Statistical and stochastic description of microvoid evolution observed in dynamic failure of ductile materials

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.

Variational approach to the closure problem of turbulence theory

A new method is proposed to solve the closure problem of turbulence theory and to drive the Kolmogorov law in an Eulerian framework. Instead of using complex Fourier components of velocity field as modal parameters, a complete set of independent real parameters and dynamic equations are worked out to describe the dynamic states of a turbulence. Classical statistical mechanics is used to study the statistical behavior of the turbulence. An approximate stationary solution of the Liouville equation is obtained by a perturbation method based on a Langevin-Fokker-Planck (LFP) model. The dynamic damping coefficient eta of the LFP model is treated as an optimum control parameter to minimize the error of the perturbation solution; this leads to a convergent integral equation for eta to replace the divergent response equation of Kraichnan's direct-interaction (DI) approximation, thereby solving the closure problem without appealing to a Lagrangian formulation. The Kolmogorov constant Ko is evaluated numerically, obtaining Ko = 1.2, which is compatible with the experimental data given by Gibson and Schwartz, (1963).

Boundary value problems for stochastic differential equations

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.

高能离子在稠密等离子体中的传输和能量沉积

用相对论福克-普朗克方程对高能离子在稠密氘氚等离子体中的碰撞动力学进行了研究,用球谐函数来展开方程的解：格林函数,然后简明地求出了不同能量质子和α粒子在等离子体中的停止时间、减速距离、纵向弥散距离和横向偏转距离.与以前研究离子在等离子体中运动的方法相比,没有假设高能离子在等离子体中损失能量远远小于入射离子能量,求解了纵向弥散距离;并且可以求解横向偏转距离.这些计算对实验上用高能离子加热冷的稠密等离子体,然后进行科学研究具有指导作用,并且可以用来研究快点火的可能性.

The propagation and deposition of fast muons in dense DT mixture

The propagation of the fast muon population mainly due to collisional effect in a dense deuterium-tritium (DT for short) mixture is investigated and analysed within the framework of the relativistic Fokker-Planck equation. Without the approximation that the muons propagate straightly in the DT mixture, the muon penetration length, the straggling length, and the mean transverse dispersion radius are calculated for different initial energies, and especially for different densities of the densely compressed DT mixture in our suggested muon-driven fast ignition (FI). Unlike laser-driven FI requiring super-high temperature, muons can catalyze DT fusion at lower temperatures and may generate an ignition sparkle before the self-heating fusion follows. Our calculation is important for the feasibility and the experimental study of muon-driven FI.

A probabilistic treatment of uncertainty in nonlinear dynamical systems

In this work, computationally efficient approximate methods are developed for analyzing uncertain dynamical systems. Uncertainties in both the excitation and the modeling are considered and examples are presented illustrating the accuracy of the proposed approximations.

For nonlinear systems under uncertain excitation, methods are developed to approximate the stationary probability density function and statistical quantities of interest. The methods are based on approximating solutions to the Fokker-Planck equation for the system and differ from traditional methods in which approximate solutions to stochastic differential equations are found. The new methods require little computational effort and examples are presented for which the accuracy of the proposed approximations compare favorably to results obtained by existing methods. The most significant improvements are made in approximating quantities related to the extreme values of the response, such as expected outcrossing rates, which are crucial for evaluating the reliability of the system.

Laplace's method of asymptotic approximation is applied to approximate the probability integrals which arise when analyzing systems with modeling uncertainty. The asymptotic approximation reduces the problem of evaluating a multidimensional integral to solving a minimization problem and the results become asymptotically exact as the uncertainty in the modeling goes to zero. The method is found to provide good approximations for the moments and outcrossing rates for systems with uncertain parameters under stochastic excitation, even when there is a large amount of uncertainty in the parameters. The method is also applied to classical reliability integrals, providing approximations in both the transformed (independently, normally distributed) variables and the original variables. In the transformed variables, the asymptotic approximation yields a very simple formula for approximating the value of SORM integrals. In many cases, it may be computationally expensive to transform the variables, and an approximation is also developed in the original variables. Examples are presented illustrating the accuracy of the approximations and results are compared with existing approximations.

Test particle motion in a Lorentz gas

This is a two-part thesis concerning the motion of a test particle in a bath. In part one we use an expansion of the operator PLe^it(1-P)LLP to shape the Zwanzig equation into a generalized Fokker-Planck equation which involves a diffusion tensor depending on the test particle's momentum and the time.

In part two the resultant equation is studied in some detail for the case of test particle motion in a weakly coupled Lorentz Gas. The diffusion tensor for this system is considered. Some of its properties are calculated; it is computed explicitly for the case of a Gaussian potential of interaction.

The equation for the test particle distribution function can be put into the form of an inhomogeneous Schroedinger equation. The term corresponding to the potential energy in the Schroedinger equation is considered. Its structure is studied, and some of its simplest features are used to find the Green's function in the limiting situations of low density and long time.

A theory of strong and weak scintillations with applications to astrophysics

The propagation of waves in an extended, irregular medium is studied under the "quasi-optics" and the "Markov random process" approximations. Under these assumptions, a Fokker-Planck equation satisfied by the characteristic functional of the random wave field is derived. A complete set of the moment equations with different transverse coordinates and different wavenumbers is then obtained from the characteristic functional. The derivation does not require Gaussian statistics of the random medium and the result can be applied to the time-dependent problem. We then solve the moment equations for the phase correlation function, angular broadening, temporal pulse smearing, intensity correlation function, and the probability distribution of the random waves. The necessary and sufficient conditions for strong scintillation are also given.

We also consider the problem of diffraction of waves by a random, phase-changing screen. The intensity correlation function is solved in the whole Fresnel diffraction region and the temporal pulse broadening function is derived rigorously from the wave equation.

The method of smooth perturbations is applied to interplanetary scintillations. We formulate and calculate the effects of the solar-wind velocity fluctuations on the observed intensity power spectrum and on the ratio of the observed "pattern" velocity and the true velocity of the solar wind in the three-dimensional spherical model. The r.m.s. solar-wind velocity fluctuations are found to be ~200 km/sec in the region about 20 solar radii from the Sun.

We then interpret the observed interstellar scintillation data using the theories derived under the Markov approximation, which are also valid for the strong scintillation. We find that the Kolmogorov power-law spectrum with an outer scale of 10 to 100 pc fits the scintillation data and that the ambient averaged electron density in the interstellar medium is about 0.025 cm^-3. It is also found that there exists a region of strong electron density fluctuation with thickness ~10 pc and mean electron density ~7 cm^-3 between the PSR 0833-45 pulsar and the earth.

Solar flare particle propagation--comparison of a new analytic solution with spacecraft measurements

A new analytic solution has been obtained to the complete Fokker-Planck equation for solar flare particle propagation including the effects of convection, energy-change, corotation, and diffusion with ĸ_r = constant and ĸ_Ɵ ∝ r². It is assumed that the particles are injected impulsively at a single point in space, and that a boundary exists beyond which the particles are free to escape. Several solar flare particle events have been observed with the Caltech Solar and Galactic Cosmic Ray Experiment aboard OGO-6. Detailed comparisons of the predictions of the new solution with these observations of 1-70 MeV protons show that the model adequately describes both the rise and decay times, indicating that ĸ_r = constant is a better description of conditions inside 1 AU than is ĸ_r ∝ r. With an outer boundary at 2.7 AU, a solar wind velocity of 400 km/sec, and a radial diffusion coefficient ĸ_r ≈ 2-8 x 10²⁰ cm²/sec, the model gives reasonable fits to the time-profile of 1-10 MeV protons from "classical" flare-associated events. It is not necessary to invoke a scatter-free region near the sun in order to reproduce the fast rise times observed for directly-connected events. The new solution also yields a time-evolution for the vector anisotropy which agrees well with previously reported observations.

In addition, the new solution predicts that, during the decay phase, a typical convex spectral feature initially at energy T_o will move to lower energies at an exponential rate given by T_KINK = T_oexp(-t/Ƭ_KINK). Assuming adiabatic deceleration and a boundary at 2.7 AU, the solution yields Ƭ_KINK ≈ 100h, which is faster than the measured ~200h time constant and slower than the adiabatic rate of ~78h at 1 AU. Two possible explanations are that the boundary is at ~5 AU or that some other energy-change process is operative.

Particle transfer and fusion cross-section for super-heavy nuclei in dinuclear system

Within the dinuclear system (DNS) conception, instead of solving the Fokker-Planck equation (FPE) analytically, the master equation is solved numerically to calculate the fusion probability of super-heavy nuclei, so that the harmonic oscillator approximation to the potential energy of the DNS is avoided. The relative motion concerning the energy, the angular momentum and the fragment deformation relaxations is explicitly treated to couple with the diffusion process. The nucleon transition probabilities, which are derived microscopically, are related with the energy dissipation of the relative motion. Thus they are time dependent. Comparing with the analytical solution of FPE at the equilibrium, our time-dependent results preserve more dynamical effects. The calculated evaporation residue cross-sections for one-neutron emission channel of Pb-based reactions are basically in agreement with the known experimental data within one order of magnitude.

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.