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63 records · Page 4

Analytical solutions of a class of multidimensional Fokker-Planck equations

Analytical representations of the solutions of Kolmogorov's forward (i.e., Fokker-Planck) and backward partial differential equations are obtained by employing Girsanov's (1960) transformation. The equations considered are restricted to those with the drift vector being the gradient of a function and the diffusion matrix being nonsingular and dependent upon time only.

Zhang, Weijian↗

Tidal evolution of globular clusters. I - Method

Tidal evolution of globular clusters is regulated by both Galactic tidal effects and internal relaxation processes. In order to investigate the tidal evolution of globular clusters, a numerical scheme which utilizes a Fokker-Planck approach as well as direct numerical integration of the restricted three-body problem is developed. In the inner regions of the cluster, stellar orbits are mapped with the cluster's gravitational potential and orbit-averaged diffusion coefficients. In the outer regions, the Galactic tidal field is explicitly included in the direct orbital integration. This method is presented here with some tests on King-Michie models.

Oh, K. S.↗

A dynamic model for the time evolution of the modulated cosmic ray spectrum

A recently developed model predicts an energy dependent phase lag in the modulated cosmic ray density U(t) given by U(t) approximately equal to US (t - tau) where US is the solution to the Fokker-Planck equation under time independent conditions and tau is the average time spent by particles inside the modulating region. The delay times tau are functions of modulating parameters R (the radius of the modulating cavity), V (the solar wind velocity), and K (the effective average diffusion-coefficient which is a function of energy). This model is applied to predict the time evolution of the modulated cosmic ray proton spectrum over a simulated solar cycle. A modulation produced mostly by varying R over the solar cycle is less consistent with the observations.

Ogallagher, J. J.↗

Kinetic description of electron beams in the solar chromosphere

We formulate the relativistic Fokker-Plank equation for a beam of accelerated electrons interacting with a partially ionized plasma. In our derivation we conserved those terms contributing to velocity diffusion and found that this effect cannot be neglected a priori. We compute the terms accounting for elastic and inelastic collisions with neutral hydrogen and helium. Collisions with neutral hydrogen are found to be dominant throughout the chromosphere, except at the uppermost layers close to the transition region. As an application, we compute the loss of energy and momentum for a power-law beam impinging on the solar chromosphere, for a particular case in which the Fokker-Planck equation can be integrated analytically. We find that most of the beam energy is deposited in a relatively thin region of the chromosphere, a result which is largely insensitive to the theoretical method employed to compute the energy deposition rate.

Gomez, Daniel O.↗

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.↗

Dynamical Signatures of Living Systems

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

Zak, M.↗

Inertial Effects in Suspension Dynamics

The present work analyses the dynamics of a suspension of heavy particles in shear flow. The magnitude of the particle inertia is given by the Stokes number St = m(gamma/6(pi)a, which is the ratio of the viscous relaxation time of a particle tau(sub p) = m=6pi(eta)a to the flow time gamma(sup -1). Here, m is the mass of the particle, a is its size, eta is the viscosity of the suspending fluid and gamma is the shear rate. The ratio of the Stokes number to the Reynolds number, Re = (rho)f(gamma)a(exp 2)/eta, is the density ratio rho(sub p)/rho(sub f). Of interest is to understand the separate roles of particle (St) and fluid (Re) inertia in the dynamics of suspensions. In this study we focus on heavy particles, rho(sub p)/rho(sub f) much greater than 1, for which the Stokes number is finite, but the Reynolds number is sufficiently small for inertial forces in the fluid to be neglected; thus, the fluid motion is governed by the Stokes equations. On the other hand, the probability density governing the statistics of the suspended particles satisfies a Fokker-Planck equation that accounts for both configuration and momentum coordinates, the latter being essential for finite St. The solution of the Fokker-Planck equation is obtained to O(St) via a Chapman-Enskog type-procedure, and the conditional velocity distribution so obtained is used to derive a configuration-space Smoluchowski equation with inertial corrections. The inertial effects are responsible for asymmetry in the relative trajectories of two spheres in shear flow, in contrast to the well known symmetric structure in the absence of inertia. Finite St open trajectories in the plane of shear suffer a downward lateral displacement resulting from the inability of a particle of finite mass to follow the curvature of the zero-Stokes-number pathlines. In addition to the induced asymmetry, the O(St) inertial perturbation dramatically alters the nature of the near-field trajectories. The stable closed orbits (for St = 0) in the plane of shear now spiral in, approaching particle-particle contact in the limit. All trajectories starting from an initial offset of O(St(sup 1/2) or less (which remain open for St = 0) also spiral in. The asymmetry of the trajectories leads to a non-Newtonian rheology and diffusive behavior. The latter because a given particle (moving along a finite St open trajectory) suffers a net displacement in the transverse direction after a single interaction. A sequence of such uncorrelated displacements leads to the particle executing a random walk. The inertial diffusivity tensor is anisotropic on account of differing strengths of interaction in the gradient and vorticity directions. Since the entire region (constituting an in finite area) of closed orbits in the plane of shear spirals onto contact for #finite St, the latter represents a singular surface for the pair-distribution function. The exact form of the pair-distribution function at contact is still, however, indeterminate in the absence of non-hydrodynamic effects. It should also be noted that finite St non-rectilinear flows do not support a spatially uniform number density owing to the cross-streamline inertial migration of particles.

J. F. Brady↗