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Results for “FOKKER-PLANCK EQUATION”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 181 records · Page 10
All sourcesNASA NTRSDOE OSTI
NASA NTRS2011

Numerical Solution of the Radiative Transfer Equation: X-Ray Spectral Formation from Cylindrical Accretion onto a Magnetized Neutron Star

Predicting the emerging X-ray spectra in several astrophysical objects is of great importance, in particular when the observational data are compared with theoretical models. This requires developing numerical routines for the solution of the radiative transfer equation according to the expected physical conditions of the systems under study. Aims. We have developed an algorithm solving the radiative transfer equation in the Fokker-Planck approximation when both thermal and bulk Comptonization take place. The algorithm is essentially a relaxation method, where stable solutions are obtained when the system has reached its steady-state equilibrium. Methods. We obtained the solution of the radiative transfer equation in the two-dimensional domain defined by the photon energy E and optical depth of the system pi using finite-differences for the partial derivatives, and imposing specific boundary conditions for the solutions. We treated the case of cylindrical accretion onto a magnetized neutron star. Results. We considered a blackbody seed spectrum of photons with exponential distribution across the accretion column and for an accretion where the velocity reaches its maximum at the stellar surface and at the top of the accretion column, respectively. In both cases higher values of the electron temperature and of the optical depth pi produce flatter and harder spectra. Other parameters contributing to the spectral formation are the steepness of the vertical velocity profile, the albedo at the star surface, and the radius of the accretion column. The latter parameter modifies the emerging spectra in a specular way for the two assumed accretion profiles. Conclusions. The algorithm has been implemented in the XPEC package for X-ray fitting and is specifically dedicated to the physical framework of accretion at the polar cap of a neutron star with a high magnetic field (approx > 10(exp 12) G). This latter case is expected to be of typical accreting systems such as X-ray pulsars and supergiant fast X ray transients.

Fairnelli, R.↗
NASA NTRS1995

A kinetic study of solar wind electrons in the transition region from collision dominated to collisionless flow

We have studied the evolution of the velocity distribution function of a test population of electrons in the solar corona and inner solar wind region, using a recently developed kinetic model. The model solves the time dependent, linear transport equation, with a Fokker-Planck collision operator to describe Coulomb collisions between the 'test population' and a thermal background of charged particles, using a finite differencing scheme. The model provides information on how non-Maxwellian features develop in the distribution function in the transition region from collision dominated to collisionless flow. By taking moments of the distribution the evolution of higher order moments, such as the heat flow, can be studied.

Lie-Svendsen, O.↗
NASA NTRS2006

Expectation-Based Control of Noise and Chaos

A proposed approach to control of noise and chaos in dynamic systems would supplement conventional methods. The approach is based on fictitious forces composed of expectations governed by Fokker-Planck or Liouville equations that describe the evolution of the probability densities of the controlled parameters. These forces would be utilized as feedback control forces that would suppress the undesired diffusion of the controlled parameters. Examples of dynamic systems in which the approach is expected to prove beneficial include spacecraft, electronic systems, and coupled lasers.

Zak, Michael↗
NASA NTRS1978

Analysis of dynamic system response to product random processes

The response of dynamic systems to the product of two independent Gaussian random processes is developed by use of the Fokker-Planck and associated moment equations. The development is applied to the amplitude modulated process which is used to model atmospheric turbulence in aeronautical applications. The exact solution for the system response is compared with the solution obtained by the quasi-steady approximation which omits the dynamic properties of the random amplitude modulation. The quasi-steady approximation is valid as a limiting case of the exact solution for the dynamic response of linear systems to amplitude modulated processes. In the nonlimiting case the quasi-steady approximation can be invalid for dynamic systems with low damping.

Sidwell, K.↗
NASA NTRS1995

Stochastic charging of dust grains in planetary rings: Diffusion rates and their effects on Lorentz resonances

Dust grains in planetary rings acquire stochastically fluctuating electric charges as they orbit through any corotating magnetospheric plasma. Here we investigate the nature of this stochastic charging and calculate its effect on the Lorentz resonance (LR). First we model grain charging as a Markov process, where the transition probabilities are identified as the ensemble-averaged charging fluxes due to plasma pickup and photoemission. We determine the distribution function P(t;N), giving the probability that a grain has N excess charges at time t. The autocorrelation function tau(sub q) for the strochastic charge process can be approximated by a Fokker-Planck treatment of the evolution equations for P(t; N). We calculate the mean square response to the stochastic fluctuations in the Lorentz force. We find that transport in phase space is very small compared to the resonant increase in amplitudes due to the mean charge, over the timescale that the oscillator is resonantly pumped up. Therefore the stochastic charge variations cannot break the resonant interaction; locally, the Lorentz resonance is a robust mechanism for the shaping of etheral dust ring systems. Slightly stronger bounds on plasma parameters are required when we consider the longer transit times between Lorentz resonances.

Schaffer, L.↗
NASA NTRS1975

A B-B-G-K-Y framework for fluid turbulence

A kinetic theory for fluid turbulence is developed from the Liouville equation and the associated BBGKY hierarchy. Real and imaginary parts of Fourier coefficients of fluid variables play the roles of particles. Closure is achieved by the assumption of negligible five-coefficient correlation functions and probability distributions of Fourier coefficients are the basic variables of the theory. An additional approximation leads to a closed-moment description similar to the so-called eddy-damped Markovian approximation. A kinetic equation is derived for which conservation laws and an H-theorem can be rigorously established, the H-theorem implying relaxation of the absolute equilibrium of Kraichnan. The equation can be cast in the Fokker-Planck form, and relaxation times estimated from its friction and diffusion coefficients. An undetermined parameter in the theory is the free decay time for triplet correlations. Some attention is given to the inclusion of viscous damping and external driving forces.

Montgomery, D.↗
NASA NTRS1989

Monte-Carlo modeling of polar wind photoelectron distributions with anomalous heat flux

In situ measurements above the polar cap by the DE satellites show asymmetric field-aligned electron velocity distributions in the photoelectron energy range 5-60 eV. The formation of these anisotropic distributions is described by a collisional kinetic equation that includes the effects of Coulomb collisions (via a Fokker-Planck operator), those of a parallel electric field, and the magnetic mirror effects of the geomagnetic field. This equation is solved using a Monte Carlo simulation method. The simulation illustrates the formation of the portion of the observed electron distributions originating in the ionosphere and makes it possible to evaluate the significance of the suprathermal electrons at higher altitude. Both observations and calculations indicate that these electrons possess an energy flux which, by its effect on the polar-wind electric field, may influence the dynamics of the polar-wind outflow.

Yasseen, F.↗
NASA NTRS1981

Fermi-Compton scattering due to magnetopause surface fluctuations in Jupiter's magnetospheric cavity

The effects of boundary surface fluctuations on a spectrum of electromagnetic radiation trapped in a high Q (quality) cavity are considered. Undulating walls introduce small frequency shifts at reflection to the radiation, and it is argued that the process is entirely analogous to both Fermi (particle) acceleration and inverse Compton scattering. A Fokker-Planck formalism is pursued; it yields a diffusion equation in frequency for which the Green's function and steady-state solutions are found. Applying this analysis to the Jovian continuum radiation discovered by Voyager spacecraft, it is suggested that characteristic diffusion times are greater than 1 year, and that in order to account for the steep frequency spectra observed, an unidentified loss mechanism must operate in the cavity with a decay time constant approximately equal to the characteristic diffusion time divided by 28. A radiator-reactor model of the cavity is investigated to provide an estimate for the intrinsic luminosity of the low frequency (approximately 100 Hz) continuum source whose power is approximately 7 x 10 to the 6th W.

Barbosa, D. D.↗
NASA NTRS1974

Boltzmann equation for the electron gas of a nondegenerate plasma

The collision terms in the Boltzmann equation associated with various processes are derived. For processes having a Fokker-Planck (F-P) limit, the associated F-P operator is derived by means of physical arguments to determine the form of the operator; its multiplying constant is fixed by calculating the total energy exchange rate and comparing with the rate computed by other means. In this manner, the F-P operator is derived for electron-ion scattering, electron-electron scattering in the high-velocity limit, electron-atom elastic scattering, Compton scattering, and the high-velocity limit for inelastic scattering. Other processes considered are bremsstrahlung, radiative-recombination, photoionization, collisional ionization of atoms, and suprathermal-particle ionization of atoms.

Gould, R. J.↗
DOE OSTI2025

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1984

Analog simulation of stochastic satellite response

A numerical study was performed on the effects of stochastic geometry and random environmental torques on the pointing accuracy of spinning and three-axis stabilized satellites. The Euler equations for the motions of satellites yielded the stochastic principal moments and a Fokker-Planck analog simulation was employed to model the response vector of a rigid satellite. White noise inputs were obtained from a random number generator. Attention was given to both fast and slow spin satellites. Responses grew with time in all cases. The growth was initially exponential and eventually reached stable values. In comparison with other theoretical techniques, the Fokker-Planck model detailed the most responses and showed that spin-stabilization is preferable for satellites with low inertial noise levels.

Huang, T. C.↗
DOE OSTI2025

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

The Sobolev approximation for line formation with partial frequency redistribution

Attention is given to the formation of a spectral line in a uniformly expanding infinite medium in the Sobolev approximation, with emphasis on the various mechanisms for frequency redistribution. Numerical and analytic solutions of the transfer equation are presented of a number of redistribution functions and their approximations, including type I and type II partial redistribution, coherent scattering and complete redistribution, and the Fokker-Planck and uncorrelated approximation to the R sub II function. The solutions for the mean intensity are shown to depend very much on the type of redistribution mechanism, while for the frequency-weighted mean intensity, which enters the rate equations, this dependence is weak. It is inferred that use of Sobolev escape probabilities based on complete redistribution can be an adequate approximation for many calculations for which only the radiative excitation rates are needed.

Hummer, D. G.↗
NASA NTRS1976

Cosmic-ray transport theory and out-of-the-ecliptic exploration

The reasons for studying cosmic-ray transport theory are summarized and the fundamentally three-dimensional nature of the process is pointed out. It is shown that observations in the solar ecliptic plane cannot unambiguously test transport theories since the solutions to the transport equations depend critically on boundary conditions and variation of parameters such as diffusion tensor out of the ecliptic. Sample calculations (Fokker-Planck coefficient) are shown which illustrate the problem. It is concluded that out-of-the-ecliptic observations are essential to further test transport theory.

Jokipii, J. R.↗
NASA NTRS1981

Analytical description of charged particle transport along arbitrary guiding field configurations

Aspects of charged particle transport theory have been studied by Earl (1973, 1974, 1976) in a number of investigations. The investigations were conducted under the assumption that particles propagate along a DC guiding field with negligible perpendicular transport and that pitch-angle scattering by random fields can be described by the Fokker-Planck formalism. The present study provides a generalized and simplified treatment of focused transport. The first step is taken with respect to a perturbation analysis by which the Boltzmann equation is solved in terms of successively improved approximations to its exact solution. The first approximation is the sum of isotropic pseudodiffusive and anisotropic supercoherent components whose coefficients must satisfy two coupled partial differential equations. The normalization constant K and the pseudodiffusive velocity, which appear in the first-order transport equations, are given by simple integrals over the pitch angle.

Earl, J. A.↗
DOE OSTI2022

Neural-network based collision operators for the Boltzmann equation

Kinetic gas dynamics in rarefied and moderate-density regimes have complex behavior associated with collisional processes. These processes are generally defined by convolution integrals over a high-dimensional space (as in the Boltzmann operator), or require evaluating complex auxiliary variables (as in Rosenbluth potentials in Fokker-Planck operators) that are challenging to implement and computationally expensive to evaluate. In this work, we develop a data-driven neural network model that augments a simple and inexpensive BGK collision operator with a machine-learned correction term, which improves the fidelity of the simple operator with a small overhead to overall runtime. The composite collision operator has a tunable fidelity and, in this work, is trained using and tested against a direct-simulation Monte-Carlo (DSMC) collision operator.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2024

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING↗