980 resultados para Stochastic transport equation


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Using the concept of energy-dependent effective field intensity, electron transport coefficients in nitrogen have been determined in E times B fields (E = electric field intensity, B = magnetic flux density) by the numerical solution of the Boltzmann transport equation for the energy distribution of electrons. It has been observed that as the value of B/p (p = gas pressure) is increased from zero, the perpendicular drift velocity increased linearly at first, reaches a maximum value, and then decreases with increasing B/p. In general, the electron mean energy is found to be a function of Eavet/p( Eavet = averaged effective electric field intensity) only, but the other transport coefficients, such as transverse drift velocity, perpendicular drift velocity, and the Townsend ionization coefficient, are functions of both E/p and B/p.

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Magnetotransport measurements in pulsed fields up to 15 T have been performed on mercury cadmium telluride (Hg1-xCdxTe, x similar to 0.2) bulk as well as liquid phase epitaxially grown samples to obtain the resistivity and conductivity tensors in the temperature range 220-300 K. Mobilities and densities of various carriers participating in conduction have been extracted using both conventional multicarrier fitting (MCF) and mobility spectrum analysis. The fits to experimental data, particularly at the highest magnetic fields, were substantially improved when MCF is applied to minimize errors simultaneously on both resistivity and conductivity tensors. The semiclassical Boltzmann transport equation has been solved without using adjustable parameters by incorporating the following scattering mechanisms to fit the mobility: ionized impurity, polar and nonpolar optical phonons, acoustic deformation potential, and alloy disorder. Compared to previous estimates based on the relaxation time approximation with outscattering only, polar optical scattering and ionized impurity scattering limited mobilities are shown to be larger due to the correct incorporation of the inscattering term taking into account the overlap integrals in the valence band.

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A new deterministic three-dimensional neutral and charged particle transport code, MultiTrans, has been developed. In the novel approach, the adaptive tree multigrid technique is used in conjunction with simplified spherical harmonics approximation of the Boltzmann transport equation. The development of the new radiation transport code started in the framework of the Finnish boron neutron capture therapy (BNCT) project. Since the application of the MultiTrans code to BNCT dose planning problems, the testing and development of the MultiTrans code has continued in conventional radiotherapy and reactor physics applications. In this thesis, an overview of different numerical radiation transport methods is first given. Special features of the simplified spherical harmonics method and the adaptive tree multigrid technique are then reviewed. The usefulness of the new MultiTrans code has been indicated by verifying and validating the code performance for different types of neutral and charged particle transport problems, reported in separate publications.

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The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

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A methodology termed the “filtered density function” (FDF) is developed and implemented for large eddy simulation (LES) of chemically reacting turbulent flows. In this methodology, the effects of the unresolved scalar fluctuations are taken into account by considering the probability density function (PDF) of subgrid scale (SGS) scalar quantities. A transport equation is derived for the FDF in which the effect of chemical reactions appears in a closed form. The influences of scalar mixing and convection within the subgrid are modeled. The FDF transport equation is solved numerically via a Lagrangian Monte Carlo scheme in which the solutions of the equivalent stochastic differential equations (SDEs) are obtained. These solutions preserve the Itô-Gikhman nature of the SDEs. The consistency of the FDF approach, the convergence of its Monte Carlo solution and the performance of the closures employed in the FDF transport equation are assessed by comparisons with results obtained by direct numerical simulation (DNS) and by conventional LES procedures in which the first two SGS scalar moments are obtained by a finite difference method (LES-FD). These comparative assessments are conducted by implementations of all three schemes (FDF, DNS and LES-FD) in a temporally developing mixing layer and a spatially developing planar jet under both non-reacting and reacting conditions. In non-reacting flows, the Monte Carlo solution of the FDF yields results similar to those via LES-FD. The advantage of the FDF is demonstrated by its use in reacting flows. In the absence of a closure for the SGS scalar fluctuations, the LES-FD results are significantly different from those based on DNS. The FDF results show a much closer agreement with filtered DNS results. © 1998 American Institute of Physics.

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We briefly review the growth and structural properties of View the MathML source bulk single crystals and View the MathML source epitaxial films grown on semi-insulating GaAs substrates. Temperature-dependent transport measurements on these samples are then correlated with the information obtained from structural (XRD, TEM, SEM) and optical (FTIR absorption) investigations. The temperature dependence of mobility and the Hall coefficient are theoretically modelled by exactly solving the linearized Boltzmann transport equation by inversion of the collision matrix and the relative role of various scattering mechanisms in limiting the low temperature and View the MathML source mobility is estimated. Finally, the first observation of Shubnikov oscillations in InAsSb is discussed.

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We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie dagger-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Ito formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus. (C) 2016 AIP Publishing LLC.

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A brief review is presented of statistical approaches on microdamage evolution. An experimental study of statistical microdamage evolution in two ductile materials under dynamic loading is carried out. The observation indicates that there are large differences in size and distribution of microvoids between these two materials. With this phenomenon in mind, kinetic equations governing the nucleation and growth of microvoids in nonlinear rate-dependent materials are combined with the balance law of void number to establish statistical differential equations that describe the evolution of microvoids' number density. The theoretical solution provides a reasonable explanation of the experimentally observed phenomenon. The effects of stochastic fluctuation which is influenced by the inhomogeneous microscopic structure of materials are subsequently examined (i.e. stochastic growth model). Based on the stochastic differential equation, a Fokker-Planck equation which governs the evolution of the transition probability is derived. The analytical solution for the transition probability is then obtained and the effects of stochastic fluctuation is discussed. The statistical and stochastic analyses may provide effective approaches to reveal the physics of damage evolution and dynamic failure process in ductile materials.

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In this paper, the closed form of solution to the stochastic differential equation for a fatigue crack evolution system is derived. and the relationship between metal fatigue damage and crack stochastic behaviour is investigated. It is found that the damage extent of metals is independent of crack stochastic behaviour ii the stochastic deviation of the crack growth rate is directly proportional to its mean value. The evolution of stochastic deviation of metal fatigue damage in the stage close to the transition point between short and long crack regimes is also discussed.

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A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed. The theory of initial value problems consists of three main parts: the proof that the solution process is markovian and diffusive; the construction of the Kolmogorov or Fokker-Planck equation of the process; and the proof that the transistion probability density of the process is a unique solution of the Fokker-Planck equation.

It is assumed here that the stochastic differential equation under consideration has, as an initial value problem, a diffusive markovian solution process. When a given boundary value problem for this stochastic equation almost surely has unique solutions, we show that the solution process of the boundary value problem is also a diffusive Markov process. Since a boundary value problem, unlike an initial value problem, has no preferred direction for the parameter set, we find that there are two Fokker-Planck equations, one for each direction. It is shown that the density of the solution process of the boundary value problem is the unique simultaneous solution of this pair of Fokker-Planck equations.

This theory is then applied to the problem of a vibrating string with stochastic density.

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An intermittency transport model is proposed for modeling separated-flow transition. The model is based on earlier work on prediction of attached flow bypass transition and is applied for the first time to model transition in a separation bubble at various degrees of free-stream turbulence. The model has been developed so that it takes into account the entrainment of the surrounding fluid. Experimental investigations suggest that it is this phenomena which ultimately determines the extent of the separation bubble. Transition onset is determined via a boundary layer correlation based on momentum thickness at the point of separation. The intermittent flow characteristic of the transition process is modeled via an intermittency transport equation. This accounts for both normal and streamwise variation of intermittency and hence models the entrainment of surrounding flow in a more accurate manner than alternative prescribed intermittency models. The model has been validated against the well established T3L semicircular leading edge flat plate test case for three different degrees of free-stream turbulence characteristic of turbomachinery blade applications.

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The statistical behaviour of turbulent kinetic energy transport in turbulent premixed flames is analysed using data from three-dimensional Direct Numerical Simulation (DNS) of freely propagating turbulent premixed flames under decaying turbulence. For flames within the corrugated flamelets regime, it is observed that turbulent kinetic energy is generated within the flame brush. By contrast, for flames within the thin reaction zones regime it has been found that the turbulent kinetic energy decays monotonically through the flame brush. Similar trends are observed also for the dissipation rate of turbulent kinetic energy. Within the corrugated flamelets regime, it is demonstrated that the effects of the mean pressure gradient and pressure dilatation within the flame are sufficient to overcome the effects of viscous dissipation and are responsible for the observed augmentation of turbulent kinetic energy in the flame brush. In the thin reaction zones regime, the effects of the mean pressure gradient and pressure dilatation terms are relatively much weaker than those of viscous dissipation, resulting in a monotonic decay of turbulent kinetic energy across the flame brush. The modelling of the various unclosed terms of the turbulent kinetic energy transport equation has been analysed in detail. The predictions of existing models are compared with corresponding quantities extracted from DNS data. Based on this a-priori DNS assessment, either appropriate models are identified or new models are proposed where necessary. It is shown that the turbulent flux of turbulent kinetic energy exhibits counter-gradient (gradient) transport wherever the turbulent scalar flux is counter-gradient (gradient) in nature. A new model has been proposed for the turbulent flux of turbulent kinetic energy, and is found to capture the qualitative and quantitative behaviour obtained from DNS data for both the corrugated flamelets and thin reaction zones regimes without the need to adjust any of the model constants. © 2010 Springer Science+Business Media B.V.

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The statistical behaviours of the instantaneous scalar dissipation rate Nc of reaction progress variable c in turbulent premixed flames have been analysed based on three-dimensional direct numerical simulation data of freely propagating statistically planar flame and V-flame configurations with different turbulent Reynolds number Ret. The statistical behaviours of N c and different terms of its transport equation for planar and V-flames are found to be qualitatively similar. The mean contribution of the density-variation term T1 is positive, whereas the molecular dissipation term (-D2) acts as a leading order sink. The mean contribution of the strain rate term T2 is predominantly negative for the cases considered here. The mean reaction rate contribution T3 is positive (negative) towards the unburned (burned) gas side of the flame, whereas the mean contribution of the diffusivity gradient term (D) assumes negative (positive) values towards the unburned (burned) gas side. The local statistical behaviours of Nc, T1, T2, T 3, (-D2), and f(D) have been analysed in terms of their marginal probability density functions (pdfs) and their joint pdfs with local tangential strain rate aT and curvature km. Detailed physical explanations have been provided for the observed behaviour. © 2014 Y. Gao et al.

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Many deterministic models with hysteresis have been developed in the areas of economics, finance, terrestrial hydrology and biology. These models lack any stochastic element which can often have a strong effect in these areas. In this work stochastically driven closed loop systems with hysteresis type memory are studied. This type of system is presented as a possible stochastic counterpart to deterministic models in the areas of economics, finance, terrestrial hydrology and biology. Some price dynamics models are presented as a motivation for the development of this type of model. Numerical schemes for solving this class of stochastic differential equation are developed in order to examine the prototype models presented. As a means of further testing the developed numerical schemes, numerical examination is made of the behaviour near equilibrium of coupled ordinary differential equations where the time derivative of the Preisach operator is included in one of the equations. A model of two phenotype bacteria is also presented. This model is examined to explore memory effects and related hysteresis effects in the area of biology. The memory effects found in this model are similar to that found in the non-ideal relay. This non-ideal relay type behaviour is used to model a colony of bacteria with multiple switching thresholds. This model contains a Preisach type memory with a variable Preisach weight function. Shown numerically for this multi-threshold model is a pattern formation for the distribution of the phenotypes among the available thresholds.

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The substitution of a small fraction x of nitrogen atoms, for the group V elements in conventional III-V semiconductors such as GaAs and GaSb strongly perturbs the conduction band of the host semiconductor. In this thesis we investigate the effects of nitrogen states on the band dispersion, carrier scattering and mobility of dilute nitride alloys. In the supercell model we solve the single particle Hamiltonian for a very large supercell containing randomly placed nitrogen. This model predicts a gap in the density of states of GaNxAs1−x, where this gap is filled in the Green’s function model. Therefore we develop a self-consistent Green’s function (SCGF) approach, which provides excellent agreement with supercell calculations and reveals a gap in the DOS, in contrast with the results of previous non-self-consistent Green’s function calculations. However, including the distribution of N states destroys this gap, as seen in experiment. We then examine the high field transport of carriers by solving the steadystate Boltzmann transport equation and find that it is necessary to include the full distribution of N levels in order to account for the small, low-field mobility and the absence of a negative differential velocity regime observed experimentally with increasing x. Overall the results account well for a wide range of experimental data. We also investigate the band structure, scattering and mobility of carriers by finding the poles of the SCGF, which gives lower carrier mobility for GaNxAs1−x, compared to those already calculated, in better agreement with experiments. The calculated optical absorption spectra for InyGa1−yNxAs1−x and GaNxSb1−x using the SCGF agree well with the experimental data, confirming the validity of this approach to study the band structure of these materials.