Solutions for a non-Markovian diffusion equation

Solutions for a non-Markovian diffusion equation are investigated. For this equation, we consider a spatial and time dependent diffusion coefficient and the presence of an absorbent term. The solutions exhibit an anomalous behavior which may be related to the solutions of fractional diffusion equations and anomalous diffusion.     

Initial transient process in a simple helical flux compression generator

An analytical scheme on the initial transient process in a simple helical flux compression generator, which includes the distributions of both the magnetic field in the hollow of an armature and the conducting current density in the stator, is developed by means of a diffusion equation. A relationship between frequency of the conducting current, root of the characteristic function of Bessel equation and decay time in the armature is given. The skin depth in the helical stator is calculated and is compared with the approximate one which is widely used in the calculation of magnetic diffusion. Our analytical results are helpful to understanding the mechanism of the loss of magnetic flux in both the armature and stator and to suggesting an optimal design for improving performance of the helical flux compression generator.     

Fractional generalized Langevin equation approach to single-file diffusion

Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short and long time behavior for the mean square displacement of single-file diffusion when appropriate choice of parameters associated with fractional generalized Langevin equation are used. By considering some special cases of the fractional generalized Langevin equation, a new class of closed analytic expressions for the mean square displacement of single-file diffusion can be obtained. The effective Fokker-Planck equation associated with single-file diffusion is briefly considered.     

反常扩散与分数阶对流-扩散方程

反常扩散现象在自然界和社会系统中广泛存在.考虑了扩散过程的时间相关和时空相关性，用非局域性的处理方法，在传统的二阶对流 扩散方程基础上，得到了分数阶对流 扩散方程，以此方程来描述反常扩散.在此方程中，弥散项和对时间的导数为分数阶导数所代替.由此分数阶对流 扩散方程，对传统的费克扩散定律进行推广，得到了广义的分数费克扩散定律，分数费克扩散定律说明某时刻空间中某点的流量不仅与其领域内的浓度梯度有关，而且与整个空间中其他不同点的粒子浓度、浓度变化的历史，甚至初始时刻的浓度有关.讨论了方程的解——分数稳定分布，并由此说明了扩散运动的平均平方位移是运移时间的非线性函数. 关键词： 扩散 分数阶微积分 稳定分布（Lévy分布） 费克扩散定律     

Chaotic diffusion for particles moving in a time dependent potential well

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and; (ii) by the solution of the diffusion equation. The dynamic of the diffusing particles is made by the use of a two dimensional, nonlinear area preserving map for the variables energy and time. The phase space of the system is mixed containing both chaos, periodic regions and invariant spanning curves limiting the diffusion of the chaotic particles. The chaotic evolution for an ensemble of particles is treated as random particles motion and hence described by the diffusion equation. The boundary conditions impose that the particles can not cross the invariant spanning curves, serving as upper boundary for the diffusion, nor the lowest energy domain that is the energy the particles escape from the time moving potential well. The diffusion coefficient is determined via the equation of the mapping while the analytical solution of the diffusion equation gives the probability to find a given particle with a certain energy at a specific time. The momenta of the probability describe qualitatively the behavior of the average energy obtained by numerical simulation, which is investigated either as a function of the time as well as some of the control parameters of the problem.     

Second order time evolution of the multigroup diffusion and P1 equations for radiation transport

An existing solution method for solving the multigroup radiation equations, linear multifrequency-grey acceleration, is here extended to be second order in time. This method works for simple diffusion and for flux-limited diffusion, with or without material conduction. A new method is developed that does not require the solution of an averaged grey transport equation. It is effective solving both the diffusion and P₁ forms of the transport equation. Two dimensional, multi-material test problems are used to compare the solution methods.     

量子扩散通道中Wigner算符的演化规律

众所周知,量子态的演化可用与其相应的Wigner函数演化来代替.因为量子态的Wigner函数和量子态的密度矩阵一样,都包含了概率分布和相位等信息,因此对量子态的Wigner函数进行研究,可以更加快速有效地获取量子态在演化过程的重要信息.本文从经典扩散方程出发,利用密度算符的P表示,导出了量子态密度算符的扩散方程.进一步通过引入量子算符的Weyl编序记号,给出了其对应的Weyl量子化方案.另外,借助于密度算符的另一相空间表示-Wigner函数,建立了Wigner算符在扩散通道中演化方程,并给出了其Wigner算符解的形式.本文推导出了Wigner算符在量子扩散通道中的演化规律,即演化过程中任意时刻Wigner算符的形式.在此结论的基础上,讨论了相干态经过量子扩散通道的演化情况.     

描述人体内水分子扩散各向异性特征的新方法

通过核磁共振扩散张量成像(DTI)得到的特定值域的扩散各向异性指数(DAI) 可用于揭示水分子扩散椭球的形态学特征, 定量反映被成像物体内部水分子扩散的优势方向和强度, 间接得到被成像物体内部的组织结构信息. DAI的可靠性直接影响对DTI数据的分析和理解. 本文基于扩散张量椭球的几何学信息, 提出利用扩散椭球几何比(EGR)定量描述水分子扩散的各向异性程度. 通过蒙特卡罗模拟实验和对人脑DTI数据进行分析, 并与当前广泛应用的水分子扩散各向异性分数(FA)和近期文献提出的扩散椭球面积比(EAR)进行对比. 实验发现EGR在不同级别噪声影响下的对比度效果和抗噪性都优于FA及EAR. 而且EGR 加入了体积修正, 增强了盘形扩散张量情况下的敏感性, 能够更好地鉴别神经纤维束交叉情况, 对于各向异性扩散程度较高的白质深层和相对均质的表层都有较好的量化区分结果. 关键词： 扩散系数 各向异性扩散 扩散张量成像 扩散椭球几何比     

Accurate measurement of translational diffusion coefficients: a practical method to account for nonlinear gradients

For NMR probes equipped with pulsed field gradient coils, which are not optimized for gradient linearity, the precision and accuracy of experimentally measured translational diffusion coefficients are limited by the linearity of the gradient pulses over the sample volume. This study shows that the accuracy and precision of measured diffusion coefficients by the Stejskal--Tanner spin-echo pulsed field gradient experiment can be significantly improved by mapping the gradient z-profile and by using the mapped calibration parameters in the data analysis. For practical applications the gradient distribution may be approximated by a truncated linear distribution defined by minimum and maximum values of the gradient. By including the truncated linear gradient distribution function in the Stejskal--Tanner equation, the systematic deviation between the fitted curve and the experimental attenuation curve decreases by an order of magnitude. The gradient distribution may be calibrated using an intense NMR signal from a sample with a known diffusion coefficient. The diffusion coefficient of an unknown sample may then be determined from a two-parameter fit, using the known gradient distribution function.     

Lie symmetries and conserved quantities for a two-dimensional nonlinear diffusion equation of concentration

The Lie symmetries and conserved quantities of a two-dimensional nonlinear diffusion equation of concentration are considered. Based on the invariance of the two-dimensional nonlinear diffusion equation of concentration under the infinitesimal transformation with respect to the generalized coordinates and time, the determining equations of Lie symmetries are presented. The Lie groups of transformation and infinitesimal generators of this equation are obtained. The conserved quantities associated with the nonlinear diffusion equation of concentration are derived by integrating the characteristic equations. Also, the solutions of the two-dimensional nonlinear diffusion equation of concentration can be obtained.     

The orientational pair correlation functions in a dense hard sphere fluid at long times

The two-particle contribution to the potential part of the stress tensor autocorrelation function of a dense hard sphere fluid is studied. It is shown that the long-time decay is given as the solution of a diffusion equation for the relative particle in a potential of mean force. The diffusion constant needed in order to accurately reproduce molecular dynamics results is found to be somewhat lower than the self-diffusion constant.     

Non-Markovian diffusion equations and processes: Analysis and simulations

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation can be interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the memory kernel K(t). We develop several applications and derive the exact solutions. We consider different stochastic models for the given equations providing path simulations.     

Diffusion equations and the time evolution of foreign exchange rates

We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers–Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.     

Fractional nonlinear diffusion equation and first passage time

We investigate the solutions and the first passage time for anomalous diffusion processes governed by the fractional nonlinear diffusion equation with a space- and time-dependent diffusion coefficient subject to absorbing boundaries and the initial condition. We obtain explicit analytical expression for the probability distribution, the first passage time distribution, the mean first passage time, and the mean squared displacement corresponding to different time-dependent diffusion coefficient. In addition, we compare our results for the first passage time distribution and the mean first passage time with the one obtained by usual linear diffusion equation with time-dependent diffusion coefficient.     

Statistical calculations of tracer and intrinsic diffusion coefficients in concentrated alloys and estimates of microscopic parameters of diffusion from experimental data

The earlier-developed statistical theory of diffusion in concentrated alloys based on the master equation approach is generalized to treat tracer diffusion in binary alloys. The theory developed is used to describe concentration dependencies of both tracer and intrinsic diffusion coefficients and to estimate microscopic parameters of diffusion in alloys CuNi, CuZn and AgCd for which necessary experimental data are available. We show that all main features of strong and peculiar concentration dependencies of diffusion coefficients observed in these alloys are naturally explained by the theory. Signs and scales of interatomic interactions important for diffusion in these alloys are found to strongly depend on the ratio of atomic sizes of alloy components, and types of these dependencies agree with simple physical considerations. We also discuss physical reasons for sharp concentration dependencies of diffusion coefficients characteristic of real alloys.     

Study on a General Hopf Hierarchy

By using a general symmetry theory related to invariant functions,strong symmetry operators and hereditary operators,we find a general integrable hopf heirarchy with infinitely many general symmetries and Lax pairs.For the first order Hopf equation,there exist infinitely many symmetries which can be expressed by means of an arbitrary function in arbitrary dimensions.The general solution of the first order Hopf equation is obtained via hodograph transformation.For the second order Hopf equation,the Hopf-diffusion equation,there are five sets of infinitely many symmetries.Especially,there exist a set of primary branch symmetry with which contains an arbitrary solution of the usual linear diffusion equation.Some special implicit exact group invariant solutions of the Hopf-diffusion equation are also given.     

Some New Features of Linear Theory for Describing Non-linear Diffusion

The non-linear flux equation, the non-linear Fokker-Planck equation (or Smoluchowski equation), and the non-linear Langiven equation are the basicequations for describing particle diffusion in non-ideal system subjected totime-dependent external fields. Nevertheless, the exact solution of thoseequations is still a challenge because of their inherent complexity of thenon-linear mathematics. Li et al. found that, based on the defined apparentvariables, the non-linear Fokker-Planck equation and the non-linear flux equation could be transformed to linear forms under the condition of strong friction limit or local equilibrium assumption. In this paper, some new features of the theory were found: (i) The linear flux equation for describing non-linear diffusion can be obtained from the irreversible thermodynamic theory; (ii) The linear non-steady state diffusion equation for describing non-linear diffusion of the non-steady state, which was described by the non-linear Fokker-Planck equation, can be derived more consistently from the microscopic molecular statistical theory; (iii) In the theory, thenon-linear Langiven equation also bears a linear form; (iv) For some special cases, e.g. diffusion in a periodic total potential system, the local equilibrium assumption or the strong friction limit is not required in establishing the linear theory for describing non-linear diffusion, so the linear theory may be important in the study of Brown motor.     

Dissipative Time Dependent Density Functional Theory

The simplest density functional theory due to Thomas, Fermi, Dirac and Weizsäcker is employed to describe the non-equilibrium thermodynamic evolution of an electron gas. The temperature effect is introduced via the Fermi-Dirac entropy, while the irreversible dynamics is described by a non-linear diffusion equation. A dissipative Kohn-Sham equation is also proposed, which improves the Thomas-Fermi-Weizsäcker kinetic functional.