purpose computing on graphics processing units that can treat multi-state systems in phase space with any strength of diabatic coupling of electronic states under non-perturbative and non-Markovian system-bath interactions. This approach facilitates the calculation of both linear and nonlinear spectra. We computed Wigner distributions for excited, ground, and coherent states. We then investigated excited state dynamics involving transitions among these states by analyzing linear absorption and transient absorption processes and multi-dimensional electronic spectra with various values of heat bath parameters. Our results provide predictions for spectroscopic measurements of photoisomerization dynamics. The motion of excitation and ground state wavepackets and their coherence involved in the photoisomerization were observed as the profiles of positive and negative peaks of two-dimensional spectra.

  2. A combination between Laplace transformation technique and numerical approximations to the Fokker-Planck equation solutions; Uma combinacao entre a tecnica da transformada de Laplace e aproximacoes numericas na solucao da equacao de Fokker-Planck

    Energy Technology Data Exchange (ETDEWEB)

    Monticelli, Cintia O. [Centro Universitario FEEVALE/PROMEC-UFRGS, Novo Hamburgo, RS (Brazil)]. E-mail: cintiam@feevale.br; Wortmann, Sergio; Segatto, Cynthia F. [Rio Grande do Sul Univ., Porto Alegre, RS (Brazil). Inst. de Matematica]. E-mail: wortmann@mat.ufrgs.br; cynthia@mat.ufrgs.br

    2005-07-01

    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)

  3. Heavy (or large) ions in a fluid in an electric field: The diffusion equation exactly following from the Fokker-Planck equation.

    Science.gov (United States)

    Ferrari, Leonardo

    2008-07-28

    The problem of the derivation of the diffusion equation exactly following from the Fokker-Planck (or Klein-Kramers) equation for heavy (or large) particles in a fluid in an external force field is solved in the case in which the particles are ions subject to a uniform (but in general time-varying) electric field. It is found that such a diffusion equation maintains memory of the initial ion velocity distribution, unless sufficiently large values of time are considered. In such temporal asymptotic limit, the diffusion equation exactly becomes (i) the Smoluchowski equation when the electric field is constant in time, and (ii) a new equation generalizing the Smoluchowski equation, when the electric field is arbitrarily time varying. Finally, it is shown that the obtained exact (or asymptotic) results make questionable the procedures and the results of approximate theories developed in the past to get a "corrected" Smoluchowski equation when the external force can also be, in general, position dependent.

  4. Fokker-Planck equation with memory: the cross over from ballistic to diffusive processes in many particle systems and incompressible media

    Directory of Open Access Journals (Sweden)

    V. Ilyin

    2013-03-01

    Full Text Available The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion at longer times is constructed on the basis of a non-Markovian generalization of the Fokker-Planck equation. The necessary non- Markovian kinetic coefficients are determined by the observable quantities (mean- and mean square displacements. Solutions of the non-Markovian equation describing diffusive processes in the physical space are obtained. For long times these solutions agree with the predictions of continuous random walk theory; they are however much superior at shorter times when the effect of the ballistic behavior is crucial.

  5. The expansion of the Fokker-Planck equation including a critical point

    NARCIS (Netherlands)

    Dekker, H.; Kampen, N.G. van

    1980-01-01

    The known expansion of the master equation for weak diffusion in an external potential applies to both the monostable and the bistable case, but fails at the critical point. This can be remedied by taking as zeroth order approximation a suitably defined set of eigenfunctions. The resulting expansion

  6. Solving the 2-Dimensional Fokker-Planck Equation for Strongly Correlated Neurons

    CERN Document Server

    Deniz, Taskin

    2016-01-01

    Pairs of neurons in brain networks often share much of the input they receive from other neurons. Due to essential non-linearities of neuronal dynamics, the consequences for the correlation of the output spike trains are not well understood in the strongly correlated regime. Here we consider two leaky integrate-and-fire neurons with correlated white noise input. We analyze this scenario using a novel non-perturbative approach. Hence our treatment covers both weakly and strongly correlated dynamics, generalizing previous results based on linear response theory.

  7. Solving the two-dimensional Fokker-Planck equation for strongly correlated neurons

    Science.gov (United States)

    Deniz, Taşkın; Rotter, Stefan

    2017-01-01

    Pairs of neurons in brain networks often share much of the input they receive from other neurons. Due to essential nonlinearities of the neuronal dynamics, the consequences for the correlation of the output spike trains are generally not well understood. Here we analyze the case of two leaky integrate-and-fire neurons using an approach which is nonperturbative with respect to the degree of input correlation. Our treatment covers both weakly and strongly correlated dynamics, generalizing previous results based on linear response theory.

  8. A mechanistic-stochastic formulation of bed load particle motions: From individual particle forces to the Fokker-Planck equation under low transport rates

    Science.gov (United States)

    Fan, Niannian; Zhong, Deyu; Wu, Baosheng; Foufoula-Georgiou, Efi; Guala, Michele

    2014-03-01

    Bed load transport is a highly complex process. The probability density function (PDF) of particle velocities results from the local particle momentum variability in response to fluid drag and interactions with the bed. Starting from the forces exerted on a single particle under low transport rates (i.e., rolling and sliding regimes), we derive here the nonlinear stochastic Langevin equation (LE) to describe the dynamics of a single particle, accounting for both the deterministic and the stochastic components of such forces. Then, the Fokker-Planck equation (FPE), which describes the evolution of the PDF of the ensemble particle velocities, is derived from the LE. We show that the theoretical PDFs of both streamwise and cross-stream velocities obtained by solving the FPE under equilibrium conditions have exponential form (PDFs of both positive and negative velocities decay exponentially), consistent with the experimental data by Roseberry et al. Moreover, we theoretically show how the exponential-like PDF of an ensemble of particle velocities results from the forces exerted on a single particle. We also show that the simulated particle motions using the proposed Langevin model exhibit an emergent nonlinear relationship between hop distances and travel times (power law with exponent 5/3), in agreement with the experimental data, providing a statistical description of the particles' random motion in the context of a stochastic transport process. Finally, our study emphasizes that the motion of individual particles, described by the LE, and the behavior of the ensemble, described by the FPE, are connected within a statistical mechanics framework.

  9. On polynomial solutions to Fokker-Planck and sinked density evolution equations

    Science.gov (United States)

    Zuparic, Mathew

    2015-04-01

    We analytically solve for the time dependent solutions of various density evolution models. With specific forms of the diffusion, drift and sink coefficients, the eigenfunctions can be expressed in terms of hypergeometric functions. We obtain the relevant discrete and continuous spectra for the eigenfunctions. With non-zero sink terms the discrete spectra eigenfunctions are generalizations of well known orthogonal polynomials: the so-called associated-Laguerre, Bessel, Fisher-Snedecor and Romanovski functions. We use MacRobert’s proof to obtain closed form expressions for the continuous normalization of the Romanovski density function. Finally, we apply our results to obtain the analytical solutions associated with the Bertalanffy-Richards-Langevin equation.

  10. The solution of the time-dependent Fokker-Planck equation of non-degenerate optical parametric amplification and its application to the optimum realization of EPR paradox

    Institute of Scientific and Technical Information of China (English)

    Zhao Chao-Ying; Tan Wei-Han

    2007-01-01

    In this paper,the solution of the time-dependent Fokker-Planck equation of non-degenerate optical parametric amplification is used to deduce the condition demonstrating the Einstein-Podolsky-Rosen (EPR) paradox.The analytics and numerical calculation show the influence of pump depletion on the error in the measurement of continuous variables.The optimum realization of EPR paradox can be achieved by adjusting the parameter of squeezing.This result is of practical importance when the realistic experimental conditions are taken into consideration.

  11. Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations

    Energy Technology Data Exchange (ETDEWEB)

    Jumarie, Guy E-mail: jumarie.guy@uqam.ca

    2004-11-01

    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.

  12. Analyzing of DNA behavior in passing through micro-structures based on the Fokker-Planck equation and the entropic barrier model

    Directory of Open Access Journals (Sweden)

    N Maleki-Jirsaraei

    2009-09-01

    Full Text Available We considered the motion of DNA molecules through a hexagonal array under uniform electric fields as a Fokker-Planck process which is affected by the entropic barriers and we have simulated this motion by computer. We solved the Fokker-Planck equation with numerical simulation of the Brownian dynamics by the Euler method. For different DNA molecules, under different physical conditions, the mean value of velocity, variance, and < x2 > have been calculated, and the results have been compared with the Phase Diagram of our previous results. In the light of this comparison we could find the physics of the DNA behavior in different regimes. It is observed that in regime-1 (small DNA molecules under weak Electric force we have a pure diffusion process, in regime-3 (large DNA molecules under high Electric field the entropic barrier model is the dominated physics, and in regime-2 (medium DNA molecules under medium and relative high Electric fields, which is a more complicated regime we have a drifted diffusion phenomenon.

  13. Fokker-Planck formalism in magnetic resonance simulations.

    Science.gov (United States)

    Kuprov, Ilya

    2016-09-01

    This paper presents an overview of the Fokker-Planck formalism for non-biological magnetic resonance simulations, describes its existing applications and proposes some novel ones. The most attractive feature of Fokker-Planck theory compared to the commonly used Liouville - von Neumann equation is that, for all relevant types of spatial dynamics (spinning, diffusion, stationary flow, etc.), the corresponding Fokker-Planck Hamiltonian is time-independent. Many difficult NMR, EPR and MRI simulation problems (multiple rotation NMR, ultrafast NMR, gradient-based zero-quantum filters, diffusion and flow NMR, off-resonance soft microwave pulses in EPR, spin-spin coupling effects in MRI, etc.) are simplified significantly in Fokker-Planck space. The paper also summarises the author's experiences with writing and using the corresponding modules of the Spinach library - the methods described below have enabled a large variety of simulations previously considered too complicated for routine practical use.

  14. Efficient positive, conservative, Maxwellian preserving and implicit difference schemes for the 1-D isotropic Fokker-Planck-Landau equation; Schemas positifs, implicites, conservant l'energie et les etats d'equilibre pour l'equation de Fokker-Planck-Landau isotrope

    Energy Technology Data Exchange (ETDEWEB)

    Buet, Ch. [CEA Bruyeres-le-Chatel, Dept. Sciences de la Simulation et de l' Information, Service Numerique Environnement et Constantes, 91 (France); Le Thanh, K.C. [CEA Bruyeres-le-Chatel, Service Physique des Plasmas et Electromagnetisme, 91 (France). Dept. de Physique Theorique et Appliquee

    2008-07-01

    The aim of this paper is to describe the discretization of the Fokker-Planck-Landau (FPL) collision term in the isotropic case, which models the self-collision for the electrons when they are totally isotropized by heavy particles background such as ions. The discussion focuses on schemes, which could preserve positivity, mass, energy and Maxwellian equilibrium. The Chang and Cooper method is widely used by plasma's physicists for the FPL equation (and for Fokker-Planck type equations). We present a new variant that is both positive and conservative contrary to the existing one's. We propose also a non Chang and Cooper 'type scheme on non-uniform grid, which is also both positive, conservative and equilibrium state preserving contrary to existing one's. The case of Coulombian potential is emphasized. We address also the problem of the time discretization. In particular we show how to recast some implicit methods to get band diagonal system and to solve it by direct method with a linear cost. (authors)

  15. Extension of the analytical kinetics of micellar relaxation: Improving a relation between the Becker-Döring difference equations and their Fokker-Planck approximation

    Science.gov (United States)

    Babintsev, I. A.; Adzhemyan, L. Ts.; Shchekin, A. K.

    2017-08-01

    Relaxation of micellar systems can be described with the help of the Becker-Döring kinetic difference equations for aggregate concentrations. Passing in these equations to continual description, when the aggregation number is considered as continuous variable and the concentration difference is replaced by the concentration differential, allows one to find analytically the eigenvalues (to whom the inverse times of micellar relaxation are related) and eigenfunctions (or the modes of fast relaxation) of the linearized differential operator of the kinetic equation corresponding to the Fokker-Planck approximation. At this the spectrum of eigenvalues appears to be degenerated at some surfactant concentrations. However, as has been recently found by us, there is no such a degeneracy at numerical determination of the eigenvalues of the matrix of coefficients for the linearized difference Becker-Döring equations. It is shown in this work in the frameworks of the perturbation theory, that taking into account the corrections to the kinetic equation produced by second derivatives at transition from differences to differentials and by deviation of the aggregation work from a parabolic form in the vicinity of the work minimum, lifts the degeneracy of eigenvalues and improves markedly the agreement of concentration-dependent fast relaxation time with the results of the numerical solution of the linearized Becker-Döring difference equations.

  16. Fully non-linear multi-species Fokker-Planck-Landau collisions for gyrokinetic particle-in-cell simulations of fusion plasma

    Science.gov (United States)

    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.

  17. On the correspondence between a large class of dynamical systems and stochastic processes described by the generalized Fokker-Planck equation with state-dependent diffusion and drift coefficients

    Science.gov (United States)

    Bianucci, Marco

    2015-05-01

    In this paper using a projection approach and defining the adjoint-Lie time evolution of differential operators, that generalizes the ordinary time evolution of functions, we obtain a Fokker-Planck equation for the distribution function of a part of interest of a large class of dynamical systems. The main assumptions are the weak interaction between the part of interest and the rest of the system (typically non linear) and the average linear response to external perturbations of the irrelevant part. We do not use ad hoc statistical assumptions to introduce as given a priori phenomenological equilibrium or transport coefficients. The drift terms induced by the interaction with the irrelevant part is obtained with a procedure that is reminiscent of that developed some years ago by Bianucci and Grigolini (see for example (Bianucci et al 1995 Phys. Rev. E 51 3002)) to derive in a ‘genuine’ way thermodynamics and statistical mechanics of macroscopic variables of interest starting from microscopic dynamics. However here we stay in a more broad and formal context where the system of interest could be dissipative and the interaction between the two systems could be non Hamiltonian, thus the approach of the cited paper can not be used to obtain the diffusion part of the Fokker-Planck equation. To face the problem of dealing with the series of differential operators stemming from the projection approach applied to this general case, we introduce the formalism of the Lie derivative and the corresponding adjoint-Lie time evolution of differential operators. In this theoretical framework we are able to obtain well defined analytic functions both for the drift and the diffusion coefficients of the Fokker-Planck equation. We think that the basic elements of Lie algebra introduced in our projection approach can be useful to achieve even more general and more formally elegant results than those here presented. Thus we consider this paper as a first step of this formal path to

  18. Application of Generalized Fokker-Planck Theory To Electron And Photon Transport In Tissue

    CERN Document Server

    Olbrant, Edgar

    2009-01-01

    We study a deterministic method for particle transport in tissue in selected medical applications. Generalized Fokker-Planck (GFP) theory 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 Fokker-Planck and Generalized Fokker-Planck (GFP) in realistic applications. Electron dose calculations in heterogeneous parts of the human body are performed. Accurate electron scattering cross sections are therefore included and their incorporation in our model is extensively described. Moreover, we solve GFP approximations of the radiative transport equation to investigate reflectance and transmittance of light in tissue. All results are compared with either Monte Carlo or discrete-ordinates transport solutions.

  19. FIFPC, a fast ion Fokker--Planck code

    Energy Technology Data Exchange (ETDEWEB)

    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.

  20. A Fokker-Planck model of hard sphere gases based on H-theorem

    Science.gov (United States)

    Gorji, M. Hossein; Torillhon, Manuel

    2016-11-01

    It has been shown recently that the Fokker-Planck kinetic model can be employed as an approximation of the Boltzmann equation for rarefied gas flow simulations [4, 5, 10]. Similar to the direct simulation Monte-Carlo (DSMC), the Fokker-Planck solution algorithm is based on the particle Monte-Carlo representation of the distribution function. Yet opposed to DSMC, here the particles evolve along independent stochastic paths where no collisions need to be resolved. This leads to significant computational advantages over DSMC, considering small Knudsen numbers [10]. The original Fokker-Planck model (FP) for rarefied gas flow simulations was devised according to the Maxwell type pseudo-molecules [4, 5]. In this paper a consistent Fokker-Planck equation is derived based on the Boltzmann collision integrals and maximum entropy distribution. Therefore the resulting model fulfills the H-theorem and leads to correct relaxation of velocity moments up to heat fluxes consistent with hard sphere interactions. For assessment of the model, simulations are performed for Mach 5 flow around a vertical plate using both Fokker-Planck and DSMC simulations. Compared to the original FP model, significant improvements are achieved at high Mach flows.

  1. On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

    KAUST Repository

    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.

  2. RESOLUTION NUMERIQUE DE L’EQUATION DE FOKKER-PLANCK ET CALCUL DU COEFFICIENT DE VISCOSITE ELECTRONIQUE D’UN PLASMA COLLISIONNEL TOTALEMENT IONISE

    Directory of Open Access Journals (Sweden)

    A BENDIB

    2001-12-01

    Full Text Available L’équation de Fokker-Planck, qui décrit les électrons d’un plasma complètement ionisé et non magnétisé, a été résolue numériquement. Les collisions électron-ion et électron-électron ont été prises en considération. La fonction de distribution électronique, développée sur la base des polynômes de Legendre, a été calculée jusqu’à la seconde anisotropie. La première anisotropie a été calculée en réduisant le problème à une équation différentielle du quatrième ordre qui peut être résolue numériquement avec les méthodes numériques standards. Les coefficients de transport induits par cette première anisotropie ont été déduits. Ils correspondent exactement à ceux établis dans la littérature par des méthodes numériques différentes, nettement plus complexes. La seconde anisotropie a aussi été calculée en réduisant le problème à une équation différentielle du second ordre en utilisant la méthode itérative. Des résultats très précis sont obtenus à partir de la cinquième itération. La viscosité électronique a été déduite et un ajustement numérique très précis de ce coefficient de transport en fonction du numéro atomique a aussi été proposé.

  3. Parallelized Vlasov-Fokker-Planck solver for desktop personal computers

    Science.gov (United States)

    Schönfeldt, Patrik; Brosi, Miriam; Schwarz, Markus; Steinmann, Johannes L.; Müller, Anke-Susanne

    2017-03-01

    The numerical solution of the Vlasov-Fokker-Planck equation is a well established method to simulate the dynamics, including the self-interaction with its own wake field, of an electron bunch in a storage ring. In this paper we present Inovesa, a modularly extensible program that uses opencl to massively parallelize the computation. It allows a standard desktop PC to work with appropriate accuracy and yield reliable results within minutes. We provide numerical stability-studies over a wide parameter range and compare our numerical findings to known results. Simulation results for the case of coherent synchrotron radiation will be compared to measurements that probe the effects of the microbunching instability occurring in the short bunch operation at ANKA. It will be shown that the impedance model based on the shielding effect of two parallel plates can not only describe the instability threshold, but also the presence of multiple regimes that show differences in the emission of coherent synchrotron radiation.

  4. Fokker-Planck and Fortet equation-based parameter estimation for a leaky integrate-and-fire model with sinusoidal and stochastic forcing

    DEFF Research Database (Denmark)

    Iolov, Alexandre; Ditlevsen, Susanne; Longtin, Andrë

    2014-01-01

    Analysis of sinusoidal noisy leaky integrate-and-fire models and comparison with experimental data are important to understand the neural code and neural synchronization and rhythms. In this paper, we propose two methods to estimate input parameters using interspike interval data only. One is based...... on numerical solutions of the Fokker–Planck equation, and the other is based on an integral equation, which is fulfilled by the interspike interval probability density. This generalizes previous methods tailored to stationary data to the case of time-dependent input. The main contribution is a binning method...

  5. Simulating transient dynamics of the time-dependent time fractional Fokker-Planck systems

    Science.gov (United States)

    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.

  6. 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.

  7. Use and Abuse of a Fractional Fokker-Planck Dynamics for Time-Dependent Driving

    Science.gov (United States)

    Heinsalu, E.; Patriarca, M.; Goychuk, I.; Hänggi, P.

    2007-09-01

    We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in an ad hoc manner to time-dependent forces. A modified FFPE (MFFPE) is rigorously derived, being valid for a family of dichotomously alternating force fields. This MFFPE is numerically validated for a rectangular time-dependent force with zero average bias. For this case, subdiffusion is shown to become enhanced as compared to the force free case. We question, however, the existence of any physically valid FFPE for arbitrary varying time-dependent fields that differ from this dichotomous varying family.

  8. Fokker-Planck analysis of transverse collective instabilities in electron storage rings

    Science.gov (United States)

    Lindberg, Ryan R.

    2016-12-01

    We analyze single bunch transverse instabilities due to wakefields using a Fokker-Planck model. We first expand on the work of T. Suzuki, Part. Accel. 12, 237 (1982) to derive the theoretical model including chromaticity, both dipolar and quadrupolar transverse wakefields, and the effects of damping and diffusion due to the synchrotron radiation. We reduce the problem to a linear matrix equation, whose eigenvalues and eigenvectors determine the collective stability of the beam. We then show that various predictions of the theory agree quite well with results from particle tracking simulations, including the threshold current for transverse instability and the profile of the unstable mode. 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.

  9. A Parallelized Vlasov-Fokker-Planck-Solver for Desktop PCs

    CERN Document Server

    Schönfeldt,; Brosi,; Miriam,; Schwarz,; Markus,; Steinmann,; L., Johannes; Müller,; Anke-Susanne,

    2016-01-01

    The numerical solution of the Vlasov-Fokker-Planck equation is a well established method to simulate the dynamics, including the self-interaction with its own wake field, of an electron bunch in a storage ring. In this paper we present Inovesa, a modularly extensible program that uses OpenCL to massively parallelize the computation. It allows a standard desktop PC to work with appropriate accuracy and yield reliable results within minutes. We provide numerical stability-studies over a wide parameter range and compare our numerical findings to known results. Simulation results for the case of coherent synchrotron radiation will be compared to measurements that probe the effects of the micro-bunching instability occurring in the short bunch operation at ANKA. It will be shown that the impedance model based on the shielding effect of two parallel plates can not only describe the instability threshold, but also the presence of multiple regimes that show differences in the emission of coherent synchrotron radiatio...

  10. Parallelized Vlasov-Fokker-Planck solver for desktop personal computers

    Directory of Open Access Journals (Sweden)

    Patrik Schönfeldt

    2017-03-01

    Full Text Available The numerical solution of the Vlasov-Fokker-Planck equation is a well established method to simulate the dynamics, including the self-interaction with its own wake field, of an electron bunch in a storage ring. In this paper we present Inovesa, a modularly extensible program that uses opencl to massively parallelize the computation. It allows a standard desktop PC to work with appropriate accuracy and yield reliable results within minutes. We provide numerical stability-studies over a wide parameter range and compare our numerical findings to known results. Simulation results for the case of coherent synchrotron radiation will be compared to measurements that probe the effects of the microbunching instability occurring in the short bunch operation at ANKA. It will be shown that the impedance model based on the shielding effect of two parallel plates can not only describe the instability threshold, but also the presence of multiple regimes that show differences in the emission of coherent synchrotron radiation.

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

    Science.gov (United States)

    Frank, T. D.

    2008-02-01

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

  12. Fokker-Planck Study of Tokamak Electron Cyclotron Resonance Heating

    Institute of Scientific and Technical Information of China (English)

    SHIBingren; LONGYongxing; DONGJiaqi; LIWenzhong; JIAOYiming; WANGAike

    2002-01-01

    In this study, we add a subroutine for describing the electron cyclotron resonant heating calculation to the Fokker-Planck code. By analyzing the wave-particle resonance condition in tokamak plasma and the fast motion of electrons along magnetic field lines, suitable quasi-linear diffusion coefficients are given.

  13. Fokker-Planck solutions for action diffusion in a noisy symplectic map

    Energy Technology Data Exchange (ETDEWEB)

    Bazzani, A.; Beccaceci, L.; Bigliardi, L.; Turchetti, G. [Dipartimento di Fisica, Via Irnerio 46, 40126 Bologna (Italy) INFN, Sezione di Bologna

    1997-02-01

    We investigate the statistical properties of symplectic maps with noise, describing a FODO cell with a sextupole and current ripples or misalignments in the magnets. Up to some distance from the dynamic aperture, the normal form associated to the map allows to compute analytically the diffusion coefficient due to a stochastic perturbation. The action diffusion is examined and very good agreement between the solutions of the Fokker-Planck (F.P.) equation and the simulations is obtained, for the H{acute e}non and SPS maps with a white noise. The corrections appearing for a correlated noise are discussed. {copyright} {ital 1997 American Institute of Physics.}

  14. Equilibrium distribution of heavy quarks in fokker-planck dynamics

    Science.gov (United States)

    Walton; Rafelski

    2000-01-01

    We obtain an explicit generalization, within Fokker-Planck dynamics, of Einstein's relation between drag, diffusion, and the equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion for dimension n>1. We provide a complete characterization of the equilibrium distribution in terms of the drag and diffusion transport coefficients. We apply this analysis to charm quark dynamics in a thermal quark-gluon plasma for the case of collisional equilibration.

  15. Fokker-Planck description for the queue dynamics of large tick stocks

    Science.gov (United States)

    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.

  16. A Fractional Fokker-Planck Model for Anomalous Diffusion

    CERN Document Server

    anderson, Johan; Moradi, Sara

    2014-01-01

    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 observing the transition from a Gaussian distribution to a L\\'evy distribution. The statistical properties of the distribution functions are assessed by a generalized 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.

  17. Feedback-induced Bistability of an Optically Levitated Nanoparticle: A Fokker-Planck Treatment

    CERN Document Server

    Ge, Wenchao; Bhattacharya, M

    2016-01-01

    Optically levitated nanoparticles have recently emerged as versatile platforms for investigating macroscopic quantum mechanics and enabling ultrasensitive metrology. In this article 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 [1]. 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 [2]. 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 a...

  18. A High-Order Finite-Volume Algorithm for Fokker-Planck Collisions in Magnetized Plasmas

    Energy Technology Data Exchange (ETDEWEB)

    Xiong, Z; Cohen, R H; Rognlien, T D; Xu, X Q

    2007-04-18

    A high-order finite volume algorithm is developed for the Fokker-Planck Operator (FPO) describing Coulomb collisions in strongly magnetized plasmas. The algorithm is based on a general fourth-order reconstruction scheme for an unstructured grid in the velocity space spanned by parallel velocity and magnetic moment. The method provides density conservation and high-order-accurate evaluation of the FPO independent of the choice of the velocity coordinates. As an example, a linearized FPO in constant-of-motion coordinates, i.e. the total energy and the magnetic moment, is developed using the present algorithm combined with a cut-cell merging procedure. Numerical tests include the Spitzer thermalization problem and the return to isotropy for distributions initialized with velocity space loss cones. Utilization of the method for a nonlinear FPO is straightforward but requires evaluation of the Rosenbluth potentials.

  19. A Fokker-Planck based kinetic model for diatomic rarefied gas flows

    Science.gov (United States)

    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.

  20. Evaluation of the Fokker-Planck probability by Asymptotic Taylor Expansion Method

    Science.gov (United States)

    Firat, Kenan; Ozer, Okan

    2017-02-01

    The one-dimensional Fokker-Planck equation is solved by the Asymptotic Taylor Expansion Method for the time-dependent probability density of a particle. Using an ansatz wave function, one obtains the series expansion of the solution for the Schrödinger and it allows one to find out the eigen functions and eigen energies of the states to the evaluation of the probability. The eigen energies of some certain kind of Bistable potentials are calculated for some certain potential parameters. The probability function is determined and graphed for potential parameters. The numerical results are compared with existing literature, and a conclusion about the advantages and disadvantages on the method is given.

  1. Kinetic equation for nonlinear resonant wave-particle interaction

    Science.gov (United States)

    Artemyev, A. V.; Neishtadt, A. I.; Vasiliev, A. A.; Mourenas, D.

    2016-09-01

    We investigate the nonlinear resonant wave-particle interactions including the effects of particle (phase) trapping, detrapping, and scattering by high-amplitude coherent waves. After deriving the relationship between probability of trapping and velocity of particle drift induced by nonlinear scattering (phase bunching), we substitute this relation and other characteristic equations of wave-particle interaction into a kinetic equation for the particle distribution function. The final equation has the form of a Fokker-Planck equation with peculiar advection and collision terms. This equation fully describes the evolution of particle momentum distribution due to particle diffusion, nonlinear drift, and fast transport in phase-space via trapping. Solutions of the obtained kinetic equation are compared with results of test particle simulations.

  2. Nonlinear Kramers equation associated with nonextensive statistical mechanics.

    Science.gov (United States)

    Mendes, G A; Ribeiro, M S; Mendes, R S; Lenzi, E K; Nobre, F D

    2015-05-01

    Stationary and time-dependent solutions of a nonlinear Kramers equation, as well as its associated nonlinear Fokker-Planck equations, are investigated within the context of Tsallis nonextensive statistical mechanics. Since no general analytical time-dependent solutions are found for such a nonlinear Kramers equation, an ansatz is considered and the corresponding asymptotic behavior is studied and compared with those known for the standard linear Kramers equation. The H-theorem is analyzed for this equation and its connection with Tsallis entropy is investigated. An application is discussed, namely the motion of Hydra cells in two-dimensional cellular aggregates, for which previous measurements have verified q-Gaussian distributions for velocity components and superdiffusion. The present analysis is in quantitative agreement with these experimental results.

  3. 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 [Joglekar 2016] and the discovery of a new magnetic reconnection mechanism [Joglekar 2014] as well as a completed PhD thesis and the production of a new code for Inertial Fusion research.

  4. A Fokker-Planck Study of Dense Rotating Stellar Clusters

    CERN Document Server

    Girash, John

    2012-01-01

    The dynamical evolution of dense stellar systems is simulated using a two-dimensional Fokker-Planck method, with the goal of providing a model for the formation of supermassive stars which could serve as seed objects for the supermassive black holes of quasars. This work follows and expands on earlier 1-D studies of spherical clusters of main-sequence stars. The 2-D approach allows for the study of rotating systems, as would be expected due to cosmological tidal torquing; other physical effects included are collisional mergers of stars and a bulk stellar bar perturbation in the gravitational potential. The 3 Myr main-sequence lifetime for large stars provides an upper limit on simulation times. Two general classes of initial systems are studied: Plummer spheres, which represent stellar clusters, and \\gamma=0 spheres, which model galactic spheroids. At the initial densities of the modeled systems, mass segregation and runaway stellar collisions alone are insufficient to induce core collapse within the lifetime...

  5. Volatilidad estocástica y la ecuación de Fokker-Planck: parámetros dependientes del tiempo y filtro de Kalman

    OpenAIRE

    Claudia Estrella Castillo Ramírez

    2010-01-01

    This paper is aimed to examine the relationship between stochastic volatility and the stationary probability density through the Fokker-Planck equation. The proposed stochastic process to lead volatility extends the research from Grajales-Correa, Pérez-Ramírez and Venegas-Martínez (2008), and Oztukel and Wilmott (1998), so that the parameters of the volatility process are dependent on time, in which case the Kalman’s (1960) filter should be used for estimation purposes

  6. Fokker-Planck description of electron and photon transport in homogeneous media

    Science.gov (United States)

    Akcasu, A. Ziya; Holloway, James Paul

    1997-06-01

    Starting from a Fokker-Planck description of particle transport, which is valid when the scattering is forwardly peaked and the energy change in scattering is small, we systematically obtain an approximate diffusionlike equation for the particle density by eliminating the direction variable Ω-hat with an elimination scheme based on Zwanzig's projection operator formalism in the interaction representation. The elimination procedure closely follows one described by Grigolini and Marchesoni [in Memory Function Approaches to Stochastic Problems in Condensed Matter, edited by Myron W. Evans, Paolo Grigolini, and Guiseppe P. Parravicini, Advances in Physical Chemistry, Vol. 62 (Wiley-Interscience, New York, 1985), Chap. II, p. 29], but with a different projection operator. The resulting diffusion equation is correct up to the second order in the coupling operator between the particle direction and position variable. The diffusion coefficients and mobility in the resulting diffusion equation depend on the initial distribution of the particles in direction and on the path length traveled by the particles. The full solution is obtained for a monoenergetic and monodirectional pulsed point source of particles in an infinite homogeneous medium. This solution is used to study the penetration and the transverse and longitudinal spread of the particles as they are transported through the medium. Application to diffusive wave spectroscopy in calculating the path-length distribution of photons, as well as application to dose calculations in tissue due to an electron beam are mentioned.

  7. Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.

    Science.gov (United States)

    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.

  8. A mixed finite element method for nonlinear diffusion equations

    KAUST Repository

    Burger, Martin

    2010-01-01

    We propose a mixed finite element method for a class of nonlinear diffusion equations, which is based on their interpretation as gradient flows in optimal transportation metrics. We introduce an appropriate linearization of the optimal transport problem, which leads to a mixed symmetric formulation. This formulation preserves the maximum principle in case of the semi-discrete scheme as well as the fully discrete scheme for a certain class of problems. In addition solutions of the mixed formulation maintain exponential convergence in the relative entropy towards the steady state in case of a nonlinear Fokker-Planck equation with uniformly convex potential. We demonstrate the behavior of the proposed scheme with 2D simulations of the porous medium equations and blow-up questions in the Patlak-Keller-Segel model. © American Institute of Mathematical Sciences.

  9. Adaptive particle-cell algorithm for Fokker-Planck based rarefied gas flow simulations

    Science.gov (United States)

    Pfeiffer, M.; Gorji, M. H.

    2017-04-01

    Recently, the Fokker-Planck (FP) kinetic model has been devised on the basis of the Boltzmann equation (Jenny et al., 2010; Gorji et al., 2011). Particle Monte-Carlo schemes are then introduced for simulations of rarefied gas flows based on the FP kinetics. Here the particles follow independent stochastic paths and thus a spatio-temporal resolution coarser than the collisional scales becomes possible. In contrast to the direct simulation Monte-Carlo (DSMC), the computational cost is independent of the Knudsen number resulting in efficient simulations at moderate/low Knudsen flows. In order to further exploit the efficiency of the FP method, the required particle-cell resolutions should be found, and a cell refinement strategy has to be developed accordingly. In this study, an adaptive particle-cell scheme applicable to a general unstructured mesh is derived for the FP model. Virtual sub cells are introduced for the adaptive mesh refinement. Moreover a sub cell-merging algorithm is provided to honor the minimum required number of particles per cell. For assessments, the 70 degree blunted cone reentry flow (Allgre et al., 1997) is studied. Excellent agreement between the introduced adaptive FP method and DSMC is achieved.

  10. Importance Sampling Variance Reduction for the Fokker-Planck Rarefied Gas Particle Method

    CERN Document Server

    Collyer, Benjamin; Lockerby, Duncan

    2015-01-01

    Models and methods that are able to accurately and efficiently predict the flows of low-speed rarefied gases are in high demand, due to the increasing ability to manufacture devices at micro and nano scales. One such model and method is a Fokker-Planck approximation to the Boltzmann equation, which can be solved numerically by a stochastic particle method. The stochastic nature of this method leads to noisy estimates of the thermodynamic quantities one wishes to sample when the signal is small in comparison to the thermal velocity of the gas. Recently, Gorji et al have proposed a method which is able to greatly reduce the variance of the estimators, by creating a correlated stochastic process which acts as a control variate for the noisy estimates. However, there are potential difficulties involved when the geometry of the problem is complex, as the method requires the density to be solved for independently. Importance sampling is a variance reduction technique that has already been shown to successfully redu...

  11. An Efficient Fokker-Planck Solver and its Application to Stochastic Particle Acceleration in Galaxy Clusters

    CERN Document Server

    Donnert, Julius

    2014-01-01

    Particle acceleration by turbulence plays a role in many astrophysical environments. The non- linear evolution of the underlying cosmic-ray spectrum is complex and can be described by a Fokker-Planck equation, which in general has to be solved numerically. We present here an implementation to compute the evolution of a cosmic-ray spectrum coupled to turbulence considering isotropic particle pitch-angle distributions and taking into account the relevant particle energy gains and losses. Our code can be used in run time and post-processing to very large astrophysical fluid simulations. We also propose a novel method to compress cosmic- ray spectra by a factor of ten, to ease the memory demand in very large simulations. We show a number of code tests, which firmly establish the correctness of the code. In this paper we focus on relativistic electrons, but our code and methods can be easily extended to the case of hadrons. We apply our pipeline to the relevant problem of particle acceleration in galaxy clusters. ...

  12. Global Hypoellipticity and Compactness of Resolvent for Fokker-Planck Operator

    CERN Document Server

    Li, Wei-Xi

    2009-01-01

    In this paper we study the Fokker-Planck operator with potential $V(x),$ and analyze some kind of conditions imposed on the potential to ensure the validity of global hypoelliptic estimates. As a consequence, we obtain the compactness of resolvent of the Fokker-Planck operator if either the Witten Laplacian on 0-forms has a compact resolvent or some additional assumption on the behavior of the potential at infinity is fulfilled. This work improves the previous results of H\\'erau-Nier and Helffer-Nier, by obtaining a better global hypoelliptic estimate under weaker assumptions on the potential.

  13. ECUACION DE FOKKER-PLANCK APLICADA A UNA COLUMNA DE PLASMA ELECTRONICO

    OpenAIRE

    CALDERON MALDONADO, FRANCISCO ALEJANDRO

    2010-01-01

    Se estudia el problema de los estados meta-estables en una columna de plasma a través de las soluciones de la ecuación de Fokker-Planck. Para el proceso de Ornstein-Uhlenbeck se proponen resultados de la ecuación de Fokker-Planck lineal y no lineal. Se analiza la evolución temporal de la solución de Ornstein-Uhlenbeck para un potencial de tipo cuadrático. Finalmente, se aplican las soluciones generales del proceso de Ornstein-Uhlenbeck para los potenciales de Peurrung-Fajans.

  14. Comparison of the fractional advection-dispersion equation and the fractional Fokker-Planck equation:Fractional dynamics and real-world applicability%分数阶对流-弥散方程和分数阶Fokker-Planck方程的比较:动态过程及实际应用

    Institute of Scientific and Technical Information of China (English)

    张勇

    2011-01-01

    Both the fractional advection-dispersion equation (fADE) and the fractional Fokker-Planck equation (fFPE) have been proposed recently as the fractional engine for Lévy motion with a spacedependent diffusion coefficient D.Discrepancy between the two fractional-derivative models however remains obscure, challenging the reliability of applications.This study distinguishes the two models by evaluating the underlying physical process and real-world applicability.The continuity theory first shows that the fADE relies on a generalized Fick's diffusive law, while the fFPE defines a nonlocal diffusive flux deviating significantly from Fick's law.Further dynamic analysis using the Langevin approach reveals that the solute displacement described by the fADE contains an additional Lévy noise of order al, to characterize the spatial variation of D.Numerical experiments using both Eulerian and Lagrangian solvers illustrate the different leading edges of plumes described by different models, where D varies continuously in space.For the ease of a discrete D, the particle plume governed by the fFPE exhibits an abrupt interface, while the plume distributes smoothly if the transport is governed by the fADE.Finally,the two models are applied to capture the well-known MADE-site tritium snapshot.Curve-fitting applications show that a mean water velocity beyond field measurements is needed for the fFPE to capture Lévy motion in non-stationary alluvial aquifers.The fADE model therefore can be more feasible in applications due to the reasonable range of hydrological parameters, although 1 ) the fFPE model can be approximated more efficiently, and 2) physically no model is superior to the other.%分数阶对流-弥散方程(fADE)和分数阶Fokker-Planck方程(fFPE)都被视为一种有效工具来研究含变扩散系数D的Lévy运动.然而,这两种分数阶导数方程的差异并不清楚,给实际应用带来了困难.本文通过系统分析物理机理和应用实例,来区分

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

    NARCIS (Netherlands)

    Tanimura, Y; Steffen, T

    2000-01-01

    The relaxation processes in a quantum system nonlinearly coupled to a harmonic Gaussian-Markovian heat bath are investigated by the quantum Fokker-Planck equation in the hierarchy form. This model describes frequency fluctuations in the quantum system with an arbitrary correlation time and thus

  16. Two-dimensional spectroscopy for harmonic vibrational modes with nonlinear system-bath interactions. I. Gaussian-white case

    NARCIS (Netherlands)

    Steffen, T; Tanimura, Y

    2000-01-01

    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 s

  17. Self-consistent full-wave and Fokker-Planck calculations for ion cyclotron heating in non-Maxwellian plasmas

    Science.gov (United States)

    Jaeger, E. F.

    2005-10-01

    High-performance burning plasma devices such as ITER will contain significant concentrations of non-thermal plasma particles arising from fusion reactions, neutral beam injection, and wave-driven diffusion in velocity space. Initial studies in 1-D [1] and experimental results [2] show that non-thermal energetic ions can significantly alter wave propagation and absorption in the ion cyclotron range of frequencies. In addition, these ions can absorb power at high harmonics of the cyclotron frequency where conventional 2-D global-wave models are not valid. In this work, the all-orders, full-wave solver AORSA [3] is generalized to treat non-Maxwellian velocity distributions. Quasi-linear diffusion coefficients are derived directly from the global wave fields and used to calculate the energetic ion velocity distribution with the CQL3D Fokker-Planck code [4]. Alternately, the quasi-linear coefficients can be calculated numerically by integrating the Lorentz force equations along particle orbits. Self-consistency between the wave electric field and resonant ion distribution function is achieved by iterating between the full-wave and Fokker-Planck solutions.[1] R. J. Dumont, C. K. Phillips and D. N. Smithe, Phys. Plasmas 12, 042508 (2005).[2] A. L. Rosenberg, J. E. Menard, J. R. Wilson, et al., Phys. Plasmas 11, 2441(2004).[3] E. F. Jaeger, L. A. Berry, J. R. Myra, et al., Phys. Rev. Lett. 90, 195001-1 (2003).[4] R. W. Harvey and M. G. McCoy, in Proceedings of the IAEA Technical Committee Meeting on Advances in Simulation and Modeling of Thermonuclear Plasmas (IAEA, Montreal, 1992).

  18. Coexistence of competitors mediated by nonlinear noise

    Science.gov (United States)

    Siekmann, Ivo; Bengfort, Michael; Malchow, Horst

    2017-06-01

    Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative models such as Fokker-Planck diffusion is not less convincing, movement of populations is most commonly modelled using the diffusion law due to Fick. An interesting feature of Fokker-Planck diffusion is the fact that for spatially varying diffusion coefficients the stationary solution is not a homogeneous distribution - in contrast to Fick's law of diffusion. Instead, concentration accumulates in regions of low diffusivity and tends to lower levels for areas of high diffusivity. Thus, we may interpret the stationary distribution of the Fokker-Planck diffusion as a reflection of different levels of habitat quality. Moreover, the most common model for environmental fluctuations, linear multiplicative noise, is based on the assumption that individuals respond independently to stochastic environmental fluctuations. For large population densities the assumption of independence is debatable and the model further implies that noise intensities can increase to arbitrarily high levels. Therefore, instead of the commonly used linear multiplicative noise model, we implement environmental variability by an alternative nonlinear noise term which never exceeds a certain maximum noise intensity. With Fokker-Planck diffusion and the nonlinear noise model replacing the classical approaches we investigate a simple invasive system based on the Lotka-Volterra competition model. We observe that the heterogeneous stationary distribution generated by Fokker-Planck diffusion generally facilitates the formation of segregated habitats of resident and invader. However, this segregation can be broken by nonlinear noise leading to coexistence of resident and invader across the whole spatial domain, an effect that would not be possible in the non

  19. Poisson-Fokker-Planck model for biomolecules translocation through nanopore driven by electroosmotic flow

    Institute of Scientific and Technical Information of China (English)

    LIN XiaoHui; ZHANG ChiBin; GU Jun; JIANG ShuYun; YANG JueKuan

    2014-01-01

    A non-continuous electroosmotic flow model (PFP model) is built based on Poisson equation,Fokker-Planck equation and Navier-Stokse equation,and used to predict the DNA molecule translocation through nanopore.PFP model discards the continuum assumption of ion translocation and considers ions as discrete particles.In addition,this model includes the contributions of Coulomb electrostatic potential between ions,Brownian motion of ions and viscous friction to ion transportation.No ionic diffusion coefficient and other phenomenological parameters are needed in the PFP model.It is worth noting that the PFP model can describe non-equilibrium electroosmotic transportation of ions in a channel of a size comparable with the mean free path of ion.A modified clustering method is proposed for the numerical solution of PFP model,and ion current translocation through nanopore with a radius of 1 nm is simulated using the modified clustering method.The external electric field,wall charge density of nanopore,surface charge density of DNA,as well as ion average number density,influence the electroosmotic velocity profile of electrolyte solution,the velocity of DNA translocation through nanopore and ion current blockade.Results show that the ion average number density of electrolyte and surface charge density of nanopore have a significant effect on the translocation velocity of DNA and the ion current blockade.The translocation velocity of DNA is proportional to the surface charge density of nanopore,and is inversely proportional to ion average number density of electrolyte solution.Thus,the translocation velocity of DNAs can be controlled to improve the accuracy of sequencing by adjusting the external electric field,ion average number density of electrolyte and surface charge density of nanopore.Ion current decreases when the ion average number density is larger than the critical value and increases when the ion average number density is lower than the critical value.Our numerical

  20. New velocity-space discretization for continuum kinetic calculations and Fokker-Planck collisions

    CERN Document Server

    Landreman, Matt

    2012-01-01

    Numerical techniques are described for discretization of velocity spacevin continuum kinetic calculations. An efficient spectral collocation method is developed for the speed coordinate - the radius in velocity space - employing a novel set of non-classical orthogonal polynomials. For problems in which Fokker-Planck collisions are included, a common situation in plasma physics, a procedure is detailed to accurately and efficiently treat the field term in the collision operator. When species with disparate masses are included simultaneously, a careful extrapolation of the Rosenbluth potentials is performed. The techniques are demonstrated in neoclassical calculations of the bootstrap current and plasma flows in a tokamak.

  1. Multivalued fundamental diagrams of traffic flow in the kinetic Fokker-Planck limit

    CERN Document Server

    Visconti, Giuseppe; Puppo, Gabriella; Tosin, Andrea

    2016-01-01

    Starting from interaction rules based on two levels of stochasticity we study the influence of the microscopic dynamics on the macroscopic properties of vehicular flow. In particular, we study the qualitative structure of the resulting flux-density and speed-density diagrams for different choices of the desired speeds. We are able to recover multivalued diagrams as a result of the existence of a one-parameter family of stationary distributions, whose expression is analytically found by means of a Fokker-Planck approximation of the initial Boltzmann-type model.

  2. Forecasting with the Fokker-Planck model: Bayesian setting of parameter

    Science.gov (United States)

    Montagnon, Chris

    2017-04-01

    Using a closed solution to a Fokker-Planck model of a time series, a probability distribution for the next point in the time series is developed. This probability distribution has one free parameter. Various Bayesian approaches to setting this parameter are tested by forecasting some real world time series. Results show a more than 25 % reduction in the ' 95 % point' of the probability distribution (the safety stock required in these real world situations), versus the conventional ARMA approach, without a significant increase in actuals exceeding this level.

  3. Métodos numéricos integrales para ecuaciones Fokker-Planck

    OpenAIRE

    Donoso Vargas, José Manuel

    2011-01-01

    El trabajo presenta un método numérico de resolucion para ecuaciones de fokker-planck no lineales. El modelo mejora el tratamiento de problemas cinéticos con mas de una cantidad conservada, subsanando las deficiencias que, en este sentido, presentan los esquemas habituales en diferencias. El método se basa en la ecuación integral de evolución para la distribución a través de la probabilidad de transición o propagador. En el segundo capitulo se propone un sencillo algoritmo para la obtención d...

  4. Well-posedness of the limiting equation of a noisy consensus model in opinion dynamics

    Science.gov (United States)

    Chazelle, Bernard; Jiu, Quansen; Li, Qianxiao; Wang, Chu

    2017-07-01

    This paper establishes the global well-posedness of the nonlinear Fokker-Planck equation for a noisy version of the Hegselmann-Krause model. The equation captures the mean-field behavior of a classic multiagent system for opinion dynamics. We prove the global existence, uniqueness, nonnegativity and regularity of the weak solution. We also exhibit a global stability condition, which delineates a forbidden region for consensus formation. This is the first nonlinear stability result derived for the Hegselmann-Krause model.

  5. AN ASYMPTOTIC PRESERVING SCHEME FOR THE VLASOV-POISSON-FOKKER-PLANCK SYSTEM IN THE HIGH FIELD REGIME

    Institute of Scientific and Technical Information of China (English)

    Shi Jin; Li Wang

    2011-01-01

    The Vlasov-Poisson-Fokker-Planck system under the high field scaling describes the Brownian motion of a large system of particles in a surrounding bath where both collision and field effects (electrical or gravitational) are dominant. Numerically solving this system becomes challenging due to the stiff collision term and stiff nonlinear transport term with respect to the high field.We present a class of Asymptotic-Preserving scheme which is efficient in the high field regime,namely,large time steps and coarse meshes can be used,yet the high field limit is still captured.The idea is to combine the two stiff terms and treat them implicitly.Thanks to the linearity of the collision term,using the discretization described in [Jin S,Yan B.J.Comp.Phys.,2011,230:6420-6437]we only need to invert a symmetric matrix.This method can be easily extended to higher dimensions.The method is shown to be positive,stable,mass and asymptotic preserving.Numerical experiments validate its efficiency in both kinetic and high field regimes including mixing regimes.

  6. A fully-neoclassical finite-orbit-width version of the CQL3D Fokker-Planck code

    Science.gov (United States)

    Petrov, Yu V.; Harvey, R. W.

    2016-11-01

    The time-dependent bounce-averaged CQL3D flux-conservative finite-difference Fokker-Planck equation (FPE) solver has been upgraded to include finite-orbit-width (FOW) capabilities which are necessary for an accurate description of neoclassical transport, losses to the walls, and transfer of particles, momentum, and heat to the scrape-off layer. The FOW modifications are implemented in the formulation of the neutral beam source, collision operator, RF quasilinear diffusion operator, and in synthetic particle diagnostics. The collisional neoclassical radial transport appears naturally in the FOW version due to the orbit-averaging of local collision coefficients coupled with transformation coefficients from local (R, Z) coordinates along each guiding-center orbit to the corresponding midplane computational coordinates, where the FPE is solved. In a similar way, the local quasilinear RF diffusion terms give rise to additional radial transport of orbits. We note that the neoclassical results are obtained for ‘full’ orbits, not dependent on a common small orbit-width approximation. Results of validation tests for the FOW version are also presented.

  7. A Fokker-Planck operator for the emission and absorption of electron plasma waves in a magnetized plasma

    Energy Technology Data Exchange (ETDEWEB)

    Ware, A.A.

    1993-03-01

    For slab geometry the perturbation of the electrostatic wake of a superthermal test electron in a magnetized plasma ({omega}{sub ce} {much_gt} {omega}{sub pe}) due to moderate magnetic shear is determined. Allowing for the spherical symmetry of the surfaces of constant phase to the rear of the test electron, the ``resonant`` field electrons causing the damping of the wave in a magnetic surface at a distance x from the test electron are those with parallel velocity {upsilon}{prime}{parallel} = {upsilon}{parallel} cos {beta} cos({beta} + {gamma}). Here {beta} is the angle between the emitted ray and B(0), {gamma} is the angle between B(0) and B(x) and {upsilon}{parallel} is the velocity of the test electron. As a result the damping in the WKB approximation for the wave emission is a function of both the angle of emission and {gamma}. A Fokker-Planck equation is derived for the rate of change of the electron distribution function (f) due to the emission and absorption of the waves under these conditions. f is assumed approximately Maxwellian for {upsilon}{parallel} > {upsilon}{sub T}.

  8. A Fokker-Planck operator for the emission and absorption of electron plasma waves in a magnetized plasma

    Energy Technology Data Exchange (ETDEWEB)

    Ware, A.A.

    1993-03-01

    For slab geometry the perturbation of the electrostatic wake of a superthermal test electron in a magnetized plasma ([omega][sub ce] [much gt] [omega][sub pe]) due to moderate magnetic shear is determined. Allowing for the spherical symmetry of the surfaces of constant phase to the rear of the test electron, the resonant'' field electrons causing the damping of the wave in a magnetic surface at a distance x from the test electron are those with parallel velocity [upsilon][prime][parallel] = [upsilon][parallel] cos [beta] cos([beta] + [gamma]). Here [beta] is the angle between the emitted ray and B(0), [gamma] is the angle between B(0) and B(x) and [upsilon][parallel] is the velocity of the test electron. As a result the damping in the WKB approximation for the wave emission is a function of both the angle of emission and [gamma]. A Fokker-Planck equation is derived for the rate of change of the electron distribution function (f) due to the emission and absorption of the waves under these conditions. f is assumed approximately Maxwellian for [upsilon][parallel] > [upsilon][sub T].

  9. DC SQUID, NQUID and nanoSQUID; “The prediction of behaviors on the base of analytic results of the Fokker-Planck equation”

    Directory of Open Access Journals (Sweden)

    M Eatesami

    2009-08-01

    Full Text Available  By defining the loop inductance for NQUID and considering sinusoidal Fourier series for the current-phase relations of its nanowires and replacing two Langevin equations with one two-dimensional Fokker-Planck equation, we have obtained analytical relations for the characteristics of the asymmetric NQUID. On the other hand for DC SQUIDs and nanoSQUID, we have to consider simultaneously the effects of the deviation of the current-phase relation from Is(θα sinθ , the effects of fluctuations and noises and also the effects of asymmetry (usually two junctions have some differences on the current-voltage characteristic. Therefore various considerations necessitate more accurate analytical formulation and more theoretical predictions .

  10. New multigroup Monte Carlo scattering algorithm suitable for neutral- and charged-particle Boltzmann and Fokker-Planck calculations

    Energy Technology Data Exchange (ETDEWEB)

    Sloan, D.P.

    1983-05-01

    Morel (1981) has developed multigroup Legendre cross sections suitable for input to standard discrete ordinates transport codes for performing charged-particle Fokker-Planck calculations in one-dimensional slab and spherical geometries. Since the Monte Carlo neutron transport code, MORSE, uses the same multigroup cross section data that discrete ordinates codes use, it was natural to consider whether Fokker-Planck calculations could be performed with MORSE. In order to extend the unique three-dimensional forward or adjoint capability of MORSE to Fokker-Planck calculations, the MORSE code was modified to correctly treat the delta-function scattering of the energy operator, and a new set of physically acceptable cross sections was derived to model the angular operator. Morel (1979) has also developed multigroup Legendre cross sections suitable for input to standard discrete ordinates codes for performing electron Boltzmann calculations. These electron cross sections may be treated in MORSE with the same methods developed to treat the Fokker-Planck cross sections. The large magnitude of the elastic scattering cross section, however, severely increases the computation or run time. It is well-known that approximate elastic cross sections are easily obtained by applying the extended transport (or delta function) correction to the Legendre coefficients of the exact cross section. An exact method for performing the extended transport cross section correction produces cross sections which are physically acceptable. Sample calculations using electron cross sections have demonstrated this new technique to be very effective in decreasing the large magnitude of the cross sections.

  11. Coupling the beam tracing code TORBEAM and the Fokker-Planck solver RELAX for fast electrons

    Science.gov (United States)

    Maj, O.; Poli, E.; Westerhof, E.

    2012-12-01

    In this paper the interface between the beam tracing code TORBEAM [Poli, Peeters and Pereverzev, Comp. Phys. Comm. 136, 90 (2001)] and the quasi-linear Fokker-Planck solver RELAX [Westerhof, Peeters and Schippers, Rijnhuizen Report No. RR 92-211 CA, 1992] is presented together with preliminary testing results for electron cyclotron waves in ITER plasmas and their effects on the electron distribution function. The resulting numerical package allows us to account for diffraction effects in the construction of the quasi-linear wave-particle diffusion operator. The coupling of the paraxial-WKB code TORBEAM to the ray-based code RELAX requires a reinterpretation of the paraxial wave field in terms of extended rays, which are addressed in details.

  12. On the spatially homogeneous and isotropic Einstein-Vlasov-Fokker-Planck system with cosmological scalar field

    CERN Document Server

    Calogero, Simone

    2016-01-01

    The Einstein-Vlasov-Fokker-Planck system describes the kinetic diffusion dynamics of self-gravitating particles within the Einstein theory of general relativity. We study the Cauchy problem for spatially homogeneous and isotropic solutions and prove the existence of both global solutions and solutions that blow-up in finite time depending on the size of certain functions of the initial data. We also derive information on the large-time behavior of global solutions and toward the singularity for solutions which blow-up in fine time. Our results entail the existence of a phase of decelerated expansion followed by a phase of accelerated expansion, in accordance with the physical expectations in cosmology.

  13. Self-Consistent Fokker-Planck Treatment Of Particle Distributions in Astrophysical Plasmas

    CERN Document Server

    Nayakshin, S; Nayakshin, Sergei; Melia, Fulvio

    1997-01-01

    High-energy, multi-component plasmas in which pair creation and annihilation, lepton-lepton scattering, lepton-proton scattering, and Comptonization all contribute to establishing the particle and photon distributions, are present in a broad range of compact astrophysical objects. Earlier work has included much of the microphysics needed to account for electron-photon and electron-proton interactions, but little has been done to handle the redistribution of the particles as a result of their Coulomb interaction with themselves in an arbitrary case. Our goal here is to use a Fokker-Planck approach in order to develop a fully self-consistent theory for the interaction of arbitrarily distributed particles and radiation to arrive at an accurate representation of the high-energy plasma in these sources. We conduct several tests representative of two dominant segments of parameter space and discuss physical implications of the non-Maxwellian distribution function. Approximate analytical forms for the electron distr...

  14. Fokker-Planck Simulation of Fast Wave Current Drive and Heating in the Reversed Field Pinch

    Science.gov (United States)

    Uchimoto, E.; Shiina, S.; Harvey, R. W.; Smirnov, A. P.; Forest, C. B.; Prager, S. C.; Wright, J. C.

    1999-11-01

    Fast wave current drive (FWCD) has been shown theoretically to be a good candidate for improving plasma confinement characteristics of a high-beta, reactor-grade RFP via current profile control.footnote S. Shiina, Y. Kondoh, H. Ishii, Nuclear Fusion 34, 1473 (1994); T. Nagai et al., Proc. ICPP (Nagoya, 1996), p. 1042; K. Kusano et al., 17th IAEA Fusion Energy Conf. (Yokohama, 1998), paper THP1/12. To assess the effects of toroidicity and quasilinear modifications to the electron distribution function on FWCD, we are using the RFP version of ray-tracing and Fokker-Planck codes (GENRAY and CQL3D). Although lower hybrid slow waves are ideally suited for poloidal current drive in large RFPs presently in operation, possible use of fast waves is being considered for core current drive and heating in these devices. For MST parameters, our calculations focus on intermediate to high harmonic fast waves for which geometric optics is valid.

  15. Euclidean Quantum Mechanics and Universal Nonlinear Filtering

    Directory of Open Access Journals (Sweden)

    Bhashyam Balaji

    2009-02-01

    Full Text Available An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the configuration space Feynman path integral representation of the fundamental solution of a Fokker-Planck type of equation termed the Yau Equation of continuous-continuous filtering. A corollary is the equivalence between nonlinear filtering problem and a time-varying Schr¨odinger equation.

  16. Time-Dependent Mean-Field Games with Logarithmic Nonlinearities

    KAUST Repository

    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.

  17. Vlasov-Fokker-Planck simulations of fast-electron transport with hydrodynamic plasma response

    Energy Technology Data Exchange (ETDEWEB)

    Kingham, R J; Sherlock, M; Ridgers, C P; Evans, R G, E-mail: rj.kingham@imperial.ac.u [Plasma Physics Group, Imperial College London, London SW7 2AZ (United Kingdom)

    2010-08-01

    We report on kinetic simulations of the transport of laser-produced relativistic electron beams (REB) through solid-density plasma, including the hydrodynamic response of the plasma. We consider REBs with parameters relevant to fast-ignition of compressed inertial confinement fusion capsules. We show that over the 10-20ps timescales required for fast-ignition, thermal pressure (from Ohmic heating) can significantly modify the density which in turn strongly affects the propagation of injected fast-electrons; it allows them to re-collimate into a narrow, intense beam under conditions where they initially undergo beam-hollowing. Similar static-density calculations do not show re-collimation. The re-collimation effect is attributed to PdV cooling in the pressure-induced density-channel, which in turn suppresses defocusing magnetic fields generated by resistivity gradients. These simulations have been carried out using the new 2D-3V Vlasov-Fokker-Planck (VFP) code FIDO running in hybrid mode.

  18. Bounce-averaged Fokker-Planck Simulation of Runaway Avalanche from Secondary Knock-on Production

    Science.gov (United States)

    Chiu, S. C.; Chan, V. S.; Harvey, R. W.; Rosenbluth, M. N.

    1996-11-01

    It has been pointed out that secondary production of runaway electrons by knock-on collisions with very energetic confined electrons can significantly change the runaway rate,(M.N. Rosenbluth, Bull. Amer. Phys. Soc. 40), 1804 (1995).^,(N.T. Besedin, I.M. Pankratov, Nucl. Fusion 26), 807 (1986).^,(R. Jaspers, K.H. Finden, G. Mank et al.), Nucl. Fusion 33, 1775 (1993). and is potentially a serious problem in reactors. Previous calculations of the effect have only partially included important effects such as toroidal trapping, synchrotron radiation, and bremsstrahlung. Furthermore, in a normal constant current operation, the increase of the density of runaway electrons causes a decrease of the ohmic field and all these effects can balance to a steady-state. The purpose of the present paper is to present results on bounce-averaged Fokker-Planck simulations of knock-on avalanching runaways including these effects. Initially, an energetic seed component is inserted to initiate knock-on avalanching. Results on the dependence of the steady-state runaway current on Z_eff, density, and radial location will be presented.

  19. Effect of gain nonlinearity in semiconductor lasers

    DEFF Research Database (Denmark)

    Jensen, Niels H.; Christiansen, Peter Leth; Skovgaard, Ove

    1988-01-01

    Semiconductor lasers are modeled by single-mode rate equations with Langevin noise terms and the influence of nonlinear gain is investigated. For cw operation the probability distribution for the carrier number and the photon number in the laser cavity is obtained. The corresponding (2......+1)-dimensional Fokker-Planck equation is derived and integrated on an Amdahl VP1100 vector processor. Above threshold the resulting probability density agrees with the rate-equation predictions. The case of high-speed modulation is also considered. The nonlinear gain is found to stabilize the laser....

  20. Logarithmic diffusion and porous media equations: a unified description.

    Science.gov (United States)

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

    2005-09-01

    In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this equation. Its solution has a Lorentzian form, consequently this equation characterizes a superdiffusion like a Lévy kind. In addition an equation that unifies the porous media and the logarithmic diffusion equations, including a generalized diffusion equation in fractal dimension, is obtained. This unification is performed in the nonextensive thermostatistics context and increases the possibilities about the description of anomalous diffusive processes.

  1. Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems

    Science.gov (United States)

    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.

  2. ANÁLISIS DEL MÉTODO LOCAL DISCONTINUO GALERKIN PARA LA ECUACIÓN DE FOKKER-PLANCK

    OpenAIRE

    Guillén Oviedo, Helen; Sequeira, Filander

    2016-01-01

    En este artículo se introduce y se analiza el método “Local Discontinuous Galerkin” (LDG) para la ecuación de Fokker-Planck concondiciones de contorno homogéneas. En particular, se emplea una formulación mixta en la cual las principales incógnitas corresponden al flujo de probabilidad y la función de densidad de probabilidad. Se aplican resultados conocidos provenientes del análisis funcional para establecer que el esquema discreto está bien puesto. Además, se proveen estimaciones de error par...

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

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Chi-Jen [Iowa State Univ., Ames, IA (United States)

    2013-01-01

    In this thesis, we analyze both the spatiotemporal behavior of: (A) non-linear “reaction” models utilizing (discrete) reaction-diffusion equations; and (B) spatial transport problems on surfaces and in nanopores utilizing the relevant (continuum) diffusion or Fokker-Planck equations. Thus, there are some common themes in these studies, as they all involve partial differential equations or their discrete analogues which incorporate a description of diffusion-type processes. However, there are also some qualitative differences, as shall be discussed below.

  4. Oligarchy as a Phase Transition: The effect of wealth-attained advantage in a Fokker-Planck description of asset exchange

    CERN Document Server

    Boghosian, Bruce M; Johnson, Merek; Marcq, Jeremy A; Wang, Hongyan

    2015-01-01

    In earlier work [1,2], we derived a Fokker-Planck equation for the ``Yard-Sale Model'' (YSM) of asset exchange. In the absence of redistribution, we showed that the Gini coefficient $G$ is a Lyapunov functional for this model [3], and that the time-asymptotic state of the model's wealth distribution has $G=1$, corresponding to complete inequality -- all of the wealth in the hands of a single agent. When a simple one-parameter model of redistribution, based on the Ornstein-Uhlenbeck process, is introduced, we also showed that the model admits a steady state exhibiting some features in common with the celebrated Pareto Law of wealth distribution [1]. In this 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. Also in this work, we generalize the model by intro...

  5. Parallel Fokker-Planck-DSMC algorithm for rarefied gas flow simulation in complex domains at all Knudsen numbers

    Science.gov (United States)

    Küchlin, Stephan; Jenny, Patrick

    2017-01-01

    A major challenge for the conventional Direct Simulation Monte Carlo (DSMC) technique lies in the fact that its computational cost becomes prohibitive in the near continuum regime, where the Knudsen number (Kn)-characterizing the degree of rarefaction-becomes small. In contrast, the Fokker-Planck (FP) based particle Monte Carlo scheme allows for computationally efficient simulations of rarefied gas flows in the low and intermediate Kn regime. The Fokker-Planck collision operator-instead of performing binary collisions employed by the DSMC method-integrates continuous stochastic processes for the phase space evolution in time. This allows for time step and grid cell sizes larger than the respective collisional scales required by DSMC. Dynamically switching between the FP and the DSMC collision operators in each computational cell is the basis of the combined FP-DSMC method, which has been proven successful in simulating flows covering the whole Kn range. Until recently, this algorithm had only been applied to two-dimensional test cases. In this contribution, we present the first general purpose implementation of the combined FP-DSMC method. Utilizing both shared- and distributed-memory parallelization, this implementation provides the capability for simulations involving many particles and complex geometries by exploiting state of the art computer cluster technologies.

  6. Fokker-Planck/Ray Tracing for Electron Bernstein and Fast Wave Modeling in Support of NSTX

    Energy Technology Data Exchange (ETDEWEB)

    Harvey, R. W. [CompX, Del Mar, CA (United States)

    2009-11-12

    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

  7. Stochastic processes and applications diffusion processes, the Fokker-Planck and Langevin equations

    CERN Document Server

    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...

  8. A 2D finite element/1D Fourier solution to the Fokker-Planck equation

    Science.gov (United States)

    Spencer, Joseph Andrew

    Plasma, the fourth state of matter, is a gas in which a significant portion of the atoms are ionized. It is estimated that more than 99% of the material in the visible universe is in the plasma state. The process that stars, including our sun, combine atomic nuclei and produce large amounts of energy is called thermonuclear fusion. It is anticipated future energy demands will be met by large terrestrial devices harnessing the energy of nuclear fusion. A gas hot enough to produce the number of atomic collisions needed for fusion is necessarily in the plasma state. Therefore, plasmas are of great interest to researchers studying nuclear fusion. Stars are massive enough that the gravitational attraction heats and confines the plasma. Gravitational confinement cannot be used to confine fusion plasmas on Earth. Material containers cause cooling, which prevent a plasma from maintaining the high temperature needed for fusion. Fortunately plasmas have electrical properties, which allow them to be controlled by strong magnetic fields. Although serious research into controlled thermonuclear fusion began over 60 years ago, only a couple of man-made devices are even close to obtaining more energy from fusion than is put into them. One difficulty lies in understanding the physics of particle collisions. A relative few particle collisions result in the fusion of atomic nuclei, while the vast majority of collisions are understood in terms of the electrostatic force between particles. My work has been to create an a computer code, which can be executed in parallel on supercomputers, to quickly and accurately calculate the evolution of a plasma due to particle collisions. This work explains the physics and mathematics underlying our code, as well as several tests which demonstrate the code is working as expected.

  9. Langevin equation with multiplicative white noise: Transformation of diffusion processes into the Wiener process in different prescriptions

    Energy Technology Data Exchange (ETDEWEB)

    Kwok, Sau Fa, E-mail: kwok@dfi.uem.br

    2012-08-15

    A Langevin equation with multiplicative white noise and its corresponding Fokker-Planck equation are considered in this work. From the Fokker-Planck equation a transformation into the Wiener process is provided for different orders of prescription in discretization rule for the stochastic integrals. A few applications are also discussed. - Highlights: Black-Right-Pointing-Pointer Fokker-Planck equation corresponding to the Langevin equation with mul- tiplicative white noise is presented. Black-Right-Pointing-Pointer Transformation of diffusion processes into the Wiener process in different prescriptions is provided. Black-Right-Pointing-Pointer The prescription parameter is associated with the growth rate for a Gompertz-type model.

  10. Long-Time Dynamic Response and Stochastic Resonance of Subdiffusive Overdamped Bistable Fractional Fokker-Planck Systems

    Institute of Scientific and Technical Information of China (English)

    KANG Yan-Mei; JIANG Yao-Lin

    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 subdiffusion exponent inhibits the stochastic resonance (SR), while for larger driving frequency the decrease of subdiffusion 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.

  11. Nonlinear Dirac Equations

    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.

  12. Full-wave and Fokker Planck analysis of ICRF heating experiments in the Alcator C-Mod tokamak

    Energy Technology Data Exchange (ETDEWEB)

    Bonoli, P.T.; Golovato, S.; Porkolab, M.; Takase, Y. [MIT Plasma Fusion Center, Cambridge, MA (United States)

    1996-12-31

    The Alcator C-Mod device is a high field, high density, shaped tokamak with parameters a = 0.22 m, R{sub 0} = 0.67 m, B{sub 0} {le} 9.0 T, {kappa} {le} 1.8, {delta} {le} 0.8, and 1.0 x 10{sup 20} m{sup -3} n{sub e} (0) {le} 1.0 x 10{sup 21} m{sup -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{sub 0} = 2f{sub CH}) at 2.6 T in (D-H); (ii) Fundamental heating of (H) (f{sub 0} = f{sub CH}) at 5.3T in a D-(H) plasma; and (iii) Fundamental heating of ({sup 3}He) (f{sub 0} = f{sub C{sup 3}He}) at 7.9 T in a D-({sup 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-({sup 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 pass{close_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-({sup 3}He) indicates improved wave focussing and {sup 3}He-cyclotron absorption of the ICRF waves relative to L-mode. A dramatic increase in the transfer of {sup 3}He tail power to the background deuterium is also found for PEP-mode plasmas.

  13. Kinetic Simulations - Oshun (Vlasov-Fokker-Planck) and PIC (Osiris) - Physics and Open Source Software In The UCLA PICKSE Initiative

    Science.gov (United States)

    Tableman, Adam; Tzoufras, Michail; Fonseca, Ricardo; Mori, W. B.

    2016-10-01

    We present physics results and general updates for two plasma kinetic simulation codes developed under the UCLA PICKSE initiative. We also discuss the issues around making these codes open source such that they can be used (and contributed too) by a large audience. The first code discussed is Oshun - a Vlasov-Fokker-Planck (VFP) code. Recent simulations with the VFP code OSHUN will be presented for all of the aforementioned problems. The algorithmic improvements that have facilitated these studies will be also be discussed. The second code discussed is the PIC code Osiris. Osiris is a widely respected code used in hundreds of papers. Osiris was first developed for laser-plasma interactions but has grown into a robust framework covering most areas of plasma research. One defining feature of Osiris is that it is highly optimized for a variety of hardware configurations and scales linearly over 1 million + CPU nodes. We will discuss the recently released version 4.0 written in modern, fully-object oriented FORTRAN. Funding provided by Grants NSF ACI 1339893 and DOE DE NA 0001833.

  14. An exactly solvable model for Brownian motion : II. Derivation of the Fokker-Planck equation and the master equation

    NARCIS (Netherlands)

    Ullersma, P.

    1966-01-01

    As in a previous paper1) an elastically bound particle, linearly coupled with a bath of small oscillators, is considered. At the initial time the bath is chosen in thermal equilibrium with temperature T. In the classical case the distribution function for the momentum and displacement of the particl

  15. Nonlinear diffusion equations

    CERN Document Server

    Wu Zhuo Qun; Li Hui Lai; Zhao Jun Ning

    2001-01-01

    Nonlinear diffusion equations, an important class of parabolic equations, come from a variety of diffusion phenomena which appear widely in nature. They are suggested as mathematical models of physical problems in many fields, such as filtration, phase transition, biochemistry and dynamics of biological groups. In many cases, the equations possess degeneracy or singularity. The appearance of degeneracy or singularity makes the study more involved and challenging. Many new ideas and methods have been developed to overcome the special difficulties caused by the degeneracy and singularity, which

  16. Existence of global weak solutions to compressible isentropic finitely extensible nonlinear bead-spring chain models for dilute polymers: The two-dimensional case

    Science.gov (United States)

    Barrett, John W.; Süli, Endre

    2016-07-01

    We prove the existence of global-in-time weak solutions to a general class of models that arise from the kinetic theory of dilute solutions of nonhomogeneous polymeric liquids, where the polymer molecules are idealized as bead-spring chains with finitely extensible nonlinear elastic (FENE) type spring potentials. The class of models under consideration involves the unsteady, compressible, isentropic, isothermal Navier-Stokes system in a bounded domain Ω in Rd, d = 2, for the density ρ, the velocity u ˜ and the pressure p of the fluid, with an equation of state of the form p (ρ) =cpργ, where cp is a positive constant and γ > 1. The right-hand side of the Navier-Stokes momentum equation includes an elastic extra-stress tensor, which is the classical Kramers expression. The elastic extra-stress tensor stems from the random movement of the polymer chains and is defined through the associated probability density function that satisfies a Fokker-Planck-type parabolic equation, a crucial feature of which is the presence of a centre-of-mass diffusion term. This extends the result in our paper J.W. Barrett and E. Süli (2016) [9], which established the existence of global-in-time weak solutions to the system for d ∈ { 2 , 3 } and γ >3/2, but the elastic extra-stress tensor required there the addition of a quadratic interaction term to the classical Kramers expression to complete the compactness argument on which the proof was based. We show here that in the case of d = 2 and γ > 1 the existence of global-in-time weak solutions can be proved in the absence of the quadratic interaction term. Our results require no structural assumptions on the drag term in the Fokker-Planck equation; in particular, the drag term need not be corotational. With a nonnegative initial density ρ0 ∈L∞ (Ω) for the continuity equation; a square-integrable initial velocity datum u˜0 for the Navier-Stokes momentum equation; and a nonnegative initial probability density function ψ0

  17. Asymptotics for dissipative nonlinear equations

    CERN Document Server

    Hayashi, Nakao; Kaikina, Elena I; Shishmarev, Ilya A

    2006-01-01

    Many of problems of the natural sciences lead to nonlinear partial differential equations. However, only a few of them have succeeded in being solved explicitly. Therefore different methods of qualitative analysis such as the asymptotic methods play a very important role. This is the first book in the world literature giving a systematic development of a general asymptotic theory for nonlinear partial differential equations with dissipation. Many typical well-known equations are considered as examples, such as: nonlinear heat equation, KdVB equation, nonlinear damped wave equation, Landau-Ginzburg equation, Sobolev type equations, systems of equations of Boussinesq, Navier-Stokes and others.

  18. Electron dynamics with radiation and nonlinear wigglers

    Energy Technology Data Exchange (ETDEWEB)

    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.

  19. Isostable reduction with applications to time-dependent partial differential equations.

    Science.gov (United States)

    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.

  20. Isostable reduction with applications to time-dependent partial differential equations

    Science.gov (United States)

    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.

  1. STOCHASTIC OPTIMAL CONTROL OF STRONGLY NONLINEAR SYSTEMS UNDER WIDE-BAND RANDOM EXCITATION WITH ACTUATOR SATURATION

    Institute of Scientific and Technical Information of China (English)

    Changshui Feng; Weiqiu Zhu

    2008-01-01

    A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled strongly non-linear systems under wide-band random excitation using generalized harmonic functions. Then, the dynamical programming equation for the saturated control problem is formulated from the partially averaged Ito equation based on the dynamical programming principle. The optimal control consisting of the unbounded optimal control and the bounded bang-bang control is determined by solving the dynamical programming equation. Finally, the response of the optimally controlled system is predicted by solving the reduced Fokker-Planck-Kolmogorov (FPK) equation associated with the completed averaged Ito equation. An example is given to illustrate the proposed control strategy. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang-bang control strategy.

  2. Monte Carlo method and High Performance Computing for solving Fokker-Planck equation of minority plasma particles

    CERN Document Server

    Hirvijoki, Eero; Äkäslompolo, Simppa; Varje, Jari; Koskela, Tuomas; Miettunen, Juho

    2015-01-01

    This paper explains how to obtain the distribution function of minority ions in tokamak plasmas using the Monte Carlo method. Since the emphasis is on energetic ions, the guiding-center transformation is outlined, including also the transformation of the collision operator. Even within the guiding-center formalism, the fast particle simulations can still be very CPU intensive and, therefore, we introduce the reader also to the world of high-performance computing. The paper is concluded with a few examples where the presented method has been applied.

  3. Algunas soluciones exactas para la ecuación unidimensional de fokker-planck usando simetrías de lie

    OpenAIRE

    Ortíz-Álvarez, Hugo Hernán; Jiménez-García, Francy Nelly; Posso-Agudelo, Abel Enrique

    2015-01-01

    La ecuación de Fokker Planck aparece en el estudio de fenómenos de difusión, procesos estocásticos y mecánica clásica y cuantica. Un caso particular de esta ecuación, ut − uxx − xux − u = 0, es analizada empleando el método de los grupos de Lie. De la condición de invariación fue posible obtener los generadores infinitesimales ó vectores de la ecuación identificando los correspondientes grupos de simetría. Se obtuvieron soluciones exactas para cada uno de estos generadores y se construyeron n...

  4. Effects of introducing nonlinear components for a random excited hybrid energy harvester

    Science.gov (United States)

    Zhou, Xiaoya; Gao, Shiqiao; Liu, Haipeng; Guan, Yanwei

    2017-01-01

    This work is mainly devoted to discussing the effects of introducing nonlinear components for a hybrid energy harvester under random excitation. For two different types of nonlinear hybrid energy harvesters subjected to random excitation, the analytical solutions of the mean output power, voltage and current are derived from Fokker-Planck (FP) equations. Monte Carlo simulation exhibits qualitative agreement with FP theory, showing that load values and excitation’s spectral density have an effect on the total mean output power, piezoelectric (PE) power and electromagnetic power. Nonlinear components affect output characteristics only when the PE capacitance of the hybrid energy harvester is non-negligible. Besides, it is also demonstrated that for this type of nonlinear hybrid energy harvesters under random excitation, introducing nonlinear components can improve output performances effectively.

  5. Probabilistic approach to nonlinear wave-particle resonant interaction

    Science.gov (United States)

    Artemyev, A. V.; Neishtadt, A. I.; Vasiliev, A. A.; Mourenas, D.

    2017-02-01

    In this paper we provide a theoretical model describing the evolution of the charged-particle distribution function in a system with nonlinear wave-particle interactions. Considering a system with strong electrostatic waves propagating in an inhomogeneous magnetic field, we demonstrate that individual particle motion can be characterized by the probability of trapping into the resonance with the wave and by the efficiency of scattering at resonance. These characteristics, being derived for a particular plasma system, can be used to construct a kinetic equation (or generalized Fokker-Planck equation) modeling the long-term evolution of the particle distribution. In this equation, effects of charged-particle trapping and transport in phase space are simulated with a nonlocal operator. We demonstrate that solutions of the derived kinetic equations agree with results of test-particle tracing. The applicability of the proposed approach for the description of space and laboratory plasma systems is also discussed.

  6. Another derivation of generalized Langevin equations

    CERN Document Server

    Dengler, R

    2015-01-01

    The formal derivation of Langevin equations (and, equivalently Fokker-Planck equations) with projection operator techniques of Mori, Zwanzig, Kawasaki and others can well be called a pearl of theoretical physics. The derivation relies on classical mechanics, and encompasses everything an omnipotent engineer can construct from point particles and potentials: solids, liquids, liquid crystals, conductors, polymers, systems with spin-like degrees of freedom ... Einstein relations and Onsager reciprocity theorem come for free. It apparently not has widely found its way into textbooks, but has been reproduced dozens of times on the fly with many references to the literature and without adding much substantially new. Here we follow the tradition, but strive to produce a self-contained text. Furthermore, we address questions that naturally arise in the derivation. Among other things the meaning of the divergence of the Poisson brackets is explained, and the role of nonlinear damping coefficients is clarified.

  7. Nonlinear stochastic optimal bounded control of hysteretic systems with actuator saturation

    Institute of Scientific and Technical Information of China (English)

    Rong-hua HUAN; Wei-qiu ZHU; Yong-jun WU

    2008-01-01

    A modified nonlinear stochastic optimal bounded control strategy for random excited hysteretic systems with actuator saturation is proposed. First, a controlled hysteretic system is converted into an equivalent nonlinear nonhysteretic stochastic system. Then, the partially averaged It6 stochastic differential equation and dynamical programming equation are established, respectively, by using the stochastic averaging method for quasi non-integrable Hamiltonian systems and stochastic dynamical programming principle, from which the optimal control law consisting of optimal unbounded control and bang-bang control is derived. Finally, the response of optimally controlled system is predicted by solving the Fokker-Planck-Kolmogorov (FPK) equation associated with the fully averaged It6 equation. Numerical results show that the proposed control strategy has high control effectiveness and efficiency.

  8. Coupled Particle Transport and Pattern Formation in a Nonlinear Leaky-Box Model

    Science.gov (United States)

    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.

  9. Exact stationary solutions independent of energy for strongly nonlinear stochastic systems of multiple degrees of freedom

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    A new procedure is proposed to construct strongly nonlinear systems of multiple degrees of freedom subjected to parametric and/or external Gaussian white noises, whose exact stationary solutions are independent of energy. Firstly, the equivalent Fokker-Planck-Kolmogorov (FPK) equations are derived by using exterior differentiation. The main difference between the equivalent FPK equation and the original FPK equation lies in the additional arbitrary antisymmetric diffusion matrix. Then the exact stationary solutions and the structures of the original systems can be obtained by using the coefficients of antisymmetric diffusion matrix. The obtained exact stationary solutions, which are generally independent of energy, are for the most general class of strongly nonlinear stochastic systems multiple degrees of freedom (MDOF) so far, and some classes of the known ones dependent on energy belong to the special cases of them.

  10. On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems

    Institute of Scientific and Technical Information of China (English)

    朱位秋; 应祖光

    2004-01-01

    A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed.The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.

  11. Science Letters:On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems

    Institute of Scientific and Technical Information of China (English)

    朱位秋; 应祖光

    2004-01-01

    A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed. The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.

  12. Exact stationary solutions independent of energy for strongly nonlinear stochastic systems of multiple degrees of freedom

    Institute of Scientific and Technical Information of China (English)

    HUANG ZhiLong; JIN XiaoLing

    2009-01-01

    A new procedure is proposed to construct strongly nonlinear systems of multiple degrees of freedom subjected to parametric and/or external Gaussian white noises,whose exact stationary solutions are independent of energy.Firstly,the equivalent Fokker-Planck-Kolmogorov(FPK)equations are derived by using exterior differentiation.The main difference between the equivalent FPK equation and the original FPK equation lies in the additional arbitrary antisymmetric diffusion matrix.Then the exact stationary solutions and the structures of the original systems can be obtained by using the coefficients of antisymmetric diffusion matrix.The obtained exact stationary solutions,which are generally independent of energy,are for the most general class of strongly nonlinear stochastic systems multiple degrees of freedom(MDOF)so far,and some classes of the known ones dependent on energy belong to the special cases of them.

  13. Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus

    Science.gov (United States)

    Kiesewetter, Simon; Drummond, Peter D.

    2017-03-01

    A variance reduction method for stochastic integration of Fokker-Planck equations is derived. This unifies the cumulant hierarchy and stochastic equation approaches to obtaining moments, giving a performance superior to either. We show that the brute force method of reducing sampling error by just using more trajectories in a sampled stochastic equation is not the best approach. The alternative of using a hierarchy of moment equations is also not optimal, as it may converge to erroneous answers. Instead, through Bayesian conditioning of the stochastic noise on the requirement that moment equations are satisfied, we obtain improved results with reduced sampling errors for a given number of stochastic trajectories. The method used here converges faster in time-step than Ito-Euler algorithms. This parallel optimized sampling (POS) algorithm is illustrated by several examples, including a bistable nonlinear oscillator case where moment hierarchies fail to converge.

  14. Solving Nonlinear Wave Equations by Elliptic Equation

    Institute of Scientific and Technical Information of China (English)

    FU Zun-Tao; LIU Shi-Da; LIU Shi-Kuo

    2003-01-01

    The elliptic equation is taken as a transformation and applied to solve nonlinear wave equations. It is shown that this method is more powerful to give more kinds of solutions, such as rational solutions, solitary wave solutions,periodic wave solutions and so on, so it can be taken as a generalized method.

  15. 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.

  16. Stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    The stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems is investigated. First, the stochastic optimal control problem of a partially observable nonlinear quasi-integrable Hamiltonian system is converted into that of a completely observable linear system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by applying the stochastic averaging method and the stochastic dynamical programming principle. The response of the controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation and the Riccati equation for the estimated error of system states. As an example to illustrate the procedure and effectiveness of the proposed method, the stochastic optimal control problem of a partially observable two-degree-of-freedom quasi-integrable Hamiltonian system is worked out in detail.

  17. LETTER: Study of combined NBI and ICRF enhancement of the D-3He fusion yield with a Fokker-Planck code

    Science.gov (United States)

    Azoulay, M.; George, M. A.; Burger, A.; Collins, W. E.; Silberman, E.

    A two-dimensional bounce averaged Fokker-Planck code is used to study the fusion yield and the wave absorption by residual hydrogen ions in higher harmonic ICRF heating of D (120 keV) and 3He (80 keV) beams in the JT-60U tokamak. Both for the fourth harmonic resonance of 3He (ω = 4ωc3He(0), which is accompanied by the third harmonic resonance of hydrogen (ω = 3ωcH) at the low field side, and for the third harmonic resonance of 3He (ω = 4ωcD(0) = 3ωc3He(0)) = 2ωcH(0)), a few per cent of hydrogen ions are found to absorb a large fraction of the ICRF power and to degrade the fusion output power. In the latter case, D beam acceleration due to the fourth harmonic resonance in the 3He(D) regime can enhance the fusion yield more effectively. A discussion is given of the effect of D beam acceleration due to the fifth harmonic resonance (ω = 5ωcD) at the high field side in the case of ω = 4ωc3He(0) and of the optimization of the fusion yield in the case of lower electron density and higher electron temperature

  18. Introduction to nonlinear dispersive equations

    CERN Document Server

    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...

  19. 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 f...

  20. Nonlinear evolution equations in QCD

    OpenAIRE

    Stasto, A. M.

    2004-01-01

    The following lectures are an introduction to the phenomena of partonic saturation and nonlinear evolution equations in Quantum Chromodynamics. After a short introduction to the linear evolution, the problems of unitarity bound and parton saturation are discussed. The nonlinear Balitsky-Kovchegov evolution equation in the high energy limit is introduced, and the progress towards the understanding of the properties of its solution is reviewed. We discuss the concepts of the saturation scale, g...

  1. An H Theorem for Boltzmann's Equation for the Yard-Sale Model of Asset Exchange

    Science.gov (United States)

    Boghosian, Bruce M.; Johnson, Merek; Marcq, Jeremy A.

    2015-12-01

    In recent work (Boghosian, Phys Rev E 89:042804-042825, 2014; Boghosian, Int J Mod Phys 25:1441008-1441015, 2014), Boltzmann and Fokker-Planck equations were derived for the "Yard-Sale Model" of asset exchange. For the version of the model without redistribution, it was conjectured, based on numerical evidence, that the time-asymptotic state of the model was oligarchy—complete concentration of wealth by a single individual. In this work, we prove that conjecture by demonstrating that the Gini coefficient, a measure of inequality commonly used by economists, is an H function of both the Boltzmann and Fokker-Planck equations for the model.

  2. Statistics of the single mode light in the transparent medium with cubic nonlinearity

    CERN Document Server

    Gorbachev, V N

    1999-01-01

    The quantum statistics of the light in the transparent medium with cubic nonlinearity is considered. Two types of transparent media are treated, namely, the cold transparent medium with a ground working level and the inversion-free medium with the lasing levels of the same population. The spectra of light fluctuation are found on the basis of both Scully-Lamb and Haken theories. The conditions for the use of effective Hamiltonian are determined. Basing on the exact solution of the Fokker-Planck equation for the Glauber-Sudarshan P-function the inversion-free medium with cubic nonlinearity is shown to be the source of spontaneous radiation with non-Gaussian statistics.

  3. Modern nonlinear equations

    CERN Document Server

    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.

  4. On the numerical solution of stochastic differential equations

    CERN Document Server

    Ryter, Dietrich

    2016-01-01

    The forward (Fokker-Planck) equation exhibits an intrinsic trend which is absent in the SDE. When it is added to the well-known random increments, these sum up to paths which perfectly agree with the propagator of the FPE.

  5. Non-Maxwellian distribution functions in flaring coronal loops - Comparison of Landau-Fokker-Planck and BGK solutions

    Science.gov (United States)

    Ljepojevic, N. N.; Macneice, P.

    1988-01-01

    The high-velocity tail of the electron distribution has been calculated by solving the high-velocity form of the Landau equation for a thermal structure representative of a flaring coronal loop. These calculations show an enhancement of the tail population above Maxwellian for electrons moving down the temperature gradient. The results obtained are used to test the reliability of the BGK approximation. The comparison shows that the BGK technique can estimate contributions to the heat flux from the high-energy tail to within an order of magnitude.

  6. Modeling water table fluctuations by means of a stochastic differential equation

    Science.gov (United States)

    Bierkens, Marc F. P.

    1998-10-01

    The combined system of soil-water and shallow groundwater is modeled with simple mass balance equations assuming equilibrium soil moisture conditions. This results in an ordinary but nonlinear differential equation of water table depth at a single location. If errors in model inputs, errors due to model assumptions and parameter uncertainty are lumped and modeled as a wide band noise process, a stochastic differential equation (SDE) results. A solution for the stationary probability density function is given through use of the Fokker-Planck equation. For the nonstationary case, where the model inputs are given as daily time series, sample functions of water table depth, soil saturation, and drainage discharge can be simulated by numerically solving the SDE. These sample functions can be used for designing drainage systems and to perform risk analyses. The parameters and noise statistics of the SDE are calibrated on time series of water table depths by embedding the SDE in a Kaiman filter algorithm and using the filter innovations in a filter-type maximum likelihood criterion. The stochastic model is calibrated and validated at two locations: a peat soil with a very shallow water table and a loamy sand soil with a moderately shallow water table. It is shown in both cases that sample functions simulated with the SDE are able to reproduce a wide range of statistics of water table depth. Despite its unrealistic assumption of constant inputs, the stationary solution derived from the Fokker-Planck equation gives good results for the peat soil, most likely because the characteristic response time of the water table is very small.

  7. Stochastic nonlinear differential equations. I

    NARCIS (Netherlands)

    Heilmann, O.J.; Kampen, N.G. van

    1974-01-01

    A solution method is developed for nonlinear differential equations having the following two properties. Their coefficients are stochastic through their dependence on a Markov process. The magnitude of the fluctuations, multiplied with their auto-correlation time, is a small quantity. Under these co

  8. Global Weak Solutions for Kolmogorov-Vicsek Type Equations with Orientational Interactions

    Science.gov (United States)

    Gamba, Irene M.; Kang, Moon-Jin

    2016-10-01

    We study the global existence and uniqueness of weak solutions to kinetic Kolmogorov-Vicsek models that can be considered as non-local, non-linear, Fokker-Planck type equations describing the dynamics of individuals with orientational interactions. This model is derived from the discrete Couzin-Vicsek algorithm as mean-field limit (Bolley et al., Appl Math Lett, 25:339-343, 2012; Degond et al., Math Models Methods Appl Sci 18:1193-1215, 2008), which governs the interactions of stochastic agents moving with a velocity of constant magnitude, that is, the corresponding velocity space for these types of Kolmogorov-Vicsek models is the unit sphere. Our analysis for L p estimates and compactness properties take advantage of the orientational interaction property, meaning that the velocity space is a compact manifold.

  9. Standing waves for discrete nonlinear Schrodinger equations

    OpenAIRE

    Ming Jia

    2016-01-01

    The discrete nonlinear Schrodinger equation is a nonlinear lattice system that appears in many areas of physics such as nonlinear optics, biomolecular chains and Bose-Einstein condensates. By using critical point theory, we establish some new sufficient conditions on the existence results of standing waves for the discrete nonlinear Schrodinger equations. We give an appropriate example to illustrate the conclusion obtained.

  10. Discrete nonlinear Schrodinger equations with arbitrarily high-order nonlinearities

    DEFF Research Database (Denmark)

    Khare, A.; Rasmussen, Kim Ø; Salerno, M.

    2006-01-01

    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 Ablowi......-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....

  11. Quasi self-adjoint nonlinear wave equations

    Energy Technology Data Exchange (ETDEWEB)

    Ibragimov, N H [Department of Mathematics and Science, Blekinge Institute of Technology, SE-371 79 Karlskrona (Sweden); Torrisi, M; Tracina, R, E-mail: nib@bth.s, E-mail: torrisi@dmi.unict.i, E-mail: tracina@dmi.unict.i [Dipartimento di Matematica e Informatica, University of Catania (Italy)

    2010-11-05

    In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation. (fast track communication)

  12. Hypocoercivity for linear kinetic equations conserving mass

    KAUST Repository

    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

  13. Auxiliary equation method for solving nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Sirendaoreji,; Jiong, Sun

    2003-03-31

    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.

  14. The Riccati System and a Diffusion-Type Equation

    Directory of Open Access Journals (Sweden)

    Erwin Suazo

    2014-05-01

    Full Text Available We discuss a method of constructing solutions of the initial value problem for diffusion-type equations in terms of solutions of certain Riccati and Ermakov-type systems. A nonautonomous Burgers-type equation is also considered. Examples include, but are not limited to the Fokker-Planck equation in physics, the Black-Scholes equation and the Hull-White model in finance.

  15. The myth about nonlinear differential equations

    OpenAIRE

    Radhakrishnan, C.

    2002-01-01

    Taking the example of Koretweg--de Vries equation, it is shown that soliton solutions need not always be the consequence of the trade-off between the nonlinear terms and the dispersive term in the nonlinear differential equation. Even the ordinary one dimensional linear partial differential equation can produce a soliton.

  16. Relativistic diffusion equation from stochastic quantization

    CERN Document Server

    Kazinski, P O

    2007-01-01

    The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck constant). We apply this method to the models of nonrelativistic and relativistic particles interacting with an electromagnetic field. In the first case we establish the equivalence of such a quantization to the Fokker-Planck equation with a special force. The application of the proposed quantization procedure to the model of a relativistic particle results in a relativistic generalization of the Fokker-Planck equation in the coordinate space, which in the absence of the electromagnetic field reduces to the relativistic diffusion (heat) equation. The stationary probability distribution functions for a stochastically quantized particle diffusing under a barrier and a particle in the potential of a harmonic oscillator are derived.

  17. Standing waves for discrete nonlinear Schrodinger equations

    Directory of Open Access Journals (Sweden)

    Ming Jia

    2016-07-01

    Full Text Available The discrete nonlinear Schrodinger equation is a nonlinear lattice system that appears in many areas of physics such as nonlinear optics, biomolecular chains and Bose-Einstein condensates. By using critical point theory, we establish some new sufficient conditions on the existence results of standing waves for the discrete nonlinear Schrodinger equations. We give an appropriate example to illustrate the conclusion obtained.

  18. Numerical methods for high-dimensional probability density function equations

    Science.gov (United States)

    Cho, H.; Venturi, D.; Karniadakis, G. E.

    2016-01-01

    In this paper we address the problem of computing the numerical solution to kinetic partial differential equations involving many phase variables. These types of equations arise naturally in many different areas of mathematical physics, e.g., in particle systems (Liouville and Boltzmann equations), stochastic dynamical systems (Fokker-Planck and Dostupov-Pugachev equations), random wave theory (Malakhov-Saichev equations) and coarse-grained stochastic systems (Mori-Zwanzig equations). We propose three different classes of new algorithms addressing high-dimensionality: The first one is based on separated series expansions resulting in a sequence of low-dimensional problems that can be solved recursively and in parallel by using alternating direction methods. The second class of algorithms relies on truncation of interaction in low-orders that resembles the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) framework of kinetic gas theory and it yields a hierarchy of coupled probability density function equations. The third class of algorithms is based on high-dimensional model representations, e.g., the ANOVA method and probabilistic collocation methods. A common feature of all these approaches is that they are reducible to the problem of computing the solution to high-dimensional equations via a sequence of low-dimensional problems. The effectiveness of the new algorithms is demonstrated in numerical examples involving nonlinear stochastic dynamical systems and partial differential equations, with up to 120 variables.

  19. Nonlinear Elliptic Differential Equations with Multivalued Nonlinearities

    Indian Academy of Sciences (India)

    Antonella Fiacca; Nikolaos Matzakos; Nikolaos S Papageorgiou; Raffaella Servadei

    2001-11-01

    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 $\\mathbb{R}$. Assuming the existence of an upper and of a lower solution, we prove the existence of a solution between them. Also for a special version of the problem, we prove the existence of extremal solutions in the order interval formed by the upper and lower solutions. Then we drop the requirement that the monotone nonlinearity is defined on all of $\\mathbb{R}$. This case is important because it covers variational inequalities. Using the theory of operators of monotone type we show that the problem has a solution. Finally in the last part we consider an eigenvalue problem with a nonmonotone multivalued nonlinearity. Using the critical point theory for nonsmooth locally Lipschitz functionals we prove the existence of at least two nontrivial solutions (multiplicity theorem).

  20. Fokker-Planck and Fortet equation-based parameter estimation for a leaky integrate-and-fire model with sinusoidal and stochastic forcing

    DEFF Research Database (Denmark)

    Iolov, Alexandre; Ditlevsen, Susanne; Longtin, Andrë

    2014-01-01

    Analysis of sinusoidal noisy leaky integrate-and-fire models and comparison with experimental data are important to understand the neural code and neural synchronization and rhythms. In this paper, we propose two methods to estimate input parameters using interspike interval data only. One is based...

  1. Symmetrized solutions for nonlinear stochastic differential equations

    Directory of Open Access Journals (Sweden)

    G. Adomian

    1981-01-01

    Full Text Available Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where x is a stochastic process and L is a linear stochastic operator.

  2. The Generalized Projective Riccati Equations Method for Solving Nonlinear Evolution Equations in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    E. M. E. Zayed

    2014-01-01

    Full Text Available We apply the generalized projective Riccati equations method to find the exact traveling wave solutions of some nonlinear evolution equations with any-order nonlinear terms, namely, the nonlinear Pochhammer-Chree equation, the nonlinear Burgers equation and the generalized, nonlinear Zakharov-Kuznetsov equation. This method presents wider applicability for handling many other nonlinear evolution equations in mathematical physics.

  3. Generalized solutions of nonlinear partial differential equations

    CERN Document Server

    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

  4. Effects of noise on the phase dynamics of nonlinear oscillators

    Science.gov (United States)

    Daffertshofer, A.

    1998-07-01

    Various properties of human rhythmic movements have been successfully modeled using nonlinear oscillators. However, despite some extensions towards stochastical differential equations, these models do not comprise different statistical features that can be explained by nondynamical statistics. For instance, one observes certain lag one serial correlation functions for consecutive periods during periodic motion. This work aims at an extension of dynamical descriptions in terms of stochastically forced nonlinear oscillators such as ξ¨+ω20ξ=n(ξ,ξ˙)+q(ξ,ξ˙)Ψ(t), where the nonlinear function n(ξ,ξ˙) generates a limit cycle and Ψ(t) denotes colored noise that is multiplied via q(ξ,ξ˙). Nonlinear self-excited systems have been frequently investigated, particularly emphasizing stability properties and amplitude evolution. Thus, one can focus on the effects of noise on the frequency or phase dynamics that can be analyzed by use of time-dependent Fokker-Planck equations. It can be shown that noise multiplied via polynoms of arbitrary finite order cannot generate the desired period correlation but predominantly results in phase diffusion. The system is extended in terms of forced oscillators in order to find a minimal model producing the required error correction.

  5. 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....

  6. Elliptic Equation and New Solutions to Nonlinear Wave Equations

    Institute of Scientific and Technical Information of China (English)

    FU Zun-Tao; LIU Shi-Kuo; LIU Shi-Da

    2004-01-01

    The new solutions to elliptic equation are shown, and then the elliptic equation is taken as a transformationand is applied to solve nonlinear wave equations. It is shown that more kinds of solutions are derived, such as periodicsolutions of rational form, solitary wave solutions of rational form, and so on.

  7. Explicit Traveling Wave Solutions to Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    Linghai ZHANG

    2011-01-01

    First of all,some technical tools are developed. Then the author studies explicit traveling wave solutions to nonlinear dispersive wave equations,nonlinear dissipative dispersive wave equations,nonlinear convection equations,nonlinear reaction diffusion equations and nonlinear hyperbolic equations,respectively.

  8. Derivation of stochastic differential equations for scrape-off layer plasma fluctuations from experimentally measured statistics

    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.

  9. EXACT SOLUTIONS TO NONLINEAR WAVE EQUATION

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    In this paper,we use an invariant set to construct exact solutions to a nonlinear wave equation with a variable wave speed. Moreover,we obtain conditions under which the equation admits a nonclassical symmetry. Several different nonclassical symmetries for equations with different diffusion terms are presented.

  10. Numerical Methods for Stochastic Partial Differential Equations

    Energy Technology Data Exchange (ETDEWEB)

    Sharp, D.H.; Habib, S.; Mineev, M.B.

    1999-07-08

    This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.

  11. ANALYTICAL SOLUTION OF NONLINEAR BAROTROPIC VORTICITY EQUATION

    Institute of Scientific and Technical Information of China (English)

    WANG Yue-peng; SHI Wei-hui

    2008-01-01

    The stability of nonlinear barotropic vorticity equation was proved. The necessary and sufficient conditions for the initial value problem to be well-posed were presented. Under the conditions of well-posedness, the corresponding analytical solution was also gained.

  12. GLOBAL SOLUTIONS OF NONLINEAR SCHRODINGER EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Ye Yaojun

    2005-01-01

    In this paper we study the existence of global solutions to the Cauchy problem of nonlinear Schrodinger equation by establishing time weight function spaces and using the contraction mapping principle.

  13. Some geometrical iteration methods for nonlinear equations

    Institute of Scientific and Technical Information of China (English)

    LU Xing-jiang; QIAN Chun

    2008-01-01

    This paper describes geometrical essentials of some iteration methods (e.g. Newton iteration,secant line method,etc.) for solving nonlinear equations and advances some geomet-rical methods of iteration that are flexible and efficient.

  14. Homogenization of a nonlinear degenerate parabolic equation

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    The homogenization of one kind of nonlinear parabolic equation is studied. The weak convergence and corrector results are obtained by combining carefully the compactness method and two-scale convergence method in the homogenization theory.

  15. Variational estimation of the drift for stochastic differential equations from the empirical density

    Science.gov (United States)

    Batz, Philipp; Ruttor, Andreas; Opper, Manfred

    2016-08-01

    We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The minimization of an empirical estimate of the variational functional using kernel based regularization can be performed in closed form. We demonstrate the performance of the method on second order, Langevin-type equations and show how the method can be generalized to other noise models.

  16. Variational estimation of the drift for stochastic differential equations from the empirical density

    CERN Document Server

    Batz, Philipp; Opper, Manfred

    2016-01-01

    We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The minimization of an empirical estimate of the variational functional using kernel based regularization can be performed in closed form. We demonstrate the performance of the method on second order, Langevin-type equations and show how the method can be generalized to other noise models.

  17. Diffusive Limits of the Master Equation in Inhomogeneous Media

    CERN Document Server

    Sattin, F; Salasnich, L

    2015-01-01

    In inhomogeneous environments several expressions for the flux of a diffusing quantity may apply--from Fick-Fourier's to Fokker-Planck's--depending upon the system studied. The integro-differential Master Equation (ME) provides a fairly generic framework for describing the dynamics of arbitrary systems driven by stochastic rules. Diffusive dynamics does arise as long-wavelength limit of the ME. However, while it is straightforward to obtain a diffusion equation with Fokker-Planck flux, its Fick-Fourier counterpart has never been worked out from the ME. In this work we show under which hypothesis the Fick's flux can actually be recovered from the ME. Analytical considerations are supported by explicit computer models.

  18. 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....

  19. Nonlinear elliptic equations of the second order

    CERN Document Server

    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...

  20. The Nonlinear Analytical Envelope Equation in quadratic nonlinear crystals

    CERN Document Server

    Bache, Morten

    2016-01-01

    We here derive the so-called Nonlinear Analytical Envelope Equation (NAEE) inspired by the work of Conforti et al. [M. Conforti, A. Marini, T. X. Tran, D. Faccio, and F. Biancalana, "Interaction between optical fields and their conjugates in nonlinear media," Opt. Express 21, 31239-31252 (2013)], whose notation we follow. We present a complete model that includes $\\chi^{(2)}$ terms [M. Conforti, F. Baronio, and C. De Angelis, "Nonlinear envelope equation for broadband optical pulses in quadratic media," Phys. Rev. A 81, 053841 (2010)], $\\chi^{(3)}$ terms, and then extend the model to delayed Raman effects in the $\\chi^{(3)}$ term. We therefore get a complete model for ultrafast pulse propagation in quadratic nonlinear crystals similar to the Nonlinear Wave Equation in Frequency domain [H. Guo, X. Zeng, B. Zhou, and M. Bache, "Nonlinear wave equation in frequency domain: accurate modeling of ultrafast interaction in anisotropic nonlinear media," J. Opt. Soc. Am. B 30, 494-504 (2013)], but where the envelope is...

  1. Nonlinear Schrodinger equation with chaotic, random, and nonperiodic nonlinearity

    CERN Document Server

    Cardoso, W B; Avelar, A T; Bazeia, D; Hussein, M S

    2009-01-01

    In this paper we deal with a nonlinear Schr\\"{o}dinger equation with chaotic, random, and nonperiodic cubic nonlinearity. Our goal is to study the soliton evolution, with the strength of the nonlinearity perturbed in the space and time coordinates and to check its robustness under these conditions. Comparing with a real system, the perturbation can be related to, e.g., impurities in crystalline structures, or coupling to a thermal reservoir which, on the average, enhances the nonlinearity. We also discuss the relevance of such random perturbations to the dynamics of Bose-Einstein Condensates and their collective excitations and transport.

  2. Extended Trial Equation Method for Nonlinear Partial Differential Equations

    Science.gov (United States)

    Gepreel, Khaled A.; Nofal, Taher A.

    2015-04-01

    The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.

  3. Wave equation with concentrated nonlinearities

    OpenAIRE

    Noja, Diego; Posilicano, Andrea

    2004-01-01

    In this paper we address the problem of wave dynamics in presence of concentrated nonlinearities. Given a vector field $V$ on an open subset of $\\CO^n$ and a discrete set $Y\\subset\\RE^3$ with $n$ elements, we define a nonlinear operator $\\Delta_{V,Y}$ on $L^2(\\RE^3)$ which coincides with the free Laplacian when restricted to regular functions vanishing at $Y$, and which reduces to the usual Laplacian with point interactions placed at $Y$ when $V$ is linear and is represented by an Hermitean m...

  4. Estimations hypoelliptiques globales et compacit\\'e de la r\\'esolvante Estimations hypoelliptiques globales et compacit\\'e de la r\\'esolvante pour des op\\'erateurs de Fokker-Planck ou des laplaciens de Witten

    CERN Document Server

    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.

  5. The Homoclinic Orbits in Nonlinear Schroedinger Equation

    Institute of Scientific and Technical Information of China (English)

    PengchengXU; BolingGUO; 等

    1998-01-01

    The persistence of Homoclinic orbits for perturbed nonlinear Schroedinger equation with five degree term under een periodic boundary conditions is considered.The exstences of the homoclinic orbits for the truncation equation is established by Melnikov's analysis and geometric singular perturbation theory.

  6. Linearization of Systems of Nonlinear Diffusion Equations

    Institute of Scientific and Technical Information of China (English)

    KANG Jing; QU Chang-Zheng

    2007-01-01

    We investigate the linearization of systems of n-component nonlinear diffusion equations; such systems have physical applications in soil science, mathematical biology and invariant curve flows. Equivalence transformations of their auxiliary systems are used to identify the systems that can be linearized. We also provide several examples of systems with two-component equations, and show how to linearize them by nonlocal mappings.

  7. The approximate solutions of nonlinear Boussinesq equation

    Science.gov (United States)

    Lu, Dianhen; Shen, Jie; Cheng, Yueling

    2016-04-01

    The homotopy analysis method (HAM) is introduced to solve the generalized Boussinesq equation. In this work, we establish the new analytical solution of the exponential function form. Applying the homotopy perturbation method to solve the variable coefficient Boussinesq equation. The results indicate that this method is efficient for the nonlinear models with variable coefficients.

  8. SEMICLASSICAL LIMIT OF NONLINEAR SCHRODINGER EQUATION (Ⅱ)

    Institute of Scientific and Technical Information of China (English)

    张平

    2002-01-01

    In this paper, we use the Wigner measure approach to study the semiclassical limit of nonlinear Schrodinger equation in small time. We prove that: the limits of the quantum density: pε =: |ψε|2, and the quantum momentum: Jε =: εIm(ψεψε) satisfy the compressible Euler equations before the formation of singularities in the limit system.

  9. Nonlinear second order elliptic equations involving measures

    CERN Document Server

    Marcus, Moshe

    2013-01-01

    This book presents a comprehensive study of boundary value problems for linear and semilinear second order elliptic equations with measure data,especially semilinear equations with absorption. The interactions between the diffusion operator and the absorption term give rise to a large class of nonlinear phenomena in the study of which singularities and boundary trace play a central role.

  10. Nonlinear differentiation equation and analytic function spaces

    OpenAIRE

    Li, Hao; Li, Songxiao

    2015-01-01

    In this paper we consider the nonlinear complex differential equation $$(f^{(k)})^{n_{k}}+A_{k-1}(z)(f^{(k-1)})^{n_{k-1}}+\\cdot\\cdot\\cdot+A_{1}(z)(f')^{n_{1}}+A_{0}(z)f^{n_{0}}=0, $$where $ A_{j}(z)$, $ j=0, \\cdots, k-1 $, are analytic in the unit disk $ \\mathbb{D} $, $ n_{j}\\in R^{+} $ for all $ j=0, \\cdots, k $. We investigate this nonlinear differential equation from two aspects. On one hand, we provide some sufficient conditions on coefficients such that all solutions of this equation bel...

  11. Advances in iterative methods for nonlinear equations

    CERN Document Server

    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...

  12. Exponential Attractor for a Nonlinear Boussinesq Equation

    Institute of Scientific and Technical Information of China (English)

    Ahmed Y. Abdallah

    2006-01-01

    This paper is devoted to prove the existence of an exponential attractor for the semiflow generated by a nonlinear Boussinesq equation. We formulate the Boussinesq equation as an abstract equation in the Hilbert space H20(0, 1) × L2(0, 1). The main step in this research is to show that there exists an absorbing set for the solution semiflow in the Hilbert space H03(0, 1) × H10(0, 1).

  13. The Nonlinear Convection—Reaction—Diffusion Equation

    Institute of Scientific and Technical Information of China (English)

    ShiminTANG; MaochangCUI; 等

    1996-01-01

    A nonlinear convection-reaction-diffusion equation is used as a model equation of the El Nino events.In this model,the effects of convection,turbulent diffusion,linear feed-back and nolinear radiation on the anomaly of Sea Surface Temperature(SST) are considered.In the case of constant convection,this equation has exact kink-like travelling wave solutions,which can be used to explain the history of an El Nino event.

  14. Numerical methods for nonlinear partial differential equations

    CERN Document Server

    Bartels, Sören

    2015-01-01

    The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations. While the development and analysis of numerical methods for linear partial differential equations is nearly complete, only few results are available in the case of nonlinear equations. This monograph devises numerical methods for nonlinear model problems arising in the mathematical description of phase transitions, large bending problems, image processing, and inelastic material behavior. For each of these problems the underlying mathematical model is discussed, the essential analytical properties are explained, and the proposed numerical method is rigorously analyzed. The practicality of the algorithms is illustrated by means of short implementations.

  15. 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.

  16. TAYLOR EXPANSION METHOD FOR NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    HE Yin-nian

    2005-01-01

    A new numerical method of integrating the nonlinear evolution equations, namely the Taylor expansion method, was presented. The standard Galerkin method can be viewed as the 0-th order Taylor expansion method; while the nonlinear Galerkin method can be viewed as the 1-st order modified Taylor expansion method. Moreover, the existence of the numerical solution and its convergence rate were proven. Finally, a concrete example,namely, the two-dimensional Navier-Stokes equations with a non slip boundary condition,was provided. The result is that the higher order Taylor expansion method is of the higher convergence rate under some assumptions about the regularity of the solution.

  17. Numerical study of fractional nonlinear Schrodinger equations

    KAUST Repository

    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.

  18. Explicit solutions of nonlinear wave equation systems

    Institute of Scientific and Technical Information of China (English)

    Ahmet Bekir; Burcu Ayhan; M.Naci (O)zer

    2013-01-01

    We apply the (G'/G)-expansion method to solve two systems of nonlinear differential equations and construct traveling wave solutions expressed in terms of hyperbolic functions,trigonometric functions,and rational functions with arbitrary parameters.We highlight the power of the (G'/G)-expansion method in providing generalized solitary wave solutions of different physical structures.It is shown that the (G'/G)-expansion method is very effective and provides a powerful mathematical tool to solve nonlinear differential equation systems in mathematical physics.

  19. Exact solutions for nonlinear foam drainage equation

    Science.gov (United States)

    Zayed, E. M. E.; Al-Nowehy, Abdul-Ghani

    2016-09-01

    In this paper, the modified simple equation method, the exp-function method, the soliton ansatz method, the Riccati equation expansion method and the ( G^' }/G) -expansion method are used to construct exact solutions with parameters of the nonlinear foam drainage equation. When these parameters are taken to be special values, the solitary wave solutions and the trigonometric function solutions are derived from the exact solutions. The obtained results confirm that the proposed methods are efficient techniques for analytic treatments of a wide variety of nonlinear partial differential equations in mathematical physics. We compare our results together with each other yielding from these integration tools. Also, our results have been compared with the well-known results of others.

  20. Exact solutions for nonlinear foam drainage equation

    Science.gov (United States)

    Zayed, E. M. E.; Al-Nowehy, Abdul-Ghani

    2017-02-01

    In this paper, the modified simple equation method, the exp-function method, the soliton ansatz method, the Riccati equation expansion method and the ( G^' }/G)-expansion method are used to construct exact solutions with parameters of the nonlinear foam drainage equation. When these parameters are taken to be special values, the solitary wave solutions and the trigonometric function solutions are derived from the exact solutions. The obtained results confirm that the proposed methods are efficient techniques for analytic treatments of a wide variety of nonlinear partial differential equations in mathematical physics. We compare our results together with each other yielding from these integration tools. Also, our results have been compared with the well-known results of others.

  1. Global attractivity in a nonlinear difference equation

    Directory of Open Access Journals (Sweden)

    Chuanxi Qian

    2007-02-01

    Full Text Available In this paper, we study the asymptotic behavior of positive solutions of the nonlinear difference equation $$ x_{n+1}=x_n f(x_{n-k}, $$ where $f:[0,inftyo(0, infty$ is a unimodal function, and $k$ is a nonnegative integer. Sufficient conditions for the positive equilibrium to be a global attractor of all positive solutions are established. Our results can be applied to to some difference equations derived from mathematical biology.

  2. THE WIGNER–FOKKER–PLANCK EQUATION: STATIONARY STATES AND LARGE TIME BEHAVIOR

    KAUST Repository

    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.

  3. Approximating parameters in nonlinear reaction diffusion equations

    Directory of Open Access Journals (Sweden)

    Robert R. Ferdinand

    2001-07-01

    Full Text Available We present a model describing population dynamics in an environment. The model is a nonlinear, nonlocal, reaction diffusion equation with Neumann boundary conditions. An inverse method, involving minimization of a least-squares cost functional, is developed to identify unknown model parameters. Finally, numerical results are presented which display estimates of these parameters using computationally generated data.

  4. Blending Brownian motion and heat equation

    CERN Document Server

    Cristiani, Emiliano

    2015-01-01

    In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its trajectory, with the associated Fokker-Planck equation, which instead describes the evolution of the particle's probability density function. Numerical results show that it is indeed possible to obtain a regularized Brownian motion and a Brownianized heat equation still preserving the global statistical properties of the solutions. The results also suggest that the more macroscale leads the dynamics the more one can reduce the microscopic degrees of freedom.

  5. Exact solutions for nonlinear partial fractional differential equations

    Institute of Scientific and Technical Information of China (English)

    Khaled A.Gepreel; Saleh Omran

    2012-01-01

    In this article,we use the fractional complex transformation to convert nonlinear partial fractional differential equations to nonlinear ordinary differential equations.We use the improved (G’/G)-expansion function method to calculate the exact solutions to the time-and space-fractional derivative foam drainage equation and the time-and space-fractional derivative nonlinear KdV equation.This method is efficient and powerful for solving wide classes of nonlinear evolution fractional order equations.

  6. Nonlinear control of chaotic walking of atoms in an optical lattice

    OpenAIRE

    Yu, Argonov V.; Prants, S.V.

    2007-01-01

    Centre-of-mass atomic motion in an optical lattice near the resonance is shown to be a chaotic walking due to the interplay between coherent internal atomic dynamics and spontaneous emission. Statistical properties of chaotic atomic motion can be controlled by the single parameter, the detuning between the atomic transition frequency and the laser frequency. We derive a Fokker-Planck equation in the energetic space to describe the atomic transport near the resonance and demonstrate numericall...

  7. Analytical determination of the bifurcation thresholds in stochastic differential equations with delayed feedback.

    Science.gov (United States)

    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.

  8. Nonlinear Acoustics -- Perturbation Theory and Webster's Equation

    CERN Document Server

    Jorge, Rogério

    2013-01-01

    Webster's horn equation (1919) offers a one-dimensional approximation for low-frequency sound waves along a rigid tube with a variable cross-sectional area. It can be thought as a wave equation with a source term that takes into account the nonlinear geometry of the tube. In this document we derive this equation using a simplified fluid model of an ideal gas. By a simple change of variables, we convert it to a Schr\\"odinger equation and use the well-known variational and perturbative methods to seek perturbative solutions. As an example, we apply these methods to the Gabriel's Horn geometry, deriving the first order corrections to the linear frequency. An algorithm to the harmonic modes in any order for a general horn geometry is derived.

  9. The Lie algebra of infinitesimal symmetries of nonlinear diffusion equations

    NARCIS (Netherlands)

    Kersten, Paul H.M.; Gragert, Peter K.H.

    1983-01-01

    By using developed software for solving overdetermined systems of partial differential equations, the authors establish the complete Lie algebra of infinitesimal symmetries of nonlinear diffusion equations.

  10. Lattice Boltzmann model for nonlinear convection-diffusion equations.

    Science.gov (United States)

    Shi, Baochang; Guo, Zhaoli

    2009-01-01

    A lattice Boltzmann model for convection-diffusion equation with nonlinear convection and isotropic-diffusion terms is proposed through selecting equilibrium distribution function properly. The model can be applied to the common real and complex-valued nonlinear evolutionary equations, such as the nonlinear Schrödinger equation, complex Ginzburg-Landau equation, Burgers-Fisher equation, nonlinear heat conduction equation, and sine-Gordon equation, by using a real and complex-valued distribution function and relaxation time. Detailed simulations of these equations are performed, and it is found that the numerical results agree well with the analytical solutions and the numerical solutions reported in previous studies.

  11. 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.

  12. Nonsmooth analysis of doubly nonlinear evolution equations

    CERN Document Server

    Mielke, Alexander; Savare', Giuseppe

    2011-01-01

    In this paper we analyze a broad class of abstract doubly nonlinear evolution equations in Banach spaces, driven by nonsmooth and nonconvex energies. We provide some general sufficient conditions, on the dissipation potential and the energy functional,for existence of solutions to the related Cauchy problem. We prove our main existence result by passing to the limit in a time-discretization scheme with variational techniques. Finally, we discuss an application to a material model in finite-strain elasticity.

  13. Stochastic equations of evolution of channeled particles

    CERN Document Server

    Koshcheev, V P

    2001-01-01

    The stochastic equations of evolution of lateral energy of the fast charged channeled particles is obtained from the condition of nonpreservation of the adiabatic invariant. The electric potential of the crystal is presented in form of the sum of its average value and the potential fluctuation, caused by the thermal oscillations of the atomic nuclei and the quantum fluctuations of the atomic electrons. The problem is solved for the cases of the planar and axial channeling of the fast charged particles. The Fokker-Planck equation may easily plotted on the basis of the stochastic equation for evolution of the lateral energy

  14. Solving Nonlinear Euler Equations with Arbitrary Accuracy

    Science.gov (United States)

    Dyson, Rodger W.

    2005-01-01

    A computer program that efficiently solves the time-dependent, nonlinear Euler equations in two dimensions to an arbitrarily high order of accuracy has been developed. The program implements a modified form of a prior arbitrary- accuracy simulation algorithm that is a member of the class of algorithms known in the art as modified expansion solution approximation (MESA) schemes. Whereas millions of lines of code were needed to implement the prior MESA algorithm, it is possible to implement the present MESA algorithm by use of one or a few pages of Fortran code, the exact amount depending on the specific application. The ability to solve the Euler equations to arbitrarily high accuracy is especially beneficial in simulations of aeroacoustic effects in settings in which fully nonlinear behavior is expected - for example, at stagnation points of fan blades, where linearizing assumptions break down. At these locations, it is necessary to solve the full nonlinear Euler equations, and inasmuch as the acoustical energy is of the order of 4 to 5 orders of magnitude below that of the mean flow, it is necessary to achieve an overall fractional error of less than 10-6 in order to faithfully simulate entropy, vortical, and acoustical waves.

  15. A nonlinear Schroedinger wave equation with linear quantum behavior

    Energy Technology Data Exchange (ETDEWEB)

    Richardson, Chris D.; Schlagheck, Peter; Martin, John; Vandewalle, Nicolas; Bastin, Thierry [Departement de Physique, University of Liege, 4000 Liege (Belgium)

    2014-07-01

    We show that a nonlinear Schroedinger wave equation can reproduce all the features of linear quantum mechanics. This nonlinear wave equation is obtained by exploring, in a uniform language, the transition from fully classical theory governed by a nonlinear classical wave equation to quantum theory. The classical wave equation includes a nonlinear classicality enforcing potential which when eliminated transforms the wave equation into the linear Schroedinger equation. We show that it is not necessary to completely cancel this nonlinearity to recover the linear behavior of quantum mechanics. Scaling the classicality enforcing potential is sufficient to have quantum-like features appear and is equivalent to scaling Planck's constant.

  16. Explicit Integration of Friedmann's Equation with Nonlinear Equations of State

    CERN Document Server

    Chen, Shouxin; Yang, Yisong

    2015-01-01

    This paper is a continuation of our earlier study on the integrability of the Friedmann equations in the light of the Chebyshev theorem. Our main focus will be on a series of important, yet not previously touched, problems when the equation of state for the perfect-fluid universe is nonlinear. These include the generalized Chaplygin gas, two-term energy density, trinomial Friedmann, Born--Infeld, and two-fluid models. We show that some of these may be integrated using Chebyshev's result while other are out of reach by the theorem but may be integrated explicitly by other methods. With the explicit integration, we are able to understand exactly the roles of the physical parameters in various models play in the cosmological evolution. For example, in the Chaplygin gas universe, it is seen that, as far as there is a tiny presence of nonlinear matter, linear matter makes contribution to the dark matter, which becomes significant near the phantom divide line. The Friedmann equations also arise in areas of physics ...

  17. The tanh-coth method combined with the Riccati equation for solving non-linear equation

    Energy Technology Data Exchange (ETDEWEB)

    Bekir, Ahmet [Dumlupinar University, Art-Science Faculty, Department of Mathematics, Kuetahya (Turkey)], E-mail: abekir@dumlupinar.edu.tr

    2009-05-15

    In this work, we established abundant travelling wave solutions for some non-linear evolution equations. This method was used to construct solitons and traveling wave solutions of non-linear evolution equations. The tanh-coth method combined with Riccati equation presents a wider applicability for handling non-linear wave equations.

  18. ACCELERATION METHODS OF NONLINEAR ITERATION FOR NONLINEAR PARABOLIC EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Guang-wei Yuan; Xu-deng Hang

    2006-01-01

    This paper discusses the accelerating iterative methods for solving the implicit scheme of nonlinear parabolic equations. Two new nonlinear iterative methods named by the implicit-explicit quasi-Newton (IEQN) method and the derivative free implicit-explicit quasi-Newton (DFIEQN) method are introduced, in which the resulting linear equations from the linearization can preserve the parabolic characteristics of the original partial differential equations. It is proved that the iterative sequence of the iteration method can converge to the solution of the implicit scheme quadratically. Moreover, compared with the Jacobian Free Newton-Krylov (JFNK) method, the DFIEQN method has some advantages, e.g., its implementation is easy, and it gives a linear algebraic system with an explicit coefficient matrix, so that the linear (inner) iteration is not restricted to the Krylov method. Computational results by the IEQN, DFIEQN, JFNK and Picard iteration meth-ods are presented in confirmation of the theory and comparison of the performance of these methods.

  19. General Symmetry Approach to Solve Variable-Coefficient Nonlinear Equations

    Institute of Scientific and Technical Information of China (English)

    RUAN HangYu; CHEN YiXin; LOU SenYue

    2001-01-01

    After considering the variable coefficient of a nonlinear equation as a new dependent variable, some special types of variable-coefficient equation can be solved from the corresponding constant-coefficient equations by using the general classical Lie approach. Taking the nonlinear Schrodinger equation as a concrete example, the method is recommended in detail.``

  20. DYNAMIC BIFURCATION OF NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    MA TIAN; WANG SHOUHONG

    2005-01-01

    The authors introduce a notion of dynamic bifurcation for nonlinear evolution equations, which can be called attractor bifurcation. It is proved that as the control parameter crosses certain critical value, the system bifurcates from a trivial steady state solution to an attractor with dimension between m and m + 1, where m + 1 is the number of eigenvalues crossing the imaginary axis. The attractor bifurcation theory presented in this article generalizes the existing steady state bifurcations and the Hopf bifurcations. It provides a unified point of view on dynamic bifurcation and can be applied to many problems in physics and mechanics.

  1. REITERATED HOMOGENIZATION OF DEGENERATE NONLINEAR ELLIPTIC EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2002-01-01

    The authors study homogenization of some nonlinear partial differential equations of the form -div (a (hx,h2x,Duh)) = f,where a is periodic in the first two arguments and monotone in the third.In particular the case where a satisfies degenerated structure conditions is studied.It is proved that uh converges weakly in Wo1.1 (Ω) to the unique solution of a limit problem as h →∞.Moreover,explicit expressions for the limit problem are obtained.

  2. Coupled Nonlinear Schr\\"{o}dinger equation and Toda equation (the Root of Integrability)

    OpenAIRE

    Hisakado, Masato

    1997-01-01

    We consider the relation between the discrete coupled nonlinear Schr\\"{o}dinger equation and Toda equation. Introducing complex times we can show the intergability of the discrete coupled nonlinear Schr\\"{o}dinger equation. In the same way we can show the integrability in coupled case of dark and bright equations. Using this method we obtain several integrable equations.

  3. 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....

  4. Soliton states of Maxwell’s equations and nonlinear Schrodinger equation

    Institute of Scientific and Technical Information of China (English)

    陈翼强

    1997-01-01

    Similarities and fundamental differences between Maxwell’s equations and nonlinear Schrodinger equation in predicting a soliton evolution in a uniform nonlinear anisotropic medium are analyzed.It is found that in some cases,the soliton solutions to the nonlinear Schrodinger equation cannot be recovered from Maxwell’s equations while in others the soliton solutions to Maxwell’s equations are lost from the nonlinear Schrodinger equation through approximation,although there are cases where the soliton solutions to the two sets of the equations demonstrate only quantitative difference.The origin of the differences is also discussed.

  5. A new application of Riccati equation to some nonlinear evolution equations

    Energy Technology Data Exchange (ETDEWEB)

    Geng Tao [School of Science, PO Box 122, Beijing University of Posts and Telecommunications, Beijing 100876 (China)], E-mail: taogeng@yahoo.com.cn; Shan Wenrui [School of Science, PO Box 122, Beijing University of Posts and Telecommunications, Beijing 100876 (China)

    2008-03-03

    By means of symbolic computation, a new application of Riccati equation is presented to obtain novel exact solutions of some nonlinear evolution equations, such as nonlinear Klein-Gordon equation, generalized Pochhammer-Chree equation and nonlinear Schroedinger equation. Comparing with the existing tanh methods and the proposed modifications, we obtain the exact solutions in the form as a non-integer power polynomial of tanh (or tan) functions by using this method, and the availability of symbolic computation is demonstrated.

  6. Trial Equation Method to Nonlinear Evolution Equations with Rank Inhomogeneous:Mathematical Discussions and Its Applications

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    A trial equation method to nonlinear evolution equation with rank inhomogeneous is given. As applications, the exact traveling wave solutions to some higher-order nonlinear equations such as generalized Boussinesq equation,generalized Pochhammer-Chree equation, KdV-Burgers equation, and KS equation and so on, are obtained. Among these, some results are new. The proposed method is based on the idea of reduction of the order of ODE. Some mathematical details of the proposed method are discussed.

  7. Hyperbolic function method for solving nonlinear differential-different equations

    Institute of Scientific and Technical Information of China (English)

    Zhu Jia-Min

    2005-01-01

    An algorithm is devised to obtained exact travelling wave solutions of differential-different equations by means of hyperbolic function. For illustration, we apply the method to solve the discrete nonlinear (2+1)-dimensional Toda lattice equation and the discretized nonlinear mKdV lattice equation, and successfully constructed some explicit and exact travelling wave solutions.

  8. Extension of Variable Separable Solutions for Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    JIA Hua-Bing; ZHANG Shun-Li; XU Wei; ZHU Xiao-Ning; WANG Yong-Mao; LOU Sen-Yue

    2008-01-01

    We give the generalized definitions of variable separable solutions to nonlinear evolution equations, and characterize the relation between the functional separable solution and the derivative-dependent functional separablecation, we classify the generalized nonlinear diffusion equations that admit special functional separable solutions and obtain some exact solutions to the resulting equations.

  9. Almost Periodic Viscosity Solutions of Nonlinear Parabolic Equations

    Directory of Open Access Journals (Sweden)

    Zhang Shilin

    2009-01-01

    Full Text Available We generalize the comparison result 2007 on Hamilton-Jacobi equations to nonlinear parabolic equations, then by using Perron's method to study the existence and uniqueness of time almost periodic viscosity solutions of nonlinear parabolic equations under usual hypotheses.

  10. Positive periodic solutions for third-order nonlinear differential equations

    Directory of Open Access Journals (Sweden)

    Jingli Ren

    2011-05-01

    Full Text Available For several classes of third-order constant coefficient linear differential equations we obtain existence and uniqueness of periodic solutions utilizing explicit Green's functions. We discuss an iteration method for constant coefficient nonlinear differential equations and provide new conditions for the existence of periodic positive solutions for third-order time-varying nonlinear and neutral differential equations.

  11. Exact periodic wave solutions for some nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    El-Wakil, S.A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt); Elgarayhi, A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)]. E-mail: elgarayhi@yahoo.com; Elhanbaly, A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)

    2006-08-15

    The periodic wave solutions for some nonlinear partial differential equations, including generalized Klein-Gordon equation, Kadomtsev-Petviashvili (KP) equation and Boussinesq equations, are obtained by using the solutions of Jacobi elliptic equation. Under limit conditions, exact solitary wave solutions, shock wave solutions and triangular periodic wave solutions have been recovered.

  12. Exact solitary wave solutions of nonlinear wave equations

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    The hyperbolic function method for nonlinear wave equations ispresented. In support of a computer algebra system, many exact solitary wave solutions of a class of nonlinear wave equations are obtained via the method. The method is based on the fact that the solitary wave solutions are essentially of a localized nature. Writing the solitary wave solutions of a nonlinear wave equation as the polynomials of hyperbolic functions, the nonlinear wave equation can be changed into a nonlinear system of algebraic equations. The system can be solved via Wu Elimination or Grbner base method. The exact solitary wave solutions of the nonlinear wave equation are obtained including many new exact solitary wave solutions.

  13. Some new solutions of nonlinear evolution equations with variable coefficients

    Science.gov (United States)

    Virdi, Jasvinder Singh

    2016-05-01

    We construct the traveling wave solutions of nonlinear evolution equations (NLEEs) with variable coefficients arising in physics. Some interesting nonlinear evolution equations are investigated by traveling wave solutions which are expressed by the hyperbolic functions, the trigonometric functions and rational functions. The applied method will be used in further works to establish more entirely new solutions for other kinds of such nonlinear evolution equations with variable coefficients arising in physics.

  14. Logarithmic singularities of solutions to nonlinear partial differential equations

    CERN Document Server

    Tahara, Hidetoshi

    2007-01-01

    We construct a family of singular solutions to some nonlinear partial differential equations which have resonances in the sense of a paper due to T. Kobayashi. The leading term of a solution in our family contains a logarithm, possibly multiplied by a monomial. As an application, we study nonlinear wave equations with quadratic nonlinearities. The proof is by the reduction to a Fuchsian equation with singular coefficients.

  15. New travelling wave solutions for nonlinear stochastic evolution equations

    Indian Academy of Sciences (India)

    Hyunsoo Kim; Rathinasamy Sakthivel

    2013-06-01

    The nonlinear stochastic evolution equations have a wide range of applications in physics, chemistry, biology, economics and finance from various points of view. In this paper, the (′/)-expansion method is implemented for obtaining new travelling wave solutions of the nonlinear (2 + 1)-dimensional stochastic Broer–Kaup equation and stochastic coupled Korteweg–de Vries (KdV) equation. The study highlights the significant features of the method employed and its capability of handling nonlinear stochastic problems.

  16. Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility

    Institute of Scientific and Technical Information of China (English)

    Mostafa F. El-Sabbagh; Ahmad T. Ali

    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 i11ustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries.

  17. Steen-Ermakov-Pinney equation and integrable nonlinear deformation of one-dimensional Dirac equation

    OpenAIRE

    Prykarpatskyy, Yarema

    2017-01-01

    The paper deals with nonlinear one-dimensional Dirac equation. We describe its invariants set by means of the deformed linear Dirac equation, using the fact that two ordinary differential equations are equivalent if their sets of invariants coincide.

  18. Homoclinic orbits of second-order nonlinear difference equations

    Directory of Open Access Journals (Sweden)

    Haiping Shi

    2015-06-01

    Full Text Available We establish existence criteria for homoclinic orbits of second-order nonlinear difference equations by using the critical point theory in combination with periodic approximations.

  19. Bifurcation and stability for a nonlinear parabolic partial differential equation

    Science.gov (United States)

    Chafee, N.

    1973-01-01

    Theorems are developed to support bifurcation and stability of nonlinear parabolic partial differential equations in the solution of the asymptotic behavior of functions with certain specified properties.

  20. On the exact controllability of a nonlinear stochastic heat equation

    Directory of Open Access Journals (Sweden)

    Bui An Ton

    2006-01-01

    Full Text Available The exact controllability of a nonlinear stochastic heat equation with null Dirichlet boundary conditions, nonzero initial and target values, and an interior control is established.

  1. SOLVABILITY FOR NONLINEAR ELLIPTIC EQUATION WITH BOUNDARY PERTURBATION

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    The solvability of nonlinear elliptic equation with boundary perturbation is considered. The perturbed solution of original problem is obtained and the uniformly valid expansion of solution is proved.

  2. OSCILLATION OF NONLINEAR IMPULSIVE PARABOLIC DIFFERENTIAL EQUATIONS WITH SEVERAL DELAYS

    Institute of Scientific and Technical Information of China (English)

    CuiChenpei; ZouMin; LiuAnping; XiaoLi

    2005-01-01

    In this paper, oscillatory properties for solutions of certain nonlinear impulsive parabolic equations with several delays are investigated and a series of new sufficient conditions for oscillations of the equation are established.

  3. ALMOST PERIODIC SOLUTIONS TO SOME NONLINEAR DELAY DIFFERENTIAL EQUATION

    Institute of Scientific and Technical Information of China (English)

    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.

  4. Generalized Nonlinear Proca Equation and its Free-Particle Solutions

    CERN Document Server

    Nobre, F D

    2016-01-01

    We introduce a non-linear 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 $q \\rightarrow 1$. We derive the nonlinear Proca equation from a Lagrangian that, besides the usual vectorial field $\\Psi^{\\mu}(\\vec{x},t)$, involves an additional field $\\Phi^{\\mu}(\\vec{x},t)$. We obtain exact time dependent soliton-like solutions for these fields having the...

  5. The Riccati Equation Mapping Method for Solving Nonlinear Partial Differential Equations in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    Elsayed Mohamed Elsayed ZAYED

    2014-07-01

    Full Text Available In this article, many new exact solutions of the (2+1-dimensional nonlinear Boussinesq-Kadomtsev-Petviashvili equation and the (1+1-dimensional nonlinear heat conduction equation are constructed using the Riccati equation mapping method. By means of this method, many new exact solutions are successfully obtained. This method can be applied to many other nonlinear evolution equations in mathematical physics.doi:10.14456/WJST.2014.14

  6. A nonlinear wave equation with a nonlinear integral equation involving the boundary value

    Directory of Open Access Journals (Sweden)

    Thanh Long Nguyen

    2004-09-01

    Full Text Available We consider the initial-boundary value problem for the nonlinear wave equation $$displaylines{ u_{tt}-u_{xx}+f(u,u_{t}=0,quad xin Omega =(0,1,; 0nonlinear integral equation $$ P(t=g(t+H(u(0,t-int_0^t K(t-s,u(0,sds, $$ where $g$, $K$, $H$ are given functions. We prove the existence and uniqueness of weak solutions to this problem, and discuss the stability of the solution with respect to the functions $g$, $K$, and $H$. For the proof, we use the Galerkin method.

  7. Fuzzy Modeling for Uncertainty Nonlinear Systems with Fuzzy Equations

    Directory of Open Access Journals (Sweden)

    Raheleh Jafari

    2017-01-01

    Full Text Available The uncertain nonlinear systems can be modeled with fuzzy equations by incorporating the fuzzy set theory. In this paper, the fuzzy equations are applied as the models for the uncertain nonlinear systems. The nonlinear modeling process is to find the coefficients of the fuzzy equations. We use the neural networks to approximate the coefficients of the fuzzy equations. The approximation theory for crisp models is extended into the fuzzy equation model. The upper bounds of the modeling errors are estimated. Numerical experiments along with comparisons demonstrate the excellent behavior of the proposed method.

  8. Power Series Solution for Solving Nonlinear Burgers-Type Equations

    Directory of Open Access Journals (Sweden)

    E. López-Sandoval

    2015-01-01

    Full Text Available Power series solution method has been traditionally used to solve ordinary and partial linear differential equations. However, despite their usefulness the application of this method has been limited to this particular kind of equations. In this work we use the method of power series to solve nonlinear partial differential equations. The method is applied to solve three versions of nonlinear time-dependent Burgers-type differential equations in order to demonstrate its scope and applicability.

  9. A NONLINEAR LAVRENTIEV-BITSADZE MIXED TYPE EQUATION

    Institute of Scientific and Technical Information of China (English)

    Chen Shuxing

    2011-01-01

    In this paper the Tricomi problem for a nonlinear mixed type equation is studied.The coefficients of the mixed type equation are discontinuous on the line,where the equation changes its type.The existence of solution to this problem is proved.The method developed in this paper can be applied to study more difficult problems for nonlinear mixed type equations arising in gas dynamics.

  10. Power Series Solution for Solving Nonlinear Burgers-Type Equations

    OpenAIRE

    López-Sandoval, E.; Mello, A.; Godina-Nava, J. J.; Samana, A. R.

    2015-01-01

    Power series solution method has been traditionally used to solve ordinary and partial linear differential equations. However, despite their usefulness the application of this method has been limited to this particular kind of equations. In this work we use the method of power series to solve nonlinear partial differential equations. The method is applied to solve three versions of nonlinear time-dependent Burgers-type differential equations in order to demonstrate its scope and applicability.

  11. Solution and Positive Solution to Nonlinear Cantilever Beam Equations

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    Using the decomposition technique of equation and the fixed point theorem, the existence of solution and positive solution is studied for a nonlinear cantilever beam equation. The equation describes the deformation of the elastic beam with a fixed end and a free end. The main results show that the equation has at least one solution or positive solution, provided that the "height" of nonlinear term is appropriate on a bounded set.

  12. Exact solutions for some nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Peng, Yan-Ze

    2003-08-11

    Exact solutions to some nonlinear partial differential equations, including (2+1)-dimensional breaking soliton equation, sine-Gordon equation and double sine-Gordon equation, are studied by means of the mapping method proposed by the author recently. Many new results are presented. A simple review of the method is finally given.

  13. 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.

  14. ANALYTICAL SOLUTIONS FOR SOME NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    胡建兰; 张汉林

    2003-01-01

    The following partial differential equations are studied: generaliz ed fifth-orderKdV equation, water wave equation, Kupershmidt equation, couples KdV equation. Theanalytical solutions to these problems via using various ansaiz es by introducing a second-order ordinary differential equation are found out.

  15. DIFFERENCE METHODS FOR A NON-LINEAR ELLIPTIC SYSTEM OF PARTIAL DIFFERENTIAL EQUATIONS,

    Science.gov (United States)

    DIFFERENCE EQUATIONS, ITERATIONS), (*ITERATIONS, DIFFERENCE EQUATIONS), (* PARTIAL DIFFERENTIAL EQUATIONS , BOUNDARY VALUE PROBLEMS), EQUATIONS, FUNCTIONS(MATHEMATICS), SEQUENCES(MATHEMATICS), NONLINEAR DIFFERENTIAL EQUATIONS

  16. Exact Travelling Wave Solutions to a Coupled Nonlinear Evolution Equation[

    Institute of Scientific and Technical Information of China (English)

    HUANGDing-Jiang; ZHANGHong-Qing

    2004-01-01

    By using an improved hyperbola function method, several types of exact travelling wave solutions to a coupled nonlinear evolution equation are obtained, which include kink-shaped soliton solutions, bell-shaped soliton solutions, envelop solitary wave solutions, and new solitary waves. The method can be applied to other nonlinear evolution equations in mathematical physics.

  17. Exact Travelling Wave Solutions to a Coupled Nonlinear Evolution Equation

    Institute of Scientific and Technical Information of China (English)

    HUANG Ding-Jiang; ZHANG Hong-Qing

    2004-01-01

    By using an improved hyperbola function method, several types of exact travelling wave solutions to a coupled nonlinear evolution equation are obtained, which include kink-shaped soliton solutions, bell-shaped soliton solutions, envelop solitary wave solutions, and new solitary waves. The method can be applied to other nonlinear evolution equations in mathematical physics.

  18. A variational approach to nonlinear evolution equations in optics

    Indian Academy of Sciences (India)

    D Anderson; M Lisak; A Berntson

    2001-11-01

    A tutorial review is presented of the use of direct variational methods based on RayleighRitz optimization for finding approximate solutions to various nonlinear evolution equations. The practical application of the approach is demonstrated by some illustrative examples in connection with the nonlinear Schrödinger equation.

  19. 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....

  20. Prolongation Structure of Semi-discrete Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    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 Schr(o)dinger equation is discussed in terms of this theory and the corresponding Lax pairs are also given.

  1. Exact solutions for some nonlinear systems of partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Darwish, A.A. [Department of Mathematics, Faculty of Science, Helwan University (Egypt)], E-mail: profdarwish@yahoo.com; Ramady, A. [Department of Mathematics, Faculty of Science, Beni-Suef University (Egypt)], E-mail: aramady@yahoo.com

    2009-04-30

    A direct and unified algebraic method for constructing multiple travelling wave solutions of nonlinear systems of partial differential equations (PDEs) is used and implemented in a computer algebraic system. New solutions for some nonlinear partial differential equations (NLPDEs) are obtained. Graphs of the solutions are displayed.

  2. Alternative Forms of Enhanced Boussinesq Equations with Improved Nonlinearity

    Directory of Open Access Journals (Sweden)

    Kezhao Fang

    2013-01-01

    Full Text Available We propose alternative forms of the Boussinesq equations which extend the equations of Madsen and Schäffer by introducing extra nonlinear terms during enhancement. Theoretical analysis shows that nonlinear characteristics are considerably improved. A numerical implementation of one-dimensional equations is described. Three tests involving strongly nonlinear evolution, namely, regular waves propagating over an elevated bar feature in a tank with an otherwise constant depth, wave group transformation over constant water depth, and nonlinear shoaling of unsteady waves over a sloping beach, are simulated by the model. The model is found to be effective.

  3. Nonlinear wave equation in frequency domain: accurate modeling of ultrafast interaction in anisotropic nonlinear media

    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...

  4. Marchenko Equation for the Derivative Nonlinear Schr(o)dinger Equation

    Institute of Scientific and Technical Information of China (English)

    HUANG Nian-Ning

    2007-01-01

    A simple derivation of the Marchenko equation is given for the derivative nonlinear Schr(o)dinger equation.The kernel of the Marchenko equation is demanded to satisfy the conditions given by the compatibility equations.the soliton solutions to the Marchenko equation are verified.The derivation is not concerned with the revisions of Kaup and Newell.

  5. Estimation of saturation and coherence effects in the KGBJS equation - a non-linear CCFM equation

    CERN Document Server

    Deak, Michal

    2012-01-01

    We solve the modified non-linear extension of the CCFM equation - KGBJS equation - numerically for certain initial conditions and compare the resulting gluon Green functions with those obtained from solving the original CCFM equation and the BFKL and BK equations for the same initial conditions. We improve the low transversal momentum behaviour of the KGBJS equation by a small modification.

  6. Exploring the Nonlinear Cloud and Rain Equation

    CERN Document Server

    Koren, Ilan; Feingold, Graham

    2016-01-01

    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 (tau) can be linked by a single nondimensional parameter mu=N/(alfa*tau*H0), 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 calcula...

  7. Lienard Equation and Exact Solutions for Some Soliton-Producing Nonlinear Equations

    Institute of Scientific and Technical Information of China (English)

    ZHANG Wei-Guo; CHANG Qian-Shun; ZHANG Qi-Ren

    2004-01-01

    In this paper, we first consider exact solutions for Lienard equation with nonlinear terms of any order. Then,explicit exact bell and kink profile solitary-wave solutions for many nonlinear evolution equations are obtained by means of results of the Lienard equation and proper deductions, which transform original partial differential equations into the Lienard one. These nonlinear equations include compound KdV, compound KdV-Burgers, generalized Boussinesq,generalized KP and Ginzburg-Landau equation. Some new solitary-wave solutions are found.

  8. Smoothing and Decay Estimates for Nonlinear Diffusion Equations Equations of Porous Medium Type

    CERN Document Server

    Vázquez, Juan Luis

    2006-01-01

    This text is concerned with the quantitative aspects of the theory of nonlinear diffusion equations; equations which can be seen as nonlinear variations of the classical heat equation. They appear as mathematical models in different branches of Physics, Chemistry, Biology, and Engineering, and are also relevant in differential geometry and relativistic physics. Much of the modern theory of such equations is based on estimates and functional analysis.Concentrating on a class of equations with nonlinearities of power type that lead to degenerate or singular parabolicity ("equations of porou

  9. Asymptotic behavior of solutions to nonlinear parabolic equation with nonlinear boundary conditions

    Directory of Open Access Journals (Sweden)

    Diabate Nabongo

    2008-01-01

    Full Text Available We show that solutions of a nonlinear parabolic equation of second order with nonlinear boundary conditions approach zero as t approaches infinity. Also, under additional assumptions, the solutions behave as a function determined here.

  10. Techniques in Linear and Nonlinear Partial Differential Equations

    Science.gov (United States)

    1991-10-21

    nonlinear partial differential equations , elliptic 15. NUMBER OF PAGES hyperbolic and parabolic. Variational methods. Vibration problems. Ordinary Five...NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS FINAL TECHNICAL REPORT PROFESSOR LOUIS NIRENBERG OCTOBER 21, 1991 NT)S CRA&I D FIC ,- U.S. ARMY RESEARCH OFFICE...Analysis and partial differential equations . ed. C. Sadowsky. Marcel Dekker (1990) 567-619. [7] Lin, Fanghua, Asymptotic behavior of area-minimizing

  11. Linear and nonlinear degenerate abstract differential equations with small parameter

    OpenAIRE

    Shakhmurov, Veli B.

    2016-01-01

    The boundary value problems for linear and nonlinear regular degenerate abstract differential equations are studied. The equations have the principal variable coefficients and a small parameter. The linear problem is considered on a parameter-dependent domain (i.e., on a moving domain). The maximal regularity properties of linear problems and the optimal regularity of the nonlinear problem are obtained. In application, the well-posedness of the Cauchy problem for degenerate parabolic equation...

  12. Travelling wave solutions for ( + 1)-dimensional nonlinear evolution equations

    Indian Academy of Sciences (India)

    Jonu Lee; Rathinasamy Sakthivel

    2010-10-01

    In this paper, we implement the exp-function method to obtain the exact travelling wave solutions of ( + 1)-dimensional nonlinear evolution equations. Four models, the ( + 1)-dimensional generalized Boussinesq equation, ( + 1)-dimensional sine-cosine-Gordon equation, ( + 1)-double sinh-Gordon equation and ( + 1)-sinh-cosinh-Gordon equation, are used as vehicles to conduct the analysis. New travelling wave solutions are derived.

  13. International Conference on Differential Equations and Nonlinear Mechanics

    CERN Document Server

    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...

  14. The effect of nonlinearity on unstable zones of Mathieu equation

    Indian Academy of Sciences (India)

    M GH SARYAZDI

    2017-03-01

    Mathieu equation is a well-known ordinary differential equation in which the excitation term appears as the non-constant coefficient. The mathematical modelling of many dynamic systems leads to Mathieu equation. The determination of the locus of unstable zone is important for the control of dynamic systems. In this paper, the stable and unstable regions of Mathieu equation are determined for three cases of linear and nonlinear equations using the homotopy perturbation method. The effect of nonlinearity is examined in the unstable zone. The results show that the transition curves of linear Mathieu equation depend on the frequency of the excitation term. However, for nonlinear equations, the curves depend also on initial conditions. In addition, increasing the amplitude of response leads to an increase in the unstable zone.

  15. REDUCTION OF NONLINEAR PARTIAL DIFFERENTIAL EQUATION AND EXACT SOLUTIONS

    Institute of Scientific and Technical Information of China (English)

    YeCaier; PanZuliang

    2003-01-01

    Nonlinear partial differetial equation(NLPDE)is converted into ordinary differential equation(ODE)via a new ansatz.Using undetermined function method,the ODE obtained above is replaced by a set of algebraic equations which are solved out with the aid of Mathematica.The exact solutions and solitary solutions of NLPDE are obtained.

  16. EXACT SOLITARY WAVE SOLUTIONS OF THETWO NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    ZhuYanjuan; ZhangChunhua

    2005-01-01

    The solitary wave solutions of the combined KdV-mKdV-Burgers equation and the Kolmogorov-Petrovskii-Piskunov equation are obtained by means of the direct algebra method, which can be generalized to deal with high dimensional nonlinear evolution equations.

  17. A Family of Exact Solutions for the Nonlinear Schrodinger Equation

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    In this paper, the nonlinear Schrodinger (NLS) equation was analytically solved. Firstly, the stationary solutions of NLSequation were explicitly given by the elliptic functions. Then a family of exact solutions of NLS equation were obtained from these sta-tionary solutions by a method for finding new exact solutions from the stationary solutions of integrable evolution equations.

  18. 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.

  19. Introduction to fractional and pseudo-differential equations with singular symbols

    CERN Document Server

    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.

  20. The Kramers-Moyal Equation of the Cosmological Comoving Curvature Perturbation

    DEFF Research Database (Denmark)

    Riotto, Antonio; Sloth, Martin Snoager

    2011-01-01

    Fluctuations of the comoving curvature perturbation with wavelengths larger than the horizon length are governed by a Langevin equation whose stochastic noise arise from the quantum fluctuations that are assumed to become classical at horizon crossing. The infrared part of the curvature...... the corresponding Kramers-Moyal equation which describes how the probability distribution of the comoving curvature perturbation at a given spatial point evolves in time and is a generalization of the Fokker-Planck equation. This approach offers an alternative way to study the late time behaviour of the correlators...

  1. Rigorous derivation of the Landau equation in the weak coupling limit

    CERN Document Server

    Kirkpatrick, Kay

    2009-01-01

    We examine a family of microscopic models of plasmas, with a parameter $\\alpha$ comparing the typical distance between collisions to the strength of the grazing collisions. These microscopic models converge in distribution, in the weak coupling limit, to a velocity diffusion described by the linear Landau equation (also known as the Fokker-Planck equation). The present work extends and unifies previous results that handled the extremes of the parameter $\\alpha$, for the whole range (0, 1/2], by showing that clusters of overlapping obstacles are negligible in the limit. Additionally, we study the diffusion coefficient of the Landau equation and show it to be independent of the parameter.

  2. Lectures on nonlinear evolution equations initial value problems

    CERN Document Server

    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...

  3. Integrable dissipative nonlinear second order differential equations via factorizations and Abel equations

    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.

  4. Analytic solutions of a class of nonlinear partial differential equations

    Institute of Scientific and Technical Information of China (English)

    ZHANG Hong-qing; DING Qi

    2008-01-01

    An approach is presented for computing the adjoint operator vector of a class of nonlinear (that is,partial-nonlinear) operator matrices by using the properties of conjugate operators to generalize a previous method proposed by the author.A unified theory is then given to solve a class of nonlinear (partial-nonlinear and including all linear)and non-homogeneous differential equations with a mathematical mechanization method.In other words,a transformation is constructed by homogenization and triangulation,which reduces the original system to a simpler diagonal system.Applications are given to solve some elasticity equations.

  5. Stochastic Calculus and Differential Equations for Physics and Finance

    Science.gov (United States)

    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.

  6. 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.

  7. Global existence and uniqueness of nonlinear evolutionary fluid equations

    CERN Document Server

    Qin, Yuming; Wang, Taige

    2015-01-01

    This book presents recent results on nonlinear evolutionary fluid equations such as the compressible (radiative) magnetohydrodynamics (MHD) equations, compressible viscous micropolar fluid equations, the full non-Newtonian fluid equations and non-autonomous compressible Navier-Stokes equations. These types of partial differential equations arise in many fields of mathematics, but also in other branches of science such as physics and fluid dynamics. This book will be a valuable resource for graduate students and researchers interested in partial differential equations, and will also benefit practitioners in physics and engineering.

  8. Application of the trial equation method for solving some nonlinear evolution equations arising in mathematical physics

    Indian Academy of Sciences (India)

    Yusuf Gurefe; Abdullah Sonmezoglu; Emine Misirli

    2011-12-01

    In this paper some exact solutions including soliton solutions for the KdV equation with dual power law nonlinearity and the (, ) equation with generalized evolution are obtained using the trial equation method. Also a more general trial equation method is proposed.

  9. SPHERICAL NONLINEAR PULSES FOR THE SOLUTIONS OF NONLINEAR WAVE EQUATIONS Ⅱ, NONLINEAR CAUSTIC

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    This article discusses spherical pulse like solutions of the system of semilinear wave equations with the pulses focusing at a point and emerging outgoing in three space variables. In small initial data case, it shows that the nonlinearities have a strong effect at the focal point. Scattering operator is introduced to describe the caustic crossing. With the aid of the L∞ norms, it analyzes the relative errors in approximate solutions.

  10. Linearized oscillation theory for a nonlinear delay impulsive equation

    Science.gov (United States)

    Berezansky, Leonid; Braverman, Elena

    2003-12-01

    For a scalar nonlinear impulsive delay differential equationwith rk(t)≥0,hk(t)≤t, limj-->∞ τj=∞, such an auxiliary linear impulsive delay differential equationis constructed that oscillation (nonoscillation) of the nonlinear equation can be deduced from the corresponding properties of the linear equation. Coefficients rk(t) and delays are not assumed to be continuous. Explicit oscillation and nonoscillation conditions are established for some nonlinear impulsive models of population dynamics, such as the impulsive logistic equation and the impulsive generalized Lasota-Wazewska equation which describes the survival of red blood cells. It is noted that unlike nonimpulsive delay logistic equations a solution of a delay impulsive logistic equation may become negative.

  11. Painlevé analysis for nonlinear partial differential equations

    CERN Document Server

    Musette, M

    1998-01-01

    The Painlevé analysis introduced by Weiss, Tabor and Carnevale (WTC) in 1983 for nonlinear partial differential equations (PDE's) is an extension of the method initiated by Painlevé and Gambier at the beginning of this century for the classification of algebraic nonlinear differential equations (ODE's) without movable critical points. In these lectures we explain the WTC method in its invariant version introduced by Conte in 1989 and its application to solitonic equations in order to find algorithmically their associated so-called ``integrable'' equations but they are generically no more valid for equations modelising physical phenomema. Belonging to this second class, some equations called ``partially integrable'' sometimes keep remnants of integrability. In that case, the singularity analysis may also be useful for building closed form analytic solutions, which necessarily % Conte agree with the singularity structure of the equations. We display the privileged role played by the Riccati equation and syste...

  12. Analyzing 2D THz-Raman spectroscopy using a non-Markovian Brownian oscillator model with nonlinear system-bath interactions

    CERN Document Server

    Ikeda, Tatsushi; Tanimura, Yoshitaka

    2015-01-01

    We explore and describe the roles of inter-molecular vibrations in terms of a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear absorption (1D IR), we calculate 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are then accounted by the LL+SL BO model with the use of the hierarchal Fokker-Planck equations for a non-perturbative and non-Markovian noise. All of the characteristic 2D profiles of the simulated signals are reproduced using the LL+SL BO model, indicating that the present model captures the essential features of the inter-molecular motion. We analyze the fitted the 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The ...

  13. New Exact Solutions for New Model Nonlinear Partial Differential Equation

    Directory of Open Access Journals (Sweden)

    A. Maher

    2013-01-01

    Full Text Available 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.

  14. Singularity analysis of a new discrete nonlinear Schrodinger equation

    OpenAIRE

    Sakovich, Sergei

    2001-01-01

    We apply the Painleve test for integrability to a new discrete (differential-difference) nonlinear Schrodinger equation introduced by Leon and Manna. Since the singular expansions of solutions of this equation turn out to contain nondominant logarithmic terms, we conclude that the studied equation is nonintegrable. This result supports the observation of Levi and Yamilov that the Leon-Manna equation does not admit high-order generalized symmetries. As a byproduct of the singularity analysis c...

  15. Subcritical localization in the discrete nonlinear Schrödinger equation with arbitrary power nonlinearity

    DEFF Research Database (Denmark)

    Bang, O.; Juul Rasmussen, J.; Christiansen, P.L.

    1994-01-01

    Discretizing the continuous nonlinear Schrodinger equation with arbitrary power nonlinearity influences the time evolution of its ground state solitary solution. In the subcritical case, for grid resolutions above a certain transition value, depending on the degree of nonlinearity, the solution w...

  16. High-Dimensional Nonlinear Envelope Equations and Nonlinear Localized Excitations in Photonic Crystals

    Institute of Scientific and Technical Information of China (English)

    HANG Chao; HUANG Guo-Xiang

    2006-01-01

    We investigate the nonlinear localized structures of optical pulses propagating in a one-dimensional photonic crystal with a quadratic nonlinearity. Using a method of multiple scales we show that the nonlinear evolution of a wave packet, formed by the superposition of short-wavelength excitations, and long-wavelength mean fields, generated by the self-interaction of the wave packet, are governed by a set of coupled high-dimensional nonlinear envelope equations, which can be reduced to Davey-Stewartson equations and thus support dromionlike high-dimensional nonlinear excitations in the system.

  17. Bifurcation methods of dynamical systems for handling nonlinear wave equations

    Indian Academy of Sciences (India)

    Dahe Feng; Jibin Li

    2007-05-01

    By using the bifurcation theory and methods of dynamical systems to construct the exact travelling wave solutions for nonlinear wave equations, some new soliton solutions, kink (anti-kink) solutions and periodic solutions with double period are obtained.

  18. Comparative study of homotopy continuation methods for nonlinear algebraic equations

    Science.gov (United States)

    Nor, Hafizudin Mohamad; Ismail, Ahmad Izani Md.; Majid, Ahmad Abd.

    2014-07-01

    We compare some recent homotopy continuation methods to see which method has greater applicability and greater accuracy. We test the methods on systems of nonlinear algebraic equations. The results obtained indicate the superior accuracy of Newton Homotopy Continuation Method (NHCM).

  19. Lipschitz regularity results for nonlinear strictly elliptic equations and applications

    Science.gov (United States)

    Ley, Olivier; Nguyen, Vinh Duc

    2017-10-01

    Most of Lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic growth power in gradient, one usually uses weak Bernstein-type arguments which require regularity and/or convex-type assumptions on the gradient nonlinearity. In this article, we obtain new Lipschitz regularity results for a large class of nonlinear strictly elliptic equations with possibly arbitrary growth power of the Hamiltonian with respect to the gradient variable using some ideas coming from Ishii-Lions' method. We use these bounds to solve an ergodic problem and to study the regularity and the large time behavior of the solution of the evolution equation.

  20. Hamiltonian Formalism of the Derivative Nonlinear Schrodinger Equation

    Institute of Scientific and Technical Information of China (English)

    CAI Hao; LIU Feng-Min; HUANG Nian-Ning

    2003-01-01

    A particular form of poisson bracket is introduced for the derivative nonlinear Schrodinger (DNLS) equation.And its Hamiltonian formalism is developed by a linear combination method. Action-angle variables are found.

  1. 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.

  2. IDENTIFICATION OF PARAMETERS IN PARABOLIC EQUATIONS WITH NONLINEARITY

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    In this paper, we consider the identification of parameters in parabolic equations with nonlinearity. Some approximation processes for the identification problem are given. Our results improve and generalize the previous results.

  3. Differentiability at lateral boundary for fully nonlinear parabolic equations

    Science.gov (United States)

    Ma, Feiyao; Moreira, Diego R.; Wang, Lihe

    2017-09-01

    For fully nonlinear uniformly parabolic equations, the first derivatives regularity of viscosity solutions at lateral boundary is studied under new Dini type conditions for the boundary, which is called Reifenberg Dini conditions and is weaker than usual Dini conditions.

  4. 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.

  5. The theorem on existence of singular solutions to nonlinear equations

    Directory of Open Access Journals (Sweden)

    Prusinska А.

    2005-01-01

    Full Text Available The aim of this paper is to present some applications of pregularity theory to investigations of nonlinear multivalued mappings. The main result addresses to the problem of existence of solutions to nonlinear equations in the degenerate case when the linear part is singular at the considered initial point. We formulate conditions for existence of solutions of equation F(x = 0 when first p - 1 derivatives of F are singular.

  6. MULTISCALE HOMOGENIZATION OF NONLINEAR HYPERBOLIC EQUATIONS WITH SEVERAL TIME SCALES

    Institute of Scientific and Technical Information of China (English)

    Jean Louis Woukeng; David Dongo

    2011-01-01

    We study the multiscale homogenization of a nonlinear hyperbolic equation in a periodic setting. We obtain an accurate homogenization result. We also show that as the nonlinear term depends on the microscopic time variable, the global homogenized problem thus obtained is a system consisting of two hyperbolic equations. It is also shown that in spite of the presence of several time scales, the global homogenized problem is not a reiterated one.

  7. Modified Homotopy Analysis Method for Nonlinear Fractional Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    D. Ziane

    2017-05-01

    Full Text Available In this paper, a combined form of natural transform with homotopy analysis method is proposed to solve nonlinear fractional partial differential equations. This method is called the fractional homotopy analysis natural transform method (FHANTM. The FHANTM can easily be applied to many problems and is capable of reducing the size of computational work. The fractional derivative is described in the Caputo sense. The results show that the FHANTM is an appropriate method for solving nonlinear fractional partial differentia equation.

  8. Ehrenfest theorem, Galilean invariance and nonlinear Schr"odinger equations

    CERN Document Server

    Kälbermann, G

    2003-01-01

    Galilean invariant Schr"odinger equations possessing nonlinear terms coupling the amplitude and the phase of the wave function can violate the Ehrenfest theorem. An example of this kind is provided. The example leads to the proof of the theorem: A Galilean invariant Schr"odinger equation derived from a lagrangian density obeys the Ehrenfest theorem. The theorem holds for any linear or nonlinear lagrangian.

  9. NONLINEAR BOUNDARY STABILIZATION OF WAVE EQUATIONS WITH VARIABLE C OEFFICIENTS

    Institute of Scientific and Technical Information of China (English)

    冯绍继; 冯德兴

    2003-01-01

    The wave equation with variable coefficients with a nonlinear dissipative boundary feedbackis studied. By the Riemannian geometry method and the multiplier technique, it is shown thatthe closed loop system decays exponentially or asymptotically, and hence the relation betweenthe decay rate of the system energy and the nonlinearity behavior of the feedback function isestablished.

  10. Applications of Elliptic Equation to Nonlinear Coupled Systems

    Institute of Scientific and Technical Information of China (English)

    FUZun-Tao; LIUShi-Da; LIUShi-Kuo

    2003-01-01

    The elliptic equation is taken as a transformation and applied to solve nonlinear coupled systems. It is shown that this method is more powerful to give more kinds of solutions, such as rational solutions, solitary wave solutions, periodic wave solutions and so on, so this method can be taken as a unified method in solving nonlinear coupled systems.

  11. Applications of Elliptic Equation to Nonlinear Coupled Systems

    Institute of Scientific and Technical Information of China (English)

    FU Zun-Tao; LIU Shi-Da; LIU Shi-Kuo

    2003-01-01

    The elliptic equation is taken as a transformation and applied to solve nonlinear coupled systems. Itis shown that this method is more powerful to give more kinds of solutions, such as rational solutions, solitary wavesolutions, periodic wave solutions and so on, so this method can be taken as a unified method in solving nonlinear coupled systems.

  12. Approximate solution of a nonlinear partial differential equation

    NARCIS (Netherlands)

    Vajta, M.

    2007-01-01

    Nonlinear partial differential equations (PDE) are notorious to solve. In only a limited number of cases can we find an analytic solution. In most cases, we can only apply some numerical scheme to simulate the process described by a nonlinear PDE. Therefore, approximate solutions are important for t

  13. A NEW SMOOTHING EQUATIONS APPROACH TO THE NONLINEAR COMPLEMENTARITY PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    Chang-feng Ma; Pu-yan Nie; Guo-ping Liang

    2003-01-01

    The nonlinear complementarity problem can be reformulated as a nonsmooth equation. In this paper we propose a new smoothing Newton algorithm for the solution of the nonlinear complementarity problem by constructing a new smoothing approximation function. Global and local superlinear convergence results of the algorithm are obtained under suitable conditions. Numerical experiments confirm the good theoretical properties of the algorithm.

  14. Anomalous diffusion in nonhomogeneous media: time-subordinated Langevin equation approach.

    Science.gov (United States)

    Srokowski, Tomasz

    2014-03-01

    Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Lévy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process subordinated to a random time: it separately takes into account effects related to the medium structure and the memory. Density distributions and moments are derived from the solutions of the corresponding Langevin equation and compared with the numerical calculations for the exact problem. Both subdiffusion and enhanced diffusion are predicted. Distribution of the process satisfies the fractional Fokker-Planck equation.

  15. Analytical exact solution of the non-linear Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da [Universidade de Brasilia (UnB), DF (Brazil). Inst. de Fisica. Grupo de Fisica e Matematica

    2011-07-01

    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)

  16. Nonlinear ordinary differential equations analytical approximation and numerical methods

    CERN Document Server

    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...

  17. Nonlinear Parabolic Equations with Singularities in Colombeau Vector Spaces

    Institute of Scientific and Technical Information of China (English)

    Mirjana STOJANOVI(C)

    2006-01-01

    We consider nonlinear parabolic equations with nonlinear non-Lipschitz's term and singular initial data like Dirac measure, its derivatives and powers. We prove existence-uniqueness theorems in Colombeau vector space gC1,w2,2([O,T),Rn),n ≤ 3. Due to high singularity in a case of parabolic equation with nonlinear conservative term we employ the regularized derivative for the conservative term, in order to obtain the global existence-uniqueness result in Colombeau vector space gC1,L2([O,T),Rn),n ≤ 3.

  18. The nonlinear Schroedinger equation on a disordered chain

    Energy Technology Data Exchange (ETDEWEB)

    Scharf, R.; Bishop, A.R.

    1990-01-01

    The integrable lattice nonlinear Schroedinger equation is a unique model with which to investigate the effects of disorder on a discrete integrable dynamics, and its interplay with nonlinearity. We first review some features of the lattice nonlinear Schroedinger equation in the absence of disorder and introduce a 1- and 2-soliton collective variable approximation. Then we describe the effect of different types of disorder: attractive and repulsive isolated impurities, spatially periodic potentials, random potentials, and time dependent (kicked) long wavelength perturbations. 18 refs., 15 figs.

  19. GHM method for obtaining rationalsolutions of nonlinear differential equations.

    Science.gov (United States)

    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.

  20. Derivation of an Applied Nonlinear Schroedinger Equation.

    Energy Technology Data Exchange (ETDEWEB)

    Pitts, Todd Alan; Laine, Mark Richard; Schwarz, Jens; Rambo, Patrick K.; Karelitz, David B.

    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

  1. 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

  2. Reduction of the equation for lower hybrid waves in a plasma to a nonlinear Schroedinger equation

    Science.gov (United States)

    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.

  3. Extended Riccati Equation Rational Expansion Method and Its Application to Nonlinear Stochastic Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    WANG Mei-Jiao; WANG Qi

    2006-01-01

    In this work, by means of a new more general ansatz and the symbolic computation system Maple, we extend the Riccati equation rational expansion method [Chaos, Solitons & Fractals 25 (2005) 1019] to uniformly construct a series of stochastic nontravelling wave solutions for nonlinear stochastic evolution equation. To illustrate the effectiveness of our method, we take the stochastic mKdV equation as an example, and successfully construct some new and more general solutions including a series of rational formal nontraveling wave and coefficient functions' soliton-like solutions and trigonometric-like function solutions. The method can also be applied to solve other nonlinear stochastic evolution equation or equations.

  4. NEW EXACT TRAVELLING WAVE SOLUTIONS TO THREE NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Sirendaoreji

    2004-01-01

    Based on the computerized symbolic computation, some new exact travelling wave solutions to three nonlinear evolution equations are explicitly obtained by replacing the tanhξ in tanh-function method with the solutions of a new auxiliary ordinary differential equation.

  5. Exact solutions for the cubic-quintic nonlinear Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Zhu Jiamin [Department of Physics, Zhejiang Lishui University, Lishui 323000 (China)]. E-mail: zjm64@163.com; Ma Zhengyi [Department of Physics, Zhejiang Lishui University, Lishui 323000 (China); Institute of Applied Mathematics and Mechanics, Shanghai University, Shanghai 200072 (China)

    2007-08-15

    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.

  6. Nonlinear partial differential equations: Integrability, geometry and related topics

    Science.gov (United States)

    Krasil'shchik, Joseph; Rubtsov, Volodya

    2017-03-01

    Geometry and Differential Equations became inextricably entwined during the last one hundred fifty years after S. Lie and F. Klein's fundamental insights. The two subjects go hand in hand and they mutually enrich each other, especially after the "Soliton Revolution" and the glorious streak of Symplectic and Poisson Geometry methods in the context of Integrability and Solvability problems for Non-linear Differential Equations.

  7. An analysis of the nonlinear equation = (, ) + (, )$u^2_$ + ℎ(, ) + (, )$

    Indian Academy of Sciences (India)

    R M Edelstein; K S Govinder

    2011-01-01

    We use the method of preliminary group classification to analyse a particular form of the nonlinear diffusion equation in which the inhomogeneity is quadratic in . The method yields an optimal system of one-dimensional subalgebras. As a result we obtain those explicit forms of the unknown functions , , ℎ and for which the equation admits additional point symmetries.

  8. 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.

  9. 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.

  10. Nonlinear eigenvalue approach to differential Riccati equations for contraction analysis

    NARCIS (Netherlands)

    Kawano, Yu; Ohtsuka, Toshiyuki

    2017-01-01

    In this paper, we extend the eigenvalue method of the algebraic Riccati equation to the differential Riccati equation (DRE) in contraction analysis. One of the main results is showing that solutions to the DRE can be expressed as functions of nonlinear eigenvectors of the differential Hamiltonian ma

  11. Structure of Dirac matrices and invariants for nonlinear Dirac equations

    OpenAIRE

    2004-01-01

    We present invariants for nonlinear Dirac equations in space-time ${\\mathbb R}^{n+1}$, by which we prove that a special choice of the Cauchy data yields free solutions. Our argument works for Klein-Gordon-Dirac equations with Yukawa coupling as well. Related problems on the structure of Dirac matrices are studied.

  12. LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Weijun Zhou; Donghui Li

    2007-01-01

    In this paper, we propose an algorithm for solving nonlinear monotone equations by combining the limited memory BFGS method (L-BFGS) with a projection method. We show that the method is globally convergent if the equation involves a Lipschitz continuous monotone function. We also present some preliminary numerical results.

  13. STABILITY OF NONLINEAR NEUTRAL DIFFERENTIAL EQUATION VIA FIXED POINT

    Institute of Scientific and Technical Information of China (English)

    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.

  14. Entropy and convexity for nonlinear partial differential equations.

    Science.gov (United States)

    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.

  15. The numerical dynamic for highly nonlinear partial differential equations

    Science.gov (United States)

    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.

  16. Relations between nonlinear Riccati equations and other equations in fundamental physics

    Science.gov (United States)

    Schuch, Dieter

    2014-10-01

    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.

  17. Exact solutions of some coupled nonlinear diffusion-reaction equations using auxiliary equation method

    Indian Academy of Sciences (India)

    Ranjit Kumar

    2012-09-01

    Travelling and solitary wave solutions of certain coupled nonlinear diffusion-reaction equations have been constructed using the auxiliary equation method. These equations arise in a variety of contexts not only in biological, chemical and physical sciences but also in ecological and social sciences.

  18. The Duffing Equation Nonlinear Oscillators and their Behaviour

    CERN Document Server

    Kovacic, Ivana

    2011-01-01

    The Duffing Equation: Nonlinear Oscillators and their Behaviour brings together the results of a wealth of disseminated research literature on the Duffing equation, a key engineering model with a vast number of applications in science and engineering, summarizing the findings of this research. Each chapter is written by an expert contributor in the field of nonlinear dynamics and addresses a different form of the equation, relating it to various oscillatory problems and clearly linking the problem with the mathematics that describe it. The editors and the contributors explain the mathematical

  19. NEW ALTERNATING DIRECTION FINITE ELEMENT SCHEME FOR NONLINEAR PARABOLIC EQUATION

    Institute of Scientific and Technical Information of China (English)

    崔霞

    2002-01-01

    A new alternating direction (AD) finite element (FE) scheme for 3-dimensional nonlinear parabolic equation and parabolic integro-differential equation is studied. By using AD,the 3-dimensional problem is reduced to a family of single space variable problems, calculation work is simplified; by using FE, high accuracy is kept; by using various techniques for priori estimate for differential equations such as inductive hypothesis reasoning, the difficulty arising from the nonlinearity is treated. For both FE and ADFE schemes, the convergence properties are rigorously demonstrated, the optimal H1- and L2-norm space estimates and the O((△t)2) estimate for time variable are obtained.

  20. Exact solutions of certain nonlinear chemotaxis diffusion reaction equations

    Indian Academy of Sciences (India)

    MISHRA AJAY; KAUSHAL R S; PRASAD AWADHESH

    2016-05-01

    Using the auxiliary equation method, we obtain exact solutions of certain nonlinear chemotaxis diffusion reaction equations in the presence of a stimulant. In particular, we account for the nonlinearities arising not only from the density-dependent source terms contributed by the particles and the stimulant but also from the coupling term of the stimulant. In addition to this, the diffusion of the stimulant and the effect of long-range interactions are also accounted for in theconstructed coupled differential equations. The results obtained here could be useful in the studies of several biological systems and processes, e.g., in bacterial infection, chemotherapy, etc.

  1. 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.)

  2. Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

    Science.gov (United States)

    Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

    2014-01-01

    We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

  3. Stochastic nonlinear differential equation generating 1/f noise.

    Science.gov (United States)

    Kaulakys, B; Ruseckas, J

    2004-08-01

    Starting from the simple point process model of 1/f noise, we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise, in any desirably wide range of frequency. A stochastic differential equation (the general Langevin equation with a multiplicative noise) that gives 1/f noise is derived. The solution of the equation exhibits the power-law distribution. The process with 1/f noise is demonstrated by the numerical solution of the derived equation with the appropriate restriction of the diffusion of the signal in some finite interval.

  4. Exact travelling wave solutions of nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Soliman, A.A. [Department of Mathematics, Faculty of Education (AL-Arish) Suez Canal University, AL-Arish 45111 (Egypt)]. E-mail: asoliman_99@yahoo.com; Abdou, M.A. [Theoretical Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)]. E-mail: m_abdou_eg@yahoo.com

    2007-04-15

    An extended Fan-sub equation method is developed for searching exact travelling wave solutions of nonlinear partial differential equations. The key idea of this method is to take full advantage of the general elliptic equation, involving five parameters, which has more new solutions and whose degeneracies can lead to special sub equation involving three parameters. As an illustration of the extended Fan method, more new solutions are obtained for three models namely, generalized KdV, Drinfeld-Sokolov system and RLW equation.

  5. The Swift-Hohenberg equation with a nonlocal nonlinearity

    OpenAIRE

    2013-01-01

    It is well known that aspects of the formation of localised states in a one-dimensional Swift--Hohenberg equation can be described by Ginzburg--Landau-type envelope equations. This paper extends these multiple scales analyses to cases where an additional nonlinear integral term, in the form of a convolution, is present. The presence of a kernel function introduces a new lengthscale into the problem, and this results in additional complexity in both the derivation of envelope equations and in ...

  6. Adomian solution of a nonlinear quadratic integral equation

    Directory of Open Access Journals (Sweden)

    E.A.A. Ziada

    2013-04-01

    Full Text Available We are concerned here with a nonlinear quadratic integral equation (QIE. The existence of a unique solution will be proved. Convergence analysis of Adomian decomposition method (ADM applied to these type of equations is discussed. Convergence analysis is reliable enough to estimate the maximum absolute truncated error of Adomian’s series solution. Two methods are used to solve these type of equations; ADM and repeated trapezoidal method. The obtained results are compared.

  7. Iterative Solution for Systems of Nonlinear Two Binary Operator Equations

    Institute of Scientific and Technical Information of China (English)

    ZHANGZhi-hong; LIWen-feng

    2004-01-01

    Using the cone and partial ordering theory and mixed monotone operator theory, the existence and uniqueness of solutions for some classes of systems of nonlinear two binary operator equations in a Banach space with a partial ordering are discussed. And the error estimates that the iterative sequences converge to solutions are also given. Some relevant results of solvability of two binary operator equations and systems of operator equations are imnroved and generalized.

  8. Scalable nonlinear iterative methods for partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Cai, X-C

    2000-10-29

    We conducted a six-month investigation of the design, analysis, and software implementation of a class of singularity-insensitive, scalable, parallel nonlinear iterative methods for the numerical solution of nonlinear partial differential equations. The solutions of nonlinear PDEs are often nonsmooth and have local singularities, such as sharp fronts. Traditional nonlinear iterative methods, such as Newton-like methods, are capable of reducing the global smooth nonlinearities at a nearly quadratic convergence rate but may become very slow once the local singularities appear somewhere in the computational domain. Even with global strategies such as line search or trust region the methods often stagnate at local minima of {parallel}F{parallel}, especially for problems with unbalanced nonlinearities, because the methods do not have built-in machinery to deal with the unbalanced nonlinearities. To find the same solution u* of F(u) = 0, we solve, instead, an equivalent nonlinearly preconditioned system G(F(u*)) = 0 whose nonlinearities are more balanced. In this project, we proposed and studied a nonlinear additive Schwarz based parallel nonlinear preconditioner and showed numerically that the new method converges well even for some difficult problems, such as high Reynolds number flows, when a traditional inexact Newton method fails.

  9. 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.

  10. Stochastic differential equation model to Prendiville processes

    Science.gov (United States)

    Granita, Bahar, Arifah

    2015-10-01

    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.

  11. Quantum theory of nonlocal nonlinear Schrodinger equation

    CERN Document Server

    Vyas, Vivek M

    2015-01-01

    Nonlocal nonlinear Schrodinger model is quantised and exactly solved using the canonical framework. It is found that the usual canonical quantisation of the model leads to a theory with pathological inner product. This problem is resolved by constructing another inner product over the vector space of the theory. The resultant theory is found to be identical to that of nonrelativistic bosons with delta function interaction potential, devoid of any nonlocality. The exact eigenstates are found using the Bethe ansatz technique.

  12. Extended trial equation method for nonlinear coupled Schrodinger Boussinesq partial differential equations

    Directory of Open Access Journals (Sweden)

    Khaled A. Gepreel

    2016-07-01

    Full Text Available In this paper, we improve the extended trial equation method to construct the exact solutions for nonlinear coupled system of partial differential equations in mathematical physics. We use the extended trial equation method to find some different types of exact solutions such as the Jacobi elliptic function solutions, soliton solutions, trigonometric function solutions and rational, exact solutions to the nonlinear coupled Schrodinger Boussinesq equations when the balance number is a positive integer. The performance of this method is reliable, effective and powerful for solving more complicated nonlinear partial differential equations in mathematical physics. The balance number of this method is not constant as we have in other methods. This method allows us to construct many new types of exact solutions. By using the Maple software package we show that all obtained solutions satisfy the original partial differential equations.

  13. Nonlinear Biharmonic Equations with Critical Potential

    Institute of Scientific and Technical Information of China (English)

    Hui XIONG; Yao Tian SHEN

    2005-01-01

    In this paper, we study two semilinear singular biharmonic equations: one with subcritical exponent and critical potential, another with sub-critical potential and critical exponent. By Pohozaev identity for singular solution, we prove there is no nontrivial solution for equations with critical exponent and critical potential. And by using the concentrate compactness principle and Mountain Pass theorem, respectively, we get two existence results for the two problems. Meanwhile,we have compared the changes of the critical dimensions in singular and non-singular cases, and we get an interesting result.

  14. The Jeffcott equations in nonlinear rotordynamics

    Science.gov (United States)

    Zalik, R. A.

    1989-01-01

    The solutions of the Jeffcott equations describing the behavior of a rotating shaft are investigated analytically, with a focus on the case where deadband is taken into account. Bounds on the solutions are obtained from those for the linearized equations, and the onset of destructive vibrations is predicted by analyzing the Fourier transforms of the solutions; good agreement with numerical solutions and power-spectrum density plots is demonstrated. It is suggested that the present analytical approach could be applied to determine cryogenic-pump stability margins in flight and hot-fire ground testing of launch vehicles such as the Space Shuttle.

  15. A generalized new auxiliary equation method and its applications to nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Zhang, Sheng [Department of Mathematics, Bohai University, Jinzhou 121000 (China)]. E-mail: zhshaeng@yahoo.com.cn; Xia, Tiecheng [Department of Mathematics, Bohai University, Jinzhou 121000 (China); Department of Mathematics, Shanghai University, Shanghai 200444 (China)

    2007-04-09

    In this Letter, a generalized new auxiliary equation method is proposed for constructing more general exact solutions of nonlinear partial differential equations. With the aid of symbolic computation, we choose the combined KdV-mKdV equation and the (2+1)-dimensional asymmetric Nizhnik-Novikov-Vesselov equations to illustrate the validity and advantages of the method. As a result, many new and more general exact solutions are obtained.

  16. New expansion algorithm of three Riccati equations and its applications in nonlinear mathematical physics equations

    Institute of Scientific and Technical Information of China (English)

    Zhi Hong-Yan; Zhao Xue-Qin; Zhang Hong-Qing

    2005-01-01

    Based on the study of tanh function method and the coupled projective Riccati equation method, we propose a new algorithm to search for explicit exact solutions of nonlinear evolution equations. We use the higher-order Schrodinger equation and mKdV equation to illustrate this algorithm. As a result, more new solutions are obtained, which include new solitary solutions, periodic solutions, and singular solutions. Some new solutions are illustrated in figures.

  17. Backward stochastic differential equations from linear to fully nonlinear theory

    CERN Document Server

    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.

  18. EXACT EXPLICIT SOLUTIONS OF THE NONLINEAR SCHR(O)DINGER EQUATION COUPLED TO THE BOUSSINESQ EQUATION

    Institute of Scientific and Technical Information of China (English)

    姚若侠; 李忠斌

    2003-01-01

    A system comprised of the nonlinear Schrodinger equation coupled to theBoussinesq equation (S-B equations) which dealing with the stationary propagation of cou-pled non-linear upper-hybrid and magnetosonic waves in magnetized plasma is proposed.To examine its solitary wave solutions, a reduced set of ordinary differential equations areconsidered by a simple traveling wave transformation. It is then shown that several newsolutions (either functional or parametrical) can be obtained systematically, in addition torederiving all known ones by means of our simple and direct algebra method with the helpof the computer algebra system Maple.

  19. Residual models for nonlinear partial differential equations

    Directory of Open Access Journals (Sweden)

    Garry Pantelis

    2005-11-01

    Full Text Available Residual terms that appear in nonlinear PDEs that are constructed to generate filtered representations of the variables of the fully resolved system are examined by way of a consistency condition. It is shown that certain commonly used empirical gradient models for the residuals fail the test of consistency and therefore cannot be validated as approximations in any reliable sense. An alternate method is presented for computing the residuals. These residual models are independent of free or artificial parameters and there direct link with the functional form of the system of PDEs which describe the fully resolved system are established.

  20. The generalized Langevin equation revisited: Analytical expressions for the persistence dynamics of a viscous fluid under a time dependent external force

    Science.gov (United States)

    Olivares-Rivas, Wilmer; Colmenares, Pedro J.

    2016-09-01

    The non-static generalized Langevin equation and its corresponding Fokker-Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external force was obtained analytically. The non-Markovian stochastic differential equation, associated to the dynamics of the position under a colored noise, was then applied to the description of the dynamics and persistence time of particles constrained within absorbing barriers. Comparisons with molecular dynamics were very satisfactory.

  1. The Modified Rational Jacobi Elliptic Functions Method for Nonlinear Differential Difference Equations

    Directory of Open Access Journals (Sweden)

    Khaled A. Gepreel

    2012-01-01

    Full Text Available We modified the rational Jacobi elliptic functions method to construct some new exact solutions for nonlinear differential difference equations in mathematical physics via the lattice equation, the discrete nonlinear Schrodinger equation with a saturable nonlinearity, the discrete nonlinear Klein-Gordon equation, and the quintic discrete nonlinear Schrodinger equation. Some new types of the Jacobi elliptic solutions are obtained for some nonlinear differential difference equations in mathematical physics. The proposed method is more effective and powerful to obtain the exact solutions for nonlinear differential difference equations.

  2. Algebraic calculation of stroboscopic maps of ordinary, nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Wackerbauer, R. (Max-Planck-Institut fuer Extraterrestrische Physik, Garching (Germany)); Huebler, A. (Illinois Univ., Urbana, IL (United States). Center for Complex Systems Research); Mayer-Kress, G. (Los Alamos National Lab., NM (United States) California Univ., Santa Cruz, CA (United States). Dept. of Mathematics)

    1991-07-25

    The relation between the parameters of a differential equation and corresponding discrete maps are becoming increasingly important in the study of nonlinear dynamical systems. Maps are well adopted for numerical computation and several universal properties of them are known. Therefore some perturbation methods have been proposed to deduce them for physical systems, which can be modeled by an ordinary differential equation (ODE) with a small nonlinearity. A new iterative, rigorous algebraic method for the calculation of the coefficients of a Taylor expansion of a stroboscopic map from ODE's with not necessarily small nonlinearities is presented. It is shown analytically that most of the coefficients are small for a small integration time and grow slowly in the course of time if the flow vector field of the ODE is polynomial and if the ODE has fixed point in the origin. Approximations of different orders respectively of the rest term are investigated for several nonlinear systems. 31 refs., 16 figs.

  3. On the Cauchy problem for a doubly nonlinear degenerate parabolic equation with strongly nonlinear sources

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    In this article, we consider the existence of local and global solution to the Cauchy problem of a doubly nonlinear equation. By introducing the norms |||f|||h and h, we give the suffcient and necessary conditions on the initial value to the existence of local solution of doubly nonlinear equation. Moreover some results on the global existence and nonexistence of solutions are considered.

  4. Stochasticity in numerical solutions of the nonlinear Schroedinger equation

    Science.gov (United States)

    Shen, Mei-Mei; Nicholson, D. R.

    1987-01-01

    The cubically nonlinear Schroedinger equation is an important model of nonlinear phenomena in fluids and plasmas. Numerical solutions in a spatially periodic system commonly involve truncation to a finite number of Fourier modes. These solutions are found to be stochastic in the sense that the largest Liapunov exponent is positive. As the number of modes is increased, the size of this exponent appears to converge to zero, in agreement with the recent demonstration of the integrability of the spatially periodic case.

  5. Symmetric and asymmetric bound states for the nonlinear Schroedinger equation with inhomogeneous nonlinearity

    Energy Technology Data Exchange (ETDEWEB)

    Belmonte-Beitia, Juan [Departamento de Matematicas, E. T. S. de Ingenieros Industriales and Instituto de Matematica Aplicada a la Ciencia y la IngenierIa (IMACI), E. T. S. I. Industriales, Avda. Camilo Jose Cela, s/n Universidad de Castilla-La Mancha 13071 Ciudad Real (Spain)

    2009-01-23

    We introduce a model of a Bose-Einstein condensate based on the one-dimensional nonlinear Schroedinger equation, in which the nonlinear term depends on the domain. The nonlinear term changes a cubic term into a quintic term, according to the domain considered. We study the existence, stability and bifurcation of solutions, and use the qualitative theory of dynamical systems to study certain properties of such solutions.

  6. On the exact solutions of nonlinear diffusion-reaction equations with quadratic and cubic nonlinearities

    Indian Academy of Sciences (India)

    R S Kaushal; Ranjit Kumar; Awadhesh Prasad

    2006-08-01

    Attempts have been made to look for the soliton content in the solutions of the recently studied nonlinear diffusion-reaction equations [R S Kaushal, J. Phys. 38, 3897 (2005)] involving quadratic or cubic nonlinearities in addition to the convective flux term which renders the system nonconservative and the corresponding Hamiltonian non-Hermitian.

  7. Exact solutions for the quintic nonlinear Schroedinger equation with time and space modulated nonlinearities and potentials

    Energy Technology Data Exchange (ETDEWEB)

    Belmonte-Beitia, Juan [Departamento de Matematicas, E.T.S. de Ingenieros Industriales and Instituto de Matematica Aplicada a la Ciencia y la Ingenieria (IMACI), Avda. Camilo Jose Cela 3, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: juan.belmonte@uclm.es; Calvo, Gabriel F. [Departamento de Matematicas, E.T.S. de Ingenieros Industriales and Instituto de Matematica Aplicada a la Ciencia y la Ingenieria (IMACI), Avda. Camilo Jose Cela 3, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: gabriel.fernandez@uclm.es

    2009-01-19

    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.

  8. Stochastic Runge-Kutta Software Package for Stochastic Differential Equations

    CERN Document Server

    Gevorkyan, M N; Korolkova, A V; Kulyabov, D S; Sevastyanov, L A

    2016-01-01

    As a result of the application of a technique of multistep processes stochastic models construction the range of models, implemented as a self-consistent differential equations, was obtained. These are partial differential equations (master equation, the Fokker--Planck equation) and stochastic differential equations (Langevin equation). However, analytical methods do not always allow to research these equations adequately. It is proposed to use the combined analytical and numerical approach studying these equations. For this purpose the numerical part is realized within the framework of symbolic computation. It is recommended to apply stochastic Runge--Kutta methods for numerical study of stochastic differential equations in the form of the Langevin. Under this approach, a program complex on the basis of analytical calculations metasystem Sage is developed. For model verification logarithmic walks and Black--Scholes two-dimensional model are used. To illustrate the stochastic "predator--prey" type model is us...

  9. Analytic treatment of nonlinear evolution equations using first integral method

    Indian Academy of Sciences (India)

    Ahmet Bekir; Ömer Ünsal

    2012-07-01

    In this paper, we show the applicability of the first integral method to combined KdV-mKdV equation, Pochhammer–Chree equation and coupled nonlinear evolution equations. The power of this manageable method is confirmed by applying it for three selected nonlinear evolution equations. This approach can also be applied to other nonlinear differential equations.

  10. 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 interest...... nonlinear Schrodinger equation. In this way eve are able to construct coherent solitonlike structures of profile determined by the map parameters....

  11. AD GALERKIN ANALYSIS FOR NONLINEAR PSEUDO-HYPERBOLIC EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Xia Cui

    2003-01-01

    AD (Alternating direction) Galerkin schemes for d-dimensional nonlinear pseudo-hyperbolic equations are studied. By using patch approximation technique, AD procedure is realized,and calculation work is simplified. By using Galerkin approach, highly computational accuracy is kept. By using various priori estimate techniques for differential equations,difficulty coming from non-linearity is treated, and optimal H1 and L2 convergence properties are demonstrated. Moreover, although all the existed AD Galerkin schemes using patch approximation are limited to have only one order accuracy in time increment, yet the schemes formulated in this paper have second order accuracy in it. This implies an essential advancement in AD Galerkin analysis.

  12. New traveling wave solutions for nonlinear evolution equations

    Energy Technology Data Exchange (ETDEWEB)

    El-Wakil, S.A. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt); Madkour, M.A. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt); Abdou, M.A. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt)]. E-mail: m_abdou_eg@yahoo.com

    2007-06-11

    The generalized Jacobi elliptic function expansion method is used with a computerized symbolic computation for constructing the new exact traveling wave solutions. The validity and reliability of the method is tested by its applications on a class of nonlinear evolution equations of special interest in mathematical physics. As a result, many exact traveling wave solutions are obtained which include the kink-shaped solutions, bell-shaped solutions, singular solutions and periodic solutions. The method is straightforward and concise, and it can also be applied to other nonlinear evolution equations in mathematical physics.

  13. THE MORTAR ELEMENT METHOD FOR A NONLINEAR BIHARMONIC EQUATION

    Institute of Scientific and Technical Information of China (English)

    Zhong-ci Shi; Xue-jun Xu

    2005-01-01

    The mortar element method is a new domain decomposition method(DDM) with nonoverlapping subdomains. It can handle the situation where the mesh on different subdomains need not align across interfaces, and the matching of discretizations on adjacent subdomains is only enforced weakly. But until now there has been very little work for nonlinear PDEs. In this paper, we will present a mortar-type Morley element method for a nonlinear biharmonic equation which is related to the well-known Navier-Stokes equation. Optimal energy and H1-norm estimates are obtained under a reasonable elliptic regularity assumption.

  14. Numerical simulation of nonlinear continuity equations by evolving diffeomorphisms

    KAUST Repository

    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.

  15. Solving Nonlinear Partial Differential Equations with Maple and Mathematica

    CERN Document Server

    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

  16. Critical Exponents for Fast Diffusion Equations with Nonlinear Boundary Sources

    Institute of Scientific and Technical Information of China (English)

    WANG LU-SHENG; WANG ZE-JIA

    2011-01-01

    In this paper, we study the large time behavior of solutions to a class of fast diffusion equations with nonlinear boundary sources on the exterior domain of the unit ball. We are interested in the critical global exponent q0 and the critical Fujita exponent qc for the problem considered, and show that q0 = qc for the multidimensional Non-Newtonian polytropic filtration equation with nonlinear boundary sources, which is quite different from the known results that q0 < qc for the onedimensional case; moreover, the value is different from the slow case.

  17. Properties of some nonlinear Schroedinger equations motivated through information theory

    Energy Technology Data Exchange (ETDEWEB)

    Yuan, Liew Ding; Parwani, Rajesh R, E-mail: parwani@nus.edu.s [Department of Physics, National University of Singapore, Kent Ridge (Singapore)

    2009-06-01

    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 eta = 1/4 for the interpolation parameter, where leading order energy shifts vanish, implies the preservation of existing supersymmetry in nonlinearised supersymmetric quantum mechanics. Physically, eta might be encoding relativistic effects.

  18. Direct Perturbation Method for Derivative Nonlinear Schrodinger Equation

    Institute of Scientific and Technical Information of China (English)

    CHENG Xue-Ping; LIN Ji; HAN Ping

    2008-01-01

    We extend Lou's direct perturbation method for solving the nonlinear SchrSdinger equation to the case of the derivative nonlinear Schrodinger equation (DNLSE). By applying this method, different types of perturbation solutions axe obtained. Based on these approximate solutions, the analytical forms of soliton parameters, such as the velocity, the width and the initial position, are carried out and the effects of perturbation on solitons are analyzed at the same time. A numerical simulation of perturbed DNLSE finally verifies the results of the perturbation method.

  19. A nonlinear viscoelastic constitutive equation - Yield predictions in multiaxial deformations

    Science.gov (United States)

    Shay, R. M., Jr.; Caruthers, J. M.

    1987-01-01

    Yield stress predictions of a nonlinear viscoelastic constitutive equation for amorphous polymer solids have been obtained and are compared with the phenomenological von Mises yield criterion. Linear viscoelasticity theory has been extended to include finite strains and a material timescale that depends on the instantaneous temperature, volume, and pressure. Results are presented for yield and the correct temperature and strain-rate dependence in a variety of multiaxial deformations. The present nonlinear viscoelastic constitutive equation can be formulated in terms of either a Cauchy or second Piola-Kirchhoff stress tensor, and in terms of either atmospheric or hydrostatic pressure.

  20. BIHARMONIC EQUATIONS WITH ASYMPTOTICALLY LINEAR NONLINEARITIES

    Institute of Scientific and Technical Information of China (English)

    Liu Yue; Wang Zhengping

    2007-01-01

    This article considers the equation △2u = f(x, u)with boundary conditions either u|(a)Ω = (a)u/(a)n|(a)Ω = 0 or u|(a)Ω = △u|(a)Ω = 0, where f(x,t) is asymptotically linear with respect to t at infinity, and Ω is a smooth bounded domain in RN, N > 4. By a variant version of Mountain Pass Theorem, it is proved that the above problems have a nontrivial solution under suitable assumptions of f(x, t).

  1. Weakly nonlinear Schr\\"odinger equation with random initial data

    CERN Document Server

    Lukkarinen, Jani

    2009-01-01

    There is wide interest in weakly nonlinear wave equations with random initial data. A common approach is the approximation through a kinetic transport equation, which clearly poses the issue of understanding its validity in the kinetic limit. While for the general case a proof of the kinetic limit remains open, we report here on first progress. As wave equation we consider the nonlinear Schrodinger equation discretized on a hypercubic lattice. Since this is a Hamiltonian system, a natural choice of random initial data is distributing them according to a Gibbs measure with a chemical potential chosen so that the Gibbs field has exponential mixing. The solution psi_t(x) of the nonlinear Schrodinger equation yields then a stochastic process stationary in x in Z^d and t in R. If lambda denotes the strength of the nonlinearity, we prove that the space-time covariance of psi_t(x) has a limit as lambda -> 0 for t=lambda^{-2} tau, with tau fixed and |tau| sufficiently small. The limit agrees with the prediction from ...

  2. 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....

  3. Multisymplectic five-point scheme for the nonlinear wave equation

    Institute of Scientific and Technical Information of China (English)

    WANG Yushun; WANG Bin; YANG Hongwei; WANG Yunfeng

    2003-01-01

    In this paper, we introduce the multisymplectic structure of the nonlinear wave equation, and prove that the classical five-point scheme for the equation is multisymplectic. Numerical simulations of this multisymplectic scheme on highly oscillatory waves of the nonlinear Klein-Gordon equation and the collisions between kink and anti-kink solitons of the sine-Gordon equation are also provided. The multisymplectic schemes do not need to discrete PDEs in the space first as the symplectic schemes do and preserve not only the geometric structure of the PDEs accurately, but also their first integrals approximately such as the energy, the momentum and so on. Thus the multisymplectic schemes have better numerical stability and long-time numerical behavior than the energy-conserving scheme and the symplectic scheme.

  4. Inverse Coefficient Problems for Nonlinear Parabolic Differential Equations

    Institute of Scientific and Technical Information of China (English)

    Yun Hua OU; Alemdar HASANOV; Zhen Hai LIU

    2008-01-01

    This paper is devoted to a class of inverse problems for a nonlinear parabolic differential equation.The unknown coefficient of the equation depends on the gradient of the solution and belongs to a set of admissible coefficients.It is proved that the convergence of solutions for the corresponding direct problems continuously depends on the coefficient convergence.Based on this result the existence of a quasisolution of the inverse problem is obtained in the appropriate class of admissible coefficients.

  5. Intermittency and solitons in the driven dissipative nonlinear Schroedinger equation

    Science.gov (United States)

    Moon, H. T.; Goldman, M. V.

    1984-01-01

    The cubic nonlinear Schroedinger equation, in the presence of driving and Landau damping, is studied numerically. As the pump intensity is increased, the system exhibits a transition from intermittency to a two-torus to chaos. The laminar phase of the intermittency is also a two-torus motion which corresponds in physical space to two identical solitons of amplitude determined by a power-balance equation.

  6. Conservation laws of inviscid Burgers equation with nonlinear damping

    Science.gov (United States)

    Abdulwahhab, Muhammad Alim

    2014-06-01

    In this paper, the new conservation theorem presented in Ibragimov (2007) [14] is used to find conservation laws of the inviscid Burgers equation with nonlinear damping ut+g(u)ux+λh(u)=0. We show that this equation is both quasi self-adjoint and self-adjoint, and use these concepts to simplify conserved quantities for various choices of g(u) and h(u).

  7. Oscillation criteria for nonlinear fractional differential equation with damping term

    Directory of Open Access Journals (Sweden)

    Bayram Mustafa

    2016-01-01

    Full Text Available In this paper, we study the oscillation of solutions to a non-linear fractional differential equation with damping term. The fractional derivative is defined in the sense of the modified Riemann-Liouville derivative. By using a variable transformation, a generalized Riccati transformation, inequalities, and integration average techniquewe establish new oscillation criteria for the fractional differential equation. Several illustrative examples are also given.

  8. Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection

    OpenAIRE

    Goudenège, Ludovic

    2008-01-01

    International audience; We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a space-time white noise, contains a bi-Laplacian in the drift. The lack of the maximum principle for the bi-Laplacian generates difficulties for the classical penalization method, which uses a crucial monotonicity property. Being ...

  9. SINGULAR AND RAREFACTIVE SOLUTIONS TO A NONLINEAR VARIATIONAL WAVE EQUATION

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    Following a recent paper of the authors in Communications in Partial Differential Equations, this paper establishes the global existence of weak solutions to a nonlinear variational wave equation under relaxed conditions on the initial data so that the solutions can contain singularities (blow-up). Propagation of local oscillations along one family of characteristics remains under control despite singularity formation in the other family of characteristics.

  10. 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.

  11. APPROXIMATION TO NONLINEAR SCHR(O)DINGER EQUATION OF THE COMPLEX GENERALIZED GINZBURG-LANDAU EQUATION

    Institute of Scientific and Technical Information of China (English)

    杨灵娥

    2003-01-01

    In this paper, we prove that in the inviscid limit the solution of the gen eralized derivative Ginzburg-Landau equations converges to the solution of derivative nonlinear Schrodinger equation, we also give the convergence rates for the difference of the solution.

  12. Relativistic Langevin equation for runaway electrons

    Science.gov (United States)

    Mier, J. A.; Martin-Solis, J. R.; Sanchez, R.

    2016-10-01

    The Langevin approach to the kinetics of a collisional plasma is developed for relativistic electrons such as runaway electrons in tokamak plasmas. In this work, we consider Coulomb collisions between very fast, relativistic electrons and a relatively cool, thermal background plasma. The model is developed using the stochastic equivalence of the Fokker-Planck and Langevin equations. The resulting Langevin model equation for relativistic electrons is an stochastic differential equation, amenable to numerical simulations by means of Monte-Carlo type codes. Results of the simulations will be presented and compared with the non-relativistic Langevin equation for RE electrons used in the past. Supported by MINECO (Spain), Projects ENE2012-31753, ENE2015-66444-R.

  13. The chaotic effects in a nonlinear QCD evolution equation

    Science.gov (United States)

    Zhu, Wei; Shen, Zhenqi; Ruan, Jianhong

    2016-10-01

    The corrections of gluon fusion to the DGLAP and BFKL equations are discussed in a united partonic framework. The resulting nonlinear evolution equations are the well-known GLR-MQ-ZRS equation and a new evolution equation. Using the available saturation models as input, we find that the new evolution equation has the chaos solution with positive Lyapunov exponents in the perturbative range. We predict a new kind of shadowing caused by chaos, which blocks the QCD evolution in a critical small x range. The blocking effect in the evolution equation may explain the Abelian gluon assumption and even influence our expectations to the projected Large Hadron Electron Collider (LHeC), Very Large Hadron Collider (VLHC) and the upgrade (CppC) in a circular e+e- collider (SppC).

  14. The modified simple equation method for solving some fractional-order nonlinear equations

    Indian Academy of Sciences (India)

    KAPLAN MELIKE; BEKIR AHMET

    2016-07-01

    Nonlinear fractional differential equations are encountered in various fields of mathematics, physics, chemistry, biology, engineering and in numerous other applications. Exact solutions of these equations play a crucial role in the proper understanding of the qualitative features of many phenomena and processes in various areas of natural science. Thus, many effective and powerful methods have been established and improved. In this study, we establish exact solutions of the time fractional biological population model equation and nonlinearfractional Klein–Gordon equation by using the modified simple equation method.

  15. Elimination and nonlinear equations of Rees algebra

    CERN Document Server

    Busé, Laurent; Simis, Aron

    2009-01-01

    A new approach is established to computing the image of a rational map, whereby the use of approximation complexes is complemented with a detailed analysis of the torsion of the symmetric algebra in certain degrees. In the case the map is everywhere defined this analysis provides free resolutions of graded parts of the Rees algebra of the base ideal in degrees where it does not coincide with the corresponding symmetric algebra. A surprising fact is that the torsion in those degrees only contributes to the first free module in the resolution of the symmetric algebra modulo torsion. An additional point is that this contribution -- which of course corresponds to non linear equations of the Rees algebra -- can be described in these degrees in terms of non Koszul syzygies via certain upgrading maps in the vein of the ones introduced earlier by J. Herzog, the third named author and W. Vasconcelos. As a measure of the reach of this torsion analysis we could say that, in the case of a general everywhere defined map, ...

  16. SOME DISCRETE NONLINEAR INEQUALITIES AND APPLICATIONS TO DIFFERENCE EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Cheung Wing-Sum; Ma Qing-Hua; Josip Pe(c)ari(c)

    2008-01-01

    In this article, the authors establish some new nonlinear difference inequalities in two independent variables, which generalize some existing results and can be used as handy tools in the study of qualitative as well as quantitative properties of solutions of certain classes of difference equations.

  17. BOUNDARY LAYER AND VANISHING DIFFUSION LIMIT FOR NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    彭艳

    2014-01-01

    In this paper, we consider an initial-boundary value problem for some nonlinear evolution equations with damping and diffusion. The main purpose is to investigate the boundary layer effect and the convergence rates as the diffusion parameterαgoes to zero.

  18. The Peridic Wave Solutions for Two Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    ZHANG Jin-Liang; WANG Ming-Liang; CHENG Dong-Ming; FANG Zong-De

    2003-01-01

    By using the F-expansion method proposed recently, the periodic wave solutions expressed by Jacobielliptic functions for two nonlinear evolution equations are derived. In the limit cases, the solitary wave solutions andthe other type of traveling wave solutions for the system are obtained.

  19. 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.

  20. Further studies of a simple gyrotron equation: nonlinear theory

    Energy Technology Data Exchange (ETDEWEB)

    Shi Meixuan, E-mail: meixuan@cims.nyu.ed [Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York, NY 10012-1185 (United States)

    2010-11-05

    A nonlinear version of a standard system of gyrotron model equations is studied using asymptotic analysis and variational methods. The condition for obtaining a high-amplitude wave is achieved in the study. A simple method for obtaining the patterns and amplitude of the wave based on the given free-space wave-number pattern is shown.

  1. Oscillation criteria for first-order forced nonlinear difference equations

    OpenAIRE

    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.

  2. Oscillation Theorems for Nonlinear Second Order Elliptic Equations

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    Some oscillation theorems are given for the nonlinear second order elliptic equation N ∑i,j=1 Di[aij(x)Ψ(y)||(△)y||p-2Djy]+c(x)f(y)=0. The results are extensions of modified Riccati techniques and include recent results of Usami.

  3. Exact controllability for a nonlinear stochastic wave equation

    Directory of Open Access Journals (Sweden)

    2006-01-01

    Full Text Available The exact controllability for a semilinear stochastic wave equation with a boundary control is established. The target and initial spaces are L 2 ( G × H −1 ( G with G being a bounded open subset of R 3 and the nonlinear terms having at most a linear growth.

  4. Exact periodic solution in coupled nonlinear Schrodinger equations

    Institute of Scientific and Technical Information of China (English)

    Li Qi-Liang; Chen Jun-Lang; Sun Li-Li; Yu Shu-Yi; Qian Sheng

    2007-01-01

    The coupled nonlinear Schrodinger equations (CNLSEs) of two symmetrical optical fibres are nonintegrable, however the transformed CNLSEs have integrability. Integrability of the transformed CNLSEs is proved by the Hamilton dynamics theory and Galilei transform. Making use of a transform for CNLSEs and using the ansatz with Jacobi elliptic function form, this paper obtains the exact optical pulse solutions.

  5. EXISTENCE OF SOLUTIONS OF NONLINEAR FRACTIONAL PANTOGRAPH EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    K. BALACHANDRAN; S. KIRUTHIKA; J.J. TRUJILLO

    2013-01-01

    This article deals with the existence of solutions of nonlinear fractional pantograph equations.Such model can be considered suitable to be applied when the corresponding process occurs through strongly anomalous media.The results are obtained using fractional calculus and fixed point theorems.An example is provided to illustrate the main result obtained in this article.

  6. Advances in nonlinear partial differential equations and stochastics

    CERN Document Server

    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.

  7. Nonlocal Cauchy problem for nonlinear mixed integrodifferential equations

    Directory of Open Access Journals (Sweden)

    H.L. Tidke

    2010-12-01

    Full Text Available The present paper investigates the existence and uniqueness of mild and strong solutions of a nonlinear mixed Volterra-Fredholm integrodifferential equation with nonlocal condition. The results obtained by using Schauder fixed point theorem and the theory of semigroups.

  8. An Orthogonal Residual Procedure for Nonlinear Finite Element Equations

    DEFF Research Database (Denmark)

    Krenk, S.

    A general and robust solution procedure for nonlinear finite element equations with limit points is developed. At each equilibrium iteration the magnitude of the load is adjusted such that the residual force is orthogonal to the current displacement increment from the last equilibrium state...

  9. Maximum Likelihood Estimation of Nonlinear Structural Equation Models.

    Science.gov (United States)

    Lee, Sik-Yum; Zhu, Hong-Tu

    2002-01-01

    Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)

  10. Case-Deletion Diagnostics for Nonlinear Structural Equation Models

    Science.gov (United States)

    Lee, Sik-Yum; Lu, Bin

    2003-01-01

    In this article, a case-deletion procedure is proposed to detect influential observations in a nonlinear structural equation model. The key idea is to develop the diagnostic measures based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm. An one-step pseudo approximation is proposed to reduce the…

  11. Local Influence Analysis of Nonlinear Structural Equation Models

    Science.gov (United States)

    Lee, Sik-Yum; Tang, Nian-Sheng

    2004-01-01

    By regarding the latent random vectors as hypothetical missing data and based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm, we investigate assessment of local influence of various perturbation schemes in a nonlinear structural equation model. The basic building blocks of local influence analysis…

  12. Probabilistic methods for discrete nonlinear Schr\\"odinger equations

    CERN Document Server

    Chatterjee, Sourav

    2010-01-01

    Using techniques from probability theory, we show that the thermodynamics of the focusing cubic discrete nonlinear Schrodinger equation (NLS) are exactly solvable in dimensions three and higher. A number of explicit formulas are derived. The probabilistic results, combined with dynamical information, prove the existence and typicality of solutions to the discrete NLS with highly stable localized modes that are sometimes called discrete breathers.

  13. 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...... is studied. Both the Lebesgue and Hausdorff measures of this set are obtained....

  14. Tensor methods for large sparse systems of nonlinear equations

    Energy Technology Data Exchange (ETDEWEB)

    Bouaricha, A. [Argonne National Lab., IL (United States). Mathematics and Computer Science Div.; Schnabel, R.B. [Colorado Univ., Boulder, CO (United States). Dept. of Computer Science

    1996-12-31

    This paper introduces censor methods for solving, large sparse systems of nonlinear equations. Tensor methods for nonlinear equations were developed in the context of solving small to medium- sized dense problems. They base each iteration on a quadratic model of the nonlinear equations. where the second-order term is selected so that the model requires no more derivative or function information per iteration than standard linear model-based methods, and hardly more storage or arithmetic operations per iteration. Computational experiments on small to medium-sized problems have shown censor methods to be considerably more efficient than standard Newton-based methods, with a particularly large advantage on singular problems. This paper considers the extension of this approach to solve large sparse problems. The key issue that must be considered is how to make efficient use of sparsity in forming and solving the censor model problem at each iteration. Accomplishing this turns out to require an entirely new way of solving the tensor model that successfully exploits the sparsity of the Jacobian, whether the Jacobian is nonsingular or singular. We develop such an approach and, based upon it, an efficient tensor method for solving large sparse systems of nonlinear equations. Test results indicate that this tensor method is significantly more efficient and robust than an efficient sparse Newton-based method. in terms of iterations, function evaluations. and execution time.

  15. Large Time Asymptotics for Solutions of Nonlinear Partial Differential Equations

    CERN Document Server

    Sachdev, PL

    2010-01-01

    A large number of physical phenomena are modeled by nonlinear partial differential equations, subject to appropriate initial/boundary conditions. This title presents the constructive mathematical techniques. It deals with the asymptotic methods which include self-similarity, balancing argument, and matched asymptotic expansions

  16. A Dual Orthogonality Procedure for Nonlinear Finite Element Equations

    DEFF Research Database (Denmark)

    Krenk, S.; Hededal, O.

    In the orthogonal residual procedure for solution of nonlinear finite element equations the load is adjusted in each equilibrium iteration to satisfy an orthogonality condition to the current displacement increment. It is here shown that the quasi-newton formulation of the orthogonal residual...

  17. ON THE NONLINEAR TIMOSHENKO-KIRCHHOFF BEAM EQUATION

    Institute of Scientific and Technical Information of China (English)

    A.AROSIO

    1999-01-01

    When an elastic string with fixed ends is subjected to transverse vibrations, its length vaxiewith the time: this introduces chvages of the tension in the string. Thls induced Kirchoffto propose a nonlinear correction of the classical D'Alembert equation. Later on, Wolnowsky-

  18. 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.

  19. Derivation of quantum langevin equation from an explicit molecule-medium treatment in interaction picture.

    Science.gov (United States)

    Datta, Sambhu N

    2005-12-22

    A quantum mechanical form of the Langevin equation is derived from an explicit consideration of the molecule-medium interaction, as advocated by Simons in 1978, and by using two identities in the interaction picture. This can be easily reduced to the classical regime, and further simplified to the macroscopic Langevin equation by considering the stochastic Langevin force autocorrelation function. One of the so-called Einstein relations appears as a byproduct. By following the methodology proposed by Simons, an exact expression for the momentum autocorrelation function is obtained. The latter can be used to calculate the zero-frequency macroscopic diffusion coefficient that is observed to satisfy the second Einstein relation. The formalism described above gives rise to the possibility of explicitly computing the transport characteristics such as friction constant and diffusion coefficient from the corresponding quantum statistical mechanical expressions. A discussion on the Langevin equation becomes complete only when the corresponding Fokker-Planck equation is obtained. Therefore, the probability of the evolution of states with a particular absolute magnitude of linear momentum from those of another momentum eigenvalue is quantum mechanically defined. This probability appears as a special average value of a projection operator and as a special projection operator correlation function. A classical identity is introduced that is shown to be valid also for the quantum mechanically defined probability function. By using this identity, the so-called Fokker-Planck equation for the evolution probability is easily established.

  20. Mapping deformation method and its application to nonlinear equations

    Institute of Scientific and Technical Information of China (English)

    李画眉

    2002-01-01

    An extended mapping deformation method is proposed for finding new exact travelling wave solutions of nonlinearpartial differential equations (PDEs). The key idea of this method is to take full advantage of the simple algebraicmapping relation between the solutions of the PDEs and those of the cubic nonlinear Klein-Gordon equation. This isapplied to solve a system of variant Boussinesq equations. As a result, many explicit and exact solutions are obtained,including solitary wave solutions, periodic wave solutions, Jacobian elliptic function solutions and other exact solutions.

  1. A procedure to construct exact solutions of nonlinear evolution equations

    Indian Academy of Sciences (India)

    Adem Cengiz Çevikel; Ahmet Bekir; Mutlu Akar; Sait San

    2012-09-01

    In this paper, we implemented the functional variable method for the exact solutions of the Zakharov-Kuznetsov-modified equal-width (ZK-MEW), the modified Benjamin-Bona-Mohany (mBBM) and the modified kdV-Kadomtsev-Petviashvili (kdV-KP) equation. By using this scheme, we found some exact solutions of the above-mentioned equation. The obtained solutions include solitary wave solutions, periodic wave solutions and combined formal solutions. The functional variable method presents a wider-applicability for handling nonlinear wave equations.

  2. 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.

  3. A spectral-based numerical method for Kolmogorov equations in Hilbert spaces

    Science.gov (United States)

    Delgado-Vences, Francisco; Flandoli, Franco

    2016-08-01

    We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the Ornstein-Uhlenbeck semigroup associated to the Kolmogorov equation. This allows us to write the solution of the Kolmogorov equation as a deterministic version of the Wiener-Chaos Expansion. By using this expansion we reformulate the Kolmogorov equation as an infinite system of ordinary differential equations, and by truncating it we set a linear finite system of differential equations. The solution of such system allow us to build an approximation to the solution of the Kolmogorov equations. We test the numerical method with the Kolmogorov equations associated with a stochastic diffusion equation, a Fisher-KPP stochastic equation and a stochastic Burgers equation in dimension 1.

  4. A granular computing method for nonlinear convection-diffusion equation

    Directory of Open Access Journals (Sweden)

    Tian Ya Lan

    2016-01-01

    Full Text Available This paper introduces a method of solving nonlinear convection-diffusion equation (NCDE, based on the combination of granular computing (GrC and characteristics finite element method (CFEM. The key idea of the proposed method (denoted as GrC-CFEM is to reconstruct the solution from coarse-grained layer to fine-grained layer. It first gets the nonlinear solution on the coarse-grained layer, and then the function (Taylor expansion is applied to linearize the NCDE on the fine-grained layer. Switch to the fine-grained layer, the linear solution is directly derived from the nonlinear solution. The full nonlinear problem is solved only on the coarse-grained layer. Numerical experiments show that the GrC-CFEM can accelerate the convergence and improve the computational efficiency without sacrificing the accuracy.

  5. The First Integral Method to the Nonlinear Schrodinger Equations in Higher Dimensions

    Directory of Open Access Journals (Sweden)

    Shoukry Ibrahim Atia El-Ganaini

    2013-01-01

    Full Text Available The first integral method introduced by Feng is adopted for solving some important nonlinear partial differential equations, including the (2 + 1-dimensional hyperbolic nonlinear Schrodinger (HNLS equation, the generalized nonlinear Schrodinger (GNLS equation with a source, and the higher-order nonlinear Schrodinger equation in nonlinear optical fibers. This method provides polynomial first integrals for autonomous planar systems. Through the established first integrals, exact traveling wave solutions are formally derived in a concise manner.

  6. Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations

    Science.gov (United States)

    Indekeu, Joseph O.; Smets, Ruben

    2017-08-01

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

  7. Modelling of nonlinear shoaling based on stochastic evolution equations

    DEFF Research Database (Denmark)

    Kofoed-Hansen, Henrik; Rasmussen, Jørgen Hvenekær

    1998-01-01

    A one-dimensional stochastic model is derived to simulate the transformation of wave spectra in shallow water including generation of bound sub- and super-harmonics, near-resonant triad wave interaction and wave breaking. Boussinesq type equations with improved linear dispersion characteristics...... are recast into evolution equations for the complex amplitudes, and serve as the underlying deterministic model. Next, a set of evolution equations for the cumulants is derived. By formally introducing the well-known Gaussian closure hypothesis, nonlinear evolution equations for the power spectrum...... and bispectrum are derived. A simple description of depth-induced wave breaking is incorporated in the model equations, assuming that the total rate of dissipation may be distributed in proportion to the spectral energy density on each discrete frequency. The proposed phase-averaged model is compared...

  8. Stability of planar diffusion wave for nonlinear evolution equation

    Institute of Scientific and Technical Information of China (English)

    2012-01-01

    It is known that the one-dimensional nonlinear heat equation ut = f(u)x1x1,f'(u) 0,u(±∞,t) = u±,u+ = u_ has a unique self-similar solution u(x1/1+t).In multi-dimensional space,u(x1/1+t) is called a planar diffusion wave.In the first part of the present paper,it is shown that under some smallness conditions,such a planar diffusion wave is nonlinearly stable for the nonlinear heat equation:ut-△f(u) = 0,x ∈ Rn.The optimal time decay rate is obtained.In the second part of this paper,it is further shown that this planar diffusion wave is still nonlinearly stable for the quasilinear wave equation with damping:utt + utt+ △f(u) = 0,x ∈ Rn.The time decay rate is also obtained.The proofs are given by an elementary energy method.

  9. Modulational instability in fractional nonlinear Schrödinger equation

    Science.gov (United States)

    Zhang, Lifu; He, Zenghui; Conti, Claudio; Wang, Zhiteng; Hu, Yonghua; Lei, Dajun; Li, Ying; Fan, Dianyuan

    2017-07-01

    Fractional calculus is entering the field of nonlinear optics to describe unconventional regimes, as disorder biological media and soft-matter. Here we investigate spatiotemporal modulational instability (MI) in a fractional nonlinear Schrödinger equation. We derive the MI gain spectrum in terms of the Lévy indexes and a varying number of spatial dimensions. We show theoretically and numerically that the Lévy indexes affect fastest growth frequencies and MI bandwidth and gain. Our results unveil a very rich scenario that may occur in the propagation of ultrashort pulses in random media and metamaterials, and may sustain novel kinds of propagation invariant optical bullets.

  10. On nonlinear equation of Schrödinger type

    Science.gov (United States)

    Soltanov, Kamal N.

    2012-11-01

    In this paper we study a mixed problem for the nonlinear Schrödinger equation that have a nonlinear adding, in which the coefficient is a generalized function. Here is proved a solvability theorem of the considered problem with use of the general solvability theorem of the article [28]. Furthermore here is investigated also the behaviour of the solution of the studied problem. aipproc class produce a paper with the correct layout for AIP Conference Proceedings 8.5in × 11in double column.

  11. Non-Markovian diffusion equations and processes: analysis and simulations

    CERN Document Server

    Mura, Antonio; Mainardi, Francesco

    2007-01-01

    In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation can be interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the memory kernel K(t). We develop several applications and derive the exact solutions. We consider different stochastic models for the given equations providing path simulations.

  12. The Gaussian radial basis function method for plasma kinetic theory

    Science.gov (United States)

    Hirvijoki, E.; Candy, J.; Belli, E.; Embréus, O.

    2015-10-01

    Description of a magnetized plasma involves the Vlasov equation supplemented with the non-linear Fokker-Planck collision operator. For non-Maxwellian distributions, the collision operator, however, is difficult to compute. In this Letter, we introduce Gaussian Radial Basis Functions (RBFs) to discretize the velocity space of the entire kinetic system, and give the corresponding analytical expressions for the Vlasov and collision operator. Outlining the general theory, we also highlight the connection to plasma fluid theories, and give 2D and 3D numerical solutions of the non-linear Fokker-Planck equation. Applications are anticipated in both astrophysical and laboratory plasmas.

  13. Noise-induced modulation of the relaxation kinetics around a non-equilibrium steady state of non-linear chemical reaction networks.

    Science.gov (United States)

    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.

  14. 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.

  15. Charged anisotropic matter with linear or nonlinear equation of state

    CERN Document Server

    Varela, Victor; Ray, Saibal; Chakraborty, Kaushik; Kalam, Mehedi

    2010-01-01

    Ivanov pointed out substantial analytical difficulties associated with self-gravitating, static, isotropic fluid spheres when pressure explicitly depends on matter density. Simplification achieved with the introduction of electric charge were noticed as well. We deal with self-gravitating, charged, anisotropic fluids and get even more flexibility in solving the Einstein-Maxwell equations. In order to discuss analytical solutions we extend Krori and Barua's method to include pressure anisotropy and linear or non-linear equations of state. The field equations are reduced to a system of three algebraic equations for the anisotropic pressures as well as matter and electrostatic energy densities. Attention is paid to compact sources characterized by positive matter density and positive radial pressure. Arising solutions satisfy the energy conditions of general relativity. Spheres with vanishing net charge contain fluid elements with unbounded proper charge density located at the fluid-vacuum interface. Notably the...

  16. Nonlinear electromagnetic gyrokinetic equation for plasmas with large mean flows

    Energy Technology Data Exchange (ETDEWEB)

    Sugama, H. [National Inst. for Fusion Science, Toki, Gifu (Japan); Horton, W.

    1998-02-01

    A new nonlinear electromagnetic gyrokinetic equation is derived for plasmas with large flow velocities on the order of the ion thermal speed. The gyrokinetic equation derived here is given in the form which is valid for general magnetic geometries including the slab, cylindrical and toroidal configurations. The source term for the anomalous viscosity arising through the Reynolds stress is identified in the gyrokinetic equation. For the toroidally rotating plasma, particle, energy and momentum balance equations as well as the detailed definitions of the anomalous transport fluxes and the anomalous entropy production are shown. The quasilinear anomalous transport matrix connecting the conjugate pairs of the anomalous fluxes and the forces satisfies the Onsager symmetry. (author)

  17. Generalized creation and annihilation operators via complex nonlinear Riccati equations

    Science.gov (United States)

    Schuch, Dieter; Castaños, Octavio; Rosas-Ortiz, Oscar

    2013-06-01

    Based on Gaussian wave packet solutions of the time-dependent Schrödinger equation, a generalization of the conventional creation and annihilation operators and the corresponding coherent states can be obtained. This generalization includes systems where also the width of the coherent states is time-dependent as they occur for harmonic oscillators with time-dependent frequency or systems in contact with a dissipative environment. The key point is the replacement of the frequency ω0 that occurs in the usual definition of the creation/annihilation operator by a complex time-dependent function that fulfils a nonlinear Riccati equation. This equation and its solutions depend on the system under consideration and on the (complex) initial conditions. Formal similarities also exist with supersymmetric quantum mechanics. The generalized creation and annihilation operators also allow to construct exact analytic solutions of the free motion Schrödinger equation in terms of Hermite polynomials with time-dependent variable.

  18. Multi-soliton rational solutions for some nonlinear evolution equations

    Directory of Open Access Journals (Sweden)

    Osman Mohamed S.

    2016-01-01

    Full Text Available The Korteweg-de Vries equation (KdV and the (2+ 1-dimensional Nizhnik-Novikov-Veselov system (NNV are presented. Multi-soliton rational solutions of these equations are obtained via the generalized unified method. The analysis emphasizes the power of this method and its capability of handling completely (or partially integrable equations. Compared with Hirota’s method and the inverse scattering method, the proposed method gives more general exact multi-wave solutions without much additional effort. The results show that, by virtue of symbolic computation, the generalized unified method may provide us with a straightforward and effective mathematical tool for seeking multi-soliton rational solutions for solving many nonlinear evolution equations arising in different branches of sciences.

  19. Numerical solution of control problems governed by nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Heinkenschloss, M. [Virginia Polytechnic Institute and State Univ., Blacksburg, VA (United States)

    1994-12-31

    In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.

  20. Radial selfsimilar solutions of a nonlinear Ornstein-Uhlenbeck equation

    Directory of Open Access Journals (Sweden)

    Arij Bouzelmate

    2007-05-01

    Full Text Available This paper concerns the existence, uniqueness and asymptotic properties (as $r=|x|oinfty$ of radial self-similar solutions to the nonlinear Ornstein-Uhlenbeck equation [ v_t=Delta_p v+xcdot abla (|v|^{q-1}v ] in $mathbb{R}^Nimes (0, +infty$. Here $q>p-1>1$, $Ngeq 1$, and $Delta_p$ denotes the $p$-Laplacian operator. These solutions are of the form [ v(x,t=t^{-gamma} U(cxt^{-sigma}, ] where $gamma$ and $sigma$ are fixed powers given by the invariance properties of differential equation, while $U$ is a radial function, $U(y=u(r$, $r=|y|$. With the choice $c=(q-1^{-1/p}$, the radial profile $u$ satisfies the nonlinear ordinary differential equation $$ (|u'|^{p-2}u''+frac{N-1}r |u'|^{p-2}u'+frac{q+1-p}{p} r u'+(q-1 r(|u|^{q-1}u'+u=0 $$in $mathbb{R}_+$. We carry out a careful analysis of this equation anddeduce the corresponding consequences for the Ornstein-Uhlenbeck equation.