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At least 1,369 records · Page 76

Stochastic control with rough paths

We study a class of controlled differential equations driven by rough paths (or rough path realizations of Brownian motion) in the sense of Lyons. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the duality theory for controlled diffusion processes and typically involve anticipating stochastic analysis. We make the link to old work of Davis and Burstein (Stoch Stoch Rep 40:203–256, 1992) and then prove a continuous-time generalization of Roger’s duality formula [SIAM J Control Optim 46:1116–1132, 2007]. The generic case of controlled volatility is seen to give trivial duality bounds, and explains the focus in Burstein–Davis’ (and this) work on controlled drift. Our study of controlled rough differential equations also relates to work of Mazliak and Nourdin (Stoch Dyn 08:23, 2008).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Theory of Current Transients in Planar Semiconductor Devices: Insights and Applications to Organic Solar Cells

Time-domain current measurements are widely used to characterize semiconductor material properties, such as carrier mobility, doping concentration, carrier lifetime, and the static dielectric constant. It is therefore critical that these measurements be theoretically understood if they are to be successfully applied to assess the properties of materials and devices. In this paper, we derive generalized relations for describing current-density transients in planar semiconductor devices at uniform temperature. By spatially averaging the charge densities inside the semiconductor, we are able to provide a rigorous, straightforward, and experimentally relevant way to interpret these measurements. The formalism details several subtle aspects of current transients, including how the electrode charge relates to applied bias and internal space charge, how the displacement current can alter the apparent free-carrier current, and how to understand the integral of a charge-extraction transient. We also demonstrate how the formalism can be employed to derive the current transients arising from simple physical models, like those used to describe charge extraction by linearly increasing voltage (CELIV) and time-of-flight experiments. In doing so, we find that there is a nonintuitive factor-of-2 reduction in the apparent free-carrier concentration that can be easily missed, for example, in the application of charge-extraction models. Finally, to validate our theory and better understand the different current contributions, we perform a full time-domain drift-diffusion simulation of a CELIV trace and compare the results to our formalism. As expected, our analytic equations match precisely with the numerical solutions to the drift-diffusion, Poisson, and continuity equations. Furthermore, overall, our formalism provides a straightforward and general way to think about how the internal space-charge distribution, the electrode charge, and the externally applied bias translate into a measured current transient in a planar semiconductor device.

36 MATERIALS SCIENCE↗

An improvement of convection fidelity in Euler calculations

A new solution procedure is presented to solve the Euler equations for steady, compressible, rotational, inviscid flows. The approach is aimed at achieving real inviscid solutions in Euler calculations by eliminating numerical diffusion. The variables in the Euler equations are divided into elliptic and convective quantities, using the Clebsch velocity decomposition. The convective quantities are then transported without numerical contamination using an efficient convection operator, while the elliptic quantities are integrated with a relaxation procedure. This approach provides a generalization of the full potential formulation to rotation Euler physics by allowing variations of convective quantities. Results are demonstrated for several transonic flows in two dimensions.

Lee, K. D.↗

DYNAMO EFFECTS IN MAGNETOROTATIONAL TURBULENCE WITH FINITE THERMAL DIFFUSIVITY

We investigate the saturation level of hydromagnetic turbulence driven by the magnetorotational instability in the case of vanishing net flux. Motivated by a recent paper of Bodo et al., we here focus on the case of a non-isothermal equation of state with constant thermal diffusivity. The central aim of the paper is to complement the previous result with closure parameters for mean-field dynamo models, and to test the hypothesis that the dynamo is affected by the mode of heat transport. We perform computer simulations of local shearing-box models of stratified accretion disks with approximate treatment of radiative heat transport, which is modeled via thermal conduction. We study the effect of varying the (constant) thermal diffusivity, and apply different vertical boundary conditions (BCs). In the case of impenetrable vertical boundaries, we confirm the transition from mainly conductive to mainly convective vertical heat transport below a critical thermal diffusivity. This transition is however much less dramatic when more natural outflow BCs are applied. Similarly, the enhancement of magnetic activity in this case is less pronounced. Nevertheless, heating via turbulent dissipation determines the thermodynamic structure of accretion disks and clearly affects the properties of the related dynamo. This effect, however, may have been overestimated in previous work, and a careful study of the role played by boundaries will be required.

79 ASTRONOMY AND ASTROPHYSICS↗

Implicit and coupled fluid plasma solver with adaptive Cartesian mesh and its applications to non-equilibrium gas discharges

In this work, we present a new fluid plasma solver with adaptive Cartesian mesh (ACM) based on a full-Newton (nonlinear, implicit) scheme for non-equilibrium gas discharge plasma. The electrons and ions are described using drift-diffusion approximation coupled to Poisson equation for the electric field. The electron-energy transport equation is solved to account for electron thermal conductivity, Joule heating, and energy loss of electrons in collisions with neutral species. The rate of electron-induced ionization is a function of electron temperature and could also depend on electron density (important for plasma stratification). The ion and gas temperature are kept constant. The transport equations are discretized using a non-isothermal Scharfetter-Gummel scheme to resolve possible large temperature gradients in the sheaths. We demonstrate the new solver for simulations of direct current (DC) and radiofrequency (RF) discharges. The implicit treatment of the coupled equations allows using large time steps. The full-Newton method (FNM) enables fast nonlinear convergence at each time step, offering significantly improved simulation efficiency. We discuss the selection of time steps for solving different plasma problems. The new solver enables solving several problems we could not solve before with existing software: two- and three-dimensional structures of the entire DC discharges including cathode and anode regions, electric field reversals and double-layer formation, the normal cathode spot and an anode ring, moving striations in diffuse and constricted DC discharges, and standing striations in RF discharges. The developed FNM-ACM technique offers many benefits for tackling the disparity of gas discharge plasma systems' time scales and nonlinearity.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Sheath formation around a dielectric droplet in a He atmospheric pressure plasma

Interactions at the interface between atmospheric pressure plasmas and liquids are being investigated to address applications ranging from nanoparticle synthesis to decontamination and fertilizer production. Furthermore, many of these applications involve activation of droplets wherein the droplet is fully immersed in the plasma and synergistically interacts with the plasma. To better understand these interactions, two-dimensional modeling of radio frequency (RF) glow discharges at atmospheric pressure operated in He with an embedded lossy dielectric droplet (tens of microns in size) was performed. The properties of the sheath that forms around the droplet were investigated over the RF cycle. The electric field in the bulk plasma polarizes the dielectric droplet while the electron drift in the external electric field is shadowed by the droplet. The interaction between the bulk and sheath electric fields produces a maximum in E/N (electric field/gas number density) at the equator on one side of the droplet where the bulk and sheath fields are aligned in the same direction and a minimum along the opposite equator. Due to resistive heating, the electron temperature T e is maximum 45° above and below the equator of the droplet where power deposition per electron is the highest. Although the droplet is, on the average, negatively charged, the charge density on the droplet is positive on the poles and negative on the equator, as the electron motion is primarily due to diffusion at the poles but due to drift at the equator.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Logarithmic Superdiffusion in Two Dimensional Driven Lattice Gases

The spreading of density fluctuations in two-dimensional driven diffusive systems is marginally anomalous. Mode coupling theory predicts that the diffusivity in the direction of the drive diverges with time as (ln t){sup 2/3} with a prefactor depending on the macroscopic current-density relation and the diffusion tensor of the fluctuating hydrodynamic field equation. Here we present the first numerical verification of this behavior for a particular version of the two-dimensional asymmetric exclusion process. Particles jump strictly asymmetrically along one of the lattice directions and symmetrically along the other, and an anisotropy parameter p governs the ratio between the two rates. Using a novel massively parallel coupling algorithm that strongly reduces the fluctuations in the numerical estimate of the two-point correlation function, we are able to accurately determine the exponent of the logarithmic correction. In addition, the variation of the prefactor with p provides a stringent test of mode coupling theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Simulations of the stratocumulus-topped boundary layer with a third-order closure model

A third order closure model is proposed by Andre et al. (1982), in which the time rate of change terms, the relaxation and rapid effects for the pressure related terms, and the clipping approximation are included along with the quasi-normal closure, to study turbulence in a cloudy layer which is cooled radiatively from above. A spurious oscillation which is strongest near the inversion occurs. An analysis of the problem shows that the oscillation arises from the mean gradient and buoyancy terms of the triple moment equations; these terms are largest near the cloud top. The oscillation is physical, rather than computational. In nature the oscillation is effectively damped, by a mechanism which apparently is not included in our model. In the stably stratified layer just above the mixed layer top, turbulence can excite gravity waves, whose energy is radiated away. Because the closure assumption for the pressure terms does not take into account the transport of wave energy, the model generates spurious oscillations. Damping of the oscillations is possible by introducing diffusion terms into the triple moment equations. With a large enough choice for the diffusion coefficient, the oscillation is effectively eliminated. The results are quite sensitive to the ad hoc eddy coefficient.

Moeng, C. H.↗

The diffusive idealization of charged-particle transport in random magnetic fields

The uniqueness and accuracy of the equations which describe the transport of charged particles diffusing in a random magnetic field parallel to a relatively large guiding field is examined. With regard to uniqueness, it is found that the same coefficient of diffusion is obtained by three methods that have apparently led to discrepancies in previous work. With regard to accuracy, it is found that two corrections must be added to Fick's law in which the diffusive flux is proportional to the gradient of the density. Explicit expressions are given for a characteristic time and a characteristic length which describe the corrections.

Earl, J. A.↗

On the transport and propagation of relativistic electrons in galaxies

Analytic solutions to the time-dependent equation describing the transport of relativistic electrons that are being convected and diffused, and may be either gaining or losing energy, are described. The calculations yield a body of solutions from which specific ones can be chosen for the modelling of synchrotron radiation in the Galaxy and in other galaxies. The solutions allow for (1) spatially varying convection velocity; (2) an energy and spatially dependent diffusion coefficient; (3) adiabatic acceleration effects; (4) a term describing spatially dependent synchrotron loss and/or Fermi acceleration; (5) an injection source for the electrons that may be impulsive, steady-state, or variable-injection; (6) a spatial injection or spatially more diffuse source; (7) arbitrary energy dependence of the injection source; and (8) spatial and energy boundaries where the spatial or energy form of the convection, diffusion, and energy supply terms in the basic equation can change character.

Lerche, I.↗

Estimating anisotropic diffusion of neutrons near the boundary of a pebble bed random system

Due to the arrangement of the pebbles in a Pebble Bed Reactor (PBR) core, if a neutron is located close to a boundary wall, its path length probability distribution function in directions of flight parallel to the wall is significantly different than in other directions. Hence, anisotropic diffusion of neutrons near the boundaries arises. We describe an analysis of neutron transport in a simplified 3-D pebble bed random system, in which we investigate the anisotropic diffusion of neutrons born near one of the system's boundary walls. While this simplified system does not model the actual physical process that takes place near the boundaries of a PBR core, the present work paves the road to a formulation that may enable more accurate diffusion simulations of such problems to be performed in the future. Monte Carlo codes have been developed for (i) deriving realizations of the 3-D random system, and (ii) performing 3-D neutron transport inside the heterogeneous model; numerical results are presented for three different choices of parameters. These numerical results are used to assess the accuracy of estimates for the mean-squared displacement of neutrons obtained with the diffusion approximations of the Atomic Mix Model and of the recently introduced [1] Non-Classical Theory with angular-dependent path length distribution. The Non-Classical Theory makes use of a Generalized Linear Boltzmann Equation in which the locations of the scattering centers in the system are correlated and the distance to collision is not exponentially distributed. We show that the results predicted using the Non-Classical Theory successfully model the anisotropic behavior of the neutrons in the random system, and more closely agree with experiment than the results predicted by the Atomic Mix Model. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Discretization Writeup for Grey Flux-Limited Radiation Diffusion

This report documents the time and space discretizations for grey flux-limited diffusion applied to the thermal radiative transfer (TRT) equations. We begin with a description of the physics being solved before moving into the diffusion approximation. Once we have the TRT system, we show a finite-volume-inspired discretization from Jim Morel (Texas A&M University, NUEN 627 class notes, lecture 8). As systems become hotter they emit more photons in the form of blackbody radiation. Because average photon energy of the blackbody source is proportional to the temperature of the system, we call these thermal photons or thermal radiation. As material temperatures increase, increasing fractions of the total energy in the system go into the radiation field. In addition, radiation can deposit energy and momentum non-locally, making it an important phenomenon for heating and impulse. In order to accurately study systems at high temperatures, we wish to add the physics of thermal radiation to our hydrodynamic system. In practice, coupling radiation and hydrodynamics is often done by operator-splitting each timestep into two consecutive, non-overlapping phases: (1) update the hydrodynamics for a fixed radiation state (2) update the radiation and internal energy for an otherwise fixed hydrodynamic state. Because of this clean separation of physics updates, in this report we show only the latter phase, which involves solely the TRT equations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Hydrodynamic equations for electrons in graphene obtained from the maximum entropy principle

The maximum entropy principle is applied to the formal derivation of isothermal, Euler-like equations for semiclassical fermions (electrons and holes) in graphene. After proving general mathematical properties of the equations so obtained, their asymptotic form corresponding to significant physical regimes is investigated. In particular, the diffusive regime, the Maxwell-Boltzmann regime (high temperature), the collimation regime and the degenerate gas limit (vanishing temperature) are considered.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Model of line preserving field line motions using Euler potentials

We consider behavior of finite magnetic field lines during reconnection processes. We portray field line motions using Euler potentials representation. Here, we propose a new insight into plasma flow fields related with magnetic reconnection. In this approach reconnection is treated as a breakage of magnetic topology, which results in deviation from the line preserving flow regime. We derive constraints and the general equations for these flows. In our approach the flux preserving flows are treated as a special case of line preserving regime. We also derive a constraint on a non-ideal term in Ohm’s Law within diffusion regions, which relates plasma flow with resistivity, and which must hold for non-reconnective diffusion. We also propose a new method of detecting magnetic reconnection. -- Highlights: •We formulate a line preserving magnetic field flow equation using Euler potentials. •We find constraints on a non-reconnective general resistivity term in Ohm’s Law. •We propose a new method of detecting magnetic reconnection.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hierarchical model reduction driven by a proper orthogonal decomposition for parametrized advection-diffusion-reaction problems

This work combines the Hierarchical Model (HiMod) reduction technique with a standard Proper Orthogonal Decomposition (POD) to solve parametrized partial differential equations for the modeling of advection-diffusion-reaction phenomena in elongated domains (e.g., pipes). This combination leads to what we define as HiPOD model reduction, which merges the reliability of HiMod reduction with the computational efficiency of POD. Two HiPOD techniques are presented and assessed by an extensive numerical verification.

97 MATHEMATICS AND COMPUTING↗

Fluid and hybrid simulations of the ionization instabilities in Hall thruster

Low-frequency axial oscillations in the range of 5–50 kHz stand out as a pervasive feature observed in many types of Hall thrusters. While it is widely recognized that the ionization effects play the central role in this mode, as manifested via the large-scale oscillations of neutral and plasma density, the exact mechanism(s) of the instabilities remain unclear. To gain further insight into the physics of the breathing mode and evaluate the role of kinetic effects, a one-dimensional time-dependent full nonlinear low-frequency model describing neutral atoms, ions, and electrons is developed in full fluid formulation and compared to the hybrid model in which the ions and neutrals are kinetic. Both models are quasi-neutral and share the same electron fluid equations that include the electron diffusion, mobility across the magnetic field, and the electron energy evolution. The ionization models are also similar in both approaches. Further, the predictions of fluid and hybrid simulations are compared for different test cases. Two main regimes are identified in both models: one with pure low-frequency behavior and the other one, where the low-frequency oscillations coexist with high-frequency oscillations in the range of 100–200 kHz, with the characteristic time scale of the ion channel fly-by time, 100–200 kHz. The other test case demonstrates the effect of a finite temperature of injected neutral atoms, which has a substantial suppression effect on the oscillation amplitude.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An active particle diffusion theory of flame quenching for laminar flames / Dorothy M. Simon and Frank E. Belles

An equation for quenching distance based on the destruction of chain carriers by the surface is derived. The equation expresses the quenching distance in terms of the diffusion coefficients and partial pressures of the chain carriers and gas phase molecules, the efficiency of the surface as a chain breaker, the total pressure of the mixture, and a constant which depends on the geometry of the quenching surface. Quenching distances measured by flashback for propane-air flames are shown to be consistent with the mechanism. The derived equation is used with the lean inflammability limit and a rate constant calculated from burning velocity data to estimate quenching distances for propane-air (hydrocarbon lean) flames satisfactorily.

Simon, Dorothy M↗