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At least 37 records · Page 2

Simulation of Stochastic Processes by Coupled ODE-PDE

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

Zak, Michail↗

Ocean tide models for satellite geodesy and Earth rotation

A theory is presented which predicts tides in turbulent, self-gravitating, and loading oceans possessing linearized bottom friction, realistic bathymetry, and continents (at coastal boundaries no-flow conditions are imposed). The theory is phrased in terms of spherical harmonics, which allows the tide equations to be reduced to linear matrix equations. This approach also allows an ocean-wide mass conservation constraint to be applied. Solutions were obtained for 32 long and short period luni-solar tidal constituents (and the pole tide), including the tidal velocities in addition to the tide height. Calibrating the intensity of bottom friction produces reasonable phase lags for all constituents; however, tidal amplitudes compare well with those from observation and other theories only for long-period constituents. In the most recent stage of grant research, traditional theory (Liouville equations) for determining the effects of angular momentum exchange on Earth's rotation were extended to encompass high-frequency excitations (such as short-period tides).

Dickman, Steven R.↗

Kinetic theory of a two-dimensional magnetized plasma.

Several features of the equilibrium and nonequilibrium statistical mechanics of a two-dimensional plasma in a uniform dc magnetic field are investigated. The charges are assumed to interact only through electrostatic potentials. The problem is considered both with and without the guiding-center approximation. With the guiding-center approximation, an appropriate Liouville equation and BBGKY hierarchy predict no approach to thermal equilibrium for the spatially uniform case. For the spatially nonuniform situation, a guiding-center Vlasov equation is discussed and solved in special cases. For the nonequilibrium, nonguiding-center case, a Boltzmann equation, and a Fokker-Planck equation are derived in the appropriate limits. The latter is more tractable than the former, and can be shown to obey conservation laws and an H-theorem, but contains a divergent integral which must be cut off on physical grounds. Several unsolved problems are posed.

Vahala, G.↗

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.↗

A BBGKY framework for fluid turbulence

A framework is presented for a systematic kinetic theory of turbulence originating from the Liouville equation for the Fourier coefficients of fluid variables. The real and imaginary parts of these Fourier coefficients play the role that particle coordinates (positions and momenta) play in the BBGKY theory. The basic relations of the problem are the incompressible Navier-Stokes equations in two dimensions with zero viscosity, with the probability distributions of Fourier coefficients rather than moments being the basic variables of the theory. A kinetic equation is derived and shown to possess a number of requirements that any reasonable kinetic equation must have: conservation laws, positive-definite spectral densities, and an H-theorem. The major lack in the theory is any reliable information on the relaxation predicted by the complicated linear operator H. Closure of the hierarchy is achieved by the hypothesis that the five-coefficient correlation function is negligible. Problems associated with inclusion of viscosity and external driving forces are discussed.

Montgomery, D.↗

Adiabatic particle motion in a nearly drift-free magnetic field: Application to the geomagnetic tail

The guiding center motion of particles in a nearly drift free magnetic field is analyzed in order to investigate the dependence of mean drift velocity on equatorial pitch angle, the variation of local drift velocity along the trajectory, and other properties. The mean drift for adiabatic particles is expressed by means of elliptic integrals. Approximations to the twice-averaged Hamiltonian W near z = O are derived, permitting simple representation of drift paths if an electric potential also exists. In addition, the use of W or of expressions for the longitudinal invariant allows the derivation of the twice averaged Liouville equation and of the corresponding Vlasov equation. Bounce times are calculated (using the drift-free approximation), as are instantaneous guiding center drift velocities, which are then used to provide a numerical check on the formulas for the mean drift.

Stern, D. P.↗

Time-varying linear systems and the theory of non-linear waves

The isospectral deformation of a Sturm-Liouville equation is extended to general linear time-varying systems and a method is described for determining the resulting nonlinear partial differential equations. Consideration is given to (1) isospectral deformation of I/O systems with boundary value conditions and (2) the spectral vector bundles attached to linear time-varying systems.

Hermann, R.↗

Scale covariant gravitation. V - Kinetic theory. VI - Stellar structure and evolution

A scale covariant kinetic theory for particles and photons is developed. The mathematical framework of the theory is given by the tangent bundle of a Weyl manifold. The Liouville equation is derived, and solutions to corresponding equilibrium distributions are presented and shown to yield thermodynamic results identical to the ones obtained previously. The scale covariant theory is then used to derive results of interest to stellar structure and evolution. A radiative transfer equation is derived that can be used to study stellar evolution with a variable gravitational constant. In addition, it is shown that the sun's absolute luminosity scales as L approximately equal to GM/kappa, where kappa is the stellar opacity. Finally, a formula is derived for the age of globular clusters as a function of the gravitational constant using a previously derived expression for the absolute luminosity.

Hsieh, S.-H.↗

Sturm-Liouville eigenproblems with an interior pole

The eigenvalues and eigenfunctions of self-adjoint Sturm-Liouville problems with a simple pole on the interior of an interval are investigated. Three general theorems are proved, and it is shown that as n approaches infinity, the eigenfunctions more and more closely resemble those of an ordinary Sturm-Liouville problem. The low-order modes differ significantly from those of a nonsingular eigenproblem in that both eigenvalues and eigenfunctions are complex, and the eigenvalues for all small n may cluster about a common value in contrast to the widely separated eigenvalues of the corresponding nonsingular problem. In addition, the WKB is shown to be accurate for all n, and all eigenvalues of a normal one-dimensional Sturm-Liouville equation with nonperiodic boundary conditions are well separated.

Boyd, J. P.↗

Theory and modeling of atmospheric turbulence, part 2

Two dimensional geostrophic turbulence driven by a random force is investigated. Based on the Liouville equation, which simulates the primitive hydrodynamical equations, a group-kinetic theory of turbulence is developed and the kinetic equation of the scaled singlet distribution is derived. The kinetic equation is transformed into an equation of spectral balance in the equilibrium and non-equilibrium states. Comparison is made between the propagators and the Green's functions in the case of the non-asymptotic quasi-linear equation to prove the equivalence of both kinds of approximations used to describe perturbed trajectories of plasma turbulence. The microdynamical state of fluid turbulence is described by a hydrodynamical system and transformed into a master equation analogous to the Vlasov equation for plasma turbulence. The spectral balance for the velocity fluctuations of individual components shows that the scaled pressure strain correlation and the cascade transfer are two transport functions that play the most important roles.

Chen, C. M.↗

Coherent laser excitation of Ba-137 and Ba-138

Computations are carried out for the 1S(6s2)-1P(6s,6p) coherent laser excitation of Ba-137 and Ba-138 in a magnetic field. Results are presented for both the steady-state and time-dependent excited-state populations of the Zeeman-split magnetic sublevels. The quantum-statistical Liouville-equation approach (for the reduced density matrix) is compared to the rate-equations approach. Significant differences are found between these, due to the interference between strongly overlapping lines (especially for Ba-137). The time-evolution profiles indicate that the Ba-137 transient time is much longer than that of Ba-138.

Lam, Kai-Shue↗

Dynamic ocean-tide effects on Earth's rotation

This article develops 'broad-band' Liouville equations which are capable of determining the effects on the rotation of the Earth of a periodic excitation even at frequencies as high as semi-diurnal; these equations are then used to predict the rotational effects of altimetric, numerical and 32-constituent spherical harmonic ocean-tide models. The rotational model includes a frequency-dependent decoupled core, the effects of which are especially marked near retrograde diurnal frequencies; and a fully dynamic oceanic response, whose effects appear to be minor despite significant frequency dependence. The model also includes solid-earth effects which are frequency dependent as the result of both anelasticity at long periods and the fluid-core resonance at nearly diurnal periods. The effects of both tidal inertia and relative angular momentum on Earth rotation (polar motion, length of day, 'nutation' and Universal Time) are presented for 32 long- and short-period ocean tides determined as solutions to the author's spherical harmonic tide theory. The lengthening of the Chandler wobble period by the pole tide is also re-computed using the author's full theory. Additionally, using the spherical harmonic theory, tidal currents and their effects on rotation are determined for available numerical and altimetric tide height models. For all models, we find that the effects of tidal currents are at least as important as those of tide height for diurnal and semi-diurnal constituents.

Dickman, S. R.↗

Stochastic solution to quantum dynamics

The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

John, Sarah↗

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↗

Optimal Control via Self-Generated Stochasticity

The problem of global maxima of functionals has been examined. Mathematical roots of local maxima are the same as those for a much simpler problem of finding global maximum of a multi-dimensional function. The second problem is instability even if an optimal trajectory is found, there is no guarantee that it is stable. As a result, a fundamentally new approach is introduced to optimal control based upon two new ideas. The first idea is to represent the functional to be maximized as a limit of a probability density governed by the appropriately selected Liouville equation. Then, the corresponding ordinary differential equations (ODEs) become stochastic, and that sample of the solution that has the largest value will have the highest probability to appear in ODE simulation. The main advantages of the stochastic approach are that it is not sensitive to local maxima, the function to be maximized must be only integrable but not necessarily differentiable, and global equality and inequality constraints do not cause any significant obstacles. The second idea is to remove possible instability of the optimal solution by equipping the control system with a self-stabilizing device. The applications of the proposed methodology will optimize the performance of NASA spacecraft, as well as robot performance.

Zak, Michail↗

Extension of Liouville Formalism to Postinstability Dynamics

A mathematical formalism has been developed for predicting the postinstability motions of a dynamic system governed by a system of nonlinear equations and subject to initial conditions. Previously, there was no general method for prediction and mathematical modeling of postinstability behaviors (e.g., chaos and turbulence) in such a system. The formalism of nonlinear dynamics does not afford means to discriminate between stable and unstable motions: an additional stability analysis is necessary for such discrimination. However, an additional stability analysis does not suggest any modifications of a mathematical model that would enable the model to describe postinstability motions efficiently. The most important type of instability that necessitates a postinstability description is associated with positive Lyapunov exponents. Such an instability leads to exponential growth of small errors in initial conditions or, equivalently, exponential divergence of neighboring trajectories. The development of the present formalism was undertaken in an effort to remove positive Lyapunov exponents. The means chosen to accomplish this is coupling of the governing dynamical equations with the corresponding Liouville equation that describes the evolution of the flow of error probability. The underlying idea is to suppress the divergences of different trajectories that correspond to different initial conditions, without affecting a target trajectory, which is one that starts with prescribed initial conditions.

Zak, Michail↗