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At least 793 records · Page 44

The exit-time problem for a Markov jump process

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Additionally, such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. Finally, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A two-dimensional kinematic dynamo model of the ionospheric magnetic field at Venus

The results of a high-resolution, two-dimensional, time dependent, kinematic dynamo model of the ionospheric magnetic field of Venus are presented. Various one-dimensional models are considered and the two-dimensional model is then detailed. In this model, the two-dimensional magnetic induction equation, the magnetic diffusion-convection equation, is numerically solved using specified plasma velocities. Origins of the vertical velocity profile and of the horizontal velocities are discussed. It is argued that the basic features of the vertical magnetic field profile remain unaltered by horizontal flow effects and also that horizontal plasma flow can strongly affect the magnetic field for altitudes above 300 km.

Cravens, T. E.↗

Space-Dependent Wielandt Shift Methods for Multigroup Diffusion Eigenvalue Problems

In the calculation of neutronic eigenfunctions and eigenvalues, it is often desirable to approximate the neutron transport equation by a diffusion equation that requires significantly less computational resources to solve. Even when a full transport solution is needed, the solution of the diffusion system can be used to accelerate iterative methods for calculating the transport eigenfunction and eigenvalue. The convergence rate of the basic power iteration method for eigenvalue problems is governed by the dominance ratio; realistic reactor core problems often have high dominance ratios and the power iteration method can converge slowly as a result. A common technique for accelerating the convergence of power iteration is the Wielandt shift (WS) method, which reduces the dominance ratio by 'shifting' the eigenvalue spectrum using an estimate of the desired eigenvalue. WS provides a significant speedup over power iteration if the eigenvalue estimate is close to the true eigenvalue, but it can be difficult to obtain such an estimate. In practice, the shift in the WS method can be dynamically updated in the iteration scheme, in a way that depends on the eigenvalue estimates from the most recent iterations. We present a physically-motivated Space-Dependent Wielandt Shift (SDWS) for solving multigroup diffusion eigenvalue problems. The space-dependence of the eigenvalue shift in SDWS enables a more effective acceleration of the power iteration scheme than WS at the beginning of the iteration scheme, when the current estimate of the eigenvalue is not close to the actual eigenvalue. Several variants of SDWS are discussed here, including an SDWS method that combines the strengths of SDWS (in the early iterations) with those of standard WS (in the later iterations). Numerical results from a 1-D multigroup diffusion problem demonstrate an order of magnitude speedup over power iteration and a 41% speedup over a standard WS technique. This speedup is problem-dependent and appears to be greater for 'more difficult' problems. In this summary, the term 'speedup' refers to a reduction in the number of iterations required to converge to the correct eigenvalue and eigenfunction. Because the scattering is treated fully implicitly (i.e., it is part of the left-hand side of the diffusion system and directly inverted), the computational cost of a single iteration does not vary significantly among the methods discussed in this summary. The number of iterations is therefore representative of the total computational cost for a method. We acknowledge that certain iterative solvers for linear systems (e.g., GMRES) require more computational time to converge when the system is nearly singular (i.e., when a very aggressive Wielandt shift is applied). Nonetheless, when using SDWS in the manner described in this summary, we have seen that the reduction in computational time from reducing the number of power iterations generally outweighs the extra computational time required by iterative solvers such as GMRES. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A High-Order Nonlinear Diffusion Acceleration for the SN Equations Discretized with the Discontinuous FEM I: Theory and Numerical Results

Recently, nonlinear diffusion acceleration (NDA) methods have received widespread attention in the radiation transport community because of their inherent efficiency (Willert 2014, Wang 2014, Park 2012). However, NDA is in general only conditionally stable \cite{Larsen2014}, while diffusion synthetic acceleration methods (DSA) are unconditionally stable if suitable discretization methods for the transport and diffusion systems are chosen \cite{Larsen1982}. The presented work introduces a new generalized NDA method for solving the transport equation discretized with $S_N$ (discrete ordinates) and discontinuous Finite Elements. In contrast to common coarse-mesh finite difference methods (CMFD), where the diffusion system is discretized using constant shape functions, the presented NDA method discretizes the diffusion system using the same (higher order) finite element basis functions as those for the transport system. This paper focuses on the solution of the steady-state transport equation with the low-order diffusion equation employing the same mesh and the same spatial shape functions, but the NDA methods currently under development for the Rattle$S_N$ake radiation transport solver\cite{Wang2013} based on the MOOSE\cite{Gaston2009} framework is more general: it allows for the diffusion system to be discretized using an arbitrary group structure and arbitrary mesh nested in their $S_N$ system counterparts, and arbitrary combinations of FEM basis functions.

97 MATHEMATICS AND COMPUTING↗

Equilibrium, Kinetic and Thermodynamic Studies Of Lead (II) Sorption on Hydrolyzed Starch Graft Copolymers

Hydrolyzed starch graft poly (acrylic acid) and starch graft poly(acrylonitrile) copolymers were used as a sorbents for the removal of Pb(II) from aqueous solution in batch process. The sorbents were characterized by scanning electron microscopy, Fourier transform infrared spectroscopy and thermogravimetric analysis. The effect of contact time, initial concentration and temperature were assessed to optimize the conditions for maximum sorption of the metal ions. The experimental data were analyzed by Langmuir, Freundlich, Temkin, Dubinin Radushkevich and Sips isotherm models. The Freundlich and the Sips isotherms confirmed the applicability of the models. The sorption capacity of the sorbent was found to be 118.61 mg/g for starch graft poly (acrylic) acid and 115.83 mg/g for starch graft poly (acrylonitrile). The Sorption kinetics was assessed by Lagergren pseudo first order, pseudo second order, Elovich equation, Intraparticle diffusion and the liquid film diffusion models. The experimental data fitted very well with the Elovich equation and the Intraparticle kinetic models. The thermodynamic analysis showed that the sorption was a spontaneous and endothermic process. The results indicated that starch graft copolymers can be used as an effective sorbents for Pb (II) removal from aqueous media.

36 MATERIALS SCIENCE↗

Existence in the Sense of Sequences of Stationary Solutions for Some Non-Fredholm Integro-Differential Equations

We establish the existence in the sense of sequences of stationary solutions for some reaction-diffusion type equations in appropriate H{sup 2} spaces. It is shown that, under reasonable technical conditions, the convergence in L{sup 1} of the integral kernels implies the existence and convergence in H{sup 2} of solutions. The nonlocal elliptic equations involve second order differential operators with and without the Fredholm property. Bibliography: 21 titles.

97 MATHEMATICS AND COMPUTING↗

A localized artificial diffusivity method to simulate compressible multiphase flows using the stiffened gas equation of state: A localized artificial diffusivity method to simulate compressible multiphase flows using the stiffened gas equation of state

The development of numerical approaches to perform direct numerical simulations of compressible multiphase flows has been an active field of research for several years. Proper treatment of fluid interfaces is crucial as important physics occur in this infinitesimally small region. Furthermore, the compressibility of the fluid requires proper treatment of discontinuities. Artificial diffusivity is among a number of methods widely used for compressible flows. This study develops a general form of consistent artificial diffusion fluxes and extends the localized artificial diffusivity method for high-order central schemes to solve multiphase flows with an interface-capturing method. These fluxes ensure an oscillation-free interface for pressure, velocity, and temperature without employing a sharpening technique. Moreover, the high-order representation of all scales in the flow helps capture the wide range of instabilities inherent in these flows. The goal is to develop an approach capable of performing high-fidelity simulations supported by physics-driven validation. lastly, this is achieved by solving the five-equation model with the stiffened-gas equation of state using the proposed method for multicomponent and multiphase flows on a variety of 1D and 2D problems.

42 ENGINEERING↗

The diffusion approximation. An application to radiative transfer in clouds

It is shown how the radiative transfer equation reduces to the diffusion equation. To keep the mathematics as simple as possible, the approximation is applied to a cylindrical cloud of radius R and height h. The diffusion equation separates in cylindrical coordinates and, in a sample calculation, the solution is evaluated for a range of cloud radii with cloud heights of 0.5 km and 1.0 km. The simplicity of the method and the speed with which solutions are obtained give it potential as a tool with which to study the effects of finite-sized clouds on the albedo of the earth-atmosphere system.

Arduini, R. F.↗

Numerical Model for Cosmic Rays Species Production and Propagation in the Galaxy

In recent years, considerable progress has been made in studying the propagation and origin of cosmic rays, as new and more accurate data have become available. Many models have been developed to study cosmic ray interactions and propagation showed flexibility in resembling various astrophysical conditions and good agreement with observational data. However, some astrophysical problems cannot be addressed using these models, such as the stochastic nature of the cosmic rays source, small-scale structures and inhomogeneities in the interstellar gas that can affect radioactive secondary abundance in cosmic rays. We have developed a new model and a corresponding computer code that can address some of these limitations. The model depends on the expansion of the backward stochastic solution of the general diffusion transport equation (Zhang 1999) starting from an observer position to solve a group of diffusion transport equations each of which represents a particular element or isotope of cosmic ray nuclei. In this paper we are focusing on key abundance ratios such as B/C, sub-Fe/Fe, (10)Be/(9)Be, (26)Al/(27)Al, (36)Cl/(37)Cl and (54)Mn/(55)Mn, which all have well established cross sections, to evaluate our model. The effect of inhomogeneity in the interstellar medium is investigated. The contribution of certain cosmic ray nuclei to the production of other nuclei is addressed. The contribution of various galactic locations to the production of cosmic ray nuclei observed at solar system is also investigated.

Farahat, Ashraf↗

The theory of stochastic cosmological lensing

On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new formalism to deal with small-scale lensing as a diffusion process: the Sachs and Jacobi equations governing the propagation of narrow light beams are treated as Langevin equations. We derive the associated Fokker-Planck-Kolmogorov equations, and use them to deduce general analytical results on the mean and dispersion of the angular distance. This formalism is applied to random Einstein-Straus Swiss-cheese models, allowing us to: (1) show an explicit example of the involved calculations; (2) check the validity of the method against both ray-tracing simulations and direct numerical integration of the Langevin equation. As a byproduct, we obtain a post-Kantowski-Dyer-Roeder approximation, accounting for the effect of tidal distortions on the angular distance, in excellent agreement with numerical results. Besides, the dispersion of the angular distance is correctly reproduced in some regimes.

79 ASTRONOMY AND ASTROPHYSICS↗

An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (in the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Hyperbolic Reformulation Approach to Enable Efficient Simulation of Groundwater Flow and Reactive Transport

We apply Cattaneo's relaxation approach to the one-dimensional coupled Boussinesq groundwater flow and advection-diffusion-reaction equations, commonly used in engineering applications to simulate contaminant transport in the subsurface. The diffusion-type governing equations are reformulated as a hyperbolic system, augmented by an equation that can be interpreted as a momentum balance. The hyperbolization enables an efficient unified computation of the primary variable and its gradients, for example piezometric head and unit discharge in the Boussinesq equation. An augmented Roe scheme is used to solve the hyperbolic system. The hyperbolized system of equations is studied in a set of steady state and transient test cases with idealized geometry. These test cases confirm the equivalence of the hyperbolic system to its original formulation. The larger time step size of the hyperbolic equation is verified theoretically by means of a stability analysis and numerically in the test cases. Finally, a reach-scale application of flow and transport across a river meander is considered. This application case shows that the performance of the hyperbolic relaxation approach holds for more realistic groundwater flow and transport problems, relevant to water resources management.

54 ENVIRONMENTAL SCIENCES↗

A probabilistic model of brittle crack formation

Probability of a brittle crack formation in an elastic solid with fluctuating strength is considered. A set Omega of all possible crack trajectories reflecting the fluctuation of the strength field is introduced. The probability P(X) that crack penetration depth exceeds X is expressed as a functional integral over Omega of a conditional probability of the same event taking place along a particular path. Various techniques are considered to evaluate the integral. Under rather nonrestrictive assumptions, the integral is reduced to solving a diffusion-type equation. A new characteristic of fracture process, 'crack diffusion coefficient', is introduced. An illustrative example is then considered where the integration is reduced to solving an ordinary differential equation. The effect of the crack diffusion coefficient and of the magnitude of strength fluctuations on probability density of crack penetration depth is presented. Practical implications of the proposed model are discussed.

Chudnovsky, A.↗

Finite-Dimensional Representations for Controlled Diffusions with Delay

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An adaptive tau-leaping method for stochastic simulations of reaction-diffusion systems

Stochastic modelling is critical for studying many biochemical processes in a cell, in particular when some reacting species have low population numbers. For many such cellular processes the spatial distribution of the molecular species plays a key role. The evolution of spatially heterogeneous biochemical systems with some species in low amounts is accurately described by the mesoscopic model of the Reaction-Diffusion Master Equation. The Inhomogeneous Stochastic Simulation Algorithm provides an exact strategy to numerically solve this model, but it is computationally very expensive on realistic applications. We propose a novel adaptive time-stepping scheme for the tau-leaping method for approximating the solution of the Reaction-Diffusion Master Equation. This technique combines effective strategies for variable time-stepping with path preservation to reduce the computational cost, while maintaining the desired accuracy. The numerical tests on various examples arising in applications show the improved efficiency achieved by the new adaptive method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Viscous regularization of the full set of nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations

A viscous regularization technique, based on the local entropy residual, was proposed by Delchini et al. (2015) to stabilize the nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations using an artificial viscosity technique. This viscous regularization is modulated by the local entropy production and is consistent with the entropy minimum principle. However, Delchini et al. (2015) only based their work on the hyperbolic parts of the Grey Radiation-Hydrodynamic equations and thus omitted the relaxation and diffusion terms present in the material energy and radiation energy equations. Here in this paper, we extend the theoretical grounds for the method and derive an entropy minimum principle for the full set of nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations. This further strengthens the applicability of the entropy viscosity method as a stabilization technique for radiation-hydrodynamic shock simulations. Radiative shock calculations using constant and temperature-dependent opacities are compared against semi-analytical reference solutions, and we present a procedure to perform spatial convergence studies of such simulations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Structure and proton conduction in sulfonated poly(ether ether ketone) semi-permeable membranes: a multi-scale computational approach.

The design of polymeric membranes for proton or ionic exchange highly depends on the fundamental understanding of the physical and molecular mechanisms that control the formation of the conduction channels. There is an inherent relation between the dynamical structure of the polymeric membrane and the electrostatic forces that drive membrane segregation and proton transport. Here, we used a multi-scale computational approach to analyze the morphology of sulfonated poly(ether ether ketone) membranes at the mesoscale. A self-consistent description of the electrostatic phenomenon was adopted, where discrete polymer chains and a continuum proton field were embedded in a continuum fluid. Brownian dynamics was used for the evolution of the suspended polymer molecules, while a convection-diffusion transport equation, including the Nernst-Planck diffusion mechanism, accounted for the dynamics of the proton concentration field. We varied the polymer concentration, the degree of sulfonation and the level of confinement to find relationships between membrane structure and proton conduction. Our results indicate that the reduced mobility of polymer chains, at concentrations above overlap, and a moderate degree of sulfonation -i.e., 30% - are essential elements for membrane segregation and proton domain connectivity. These conditions also ensure that the membrane structure is not affected by size or by potential gradients. Importantly, our analysis shows that membrane conductivity and current are linearly dependent on polymer concentration and quadratically dependent on the degree of sulfonation. We found that the optimal polymeric membrane design requires a polymer concentration above overlap and a degree of sulfonation around 50%. These conditions promote a dynamical membrane morphology with a constant density of proton channels. Our results and measurements agree with previous experimental works, thereby validating our model and observations.

Molina, Jarol↗