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Results for “CHAPMAN-KOLMOGOROV 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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16 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Generalized master equation for particle transport in binary random media with renewal statistics

Particle transport in binary stochastic mixtures is classically modeled assuming Markovian or exponential mixing statistics but in many applications material memory invalidates the Markov assumption. For non-Markovian mixing characterized by alternating renewal processes, a transport-theoretic framework is presented that provides an exact description of transport in nonscattering random binary media with general non-exponential statistics. Our approach is to Markovianize the problem by augmenting the {material type, particle flux} state space with the age or distance from the last interface. A Chapman-Kolmogorov equation is formulated for the joint probability density of the material type, particle flux, and age, and subsequently reduced to a generalized Master equation (GME) in differential form. This constitutes the primary result of this work. A state-updating Monte Carlo algorithm consistent with the GME is developed and benchmarked against analytical solutions for multiple chord-length laws. For purely absorbing renewal statistical media, the GME reproduces analytical benchmarks for the equilibrium age distribution, interior mean/variance of material-conditioned fluxes, and boundary transmittance. Simulations further demonstrate that a Markov (exponential) approximation of non-exponential statistics can introduce large errors in transmittance and interior flux profiles. Lastly, the reintroduction of memory due to scattering is briefly addressed through heuristic considerations.

Fluctuations & noise↗
DOE OSTI2014

Barkhausen discontinuities and hysteresis of ferromagnetics: New stochastic approach

The magnetization of ferromagnetic material is considered as periodically inhomogeneous Markov process. The theory assumes both statistically independent and correlated Barkhausen discontinuities. The model, based on the chain evolution-type process theory, assumes that the domain structure of a ferromagnet passes successively the steps of: linear growing, exponential acceleration and domains annihilation to zero density at magnetic saturation. The solution of stochastic differential Kolmogorov equation enables the hysteresis loop calculus.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Stochastic differential equation model to Prendiville processes

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

The theory of stochastic cosmological lensing

On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new formalism to deal with small-scale lensing as a diffusion process: the Sachs and Jacobi equations governing the propagation of narrow light beams are treated as Langevin equations. We derive the associated Fokker-Planck-Kolmogorov equations, and use them to deduce general analytical results on the mean and dispersion of the angular distance. This formalism is applied to random Einstein-Straus Swiss-cheese models, allowing us to: (1) show an explicit example of the involved calculations; (2) check the validity of the method against both ray-tracing simulations and direct numerical integration of the Langevin equation. As a byproduct, we obtain a post-Kantowski-Dyer-Roeder approximation, accounting for the effect of tidal distortions on the angular distance, in excellent agreement with numerical results. Besides, the dispersion of the angular distance is correctly reproduced in some regimes.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2015

Recurrent dynamics in an epidemic model due to stimulated bifurcation crossovers

Epidemics are known to persist in the form of recurrence cycles. Despite intervention efforts through vaccination and targeted social distancing, peaks of activity for infectious diseases like influenza reappear over time. Analysis of a stochastic model is here undertaken to explore a proposed cycle-generating mechanism – the bifurcation crossover. Time series from simulations of the model exhibit oscillations similar to the temporal signature of influenza activity. Power-spectral density indicates a resonant frequency, which corresponds to the annual seasonality of influenza in temperate zones. The study finds that intervention actions influence the extinguishability of epidemic activity. Asymptotic solution to a backward Kolmogorov equation corresponds to a mean extinction time that is a function of both intervention efficacy and population size. Intervention efficacy must be greater than a certain threshold to increase the chances of extinguishing the epidemic. Agreement of the model with several phenomenological features of epidemic cycles lends to it a tractability that may serve as early warning of imminent outbreaks.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Effect of Sn Doping on the Crystallization Kinetics of Amorphous TlInS{sub 2} Films

The crystallization of amorphous Sn-doped TlInS{sub 2} films into three polymorphs has been studied by kinematic electron diffraction. The results demonstrate that the crystallization of 30-nm-thick amorphous films produced by thermal evaporation in high vacuum can be described by the Avrami–Kolmogorov equation: V{sub τ} = V{sub 0}[1–exp(–kτ{sup m})]. Kinematic electron diffraction patterns of the TlIn{sub 1–х}Sn{sub x}S{sub 2} films have been used to assess the effect of doping with Sn on the growth dimensionality and the activation energy for the crystallization of the amorphous films and the unit-cell parameters of the resultant crystalline materials. Doping extends the temperature range and effective activation energy for the crystallization of the amorphous films.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2018

Problem of Identification of Phase Transformation Models Used in Simulations of Steels Processing

Accuracy of phase transformation models depends on the correctness of coefficients evaluation, adequate to the investigated material. Dilatometric tests combined with the inverse analysis are used to perform identification. Since the problem is nonlinear, analytical approach is not possible and the inverse solution is transferred into the optimization task. It leads to difficulties typical for optimization of multivariable function such as local minima and lack of proof of the uniqueness. The problem of the effectiveness and uniqueness of the inverse algorithms used for identification of phase transformation models for steels was investigated for two models. The first was a modified JMAK (Johnson–Mehl–Avrami–Kolmogorov) equation. The second was an upgrade of the Leblond equation, in which second-order derivative of the volume fraction with respect to time was introduced. In classical identification, the result for one transformation depends on the coefficients for the remaining transformations and optimization has to be performed several times until the compatibility between transformations is reached. To avoid encountered problems, complex optimization simultaneously for all coefficients in the models was performed. This approach was based on nature-inspired optimization techniques. Models with identified coefficients for various steels were validated in simulations of industrial processes of laminar cooling and continuous annealing of strips.

36 MATERIALS SCIENCE↗
DOE OSTI2015

Delay-induced stochastic bifurcations in a bistable system under white noise

In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochastic P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Optimal control of mathematical models for the radiotherapy of gliomas: the scalar case

This paper deals with the optimal control of a mathematical model of glioma progression incorporating the basic facts of the evolution of primary brain tumors. We will consider a model of the simplest possible kind, based on the Fischer-Kolmogorov equations, using ideas from Pérez-García (Mathematical models for the radiotherapy of gliomas (preprint), 2016). The control is the 2n-tuple (t{sub 1},..., t{sub n}; d{sub 1},..., d{sub n}), where d{sub i} is the i-th applied radiotherapy dose an t{sub i} is the i-th administration for 1 ≤ i ≤ n. We search for controls that maximize the survival time, that is, the time at which the tumor mass reaches a critical value M{sub ∗}, over the class of admissible radiation times and doses. We present theoretical and numerical results that justify the relevance of the model and the existence of potential medical applications.

62 RADIOLOGY AND NUCLEAR MEDICINE↗
DOE OSTI2015

Hybrid approaches for multiple-species stochastic reaction–diffusion models

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Time evolution analysis of the electron distribution in Thomson/Compton back-scattering

We present the time evolution of the energy distribution of a relativistic electron beam after the Compton back-scattering with a counter-propagating laser field, performed in the framework of the Quantum Electrodynamics, by means of the code CAIN. As the correct angular distribution of the spontaneous emission is accounted, the main effect is the formation of few stripes, followed by the diffusion of the more energetic particles toward lower values in the longitudinal phase space. The Chapman-Kolmogorov master equation gives results in striking agreement with the numerical ones. An experiment on the Thomson source at SPARC-LAB is proposed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Momentum conserving Brownian dynamics propagator for complex soft matter fluids

We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗