662 resultados para Equacao de fokker-planck


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We examine the statistics of three interacting optical solitons under the effects of amplifier noise and filtering. We derive rigorously the Fokker-Planck equation that governs the probability distribution of soliton parameters.

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We examine the statistics of three interacting optical solitons under the effects of amplifier noise and filtering. We derive rigorously the Fokker-Planck equation that governs the probability distribution of soliton parameters.

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We investigate the statistics of a vector Manakov soliton in the presence of additive Gaussian white noise. The adiabatic perturbation theory for a Manakov soliton yields a stochastic Langevin system which we analyse via the corresponding Fokker-Planck equation for the probability density function (PDF) for the soliton parameters. We obtain marginal PDFs for the soliton frequency and amplitude as well as soliton amplitude and polarization angle. We also derive formulae for the variances of all soliton parameters and analyse their dependence on the initial values of polarization angle and phase. © 2006 IOP Publishing Ltd.

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A study was performed on non-Gaussian statistics of an optical soliton in the presence of amplified spontaneous emission. An approach based on the Fokker-Planck equation was applied to study the optical soliton parameters in the presence of additive noise. The rigorous method not only allowed to reproduce and justify the classical Gordon-Haus formula but also led to new exact results.

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2000 Mathematics Subject Classi cation: 49L60, 60J60, 93E20.

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The dynamical evolution of dislocations in plastically deformed metals is controlled by both deterministic factors arising out of applied loads and stochastic effects appearing due to fluctuations of internal stress. Such type of stochastic dislocation processes and the associated spatially inhomogeneous modes lead to randomness in the observed deformation structure. Previous studies have analyzed the role of randomness in such textural evolution but none of these models have considered the impact of a finite decay time (all previous models assumed instantaneous relaxation which is "unphysical") of the stochastic perturbations in the overall dynamics of the system. The present article bridges this knowledge gap by introducing a colored noise in the form of an Ornstein-Uhlenbeck noise in the analysis of a class of linear and nonlinear Wiener and Ornstein-Uhlenbeck processes that these structural dislocation dynamics could be mapped on to. Based on an analysis of the relevant Fokker-Planck model, our results show that linear Wiener processes remain unaffected by the second time scale in the problem but all nonlinear processes, both Wiener type and Ornstein-Uhlenbeck type, scale as a function of the noise decay time τ. The results are expected to ramify existing experimental observations and inspire new numerical and laboratory tests to gain further insight into the competition between deterministic and random effects in modeling plastically deformed samples.

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Understanding the dynamics of blood cells is a crucial element to discover biological mechanisms, to develop new efficient drugs, design sophisticated microfluidic devices, for diagnostics. In this work, we focus on the dynamics of red blood cells in microvascular flow. Microvascular blood flow resistance has a strong impact on cardiovascular function and tissue perfusion. The flow resistance in microcirculation is governed by flow behavior of blood through a complex network of vessels, where the distribution of red blood cells across vessel cross-sections may be significantly distorted at vessel bifurcations and junctions. We investigate the development of blood flow and its resistance starting from a dispersed configuration of red blood cells in simulations for different hematocrits, flow rates, vessel diameters, and aggregation interactions between red blood cells. Initially dispersed red blood cells migrate toward the vessel center leading to the formation of a cell-free layer near the wall and to a decrease of the flow resistance. The development of cell-free layer appears to be nearly universal when scaled with a characteristic shear rate of the flow, which allows an estimation of the length of a vessel required for full flow development, $l_c \approx 25D$, with vessel diameter $D$. Thus, the potential effect of red blood cell dispersion at vessel bifurcations and junctions on the flow resistance may be significant in vessels which are shorter or comparable to the length $l_c$. The presence of aggregation interactions between red blood cells lead in general to a reduction of blood flow resistance. The development of the cell-free layer thickness looks similar for both cases with and without aggregation interactions. Although, attractive interactions result in a larger cell-free layer plateau values. However, because the aggregation forces are short-ranged at high enough shear rates ($\bar{\dot{\gamma}} \gtrsim 50~\text{s}^{-1}$) aggregation of red blood cells does not bring a significant change to the blood flow properties. Also, we develop a simple theoretical model which is able to describe the converged cell-free-layer thickness with respect to flow rate assuming steady-state flow. The model is based on the balance between a lift force on red blood cells due to cell-wall hydrodynamic interactions and shear-induced effective pressure due to cell-cell interactions in flow. We expect that these results can also be used to better understand the flow behavior of other suspensions of deformable particles such as vesicles, capsules, and cells. Finally, we investigate segregation phenomena in blood as a two-component suspension under Poiseuille flow, consisting of red blood cells and target cells. The spatial distribution of particles in blood flow is very important. For example, in case of nanoparticle drug delivery, the particles need to come closer to microvessel walls, in order to adhere and bring the drug to a target position within the microvasculature. Here we consider that segregation can be described as a competition between shear-induced diffusion and the lift force that pushes every soft particle in a flow away from the wall. In order to investigate the segregation, on one hand, we have 2D DPD simulations of red blood cells and target cell of different sizes, on the other hand the Fokker-Planck equation for steady state. For the equation we measure force profile, particle distribution and diffusion constant across the channel. We compare simulation results with those from the Fokker-Planck equation and find a very good correspondence between the two approaches. Moreover, we investigate the diffusion behavior of target particles for different hematocrit values and shear rates. Our simulation results indicate that diffusion constant increases with increasing hematocrit and depends linearly on shear rate. The third part of the study describes development of a simulation model of complex vascular geometries. The development of the model is important to reproduce vascular systems of small pieces of tissues which might be gotten from MRI or microscope images. The simulation model of the complex vascular systems might be divided into three parts: modeling the geometry, developing in- and outflow boundary conditions, and simulation domain decomposition for an efficient computation. We have found that for the in- and outflow boundary conditions it is better to use the SDPD fluid than DPD one because of the density fluctuations along the channel of the latter. During the flow in a straight channel, it is difficult to control the density of the DPD fluid. However, the SDPD fluid has not that shortcoming even in more complex channels with many branches and in- and outflows because the force acting on particles is calculated also depending on the local density of the fluid.

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The dynamics of intracellular Ca²⁺ is driven by random events called Ca²⁺ puffs, in which Ca²⁺ is liberated from intracellular stores. We show that the emergence of Ca²⁺ puffs can be mapped to an escape process. The mean first passage times that correspond to the stochastic fraction of puff periods are computed from a novel master equation and two Fokker-Planck equations. Our results demonstrate that the mathematical modeling of Ca²⁺ puffs has to account for the discrete character of the Ca²⁺ release sites and does not permit a continuous description of the number of open channels.

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Aims: Develop and validate tools to estimate residual noise covariance in Planck frequency maps. Quantify signal error effects and compare different techniques to produce low-resolution maps. Methods: We derive analytical estimates of covariance of the residual noise contained in low-resolution maps produced using a number of map-making approaches. We test these analytical predictions using Monte Carlo simulations and their impact on angular power spectrum estimation. We use simulations to quantify the level of signal errors incurred in different resolution downgrading schemes considered in this work. Results: We find an excellent agreement between the optimal residual noise covariance matrices and Monte Carlo noise maps. For destriping map-makers, the extent of agreement is dictated by the knee frequency of the correlated noise component and the chosen baseline offset length. The significance of signal striping is shown to be insignificant when properly dealt with. In map resolution downgrading, we find that a carefully selected window function is required to reduce aliasing to the sub-percent level at multipoles, ell > 2Nside, where Nside is the HEALPix resolution parameter. We show that sufficient characterization of the residual noise is unavoidable if one is to draw reliable contraints on large scale anisotropy. Conclusions: We have described how to compute the low-resolution maps, with a controlled sky signal level, and a reliable estimate of covariance of the residual noise. We have also presented a method to smooth the residual noise covariance matrices to describe the noise correlations in smoothed, bandwidth limited maps.

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Planck scale lepton number violation is an interesting and natural possibility to explain nonzero neutrino masses. We consider such operators in the context of Randall-Sundrum (RS1) scenarios. Implementation of this scenario with a single Higgs localized on the IR brane (standard RS1) is not phenomenologically viable as they lead to inconsistencies in the charged lepton mass fits. In this paper we propose a setup with two Higgs doublets. We present a detailed numerical analysis of the fits to fermion masses and mixing angles. This model solves the issues regarding the fermion mass fits but solutions with consistent electroweak symmetry breaking are highly fine-tuned. A simple resolution is to consider supersymmetry in the bulk and a detailed discussion of which is provided. Constraints from flavor are found to be strong and minimal flavor violation (MFV) is imposed to alleviate them.

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The correlated k-distribution (CKD) method is widely used in the radiative transfer schemes of atmospheric models and involves dividing the spectrum into a number of bands and then reordering the gaseous absorption coefficients within each one. The fluxes and heating rates for each band may then be computed by discretizing the reordered spectrum into of order 10 quadrature points per major gas and performing a monochromatic radiation calculation for each point. In this presentation it is shown that for clear-sky longwave calculations, sufficient accuracy for most applications can be achieved without the need for bands: reordering may be performed on the entire longwave spectrum. The resulting full-spectrum correlated k (FSCK) method requires significantly fewer monochromatic calculations than standard CKD to achieve a given accuracy. The concept is first demonstrated by comparing with line-by-line calculations for an atmosphere containing only water vapor, in which it is shown that the accuracy of heating-rate calculations improves approximately in proportion to the square of the number of quadrature points. For more than around 20 points, the root-mean-squared error flattens out at around 0.015 K/day due to the imperfect rank correlation of absorption spectra at different pressures in the profile. The spectral overlap of m different gases is treated by considering an m-dimensional hypercube where each axis corresponds to the reordered spectrum of one of the gases. This hypercube is then divided up into a number of volumes, each approximated by a single quadrature point, such that the total number of quadrature points is slightly fewer than the sum of the number that would be required to treat each of the gases separately. The gaseous absorptions for each quadrature point are optimized such that they minimize a cost function expressing the deviation of the heating rates and fluxes calculated by the FSCK method from line-by-line calculations for a number of training profiles. This approach is validated for atmospheres containing water vapor, carbon dioxide, and ozone, in which it is found that in the troposphere and most of the stratosphere, heating-rate errors of less than 0.2 K/day can be achieved using a total of 23 quadrature points, decreasing to less than 0.1 K/day for 32 quadrature points. It would be relatively straightforward to extend the method to include other gases.

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The predictability of high impact weather events on multiple time scales is a crucial issue both in scientific and socio-economic terms. In this study, a statistical-dynamical downscaling (SDD) approach is applied to an ensemble of decadal hindcasts obtained with the Max-Planck-Institute Earth System Model (MPI-ESM) to estimate the decadal predictability of peak wind speeds (as a proxy for gusts) over Europe. Yearly initialized decadal ensemble simulations with ten members are investigated for the period 1979–2005. The SDD approach is trained with COSMO-CLM regional climate model simulations and ERA-Interim reanalysis data and applied to the MPI-ESM hindcasts. The simulations for the period 1990–1993, which was characterized by several windstorm clusters, are analyzed in detail. The anomalies of the 95 % peak wind quantile of the MPI-ESM hindcasts are in line with the positive anomalies in reanalysis data for this period. To evaluate both the skill of the decadal predictability system and the added value of the downscaling approach, quantile verification skill scores are calculated for both the MPI-ESM large-scale wind speeds and the SDD simulated regional peak winds. Skill scores are predominantly positive for the decadal predictability system, with the highest values for short lead times and for (peak) wind speeds equal or above the 75 % quantile. This provides evidence that the analyzed hindcasts and the downscaling technique are suitable for estimating wind and peak wind speeds over Central Europe on decadal time scales. The skill scores for SDD simulated peak winds are slightly lower than those for large-scale wind speeds. This behavior can be largely attributed to the fact that peak winds are a proxy for gusts, and thus have a higher variability than wind speeds. The introduced cost-efficient downscaling technique has the advantage of estimating not only wind speeds but also estimates peak winds (a proxy for gusts) and can be easily applied to large ensemble datasets like operational decadal prediction systems.