Green function for the diffusion limit of one-dimensional continuous time random walks

It is shown how the fractional probability density diffusion equation for the diffusion limit of one-dimensional continuous time random walks may be derived from a generalized Markovian Chapman-Kolmogorov equation. The non-Markovian behaviour is incorporated into the Markovian Chapman-Kolmogorov equation by postulating a Levy like distribution of waiting times as a kernel. The Chapman-Kolmogorov equation so generalised then takes on the form of a convolution integral. The dependence on the initial conditions typical of a non-Markovian process is treated by adding a time dependent term involving the survival probability to the convolution integral. In the diffusion limit these two assumptions about the past history of the process are sufficient to reproduce anomalous diffusion and relaxation behaviour of the Cole-Cole type. The Green function in the diffusion limit is calculated using the fact that the characteristic function is the Mittag-Leffler function. Fourier inversion of the characteristic function yields the Green function in terms of a Wright function. The moments of the distribution function are evaluated from the Mittag-Leffler function using the properties of characteristic functions and a relation between the powers of the second moment and higher order even moments is derived. (C) 2004 Elsevier B.V. All rights reserved.

The role of Mittag-Leffler functions in anomalous relaxation

The inertia-corrected Debye model of rotational Brownian motion of polar molecules was generalized by Coffey et al. [Phys. Rev. E, 65, 32 102 (2002)] to describe fractional dynamics and anomalous rotational diffusion. The linear- response theory of the normalized complex susceptibility was given in terms of a Laplace transform and as a function of frequency. The angular-velocity correlation function was parametrized via fractal Mittag-Leffler functions. Here we apply the latter method and complex-contour integral- representation methods to determine the original time-dependent amplitude as an inverse Laplace transform using both analytical and numerical approaches, as appropriate. (C) 2004 Elsevier B.V. All rights reserved.

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.

Solving the advection-dispersion equation using the discrete puff particle method

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.

A Van der Pol-Mathieu equation for the dynamics of dust grain charge in dusty plasmas

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.

Difference equation sensor characterization algorithms for two-thermocouple probes

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.

Anomalous helicon wave absorption and parametric excitation of electrostatic fluctuations in a helicon-produced plasma

The nonlinear nature of the rf absorption in a helicon-produced plasma was recently evidenced by the observation that the helicon wave damping as well as the level of short-scale electrostatic fluctuations excited in the helicon plasma increases with rf power. Correlation methods using electrostatic probes as well as microwave back-scattering at the upper-hybrid resonance allow identifying the fluctuations as ion-sound and Trivelpiece– Gould waves satisfying the frequency and wavenumber matching conditions for the parametric decay instability of the helicon pump wave. Furthermore, the growth rates and thresholds deduced from their temporal growth are in good agreement with theoretical predictions for the parametric decay instability that takes into account realistic damping rates for the decay waves as well as a non-vanishing parallel wavenumber of the helicon pump. The close relationship between the rf absorption and the excitation of the fluctuations was investigated in more detail by performing time- and space-resolved measurements of the helicon wave field and the electrostatic fluctuations.

Anomalous fluorinations of 3-aryl-2-hydroxypropanoic esters by diethylaminosulfur trifluoride (DAST).

Anomalous fluorinations of 3-aryl-2-hydroxypropanoic esters by diethylaminosulfur trifluoride (DAST). Haigh, David; Jefcott, Lee J.; Magee, Katherkine; McNab, Hamish. Dep. Med. chem., SmithKline Beecham Pharmaceuticals, Epsom, UK. Journal of the Chemical Society, Perkin Transactions 1: Organic and Bio-Organic Chemistry (1996), (24), 2895-2900. Publisher: Royal Society of Chemistry, CODEN: JCPRB4 ISSN: 0300-922X. Journal written in English. CAN 126:143928 AN 1997:56534 CAPLUS (Copyright (C) 2009 ACS on SciFinder (R)) Abstract Treatment of 3-aryl-2-hydroxypropanoic esters with diethylaminosulfur trifluoride (DAST) gives considerable amts. of rearranged 2-aryl-3-fluoropropanoic esters, together with the expected products. The extent of rearrangement is dependent on solvent and on the substitution pattern of the aryl ring; the mechanism of rearrangement probably involves anchimeric assistance by the aryl group in the SN1 component of the reaction pathway. Reaction of the isomeric 3-hydroxy-2-phenylpropanoic ester shows much less rearrangement under similar conditions, and an elimination product is also obtained.

Combined R-matrix eigenstate basis set and finite-difference propagation method for the time-dependent Schrodinger equation: The one-electron case

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.

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 comparison of nonstaggered compact FDTD schemes for the 3D wave equation

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.

Berry phase in open quantum systems: a quantum Langevin equation approach

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.