Generalized model and optimum performance of an irreversible thermal Brownian microscopic heat pump

A generalized model of an irreversible thermal Brownian microscopic heat pump is established in this paper. It is composed of Brownian particles which are moving in a periodic sawtooth potential with external forces and contacting with alternating hot and cold reservoirs along the space coordinate. The generalized irreversible Brownian heat pump model incorporates heat flows driven by both the potential and kinetic energies of the particles as well as the heat leakage between the hot and cold reservoirs. This paper derives the expressions for heating load, power input and coefficient of performance (COP) of the Brownian heat pump. The optimum performance of the generalized heat pump model is analyzed by using the theory of finite time thermodynamics (FTT). Effects of the design parameters, i.e., the external force, the heat leakage coefficient, barrier height of the potential, asymmetry of the sawtooth potential and heat reservoir temperature ratio on the performance of the Brownian heat pump are discussed in detail. The performance of the Brownian heat pump depends strictly on the design parameters. Through the proper choice of these parameters, the Brownian heat pump can operate in the optimal regimes. The optimum COP performance and the fundamental optimal relations between COP and heating load are studied by detailed numerical examples. It is shown that due to the heat leakage between the heat reservoirs and heat flow via the change of kinetic energy of the particles, both the heating load and COP performances of the Brownian heat pump will decrease. The effective ranges of the external force and barrier height of the potential in which the Brownian motor system can operate as a heat pump are further determined.     

Exergetic efficiency optimization for an irreversible quantum Brayton refrigerator with spin systems

The purpose of this paper is to study the optimal performance for an irreversible quantum Brayton refrigerator with spin systems, which consists of two isomagnetic field branches connected by two irreversible adiabatic branches. The time evolution of the total magnetic moment M is determined by solving the generalized quantum master equation of an open system in the Heisenberg picture. The time of two irreversible adiabatic processes is considered based on finite-rate evolution in this paper. The optimization region (or criteria) for an irreversible quantum Brayton refrigerator with spin systems is obtained. The relationship between the exergetic efficiency ε_E and dimensionless cooling load R for the irreversible quantum Brayton refrigerator with heat leakage and other irreversibility losses are derived.     

Heating load density optimization of an irreversible simple Brayton cycle heat pump coupled to counter-flow heat exchangers

This paper presents a theoretical investigation on the finite time thermodynamic performance for an irreversible Brayton cycle heat pump (BCHP) coupled to counter-flow heat exchangers. The heating load density, i.e. the ratio of heating load to the maximum specific volume in the cycle, is taken as the optimization objective. Relations between heating load density and pressure ratio and between COP (coefficient of performance) and pressure ratio for BCHP in which the irreversibilities of heat resistance losses in the hot and cold-side heat exchangers and non-isentropic losses in the compression and expansion processes are derived. The analytical expression obtained for the cycle performance enabled its optimization through addressing the effects of mechanical and thermal inefficiencies of all components comprising the cycle. The influences of the temperature ratio of the reservoirs, the efficiencies of the compressor and expander and the effectiveness of the heat exchangers on the heating load density are provided. The cycle performance optimizations are performed by searching the optimum distribution of heat conductance of the hot- and cold-side heat exchangers for the fixed total heat exchanger inventory and the optimum heat capacity rate matching between the working fluid and the heat reservoirs. The BCHP design with heat loading density optimization leads to a smaller size of all equipments comprising the heat pump.     

Coagulation, diffusion and the continuous Smoluchowski equation

The Smoluchowski equations are a system of partial differential equations modelling the diffusion and binary coagulation of a large collection of tiny particles. The mass parameter may be indexed either by positive integers or by positive reals, these corresponding to the discrete or the continuous form of the equations. For dimension d≥3, we derive the continuous Smoluchowski PDE as a kinetic limit of a microscopic model of Brownian particles liable to coalesce, using a method similar to that used to derive the discrete form of the equations in [A. Hammond, F. Rezakhanlou, The kinetic limit of a system of coagulating Brownian particles, Arch. Ration. Mech. Anal. 185 (2007) 1–67]. The principal innovation is a correlation-type bound on particle locations that permits the derivation in the continuous context while simplifying the arguments of the cited work. We also comment on the scaling satisfied by the continuous Smoluchowski PDE, and its potential implications for blow-up of solutions of the equations.     

Brownian motion, quantum corrections and a generalization of the Hermite polynomials

The nonequilibrium evolution of a Brownian particle, in the presence of a “heat bath” at thermal equilibrium (without imposing any friction mechanism from the outset), is considered. Using a suitable family of orthogonal polynomials, moments of the nonequilibrium probability distribution for the Brownian particle are introduced, which fulfill a recurrence relation. We review the case of classical Brownian motion, in which the orthogonal polynomials are the Hermite ones and the recurrence relation is a three-term one. After having performed a long-time approximation in the recurrence relation, the approximate nonequilibrium theory yields irreversible evolution of the Brownian particle towards thermal equilibrium with the “heat bath”. For quantum Brownian motion, which is the main subject of the present work, we restrict ourselves to include the first quantum correction: this leads us to introduce a new family of orthogonal polynomials which generalize the Hermite ones. Some general properties of the new family are established. The recurrence relation for the new moments of the nonequilibrium distribution, including the first quantum correction, turns out to be also a three-term one, which justifies the new family of polynomials. A long-time approximation on the new three-term recurrence relation describes irreversible evolution towards equilibrium for the new moment of lowest order. The standard Smoluchowski equations for the lowest order moments are recovered consistently, both classically and quantum-mechanically.     

Researches on operating region of Tokamak device with soft X-ray tomography

The structures of three operating regions in HT-6B Tokamak have been studied by soft X-ray tomographic system with high sensibility and high time-space resolution. One of the requisites for forming sawtooth discharge is the effective heating action in the central region. In the sawtooth region there are five evolutional phases and five types of magnetic surface structures correspondingly; that is, the concentric, the eccentric, the double-core, the “MHD-type” and the “ultra-MHD type” magnetic surface structures. In the MHD oscillation region, there is a stable “MHD-type” magnetic surface structure. It consists of a crescent “hot core” and a circular “cold bubble” and rotates in the diamagnetic direction of electrons. In the resonant region, the resonant helical field improves the heating status and suppresses the MHD disturbances; therefore the single “MHD-type” magnetic surface changes into a sawtooth type one.     

Nonequilibrium Statistical Operator Method and Generalized Kinetic Equations

We consider some principal problems of nonequilibrium statistical thermodynamics in the framework of the Zubarev nonequilibrium statistical operator approach. We present a brief comparative analysis of some approaches to describing irreversible processes based on the concept of nonequilibrium Gibbs ensembles and their applicability to describing nonequilibrium processes. We discuss the derivation of generalized kinetic equations for a system in a heat bath. We obtain and analyze a damped Schrödinger-type equation for a dynamical system in a heat bath. We study the dynamical behavior of a particle in a medium taking the dissipation effects into account. We consider the scattering problem for neutrons in a nonequilibrium medium and derive a generalized Van Hove formula. We show that the nonequilibrium statistical operator method is an effective, convenient tool for describing irreversible processes in condensed matter.     

Evolution of a quantum system of many particles interacting via the generalized Yukawa potential

We study the evolution of a system of N particles that have identical masses and charges and interact via the generalized Yukawa potential. The system is placed in a bounded region. The evolution of such a system is described by the Bogoliubov–Born–Green–Kirkwood–Yvon (BBGKY) chain of quantum kinetic equations. Using semigroup theory, we prove the existence of a unique solution of the BBGKY chain of quantum kinetic equations with the generalized Yukawa potential.     

Optimal paths for minimizing entransy dissipation during heat transfer processes with generalized radiative heat transfer law

A common of finite-time heat transfer processes between high- and low-temperature sides with generalized radiative heat transfer law [q ∝ Δ(Tⁿ)] is studied in this paper. In general, the minimization of entropy generation in heat transfer processes is taken as the optimization objective. A new physical quantity, entransy, has been identified as a basis for optimizing heat transfer processes in terms of the analogy between heat and electrical conduction recently. Heat transfer analyses show that the entransy of an object describes its heat transfer ability, as the electrical energy in a capacitor describes its charge transfer ability. Entransy dissipation occurs during heat transfer processes, as a measure of the heat transfer irreversibility with the dissipation related thermal resistance. Under the condition of fixed heat load, the optimal configurations of hot and cold fluid temperatures for minimizing entransy dissipation are derived by using optimal control theory. The condition corresponding to the minimum entransy dissipation strategy with Newtonian heat transfer law (n = 1) is that corresponding to a constant heat flux rate, while the condition corresponding to the minimum entransy dissipation strategy with the linear phenomenological heat transfer law (n = −1) is that corresponding to a constant ratio of hot to cold fluid temperatures. Numerical examples for special cases with Newtonian, linear phenomenological and radiative heat transfer law (n = 4) are provided, and the obtained results are also compared with the conventional strategies of constant heat flux rate and constant hot fluid (reservoir) temperature operations and optimal strategies for minimizing entropy generation. Moreover, the effects of heat load changes on the optimal hot and fluid temperature configurations are also analyzed.     

Esscher变换下扩展的欧式交换期权定价

文章研究Esscher变换下标的资产价格服从几何布朗运动的扩展的几种欧式交换期权(包括广义交换期权,复合交换期权,障碍交换期权,红绿灯期权)定价问题.首先,给出了带漂移布朗运动的反射原理和性质;其次,借助Gerber和Shiu (1994)给出了多维独立平稳增量过程和二维带漂移布朗运动的Esscher变换定义及其性质;最后,应用Esscher变换的相关理论给出了标的资产价格服从几何布朗运动的扩展的多种欧式交换期权定价公式.特别,本文所得到的期权定价公式与以往文献中给出的结果是一致的.     

On the potential in non‐Gaussian chain polymer models

In this paper, we investigate the potential for a class of non‐Gaussian processes so‐called generalized grey Brownian motion. We obtain a closed analytic form for the potential as an integral of the M‐Wright functions and the Green function. In particular, we recover the special cases of Brownian motion and fractional Brownian motion. In addition, we give the connection to a fractional partial differential equation and its the fundamental solution.     

Transient conduction in a plate with counteracting convection and thermal radiation at the boundaries

During the flash dehydroxylation of powdered kaolinite it is desirable that a rapidly propagating thermal wave penetrates the cold powder particles in a way that raises the particle interior to the reaction temperature of 600°C without the particle exterior being heated beyond 1000°C. In a production unit this is achieved by performing the heat treatment in a device where particles are heated by convection from hot gas and are subject to heat loss by thermal radiation to cool walls. This paper concerns the fundamental heat transfer problem of the process, decoupled from the thermal effects of the dehydroxylation reaction. Using a plate as the approximation for the particle shape a semi-analytical solution for the plate temperature distribution is obtained as a function of the five dimensionless process parameters: Biot number, radiation number, wall/gas and particle/gas temperature ratios and mode of convection. Accuracy is demonstrated by comparison with an existing numerical solution for the limiting case of pure radiative heating of a plate initially at absolute zero.     

Generalized Brownian functionals and stochastic integrals

The purpose of this paper is two-fold; i) a new class of generalized Brownian functionals, in fact generalized linear functionals, is introduced and ii) generalized stochastic integrals based on creation operators are discussed. These topics are in line with the causal calculus of Brownian functionals.Communicated by H. H. Kuo     

广义布朗单的容度估计

研究了既没有平稳增量性,也没有scaling性质的N指标d维广义布朗单的容度问题．证明了广义布朗单“好象”一个局部平稳增量过程,应用Cairoli极大不等式和多参数鞅的方法得到了广义布朗单的碰撞概率与容度之间的关系,给出了其碰撞概率的确切容度估计．所得结果包含了布朗单和可加布朗运动的相应结果．     

Tanaka Formula for Multidimensional Brownian Motions

We study the Tanaka formula for multidimensional Brownian motions in the framework of generalized Wiener functionals. More precisely, we show that the submartingale U(B _t –x) is decomposed in the sence of generalized Wiener functionals into the sum of a martingale and the Brownian local time, U being twice of the kernel of Newtonian potential and B _t the multidimensional Brownian motion. We also discuss on an aspect of the Tanaka formula for multidimensional Brownian motions as the Doob–Meyer decomposition.