The operator method for solving the fractional Fokker-Planck equation

The operator method has been used to solve the fractional Fokker-Planck equation (FPE) which recently formulated as a model for the anomalous transport process. Two classes of special interest of fractional F-P equations coming from plasma physics and charged particle transport problem has been considered. It is shown that the mean square-displacement 〈x²(t)〉 satisfy the universal power law characterized the anomalous time evolution i.e. .     

Boundary element-free method for elastodynamics

The moving least-square approximation is discussed first. Sometimes the method can form an ill-conditioned equation system, and thus the solution cannot be obtained correctly. A Hilbert space is presented on which an orthogonal function system mixed a weight function is defined. Next the improved moving least-square approximation is discussed in detail. The improved method has higher computational efficiency and precision than the old method, and cannot form an ill-conditioned equation system. A boundary element-free method (BEFM) for elastodynamics problems is presented by combining the boundary integral equation method for elastodynamics and the improved moving least-square approximation. The boundary element-free method is a meshless method of boundary integral equation and is a direct numerical method compared with others, in which the basic unknowns are the real solutions of the nodal variables and the boundary conditions can be applied easily. The boundary element-free method has a higher computational efficiency and precision. In addition, the numerical procedure of the boundary element-free method for elastodynamics problems is presented in this paper. Finally, some numerical examples are given.     

范德波尔振子方程的格林函数解

应用传播子方法，求解福克－普朗克方程。应用局域谐振子势近似，计算格林函数。计算范德波尔振子方程的瞬态解。     

Boundary element-free method for elastodynamics

1 Introduction In recent years, more and more attention has been paid to researches on the meshless (or meshfree) method, which makes it a hot direction of computational mechanics[1,2]. The meshless method is the approximation based on nodes, then the large deformation and crack growth problems can be simulated with the method without the re-meshing technique. And the meshless method has some advantages over the traditional computa- tional methods, such as finite element method (FEM) and boun…     

Viscosity of Lennard-Jones fluid: Integral equation method

One of the most useful models to study the real systems is the Lennard-Jones (LJ) potential which has an attractive and repulsive part. In this work we use this potential model and examine the viscosity of one-component LJ fluids and LJ binary fluid mixtures. For this purpose, we apply the integral equation method and solve numerically the Ornstein-Zernike (OZ) integral equation by using the mean spherical approximation (MSA). Thus, we obtain the pair correlation functions to calculate the viscosity of these fluids. Finally, we compare our results with computer simulation results and the available experimental data and illustrate the ability of the LJ model to predict the results.     

The energy conserving particle-in-cell method

A new particle-in-cell (PIC) method, that conserves energy exactly, is presented. The particle equations of motion and the Maxwell’s equations are differenced implicitly in time by the midpoint rule and solved concurrently by a Jacobian-free Newton Krylov (JFNK) solver. Several tests show that the finite grid instability is eliminated in energy conserving PIC simulations, and the method correctly describes the two-stream and Weibel instabilities, conserving exactly the total energy. The computational time of the energy conserving PIC method increases linearly with the number of particles, and it is rather insensitive to the number of grid points and time step. The kinetic enslavement technique can be effectively used to reduce the problem matrix size and the number of JFNK solver iterations.     

Diffusion in a bistable potential: The functional integral approach

We study, with the help of the Onsager-Machlup functional integral approach, the distributionP of a single stochastic variable, the evolution of which is described by a Fokker-Planck equation with a first moment deriving from a bistable potential. We set up the approximation scheme appropriate, in this approach, to the limit of constant and small diffusion coefficient. Two regimes are to be distinguished: Very long times (Kramers regime) are treated within the frame of a free-instanton-molecule gas approximation, and at intermediate times (Suzuki regime) a standard semiclassical calculation is legitimate. We thus rederive exactly the results obtained from the mode expansion and WKB method.We dedicate this work to our colleagues Yuri Orlov and Robert Nazarian.     

Conditional quadrature method of moments for kinetic equations

Kinetic equations arise in a wide variety of physical systems and efficient numerical methods are needed for their solution. Moment methods are an important class of approximate models derived from kinetic equations, but require closure to truncate the moment set. In quadrature-based moment methods (QBMM), closure is achieved by inverting a finite set of moments to reconstruct a point distribution from which all unclosed moments (e.g. spatial fluxes) can be related to the finite moment set. In this work, a novel moment-inversion algorithm, based on 1-D adaptive quadrature of conditional velocity moments, is introduced and shown to always yield realizable distribution functions (i.e. non-negative quadrature weights). This conditional quadrature method of moments (CQMOM) can be used to compute exact N-point quadratures for multi-valued solutions (also known as the multi-variate truncated moment problem), and provides optimal approximations of continuous distributions. In order to control numerical errors arising in volume averaging and spatial transport, an adaptive 1-D quadrature algorithm is formulated for use with CQMOM. The use of adaptive CQMOM in the context of QBMM for the solution of kinetic equations is illustrated by applying it to problems involving particle trajectory crossing (i.e. collision-less systems), elastic and inelastic particle–particle collisions, and external forces (i.e. fluid drag).     

A unified approach for deriving kinetic equations in nonequilibrium statistical mechanics. II. Approximate results

The exact form for the kinetic equation derived by Mori, Fujisaka, and Shigematsu (MFS) is used to obtain several approximations better suited to be compared with macroscopic transport equations. Three approximations are discussed, namely, those known as the diagonal, the slow process, and the Markovian. The corresponding results are emphasized and their relationship is established. In particular, the Kramers-Moyal expansion for the Markovian kinetic equation is obtained from a microscopic basis.     

The kinetic boundary layer for the Fokker-Planck equation: Selectively absorbing boundaries

We study the joint distribution function for position and velocity of a Brownian particle near a wall. The wall absorbs all particles that hit it with sufficiently high velocity and reflects all slower ones, either specularly or diffusely. We determine in particular stationary distributions in the absence of external forces. Appreciable deviations from local equilibrium occur in a kinetic boundary layer near the wall; its details depend strongly on the way in which the slow particles are reflected. The resulting effective absorption rate is calculated and compared with the result of approximations analogous to the transition state theory of chemical reactions. The method used is a generalization of the one used in an earlier paper for the case of a completely absorbing wall; a numerical algorithm based on an expansion of the distribution function in terms of a presumably complete set of boundary layer solutions.     

Simulated Output Images of Near-Field Optics by Volume Integral Equation: Object Placed on the Dielectric Substrate

We investigated near-field optical (NFO) imaging characteristics of a small object placed on a dielectric slab by a computer-code using a three-dimensional volume integral equation with an effective iteration technique called the generalized minimal residual method. A simplified three-dimensional NFO microscope that consists of a small dielectric object placed on the dielectric substrate and a small dielectric sphere as a scanning probe-tip was considered. Calculating two-dimensional output images obtained from scattered far fields, we studied the effect of the substrate on NFO output images, the comparison of NFO output images with electrostatic field around the small object, the dependence of output image characteristics on the wavelength and the difference of imaging characteristics between incident plane waves and incident evanescent waves.     

Higher-order quadrature-based moment methods for kinetic equations

Kinetic equations containing terms for spatial transport, body forces, and particle–particle collisions occur in many applications (e.g., rarefied gases, dilute granular gases, fluid-particle flows). The direct numerical solution of the kinetic equation is usually intractable due to the large number of independent variables. A useful alternative is to reformulate the problem in terms of the moments of the velocity distribution function. Closure of the moment equations is challenging for flows sufficiently far away from the Maxwellian limit. In previous work, a quadrature-based third-order moment closure was derived for approximating solutions to the kinetic equation for arbitrary Knudsen number. A key component of quadrature-based closures is the moment-inversion algorithm used to find the non-negative weights and velocity abscissas. Here, a robust inversion procedure is proposed for three-component velocity moments up to ninth order. By reconstructing the velocity distribution function, the spatial fluxes in the moment equations are treated using a kinetic-based finite-volume solver. Because the quadrature-based moment method employs the moment transport equations directly instead of a discretized form of the kinetic equation, the mass, momentum and energy are conserved for arbitrary Knudsen and Mach numbers. The computational algorithm is tested for the Riemann shock problem and, for increasing Knudsen numbers (i.e. larger deviations from the Maxwellian limit), the accuracy of the moment closure is shown to be determined by the discrete representation of the spatial fluxes.     

The kinetic boundary layer for the Fokker-Planck equation with absorbing boundary

The Fokker-Planck equation for the distribution of position and velocity of a Brownian particle is a particularly simple linear transport equation. Its normal solutions and an apparently complete set of stationary boundary layer solutions can be determined explicitly. By a numerical algorithm we select linear combinations of them that approximately fulfill the boundary condition for a completely absorbing plane wall, and that approach a linearly increasing position space density far from the wall. Various aspects of these approximate solutions are discussed. In particular we find that the extrapolated asymptotic density reaches zero at a distance x_M beyond the wall. We find x_M=1.46 in units of the velocity persistence length of the Brownian particle. This study was motivated by certain problems in the theory of diffusion-controlled reactions, and the results might be used to test approximate theories employed in that field.     

Initial state dependence of nonlinear kinetic equations: The classical electron gas

The method of nonequilibrium cluster expansion is used to stydy the decay to equilibrium of a weakly coupled inhomogeneous electron gas prepared in a local equilibrium state at the initial time,t=0. A nonlinear kinetic equation describing the long time behavior of the one-particle distribution function is obtained. For consistency, initial correlations have to be taken into account. The resulting kinetic equation-differs from that obtained when the initial state of the system is assumed to be factorized in a product of one-particle functions. The question of to what extent correlations in the initial state play an essential role in determining the form of the kinetic equation at long times is discussed. To that end, the present calculations are compared with results obtained before for hard sphere gases and in general gases with strong short-range forces. A partial answer is proposed and some open questions are indicated.     

Collocation Methods for a Class of Volterra Integral Functional Equations with Multiple Proportional Delays

In this paper, we apply the collocation methods to a class of Volterra integral functional equations with multiple proportional delays (VIFEMPDs). We shall present the existence, uniqueness and regularity properties of analytic solutions for this type of equations, and then analyze the convergence orders of the collocation solutions and give corresponding error estimates. The numerical results verify our theoretical analysis.     

Gravity in one dimension: Diffusion in acceleration

The one-dimensional gravitational system consists ofN parallel sheets of constant mass density. The sheets move perpendicular to their surface solely under their mutual gravitational attraction. When a pair has an encounter, they simply pass through each other. In this paper I consider the motion of a single sheet in an equilibrium ensemble. Under the assumption that the times separating encounters are random, I show that the acceleration and velocity(A, V) of a labeled sheet form a Markovian pair. Further, I prove that, in the limit of largeN, (1)the(A, V) process is deterministic, (2) the(A, V) process obeys Vlasov dynamics, and (3) that scaled fluctuations in(A, V) comprise a diffusion which obeys a generalized Ornstein-Uhlenbeck process with time-dependent drift and diffusion tensors.     

A new formalism for the statistical dynamics of vector spin systems

The relaxational dynamics of a classical vector Heisenberg spin system is studied using the Fokker-Planck equation. To calculate the eigenvalues of the Fokker-Planck operator, a new approach is introduced. In this connection, a number space repesentation is introduced, which enables us to visualize the eigenvalue structure of the Fokker-Planck operator. The mean field approximation is derived and a systematic method to improve the mean field approximation is presented.     

A Simulation of Near Field Optics by Three Dimensional Volume Integral Equation of Classical Electromagnetic Theory

A numerical simulation code for three dimensional problems of near-field optics has been developed using the volume integral equation with the moment method. The object is assumed to be continuous and macroscopic dielectric and can be treated by macroscopic Maxwell#x0027;s equations. The code can treat the large-scale moment method matrix that is obtained by the discretization of the volume integral equation. The resultant matrix equation is solved by an iteration method called the generalized minimum residual method with reasonable computational cost for simple problems of near field optics. Simulation of a simplified model of a scanning near-field optical microscope has been performed and basic polarization characteristics of the system have been investigated in detail. The code is also applied to the collection-mode of a photon scanning tunneling microscope, where the incident wave is the evanescent wave, and basic relation between near-field and far field i.e., output image, is recognized.     

Two-point method for kinetic analysis of a thermoluminescence glow peak

We present a method for the estimation of defect (trap) physical parameters from thermoluminescence (TL) glow peaks. In this method, the order of kinetics b is determined using two values of TL intensity each of which corresponds to the same temperature (T ₁) on two separate glow peaks of a phosphor. The two glow peaks are obtained from two aliquots of the phosphor irradiated to same dose but read out at different heating rates. The proposed method requires a minimum of only two data points in contrast to standard peak shape (PS) methods that require three points corresponding to three different temperatures on the same glow peak. Once the order of kinetics b is determined, the activation energy E is calculated by taking a second point (T ₂) on any one of the two glow peaks. The values of b and E thus obtained are used to evaluate the frequency factor S ^′′ and the number of trapped electrons before the heating begins n _o. The validity of the method was checked using two numerically generated glow peaks. For the two cases, the method reproduced the input values reasonably well. The method was also used to analyse two experimental glow peaks. The results obtained provide a reasonably good fit to the experimental data. The kinetic parameters calculated using the present technique are comparable to those calculated using PS and initial rise methods. Initial guesses can easily be obtained for E and S ^′′ using the present technique when a glow curve is to be deconvoluted with a model consisting of many unknown parameters with E and S″ inclusive.