981 resultados para Diffusion Equation
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This work deals with noise removal by the use of an edge preserving method whose parameters are automatically estimated, for any application, by simply providing information about the standard deviation noise level we wish to eliminate. The desired noiseless image u(x), in a Partial Differential Equation based model, can be viewed as the solution of an evolutionary differential equation u t(x) = F(u xx, u x, u, x, t) which means that the true solution will be reached when t ® ¥. In practical applications we should stop the time ''t'' at some moment during this evolutionary process. This work presents a sufficient condition, related to time t and to the standard deviation s of the noise we desire to remove, which gives a constant T such that u(x, T) is a good approximation of u(x). The approach here focused on edge preservation during the noise elimination process as its main characteristic. The balance between edge points and interior points is carried out by a function g which depends on the initial noisy image u(x, t0), the standard deviation of the noise we want to eliminate and a constant k. The k parameter estimation is also presented in this work therefore making, the proposed model automatic. The model's feasibility and the choice of the optimal time scale is evident through out the various experimental results.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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In this paper, an anisotropic nonlinear diffusion equation for image restoration is presented. The model has two terms: the diffusion and the forcing term. The balance between these terms is made in a selective way, in which boundary points and interior points of the objects that make up the image are treated differently. The optimal smoothing time concept, which allows for finding the ideal stop time for the evolution of the partial differential equation is also proposed. Numerical results show the proposed model's high performance.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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We consider a family of two-dimensional nonlinear area-preserving mappings that generalize the Chirikov standard map and model a variety of periodically forced systems. The action variable diffuses in increments whose phase is controlled by a negative power of the action and hence effectively uncorrelated for small actions, leading to a chaotic sea in phase space. For larger values of the action the phase space is mixed and contains a family of elliptic islands centered on periodic orbits and invariant Kolmogorov-Arnold-Moser (KAM) curves. The transport of particles along the phase space is considered by starting an ensemble of particles with a very low action and letting them evolve in the phase until they reach a certain height h. For chaotic orbits below the periodic islands, the survival probability for the particles to reach h is characterized by an exponential function, well modeled by the solution of the diffusion equation. On the other hand, when h reaches the position of periodic islands, the diffusion slows markedly. We show that the diffusion coefficient is scaling invariant with respect to the control parameter of the mapping when h reaches the position of the lowest KAM island. © 2013 American Physical Society.
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Structural properties of model membranes, such as lipid vesicles, may be investigated through the addition of fluorescent probes. After incorporation, the fluorescent molecules are excited with linearly polarized light and the fluorescence emission is depolarized due to translational as well as rotational diffusion during the lifetime of the excited state. The monitoring of emitted light is undertaken through the technique of time-resolved fluorescence: the intensity of the emitted light informs on fluorescence decay times, and the decay of the components of the emitted light yield rotational correlation times which inform on the fluidity of the medium. The fluorescent molecule DPH, of uniaxial symmetry, is rather hydrophobic and has collinear transition and emission moments. It has been used frequently as a probe for the monitoring of the fluidity of the lipid bilayer along the phase transition of the chains. The interpretation of experimental data requires models for localization of fluorescent molecules as well as for possible restrictions on their movement. In this study, we develop calculations for two models for uniaxial diffusion of fluorescent molecules, such as DPH, suggested in several articles in the literature. A zeroth order test model consists of a free randomly rotating dipole in a homogeneous solution, and serves as the basis for the study of the diffusion of models in anisotropic media. In the second model, we consider random rotations of emitting dipoles distributed within cones with their axes perpendicular to the vesicle spherical geometry. In the third model, the dipole rotates in the plane of the of bilayer spherical geometry, within a movement that might occur between the monolayers forming the bilayer. For each of the models analysed, two methods are used by us in order to analyse the rotational diffusion: (I) solution of the corresponding rotational diffusion equation for a single molecule, taking into account the boundary conditions imposed by the models, for the probability of the fluorescent molecule to be found with a given configuration at time t. Considering the distribution of molecules in the geometry proposed, we obtain the analytical expression for the fluorescence anisotropy, except for the cone geometry, for which the solution is obtained numerically; (II) numerical simulations of a restricted rotational random walk in the two geometries corresponding to the two models. The latter method may be very useful in the cases of low-symmetry geometries or of composed geometries.
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This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.
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Il trattamento numerico dell'equazione di convezione-diffusione con le relative condizioni al bordo, comporta la risoluzione di sistemi lineari algebrici di grandi dimensioni in cui la matrice dei coefficienti è non simmetrica. Risolutori iterativi basati sul sottospazio di Krylov sono ampiamente utilizzati per questi sistemi lineari la cui risoluzione risulta particolarmente impegnativa nel caso di convezione dominante. In questa tesi vengono analizzate alcune strategie di precondizionamento, atte ad accelerare la convergenza di questi metodi iterativi. Vengono confrontati sperimentalmente precondizionatori molto noti come ILU e iterazioni di tipo inner-outer flessibile. Nel caso in cui i coefficienti del termine di convezione siano a variabili separabili, proponiamo una nuova strategia di precondizionamento basata sull'approssimazione, mediante equazione matriciale, dell'operatore differenziale di convezione-diffusione. L'azione di questo nuovo precondizionatore sfrutta in modo opportuno recenti risolutori efficienti per equazioni matriciali lineari. Vengono riportati numerosi esperimenti numerici per studiare la dipendenza della performance dei diversi risolutori dalla scelta del termine di convezione, e dai parametri di discretizzazione.
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The maximum principle is an important property of solutions to PDE. Correspondingly, it's of great interest for people to design a high order numerical scheme solving PDE with this property maintained. In this thesis, our particular interest is solving convection-dominated diffusion equation. We first review a nonconventional maximum principle preserving(MPP) high order finite volume(FV) WENO scheme, and then propose a new parametrized MPP high order finite difference(FD) WENO framework, which is generalized from the one solving hyperbolic conservation laws. A formal analysis is presented to show that a third order finite difference scheme with this parametrized MPP flux limiters maintains the third order accuracy without extra CFL constraint when the low order monotone flux is chosen appropriately. Numerical tests in both one and two dimensional cases are performed on the simulation of the incompressible Navier-Stokes equations in vorticity stream-function formulation and several other problems to show the effectiveness of the proposed method.
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There exists an interest in performing full core pin-by-pin computations for present nuclear reactors. In such type of problems the use of a transport approximation like the diffusion equation requires the introduction of correction parameters. Interface discontinuity factors can improve the diffusion solution to nearly reproduce a transport solution. Nevertheless, calculating accurate pin-by-pin IDF requires the knowledge of the heterogeneous neutron flux distribution, which depends on the boundary conditions of the pin-cell as well as the local variables along the nuclear reactor operation. As a consequence, it is impractical to compute them for each possible configuration. An alternative to generate accurate pin-by-pin interface discontinuity factors is to calculate reference values using zero-net-current boundary conditions and to synthesize afterwards their dependencies on the main neighborhood variables. In such way the factors can be accurately computed during fine-mesh diffusion calculations by correcting the reference values as a function of the actual environment of the pin-cell in the core. In this paper we propose a parameterization of the pin-by-pin interface discontinuity factors allowing the implementation of a cross sections library able to treat the neighborhood effect. First results are presented for typical PWR configurations.
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Performing three-dimensional pin-by-pin full core calculations based on an improved solution of the multi-group diffusion equation is an affordable option nowadays to compute accurate local safety parameters for light water reactors. Since a transport approximation is solved, appropriate correction factors, such as interface discontinuity factors, are required to nearly reproduce the fully heterogeneous transport solution. Calculating exact pin-by-pin discontinuity factors requires the knowledge of the heterogeneous neutron flux distribution, which depends on the boundary conditions of the pin-cell as well as the local variables along the nuclear reactor operation. As a consequence, it is impractical to compute them for each possible configuration; however, inaccurate correction factors are one major source of error in core analysis when using multi-group diffusion theory. An alternative to generate accurate pin-by-pin interface discontinuity factors is to build a functional-fitting that allows incorporating the environment dependence in the computed values. This paper suggests a methodology to consider the neighborhood effect based on the Analytic Coarse-Mesh Finite Difference method for the multi-group diffusion equation. It has been applied to both definitions of interface discontinuity factors, the one based on the Generalized Equivalence Theory and the one based on Black-Box Homogenization, and for different few energy groups structures. Conclusions are drawn over the optimal functional-fitting and demonstrative results are obtained with the multi-group pin-by-pin diffusion code COBAYA3 for representative PWR configurations.
On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes
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Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.
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2000 Mathematics Subject Classification: Primary 26A33; Secondary 35S10, 86A05
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Mathematics Subject Classification 2010: 35M10, 35R11, 26A33, 33C05, 33E12, 33C20.
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MSC 2010: 26A33, 33E12, 35B45, 35B50, 35K99, 45K05 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary