Fokker-Planck equation for a test-particle weakly coupled to a magnetized plasma

We consider the derivation of a kinetic equation for a charged test particle weakly interacting with an electrostatic plasma in thermal equilibrium, subject to a uniform external magnetic field. The Liouville equation leads to a generalized master equation to second order in the `weak' interaction; a Fokker-Planck-type equation then follows as a `Markovian' approximation. It is shown that such an equation does not preserve the positivity of the distribution function f(x,v;t). By applying techniques developed in the theory of open systems, a correct Fokker-Planck equation is derived. Explicit expressions for the diffusion and drift coefficients, depending on the magnetic field, are obtained.

A variational approach to the relaxation of single domain magnetic particles based on Brown's model

Brown's model for the relaxation of the magnetization of a single domain ferromagnetic particle is considered. This model results in the Fokker-Planck equation of the process. The solution of this equation in the cases of most interest is non- trivial. The probability density of orientations of the magnetization in the Fokker-Planck equation can be expanded in terms of an infinite set of eigenfunctions and their corresponding eigenvalues where these obey a Sturm-Liouville type equation. A variational principle is applied to the solution of this equation in the case of an axially symmetric potential. The first (non-zero) eigenvalue, corresponding to the largest time constant, is considered. From this we obtain two new results. Firstly, an approximate minimising trial function is obtained which allows calculation of a rigorous upper bound. Secondly, a new upper bound formula is derived based on the Euler-Lagrange condition. This leads to very accurate calculation of the eigenvalue but also, interestingly, from this, use of the simplest trial function yields an equivalent result to the correlation time of Coffey et at. and the integral relaxation time of Garanin. (C) 2004 Elsevier B.V. All rights reserved.

Interpolation formula between very low and intermediate-to-high damping Kramers escape rates for single-domain ferromagnetic particles

It is shown that the Mel'nikov-Meshkov formalism for bridging the very low damping (VLD) and intermediate-to-high damping (IHD) Kramers escape rates as a function of the dissipation parameter for mechanical particles may be extended to the rotational Brownian motion of magnetic dipole moments of single-domain ferromagnetic particles in nonaxially symmetric potentials of the magnetocrystalline anisotropy so that both regimes of damping, occur. The procedure is illustrated by considering the particular nonaxially symmetric problem of superparamagnetic particles possessing uniaxial anisotropy subject to an external uniform field applied at an angle to the easy axis of magnetization. Here the Mel'nikov-Meshkov treatment is found to be in good agreement with an exact calculation of the smallest eigenvalue of Brown's Fokker-Planck equation, provided the external field is large enough to ensure significant departure from axial symmetry, so that the VLD and IHD formulas for escape rates of magnetic dipoles for nonaxially symmetric potentials are valid.

Microscopic models for dielectric relaxation in disordered systems

It is shown how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended to yield the empirical Havriliak-Negami (HN) equation of anomalous dielectric relaxation from a microscopic model based on a kinetic equation just as in the Debye model. This kinetic equation is obtained by means of a generalization of the noninertial Fokker-Planck equation of conventional Brownian motion (generally known as the Smoluchowski equation) to fractional kinetics governed by the HN relaxation mechanism. For the simple case of noninteracting dipoles it may be solved by Fourier transform techniques to yield the Green function and the complex dielectric susceptibility corresponding to the HN anomalous relaxation mechanism.

Dynamics of Gompertzian tumour growth under environmental fluctuations

We investigate the effect of correlated additive and multiplicative Gaussian white noise oil the Gompertzian growth of tumours. Our results are obtained by Solving numerically the time-dependent Fokker-Planck equation (FPE) associated with the stochastic dynamics. In Our numerical approach we have adopted B-spline functions as a truncated basis to expand the approximated eigenfunctions. The eigenfunctions and eigenvalues obtained using this method are used to derive approximate solutions of the dynamics under Study. We perform simulations to analyze various aspects, of the probability distribution. of the tumour cell populations in the transient- and steady-state regimes. More precisely, we are concerned mainly with the behaviour of the relaxation time (tau) to the steady-state distribution as a function of (i) of the correlation strength (lambda) between the additive noise and the multiplicative noise and (ii) as a function of the multiplicative noise intensity (D) and additive noise intensity (alpha). It is observed that both the correlation strength and the intensities of additive and multiplicative noise, affect the relaxation time.

Universal behaviour of shock precursors in the presence of efficient cosmic ray acceleration

The self-consistent interaction between energetic particles and self-generated hydromagnetic waves in a cosmic ray pressure dominated plasma is considered. Using a three-dimensional hybrid magnetohydrodynamics (MHD)-kinetic code, which utilizes a spherical harmonic expansion of the Vlasov-Fokker-Planck equation, high-resolution simulations of the magnetic field growth including feedback on the cosmic rays are carried out. It is found that for shocks with high cosmic ray acceleration efficiency, the magnetic fields become highly disorganized, resulting in near isotropic diffusion, independent of the initial orientation of the ambient magnetic field. The possibility of sub-Bohm diffusion is demonstrated for parallel shocks, while the diffusion coefficient approaches the Bohm limit from below for oblique shocks. This universal behaviour suggests that Bohm diffusion in the root-mean-squared field inferred from observation may provide a realistic estimate for the maximum energy acceleration time-scale in young supernova remnants. Although disordered, the magnetic field is not self-similar suggesting a non-uniform energy-dependent behaviour of the energetic particle transport in the precursor. Possible indirect radiative signatures of cosmic ray driven magnetic field amplification are discussed.

Statistical-mechanical description of classical test-particle dynamics in the presence of an external force field: modelling noise and damping from first principles

Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly coupled to a large heat-bath in thermal equilibrium. Both subsystems are subject to an external force field. From the (time-non-local) generalized master equation a Fokker-Planck-type equation follows as a "quasi-Markovian" approximation. The kinetic operator thus defined is shown to be ill-defined; in specific, it does not preserve the positivity of the test-particle distribution function f(x, v; t). Adopting an alternative approach, previously introduced for quantum open systems, is proposed to lead to a correct kinetic operator, which yields all the expected properties. A set of explicit expressions for the diffusion and drift coefficients are obtained, allowing for modelling macroscopic diffusion and dynamical friction phenomena, in terms of an external field and intrinsic physical parameters.

Random particle motion in magnetized plasma

A multivariate Fokker-Planck-type kinetic equation modeling a test - panicle weakly interacting with an electrostatic plasma. in the presence of a magnetic field B . is analytically solved in an Ornstein - Uhlenbeck - type approximation. A new set of analytic expressions are obtained for variable moments and panicle density as a function of time. The process is diffusive.

Microscopic theory for random processes in weakly-coupled open systems

In order to relate macroscopic random motion (described e.g. by Langevin-type theories) to microscopic dynamics, we have undertaken the derivation of a Fokker-Planck-type equation from first microscopic principles. Both subsystems are subject to an external force field. Explicit expressions for the diffusion and drift coefficients are obtained, in terms of the field.

Observations of collimated ionization channels in aluminum-coated glass targets irradiated by ultraintense laser pulses

Filamentary ionization tracks have been observed via optical probing inside Al-coated glass targets after the interaction of a picosecond 20-TW laser pulse at intensities above 10(19) W/cm(2). The tracks, up to 700 mu m in length and between 10 and 20 mu m in width, originate from the focal spot region of the laser beam. Simulations performed with 3D particle-in-cell and 2D Fokker-Planck hybrid codes indicate that the observations are consistent with ionization induced in the glass target by magnetized, collimated beams of high-energy electrons produced during the laser interaction.

Optimization by quantum annealing: Lessons from simple cases

We investigate the basic behavior and performance of simulated quantum annealing (QA) in comparison with classical annealing (CA). Three simple one-dimensional case study systems are considered: namely, a parabolic well, a double well, and a curved washboard. The time-dependent Schrodinger evolution in either real or imaginary time describing QA is contrasted with the Fokker-Planck evolution of CA. The asymptotic decrease of excess energy with annealing time is studied in each case, and the reasons for differences are examined and discussed. The Huse-Fisher classical power law of double-well CA is replaced with a different power law in QA. The multiwell washboard problem studied in CA by Shinomoto and Kabashima and leading classically to a logarithmic annealing even in the absence of disorder turns to a power-law behavior when annealed with QA. The crucial role of disorder and localization is briefly discussed.

Difference equation approach to two-thermocouple sensor characterisation in constant velocity flow environments

Thermocouples are one of the most popular devices for temperature measurement due to their robustness, ease of manufacture and installation, and low cost. However, when used in certain harsh environments, for example, in combustion systems and engine exhausts, large wire diameters are required, and consequently the measurement bandwidth is reduced. This article discusses a software compensation technique to address the loss of high frequency fluctuations based on measurements from two thermocouples. In particular, a difference equation sDEd approach is proposed and compared with existing methods both in simulation and on experimental test rig data with constant flow velocity. It is found that the DE algorithm, combined with the use of generalized total least squares for parameter identification, provides better performance in terms of time constant estimation without any a priori assumption on the time constant ratios of the thermocouples.

Exploiting a priori time constant ratio information in difference equation two-thermocouple sensor characterisation

The characterization of thermocouple sensors for temperature measurement in varying-flow environments is a challenging problem. Recently, the authors introduced novel difference-equation-based algorithms that allow in situ characterization of temperature measurement probes consisting of two-thermocouple sensors with differing time constants. In particular, a linear least squares (LS) lambda formulation of the characterization problem, which yields unbiased estimates when identified using generalized total LS, was introduced. These algorithms assume that time constants do not change during operation and are, therefore, appropriate for temperature measurement in homogenous constant-velocity liquid or gas flows. This paper develops an alternative ß-formulation of the characterization problem that has the major advantage of allowing exploitation of a priori knowledge of the ratio of the sensor time constants, thereby facilitating the implementation of computationally efficient algorithms that are less sensitive to measurement noise. A number of variants of the ß-formulation are developed, and appropriate unbiased estimators are identified. Monte Carlo simulation results are used to support the analysis.