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We estimate distances between stationary solutions to Fokker–Planck–Kolmogorov equations with different diffusion and drift coefficients. To this end we study the Poisson equation on the whole space. We have obtained sufficient conditions for stationary solutions to satisfy the Poincaré and logarithmic Sobolev inequalities.
A new open-source code for the simulation of the diffusion flamelet equations is proposed. Emphasis is placed on using an approximate Jacobian to reduce the computational cost of the matrix operations. Performance of the proposed solvers is tested by performing flamelet calculations with kinetic mechanisms of varying sizes. For the unity Lewis number equations, the present iterative Newton solver using an approximate Jacobian greatly outperforms direct Newton solvers using exact Jacobians. The computation cost scales linearly with the number of species, leading to a reduction in solution times by two orders of magnitude for mechanisms containing thousands of species. The applicability of the Jacobian approximations to the solution of the non-unity Lewis number flamelet equations is assessed. The approximations are generally inadequate to solve the full non-unity Lewis number equations but can be used in some applications depending on the balance of terms in the flamelet equations. As an example, the flamelet solver is applied to the study of sooting tendencies in laminar co-flow diffusion flames where modified non-unity Lewis number flamelet equations, previously shown to accurately reproduce experimentally-measured Yield Sooting Indices (YSI), are solved. Here, the accelerated flamelet solver is well suited for sensitivity analysis and uncertainty quantification with large detailed kinetic mechanisms, tasks for which the computational cost was previously prohibitive.
This study newly proposes a heterogeneous core calculation method based on local/global iteration using proper orthogonal decomposition (POD). By using the singular value decomposition (SVD) and the low-rank approximation, appropriate POD bases for expanding the neutron flux can be obtained from snapshot data of the neutron flux obtained by fine mesh calculations. By projection using the POD bases, the dimension of the target equation (e.g., discretized neutron diffusion equation) can be dramatically reduced. In the proposed method, POD is effectively applied to each single assembly calculation (local calculation). Furthermore, using the local/global iteration, the effective neutron multiplication factor and the neutron flux distribution in the whole core geometry can be obtained by combining the numerical results of the local calculation for each fuel assembly and the global calculation for the whole core. As a feasibility study, the proposed method is applied to a one-dimensional heterogeneous core analysis, and the accuracy is investigated by changing the total number of POD bases. (authors)
The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates that are uniform with respect to initial data taken in a bounded set of a weighted L{sup 2} space, and where dependencies on the mean-free path τ and the Debye length δ are made explicit. In our analysis the mean free path covers the full range of possible values: from the regime of evanescent collisions τ→∞ to the strongly collisional regime τ→0. As a counterpart, the largeness of the Debye length, that enforces a weakly nonlinear regime, is used to close our nonlinear estimates. Accordingly we pay a special attention to relax as much as possible the τ-dependent constraint on δ ensuring exponential decay with explicit τ-dependent rates towards the stationary solution. In the strongly collisional limit τ→0, we also examine all possible asymptotic regimes selected by a choice of observation time scale. Here also, our emphasis is on strong convergence, uniformity with respect to time and to initial data in bounded sets of a L{sup 2} space. Our proofs rely on a detailed study of the nonlinear elliptic equation defining stationary solutions and a careful tracking and optimization of parameter dependencies of hypocoercive/hypoelliptic estimates.
Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree. While effective for relatively short-term time integration, when long time integration of the time-dependent PDEs is sought, the time–space domain may become arbitrarily large and hence training of the neural network may become prohibitively expensive. To this end, we develop a parareal physics-informed neural network (PPINN), hence decomposing a long-time problem into many independent short-time problems supervised by an inexpensive/fast coarse-grained (CG) solver. In particular, the serial CG solver is designed to provide approximate predictions of the solution at discrete times, while initiate many fine PINNs simultaneously to correct the solution iteratively. There is a two-fold benefit from training PINNs with small-data sets rather than working on a large-data set directly, i.e., training of individual PINNs with small-data is much faster, while training the fine PINNs can be readily parallelized. Consequently, compared to the original PINN approach, the proposed PPINN approach may achieve a significant speed-up for long-time integration of PDEs, assuming that the CG solver is fast and can provide reasonable predictions of the solution, hence aiding the PPINN solution to converge in just a few iterations. To investigate the PPINN performance on solving time-dependent PDEs, we first apply the PPINN to solve the Burgers equation, and subsequently we apply the PPINN to solve a two-dimensional nonlinear diffusion–reaction equation. Furthermore, our results demonstrate that PPINNs converge in a few iterations with significant speed-ups proportional to the number of time-subdomains employed.
We develop a multicomponent hydrodynamic model based on moments of the Born–Bogolyubov–Green–Kirkwood–Yvon hierarchy equations for physical conditions relevant to astrophysical plasmas. These equations incorporate strong correlations through a density functional theory closure, while transport enters through a relaxation approximation. This approach enables the introduction of Coulomb coupling correction terms into the standard Burgers equations. The diffusive currents for these strongly coupled plasmas is self-consistently derived. The settling of impurities and its impact on cooling can be greatly affected by strong Coulomb coupling, which we show can be quantified using the direct correlation function.
We develop a new numerical scheme for solving the radiative transfer equation in a spherically symmetric system. This scheme does not rely on any kind of diffusion approximation, and it is accurate for optically thin, thick, and intermediate systems. In the limit of a homogeneously distributed extinction coefficient, our method is very accurate and exceptionally fast. We combine this fast method with a slower but more generally applicable method to describe realistic problems. We perform various test calculations, including a simplified protostellar collapse simulation. We also discuss possible future improvements.
A new numerical framework for solving conservation laws is being developed. This new approach differs substantially from the well established methods, i.e., finite difference, finite volume, finite element and spectral methods, in both concept and methodology. The key features of the current scheme include: (1) direct discretization of the integral forms of conservation laws, (2) treating space and time on the same footing, (3) flux conservation in space and time, and (4) unified treatment of the convection and diffusion fluxes. The model equation considered in the initial study is the standard one dimensional unsteady constant-coefficient convection-diffusion equation. In a stability study, it is shown that the principal and spurious amplification factors of the current scheme, respectively, are structurally similar to those of the leapfrog/DuFort-Frankel scheme. As a result, the current scheme has no numerical diffusion in the special case of pure convection and is unconditionally stable in the special case of pure diffusion. Assuming smooth initial data, it will be shown theoretically and numerically that, by using an easily determined optimal time step, the accuracy of the current scheme may reach a level which is several orders of magnitude higher than that of the MacCormack scheme, with virtually identical operation count.
We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.
Smoothed Particle Hydrodynamics (SPH) is a Lagrangian method based on a meshless discretization of partial differential equations. In this review, we present SPH discretization of the Navier-Stokes and Advection-Diffusion-Reaction equations, implementation of various boundary conditions, and time integration of the SPH equations, and we discuss applications of the SPH method for modeling pore-scale multiphase flows and reactive transport in porous and fractured media.
The development of non-aqueous reverse osmosis separations via the use of rigid microporous membrane materials suggests that flux equations originally developed for swellable polymeric membranes should be revisited. This paper demonstrates that the gradient of fractional occupancy of penetrant molecules within the micropores of the membrane is the driving force for permeation without requiring assumptions about pressure within the membrane. Flux equations are derived using both Fickian and Maxwell-Stefan approaches, and different behavior in the permeate flux versus upstream hydraulic pressure relationship is shown to arise as a result of differences in the loading dependence of the single component Maxwell-Stefan diffusivity. Molecular modeling results available in the literature and experimental data obtained from carbon molecular sieve (CMS) membranes showcase that these loading-dependent changes in the Maxwell-Stefan diffusivity are possible. This loading dependence is separated into three regimes: so-called “weak confinement” diffusion and “strong confinement” diffusion, both of which have been discussed at length in the literature, and a new “hybrid confinement” diffusion, which is introduced here. Furthermore, the separation mechanism of solvent molecules through a rigid bimodally microporous membrane is studied using xylene molecules passing through CMS membranes fabricated under different conditions as examples. Altogether, this study provides fundamental insight and guidance into osmotically-moderated sorption-diffusion transport of solvent molecules through rigid microporous membranes.
Diffuse optical tomography (DOT) using near-infrared light is a promising tool for non-invasive imaging of deep tissue. This technique is capable of quantitative reconstruction of absorption (μ{sub a}) and scattering coefficient (μ{sub s}) inhomogeneities in the tissue. The rationale for reconstructing the optical property map is that the absorption coefficient variation provides diagnostic information about metabolic and disease states of the tissue. The aim of DOT is to reconstruct the internal tissue cross section with good spatial resolution and contrast from noisy measurements non-invasively. We develop a region-of-interest scanning system based on DOT principles. Modulated light is injected into the phantom/tissue through one of the four light emitting diode sources. The light traversing through the tissue gets partially absorbed and scattered multiple times. The intensity and phase of the exiting light are measured using a set of photodetectors. The light transport through a tissue is diffusive in nature and is modeled using radiative transfer equation. However, a simplified model based on diffusion equation (DE) can be used if the system satisfies following conditions: (a) the optical parameter of the inhomogeneity is close to the optical property of the background, and (b) μ{sub s} of the medium is much greater than μ{sub a} (μ{sub s} > > μ{sub a}). The light transport through a highly scattering tissue satisfies both of these conditions. A discrete version of DE based on finite element method is used for solving the inverse problem. The depth of probing light inside the tissue depends on the wavelength of light, absorption, and scattering coefficients of the medium and the separation between the source and detector locations. Extensive simulation studies have been carried out and the results are validated using two sets of experimental measurements. The utility of the system can be further improved by using multiple wavelength light sources. In such a scheme, the spectroscopic variation of absorption coefficient in the tissue can be used to arrive at the oxygenation changes in the tissue.
Neural operators have recently become popular tools for designing solution maps between function spaces in the form of neural networks. Differently from classical scientific machine learning approaches that learn parameters of a known partial differential equation (PDE) for a single instance of the input parameters at a fixed resolution, neural operators approximate the solution map of a family of PDEs [6, 7]. Despite their success, the uses of neural operators are so far restricted to relatively shallow neural networks and confined to learning hidden governing laws. In this work, we propose a novel nonlocal neural operator, which we refer to as nonlocal kernel network (NKN), that is resolution independent, characterized by deep neural networks, and capable of handling a variety of tasks such as learning governing equations and classifying images. Our NKN stems from the interpretation of the neural network as a discrete nonlocal diffusion reaction equation that, in the limit of infinite layers, is equivalent to a parabolic nonlocal equation, whose stability is analyzed via nonlocal vector calculus. The resemblance with integral forms of neural operators allows NKNs to capture long-range dependencies in the feature space, while the continuous treatment of node-to-node interactions makes NKNs resolution independent. The resemblance with neural ODEs, reinterpreted in a nonlocal sense, and the stable network dynamics between layers allow for generalization of NKN’s optimal parameters from shallow to deep networks. This fact enables the use of shallow-to-deep initialization techniques [8]. Our tests show that NKNs outperform baseline methods in both learning governing equations and image classification tasks and generalize well to different resolutions and depths.
In this paper we show the extension of the Nonlinear-Diffusion Acceleration (NDA) to geometries containing small voids using a weighted least-squares (WLS) high order equation. Even though the WLS equation is well defined in voids, the low-order drift diffusion equation was not defined in materials with a zero cross section. This paper derives the necessary modifications to the NDA algorithm. We show that a small change to the NDA closure term and a non-local definition of the diffusion coefficient solve the problems for voids regions. These changes do not affect the algorithm for optical thick material regions, while making the algorithm well defined in optically thin ones. We use a Fourier analysis to perform an iterative analysis to confirm that the modifications result in a stable and efficient algorithm. Numerical results of our method will be presented in the second part of the paper. We test this formulation with a small, one-dimensional test problem. Additionally we present results for a modified version of the C5G7 benchmark containing voids as a more complex, reactor like problem. We compared our results to PDT, Texas A&M’s transport code, utilizing a first order discontinuous formulation as reference and the self-adjoint angular flux equation with void treatment (SAAFτ ), a different second order form. The results indicate, that the NDA WLS performed comparably or slightly worse then the asymmetric SAAFτ , while maintaining a symmetric discretization matrix.
The multiscale model of pearlitic transformation, including the finite element solution of the second Fick’s equation with moving boundary in the microscale and Fourier equation in the macroscale, is presented in this paper. According to the mixed-mode approach, both the volume diffusion and the interface mobility were considered. Model describes sidewise and frontal growth of cementite and ferrite plates in a single grain of the austenite. Assessment of the possibility of the developed model application to determine the key parameters in terms of strength properties of pearlitic steel, i.e., pearlite grain size and colony size as well as interlamellar spacing for various cooling conditions, was the main aim of this work. The model was validated and verified on the basis of experimental tests performed for two eutectoid steels. In practice, developed model can support design process for a technology of high-strength rods and long products manufacturing. Rails were selected as a case study in this work, and therefore, numerical simulations of accelerated cooling of the rail head were performed and the relationship between the parameters of heat treatment, parameters of the structure and properties of the finished product was determined on the basis of obtained results.
A high-order Lagrangian-decoupling method is presented for the unsteady convection-diffusion and incompressible Navier-Stokes equations. The method is based upon: (1) Lagrangian variational forms that reduce the convection-diffusion equation to a symmetric initial value problem; (2) implicit high-order backward-differentiation finite-difference schemes for integration along characteristics; (3) finite element or spectral element spatial discretizations; and (4) mesh-invariance procedures and high-order explicit time-stepping schemes for deducing function values at convected space-time points. The method improves upon previous finite element characteristic methods through the systematic and efficient extension to high order accuracy, and the introduction of a simple structure-preserving characteristic-foot calculation procedure which is readily implemented on modern architectures. The new method is significantly more efficient than explicit-convection schemes for the Navier-Stokes equations due to the decoupling of the convection and Stokes operators and the attendant increase in temporal stability. Numerous numerical examples are given for the convection-diffusion and Navier-Stokes equations for the particular case of a spectral element spatial discretization.
An introductory treatment of the fundamentals of diffusion theory is presented, starting with molecular diffusion and leading up to the statistical methods of turbulent diffusion. A multilayer diffusion model, designed to permit concentration and dosage calculations downwind of toxic clouds from rocket vehicles, is described. The concepts and equations of diffusion are developed on an elementary level, with emphasis on atmospheric applications.
The article formulates the stability problem of the plasma sheath in the Tonks–Langmuir discharge. Using the kinetic description of the ion gas, i.e., the stability of the potential shape in the quasi-neutral pre-sheath regarding the high and low frequency, the perturbations are investigated. The electrons are assumed to be Maxwell–Boltzmann distributed. Regarding high-frequency perturbations, the pre-sheath is shown to be stable. The stability problem regarding low-frequency perturbations can be reduced to an analysis of the “diffusion like” equation, which results in the instability of the potential distribution in the pre-sheath. By means of the Particle in Cell simulations, also the nonlinear stage of low frequency oscillations is investigated. Comparing the figure obtained with the figure for linear stage, one can find obvious similarity in the spatial-temporal behavior of the potential.