46 resultados para Fokker-Planck equation


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A flexible, mass-conservative numerical technique for solving the advection-dispersion equation for miscible contaminant transport is presented. The method combines features of puff transport models from air pollution studies with features from the random walk particle method used in water resources studies, providing a deterministic time-marching algorithm which is independent of the grid Peclet number and scales from one to higher dimensions simply. The concentration field is discretised into a number of particles, each of which is treated as a point release which advects and disperses over the time interval. The dispersed puff is itself discretised into a spatial distribution of particles whose masses can be pre-calculated. Concentration within the simulation domain is then calculated from the mass distribution as an average over some small volume. Comparison with analytical solutions for a one-dimensional fixed-duration concentration pulse and for two-dimensional transport in an axisymmetric flow field indicate that the algorithm performs well. For a given level of accuracy the new method has lower computation times than the random walk particle method.

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The chaotic profile of dust grain dynamics associated with dust-acoustic oscillations in a dusty plasma is considered. The collective behaviour of the dust plasma component is described via a multi-fluid model, comprising Boltzmann distributed electrons and ions, as well as an equation of continuity possessing a source term for the dust grains, the dust momentum and Poisson's equations. A Van der Pol–Mathieu-type nonlinear ordinary differential equation for the dust grain density dynamics is derived. The dynamical system is cast into an autonomous form by employing an averaging method. Critical stability boundaries for a particular trivial solution of the governing equation with varying parameters are specified. The equation is analysed to determine the resonance region, and finally numerically solved by using a fourth-order Runge–Kutta method. The presence of chaotic limit cycles is pointed out.

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The characterization of thermocouple sensors for temperature measurement in variable flow environments is a challenging problem. In this paper, novel difference equation-based algorithms are presented that allow in situ characterization of temperature measurement probes consisting of two-thermocouple sensors with differing time constants. Linear and non-linear least squares formulations of the characterization problem are introduced and compared in terms of their computational complexity, robustness to noise and statistical properties. With the aid of this analysis, least squares optimization procedures that yield unbiased estimates are identified. The main contribution of the paper is the development of a linear two-parameter generalized total least squares formulation of the sensor characterization problem. Monte-Carlo simulation results are used to support the analysis.

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In this work we present the theoretical framework for the solution of the time-dependent Schrödinger equation (TDSE) of atomic and molecular systems under strong electromagnetic fields with the configuration space of the electron’s coordinates separated over two regions; that is, regions I and II. In region I the solution of the TDSE is obtained by an R-matrix basis set representation of the time-dependent wave function. In region II a grid representation of the wave function is considered and propagation in space and time is obtained through the finite-difference method. With this, a combination of basis set and grid methods is put forward for tackling multiregion time-dependent problems. In both regions, a high-order explicit scheme is employed for the time propagation. While, in a purely hydrogenic system no approximation is involved due to this separation, in multielectron systems the validity and the usefulness of the present method relies on the basic assumption of R-matrix theory, namely, that beyond a certain distance (encompassing region I) a single ejected electron is distinguishable from the other electrons of the multielectron system and evolves there (region II) effectively as a one-electron system. The method is developed in detail for single active electron systems and applied to the exemplar case of the hydrogen atom in an intense laser field.

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This paper aims at providing a better insight into the 3D approximations of the wave equation using compact finite-difference time-domain (FDTD) schemes in the context of room acoustic simulations. A general family of 3D compact explicit and implicit schemes based on a nonstaggered rectilinear grid is analyzed in terms of stability, numerical error, and accuracy. Various special cases are compared and the most accurate explicit and implicit schemes are identified. Further considerations presented in the paper include the direct relationship with other numerical approaches found in the literature on room acoustic modeling such as the 3D digital waveguide mesh and Yee's staggered grid technique.

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The evolution of a two level system with a slowly varying Hamiltonian, modeled as a spin 1/2 in a slowly varying magnetic field, and interacting with a quantum environment, modeled as a bath of harmonic oscillators is analyzed using a quantum Langevin approach. This allows to easily obtain the dissipation time and the correction to the Berry phase in the case of an adiabatic cyclic evolution.

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In nature there are ubiquitous systems that can naturally approach critical states, The Langevin equation in the discrete version can be used to describe a class of critical processes, which are characterized by power-law behaviors and scaling relations. As an example, we present a simple model for a clinical thermometer, whose reading cannot fall even when its temperature decreases. The fibers bundle model and the spring-block model are also shown to belong to such a class.

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The well-known shock solutions of the Korteweg-de Vries-Burgers equation are revisited, together with their limitations in the context of plasma (astro)physical applications. Although available in the literature for a long time, it seems to have been forgotten in recent papers that such shocks are monotonic and unique, for a given plasma configuration, and cannot show oscillatory or bell-shaped features. This uniqueness is contrasted to solitary wave solutions of the two parent equations (Korteweg-de Vries and Burgers), which form a family of curves parameterized by the excess velocity over the linear phase speed.

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We derive and employ a semiclassical Langevin equation obtained from path integrals to describe the ionic dynamics of a molecular junction in the presence of electrical current. The electronic environment serves as an effective nonequilibrium bath. The bath results in random forces describing Joule heating, current-induced forces including the nonconservative wind force, dissipative frictional forces, and an effective Lorentz-type force due to the Berry phase of the nonequilibrium electrons. Using a generic two-level molecular model, we highlight the importance of both current-induced forces and Joule heating for the stability of the system. We compare the impact of the different forces, and the wide-band approximation for the electronic structure on our result. We examine the current-induced instabilities (excitation of runaway "waterwheel" modes) and investigate the signature of these in the Raman signals.

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Many-body effects are known to play a crucial role in the electronic and optical properties of solids and nanostructures. Nevertheless, the majority of theoretical and numerical approaches able to capture the influence of Coulomb correlations are restricted to the linear response regime. In this work, we introduce an approach based on a real-time solution of the electronic dynamics. The proposed approach reduces to the well-known Bethe-Salpeter equation in the linear limit regime and it makes it possible, at the same time, to investigate correlation effects in nonlinear phenomena. We show the flexibility and numerical stability of the proposed approach by calculating the dielectric constants and the effect of a strong pulse excitation in bulk h-BN.

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System Dynamics enables modelling and simulation of highly non-linear feedback systems to predict future system behaviour. Parameter estimation and equation formulation are techniques in System Dynamics, used to retrieve the values of parameters or the equations for ?ows and/or variables. These techniques are crucial for the annotations and thereafter the simulation. This paper critically examines existing and well established approaches in parameter estimation and equation formulation along with their limitations, identifying performance gaps as well as providing directions for potential future research.