CSR随机冷却研究

随机冷却是用一个宽带反馈系统对束流进行衰减，位于束流上游的探测器探测到与粒子偏差成正比的电子学信号，这一输出信号经过放大滤波系统后被加到下游的冲击器上，粒子在冲击器上得到正比于偏差的校正，从而达到冷却的目的。随机冷却可以用于粒子储存环任意能区的冷却，尤其是对大动量分散的次级束、高能束、稀有粒子束有其独特的作用，并与电子冷却互补。本论文首先对随机冷却的发展历史及贡献作了叙述，并对国外研究现状以及随机冷却同其它冷却的不同作了描述，继而提出了在HIRFL-CSR上建立随机冷却的重要性、必要性以及条件的成熟性。接着本论文对Schottky噪声信号理论、随机冷却理论（分别在时域和频域下）作了详细的推导和描述，并对-Schoftky噪声诊断和用于随机冷却系统测量和束流稳定性分析的束流传输函数作了一定的分析和讨论。由于探测器和冲击器在随机冷却中起着核心作用，因此也对探测器和冲击器作了一定的研究。最后，也是本论文的核心部分，根据CSR的实际情况，如环的Lattice参数，环上元件布置，现有Sdhottky诊断装置以及资金等，对CSR随机冷却做了初步的设计和优化，用冷却方程和Fokker-Planck方程对CSR随机冷却做了详细的数值模拟计算，得到了最佳带宽、冷却时间、频谱上束流谱密度分布函数随时间的变化，以及在冷却过程中的束流分布变化等值，并且对功率限定情况作了讨论研究表明随机冷却对CSR束流冷却速度很快，冷却效果很好。并对电子冷却和随机冷却做了比较，提出对CSR束流冷却用电子冷却和随机冷却相结合的办法，先用随机冷却粗冷，再用电子冷却精细冷却，这样可以得到更高流强更好品质的束流。本文对具体冷却系统的设计补优代；健滇码运行有重要意义为CSR随机冷却系统的建造做了充分的准备，也为实验数据的分析提供了理论依据。

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.

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.

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.

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.

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.

A semi-phenomenological approach to the structure and transport properties of macromolecules in solution

Motiviert durch die Lebenswissenschaften (Life sciences) haben sich Untersuchungen zur Dynamik von Makromolekülen in Lösungen in den vergangenen Jahren zu einem zukunftsweisenden Forschungsgebiet etabliert, dessen Anwendungen von der Biophysik über die physikalische Chemie bis hin zu den Materialwissenschaften reichen. Neben zahlreichen experimentellen Forschungsprogrammen zur räumlichen Struktur und den Transporteigenschaften grosser MolekÄule, wie sie heute praktisch an allen (Synchrotron-) Strahlungsquellen und den Laboren der Biophysik anzutreffen sind, werden gegenwärtig daher auch umfangreiche theoretische Anstrengungen unternommen, um das Diffusionsverhalten von Makromolekülen besser zu erklären. Um neue Wege für eine quantitative Vorhersagen des Translations- und Rotationsverhaltens grosser Moleküle zu erkunden, wurde in dieser Arbeit ein semiphänomenologischer Ansatz verfolgt. Dieser Ansatz erlaubte es, ausgehend von der Hamiltonschen Mechanik des Gesamtsystems 'Molekül + Lösung', eine Mastergleichung für die Phasenraumdichte der Makromoleküle herzuleiten, die den Einfluss der Lösung mittels effektiver Reibungstensoren erfasst. Im Rahmen dieses Ansatzes gelingt es z.B. (i) sowohl den Einfluss der Wechselwirkung zwischen den makromolekularen Gruppen (den sogenannten molekularen beads) und den Lösungsteilchen zu analysieren als auch (ii) die Diffusionseigen schaften für veschiedene thermodynamische Umgebungen zu untersuchen. Ferner gelang es auf der Basis dieser Näherung, die Rotationsbewegung von grossen Molekülen zu beschreiben, die einseitig auf einer Oberfläche festgeheftet sind. Im Vergleich zu den aufwendigen molekulardynamischen (MD) Simulationen grosser Moleküle zeichnet sich die hier dargestellte Methode vor allem durch ihren hohen `Effizienzgewinn' aus, der für komplexe Systeme leicht mehr als fünf Grössenordnungen betragen kann. Dieser Gewinn an Rechenzeit erlaubt bspw. Anwendungen, wie sie mit MD Simulationen wohl auch zukünftig nicht oder nur sehr zögerlich aufgegriffen werden können. Denkbare Anwendungsgebiete dieser Näherung betreffen dabei nicht nur dichte Lösungen, in denen auch die Wechselwirkungen der molekularen beads zu benachbarten Makromolekülen eine Rolle spielt, sondern auch Untersuchungen zu ionischen Flüssigkeiten oder zur Topologie grosser Moleküle.

Mean Motion in Stochastic Plasmas With a Space-Dependent Diffusion Coefficient

Radial transport in the tokamap, which has been proposed as a simple model for the motion in a stochastic plasma, is investigated. A theory for previous numerical findings is presented. The new results are stimulated by the fact that the radial diffusion coefficients is space-dependent. The space-dependence of the transport coefficient has several interesting effects which have not been elucidated so far. Among the new findings are the analytical predictions for the scaling of the mean radial displacement with time and the relation between the Fokker-Planck diffusion coefficient and the diffusion coefficient from the mean square displacement. The applicability to other systems is also discussed. (c) 2009 WILEY-VCH GmbH & Co. KGaA, Weinheim

Computational aspects of the numerical solution of SDEs

In the last 30 to 40 years, many researchers have combined to build the knowledge base of theory and solution techniques that can be applied to the case of differential equations which include the effects of noise. This class of ``noisy'' differential equations is now known as stochastic differential equations (SDEs). Markov diffusion processes are included within the field of SDEs through the drift and diffusion components of the Itô form of an SDE. When these drift and diffusion components are moderately smooth functions, then the processes' transition probability densities satisfy the Fokker-Planck-Kolmogorov (FPK) equation -- an ordinary partial differential equation (PDE). Thus there is a mathematical inter-relationship that allows solutions of SDEs to be determined from the solution of a noise free differential equation which has been extensively studied since the 1920s. The main numerical solution technique employed to solve the FPK equation is the classical Finite Element Method (FEM). The FEM is of particular importance to engineers when used to solve FPK systems that describe noisy oscillators. The FEM is a powerful tool but is limited in that it is cumbersome when applied to multidimensional systems and can lead to large and complex matrix systems with their inherent solution and storage problems. I show in this thesis that the stochastic Taylor series (TS) based time discretisation approach to the solution of SDEs is an efficient and accurate technique that provides transition and steady state solutions to the associated FPK equation. The TS approach to the solution of SDEs has certain advantages over the classical techniques. These advantages include their ability to effectively tackle stiff systems, their simplicity of derivation and their ease of implementation and re-use. Unlike the FEM approach, which is difficult to apply in even only two dimensions, the simplicity of the TS approach is independant of the dimension of the system under investigation. Their main disadvantage, that of requiring a large number of simulations and the associated CPU requirements, is countered by their underlying structure which makes them perfectly suited for use on the now prevalent parallel or distributed processing systems. In summary, l will compare the TS solution of SDEs to the solution of the associated FPK equations using the classical FEM technique. One, two and three dimensional FPK systems that describe noisy oscillators have been chosen for the analysis. As higher dimensional FPK systems are rarely mentioned in the literature, the TS approach will be extended to essentially infinite dimensional systems through the solution of stochastic PDEs. In making these comparisons, the advantages of modern computing tools such as computer algebra systems and simulation software, when used as an adjunct to the solution of SDEs or their associated FPK equations, are demonstrated.

Exploratory semiparametric analysis of two-dimensional diffusions in finance

We examine bivariate extensions of Aït-Sahalia’s approach to the estimation of univariate diffusions. Our message is that extending his idea to a bivariate setting is not straightforward. In higher dimensions, as opposed to the univariate case, the elements of the Itô and Fokker-Planck representations do not coincide; and, even imposing sensible assumptions on the marginal drifts and volatilities is not sufficient to obtain direct generalisations. We develop exploratory estimation and testing procedures, by parametrizing the drifts of both component processes and setting restrictions on the terms of either the Itô or the Fokker-Planck covariance matrices. This may lead to highly nonlinear ordinary differential equations, where the definition of boundary conditions is crucial. For the methods developed, the Fokker-Planck representation seems more tractable than the Itô’s. Questions for further research include the design of regularity conditions on the time series dependence in the data, the kernels actually used and the bandwidths, to obtain asymptotic properties for the estimators proposed. A particular case seems promising: “causal bivariate models” in which only one of the diffusions contributes to the volatility of the other. Hedging strategies which estimate separately the univariate diffusions at stake may thus be improved.

Estudos de modelos Estocásticos: processo de contato, séries aleatórias e processos difusivos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Coordinate and time-dependent diffusion dynamics in protein folding

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)