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We have investigated a new approach to deriving a diffusion equation for charged particles in a static, random magnetic field. Our method incorporates essential effects of the magnetic fluctuations in the lowest order particle orbits. Significant corrections to the usual quasilinear diffusion coefficient for cosmic rays with pitch angles near 90 deg are a consequence. Monte Carlo results bear out the validity of our theory.
Numerical solutions are presented for the propagation of solar cosmic rays in interplanetary space, including the effects of pitch-angle scattering and adiabatic focusing. The intensity-time profiles can be well fitted by a simple radial spatial diffusion equation. For low-rigidity particles the radial mean free path so obtained is significantly larger than the mean free path calculated from the scattering coefficient due to the inapplicability of the diffusive approximation early in the event. The well-known discrepancy between the scattering mean free path and the theoretical predictions may be resolved by these calculations.
A new numerical framework for solving conservation laws is being developed. This new approach differs substantially in both concept and methodology from the well-established methods--i.e., finite difference, finite volume, finite element, and spectral methods. It is conceptually simple and designed to avoid several key limitations to the above traditional methods. An explicit model scheme for solving a simple 1-D unsteady convection-diffusion equation is constructed and used to illuminate major differences between the current method and those mentioned above. Unexpectedly, its amplification factors for the pure convection and pure diffusion cases are identical to those of the Leapfrog and the DuFort-Frankel schemes, respectively. Also, this explicit scheme and its Navier-Stokes extension have the unusual property that their stabilities are limited only by the CFL condition. Moreover, despite the fact that it does not use any flux-limiter or slope-limiter, the Navier-Stokes solver is capable of generating highly accurate shock tube solutions with shock discontinuities being resolved within one mesh interval. An accurate Euler solver also is constructed through another extension. It has many unusual properties, e.g., numerical diffusion at all mesh points can be controlled by a set of local parameters.
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.
A theory is developed for the convergence of the closed-loop solution to infinite-dimensional discrete-time linear-quadratic regulator (LQR) problems on the infinite time interval to the solution of a corresponding continuous-time LQR problem as the length of the sampling interval tends toward zero. Convergence of solutions to the operator algebraic Riccati equation and corresponding optimal feedback control gains is guaranteed under appropriate uniform stabilizability and detectability conditions and consistent sampling. Also presented are numerical results involving the optimal LQ control of a heat or diffusion equation, a hereditary or delay differential equation, and a hybrid system of ordinary and partial differential equations describing the transverse vibration of a cantilevered Voigt-Kelvin viscoelastic beam with tip mass.
The method of space-time conservation element and solution element is a nontraditional numerical method designed from a physicist's perspective, i.e., its development is based more on physics than numerics. It uses only the simplest approximation techniques and yet is capable of generating nearly perfect solutions for a 2-D shock reflection problem used by Helen Yee and others. In addition to providing an overall view of the new method, we introduce a new concept in the design of implicit schemes, and use it to construct a highly accurate solver for a convection-diffusion equation. It is shown that, in the inviscid case, this new scheme becomes explicit and its amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, its principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme.
Abstract We present a data assimilation package for use with ocean circulation models in analysis, forecasting, and system evaluation applications. The basic functionality of the package is centered on a multivariate linear statistical estimation for a given predicted/background ocean state, observations, and error statistics. Novel features of the package include support for multiple covariance models, and the solution of the least squares normal equations either using the covariance matrix or its inverse—the information matrix. The main focus of this paper, however, is on the solution of the analysis equations using the information matrix, which offers several advantages for solving large problems efficiently. Details of the parameterization of the inverse covariance using Markov random fields are provided and its relationship to finite-difference discretizations of diffusion equations are pointed out. The package can assimilate a variety of observation types from both remote sensing and in situ platforms. The performance of the data assimilation methodology implemented in the package is demonstrated with a yearlong global ocean hindcast with a 1/4° ocean model. The code is implemented in modern Fortran, supports distributed memory, shared memory, multicore architectures, and uses climate and forecasts compliant Network Common Data Form for input/output. The package is freely available with an open source license from www.tendral.com/tsis/ .
The linearized Vlasov-Poisson system can be exactly solved using the G-transform, an integral transform introduced in Morrison and Pfirsch [Phys. Fluids B 4, 3038–3057 (1992)] and Morrison [Phys. Plasmas 1, 1447 (1994); Transp. Theory Stat. Phys. 29, 397 (2000)] that removes the electric field term, leaving a simple advection equation. We investigate how this integral transform interacts with the Fokker-Planck collision operator. The commutator of this collision operator with the G-transform (the “shielding term”) is shown to be negligible. We exactly solve the advection-diffusion equation without the shielding term. This solution determines when collisions dominate and when advection (i.e., Landau damping) dominates. This integral transform can also be used to simplify gyro-/drift-kinetic equations. We present new gyrofluid equations formed by taking moments of the G-transformed equation. Since many gyro-/drift-kinetic codes use Hermite polynomials as base elements, we include an explicit calculation of their G-transform
The generation and collection of charge carriers created during the passage of energetic protons through a silicon photodiode array are modeled. Pulse height distributions of noise charge collected during exposure of a digicon type diode array to 21 and 75 MeV protons were obtained. The magnitude of charge collected by a diode from each proton event is determined not only by diffusion, but by statistical considerations involving the ionization process itself. Utilizing analytical solutions to the diffusion equation for transport of minority carriers, together with the Vavilov theory of energy loss fluctuations in thin absorbers, simulations of the pulse height spectra which follow the experimental distributions fairly well are presented and an estimate for the minority carrier diffusion length L sub d is provided.
Here, we present a high-order sharp treatment of immersed moving domain boundaries and material interfaces, and apply it to the advection-diffusion equation in two and three dimensions. The spatial discretization combines dimension-split finite difference schemes with an immersed boundary treatment based on a weighted least-squares reconstruction of the solution, providing stable discretizations with up to sixth order accuracy for diffusion terms and third order accuracy for advection terms. The temporal discretization relies on a novel strategy for maintaining high-order temporal accuracy in problems with moving boundaries that minimizes implementation complexity and allows arbitrary explicit or diagonally-implicit Runge-Kutta schemes. The approach is broadly compatible with popular PDE-specialized Runge-Kutta time integrators, including low-storage, strong stability preserving, and diagonally implicit schemes. Through numerical experiments we demonstrate that the full discretization maintains high-order spatial and temporal accuracy in the presence of complex 3D geometries and for a range of boundary conditions, including Dirichlet, Neumann, and flux conditions with large jumps in coefficients.
Ultrafast microscopy methods traditionally assume a Gaussian profile to extract excited state diffusivities from transport measurements. Although this fitting method recovers accurate diffusion coefficients when the point spread function is well-represented by a Gaussian, even minor spatial aberrations introduced by the imaging system cause significant errors in the determined value. To provide a more accurate measure of excited state transport in nano- and microscale materials systems, in this work an alternative analysis protocol is proposed that numerically convolves the Green’s function solution to the diffusion equation with the experimentally measured point spread function. In contrast to the Gaussian fitting approach, the numerical convolution is shown to be robust against artifacts caused by nonideal point spread functions. Furthermore, the numerical convolution approach is highly effective at resolving anisotropic diffusion in modeled data.
One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.
A series of Hg(1-x)Cd(x)Te alloy crystals was grown by directional solidification with compositions ranging from x = 0.2 to x = 0.4. The measured axial compositional profiles were interpreted in terms of an exact numerical solution of the appropriate diffusion equation that takes into account both the variations of the segregation coefficient and solidification rate with composition. The solutions for all growth rates agree generally well with the experimental data, and confirm earlier observations that employed approximate analytical solutions. The effective mass diffusion coefficients showed no significant composition or melt temperature dependence. Slightly higher diffusion coefficients were obtained, however, for the highest growth rates.
The transient behavior of a nitric oxide trail deposited at approximately 60 km altitude is studied by the solution of the appropriate multidimensional diffusion equation which includes terms representing the effects of wind shear. Similar analysis is then carried out for the situation in the stratosphere. Trail behavior is found to be relatively independent of altitude and background ozone, but strongly dependent on the magnitude of eddy diffusity and the initial nitric oxide concentration. The nitric oxide trail reacts with ambient ozone to form nitrogen dioxide. For a trail 100 m initial radius, an ozone hole will form to a maximum size in 4 to 6 hours and then decay. The overall recovery time of the atmosphere following the creation of the trail is less than 12 hours.
Numerical solutions are presented for the propagation of solar cosmic rays in interplanetary space, including the effects of pitch-angle scattering and adiabatic focusing. The intensity-time profiles can be well fitted by a simple radial spatial diffusion equation with scattering mean-free path lambda(fit). The radial mean-free path so obtained is significantly larger than the true scattering mean-free path for low-rigidity particles due to both adiabatic focusing and the inapplicability of the diffusive approximation early in the event. The well-known discrepancy between lambda(fit) and the theoretical predictions may be resolved by these calculations.
Mass transfer of a gas through a selective, solid membrane is an effective method for separation of desired species. This selective permeability is evident in the flow of hydrogen and the isotope deuterium through palladium-silver metal alloy media. In this study, based upon Sieverts’s law and the Arrhenius diffusion equation, an empirical correlation was developed to determine the steady-state permeation rate R, dependence on media temperature T, gas supply pressure p(sub S), and gas backpressure p(sub B) on the lower pressure side. Because of an extensive range of experimental conditions and complete reporting of raw data, the research by Ackerman and Koskinas was used as a source for data allowing empirical equation fitting. Unfortunately, those authors reported best-fit equations that poorly represented their own results. To improve the modeling of the original data and demonstrate the quality of the measurements, the current study develops improved hydrogen and deuterium permeation rate equations: P = 4.22×10(exp −6) A[exp(−704/T)](sq. root p(sub S) − sq. root p(sub B))/t for hydrogen P = 2.12×10(exp −6) A[exp(−468/T )](sq. root p(sub S) − sq. root p(sub B))/t for deuterium for values of cross-sectional area A (sq.cm), medium thickness t (cm), pressure p (psia), and temperature T (Kelvin), giving a permeation rate in mole/minute. These equations model permeation rate data more closely than do several other existing literature sources.
We analyze overlapping multiplicative Schwarz methods as smoothers in the geometric multigrid solution of two-dimensional anisotropic diffusion problems. For diffusion equations, it is well known that the smoothing properties of point-wise smoothers, such as Gauss Seidel, rapidly deteriorate as the strength of anisotropy increases. On the other hand, global smoothers based on line smoothing are known to generally provide good smoothing for diffusion problems, independent of the anisotropy strength. Here, a natural question is whether global methods are really necessary to achieve good smoothing in such problems, or whether it can be obtained with locally overlapping block smoothers using sufficiently large blocks and overlap. Through local Fourier analysis and careful numerical experimentation, we show that global methods are indeed necessary to achieve anisotropy-robust smoothing. Specifically, for any fixed block size bounded sufficiently far away from the global domain size, we find that the smoothing properties of overlapping multiplicative Schwarz rapidly deteriorate with increasing anisotropy, irrespective of the amount of overlap between blocks. Moreover, our results indicate that anisotropy-robust smoothing requires blocks of diameter 𝒪(𝜖 −1/2 ) for anisotropy ratio 𝜖 ∈(0,1] .
Several aspects of the problem of high-energy ions in the Jovian magnetosphere are addressed. Voyager observations pertaining to the problem of high-energy ions in the magnetosphere are summarized, and the charge exchange emission of fast neutral sulfur and oxygen atoms and their subsequent recapture by electron impact, charge exchange, and photoionization is considered. Solutions are given to the diffusion equation assuming a source of ions injected with a gyroenergy corresponding to pickup in the middle and outer magnetosphere. It is concluded that no reasonable model parameters exist to produce the required steep spectra of the particle observations with only pickup and adiabatic radial diffusion included. A local acceleration mechanism based on nonadiabatic wave-particle interactions is needed. The assumptions and model predictions of stochastic acceleration by MHD turbulence for the Jovian magnetosphere are described. The model makes a specific correspondence between MHD wave spectrum properties and particle spectrum properties at energies above the Alfven energy.