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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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189 records · Page 11
All sourcesNASA NTRSDOE OSTI
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 OSTI2020

A fully implicit, scalable, conservative nonlinear relativistic Fokker–Planck 0D-2P solver for runaway electrons

Upon application of a sufficiently strong electric field, electrons break away from thermal equilibrium and approach relativistic speeds. These highly energetic ‘runaway’ electrons (~ MeV) play a significant role in tokamak disruption physics, and therefore their accurate understanding is essential to develop reliable mitigation strategies. As such, we have developed a fully implicit solver for the 0D-2P (i.e., including two momenta coordinates) relativistic nonlinear Fokker–Planck equation (rFP). As in earlier implicit rFP studies (NORSE, CQL3D), electron–ion interactions are modeled using the Lorentz operator, and synchrotron damping using the Abraham–Lorentz–Dirac reaction term. However, our implementation improves on these earlier studies by (1) ensuring exact conservation properties for electron collisions, (2) strictly preserving positivity, and (3) being scalable algorithmically and in parallel. Key to our proposed approach is an efficient multigrid preconditioner for the linearized rFP equation, a multigrid elliptic solver for the Braams–Karney potentials, and a novel adaptive technique to determine the associated boundary values. We verify the accuracy and efficiency of the proposed scheme with numerical results ranging from small electric-field electrical conductivity measurements to the accurate reproduction of runaway tail dynamics when strong electric fields are applied.

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↗
NASA NTRS2009

Combined Modeling of Acceleration, Transport, and Hydrodynamic Response in Solar Flares: The Numerical Model - 1

Acceleration and transport of high-energy particles and fluid dynamics of atmospheric plasma are interrelated aspects of solar flares, but for convenience and simplicity they were artificially separated in the past. We present here self consistently combined Fokker-Planck modeling of particles and hydrodynamic simulation of flare plasma. Energetic electrons are modeled with the Stanford unified code of acceleration, transport, and radiation, while plasma is modeled with the Naval Research Laboratory flux tube code. We calculated the collisional heating rate directly from the particle transport code, which is more accurate than those in previous studies based on approximate analytical solutions. We repeated the simulation of Mariska et al. with an injection of power law, downward-beamed electrons using the new heating rate. For this case, a -10% difference was found from their old result. We also used a more realistic spectrum of injected electrons provided by the stochastic acceleration model, which has a smooth transition from a quasi-thermal background at low energies to a non thermal tail at high energies. The inclusion of low-energy electrons results in relatively more heating in the corona (versus chromosphere) and thus a larger downward heat conduction flux. The interplay of electron heating, conduction, and radiative loss leads to stronger chromospheric evaporation than obtained in previous studies, which had a deficit in low-energy electrons due to an arbitrarily assumed low-energy cutoff. The energy and spatial distributions of energetic electrons and bremsstrahlung photons bear signatures of the changing density distribution caused by chromospheric evaporation. In particular, the density jump at the evaporation front gives rise to enhanced emission, which, in principle, can be imaged by X-ray telescopes. This model can be applied to investigate a variety of high-energy processes in solar, space, and astrophysical plasmas.

STOCHASTIC ACCELERATION MODEL↗