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At least 19 records

Langevin and Fokker-Planck analyses for diffusion-mediated passing of circular and discorectangular species in two-dimensional channels

The propensity for pairs of diffusing species to pass each other within narrow channels or pores is of basic interest as a first-passage-type problem. It is also of relevance for solution-phase transport in nanoporous materials, and in particular for catalytic conversion reactions where high yield requires that product species can efficiently pass reactant species to exit the pores. Here, we analyze a two-dimensional model with nonoverlapping circular and discorectangular species confined to a rectangular channel, and where passing is mediated by Brownian dynamics in an implicit solvent. For narrower channels where passing is still possible, the discorectangle must align with the channel to pass the circular species. Behavior of the passing propensity, 𝑃, can be assessed by strongly damped Langevin simulations, or within an equivalent Fokker-Planck equation (FPE) formalism. The latter corresponds to a diffusion problem in a “higher-dimensional channel” with a constriction. We assess the variation of the passing propensity, 𝑃, for a broad range of channel width including its scaling just above the threshold where passing is sterically blocked. Analysis of 𝑃 versus the rotational diffusion coefficient 𝐷 𝑟 of the discorectangle reveals a significant decrease in 𝑃 for lower 𝐷 𝑟 for moderate channel width. This prompts a direct analysis of the regime where 𝐷 𝑟 → 0 , for which the FPE can be reduced to a three-dimensional diffusion problem, precise analysis of which is facilitated by adaptive-mesh finite element methods. The dependence of 𝑃 on the aspect ratio of the discorectangle is also assessed.

Rahman, Md Khaledur [Ames Laboratory (AMES), Ames,↗

Modulation of low energy cosmic rays

The power spectrum of the interplanetary magnetic field were tested, as well as the power spectrum-cosmic diffusion ray coefficient relation at low energies. A first order perturbation solution of the Fokker-Planck equation governing the diffusion, convection, and adiabatic deceleration of galactic cosmic rays in the solar medium was found to relate intensity fluctuations of low energy cosmic rays to local changes in the propagation parameters. Diffusion coefficients and their day to day variations were calculated from interplanetary magnetic field data obtained by Pioneer 6 in 1965/1966. These are compared to simultaneous observations by IMP 3 of the proton flux in three energy channels (20 to 40, 40 to 60, 60 to 80 MeV).

Sari, J. W.↗

Diffusion of rays in random media.

Fokker-Planck equation applied to probability density for finding rays larger than correlation distance during propagation in random medium

Liu, C. H.↗

Transport of solar flare protons: Comparison of a new analytic model with spacecraft measurements

An analytic solution was obtained to the complete Fokker-Planck equation including the effects of convection, interplanetary deceleration and acceleration, corotation, and anisotropic diffusion. The solution yields a time to maximum for the particle flux of about 10 h and an exponential decay time of about 5 h. Several solar flare particle events were observed with the solar and galactic cosmic ray experiment on OGO-6. Comparisons of the calculated time dependence of the fluxes with these observations of 1 to 70 MeV protons show that the model adequately describes both the rise and decay times.

Lupton, J. E.↗

Solar flare particle propagation: Comparision of a new analytic solution with spacecraft measurements

An analytic solution was obtained to the complete Fokker-Planck equation for solar flare particle propagation including the effects of convection, energy-change, corotation, and diffusion. It is assumed that the particles are injected impulsively at a single point in space, and that a boundary exists beyond which the particles are free to escape. Several solar flare particle events were observed with solar and galactic cosmic ray experiment aboard OGO 6. Detailed comparisons of the predictions of the solution with observations of 1 to 70 MeV protons show that the model adequately describes both the rise and decay times. The solution also yields a time evolution for the vector anisotropy which agrees well with reported observations.

Lupton, J. E.↗

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING↗