共查询到20条相似文献,搜索用时 15 毫秒
1.
We estimate and study the evolution of the dominant dimensionality of dynamical systems with uncertainty governed by stochastic partial differential equations, within the context of dynamically orthogonal (DO) field equations. Transient nonlinear dynamics, irregular data and non-stationary statistics are typical in a large range of applications such as oceanic and atmospheric flow estimation. To efficiently quantify uncertainties in such systems, it is essential to vary the dimensionality of the stochastic subspace with time. An objective here is to provide criteria to do so, working directly with the original equations of the dynamical system under study and its DO representation. We first analyze the scaling of the computational cost of these DO equations with the stochastic dimensionality and show that unlike many other stochastic methods the DO equations do not suffer from the curse of dimensionality. Subsequently, we present the new adaptive criteria for the variation of the stochastic dimensionality based on instantaneous (i) stability arguments and (ii) Bayesian data updates. We then illustrate the capabilities of the derived criteria to resolve the transient dynamics of two 2D stochastic fluid flows, specifically a double-gyre wind-driven circulation and a lid-driven cavity flow in a basin. In these two applications, we focus on the growth of uncertainty due to internal instabilities in deterministic flows. We consider a range of flow conditions described by varied Reynolds numbers and we study and compare the evolution of the uncertainty estimates under these varied conditions. 相似文献
2.
《Nuclear Physics B》1986,275(3):546-559
We derive the Ward identities (WI) for vector and axial currents in stochastic quantization at any given fictitious time t. This is achieved through a functional integral representation of the fermionic Langevin equations. The currents for this effective field theory differ in general from the naive ones; if stochastic regularization is used they are both conserved. We establish the connection between those WI and the field theory ones. The physical source of chiral anomalies is identified: these result from the quantum fluctuations in the fictitious time evolution of the system. In this context, both a traditional regularization method (Pauli-Villars) and stochastic regularization are considered. 相似文献
3.
Rainer W. Gerling 《Zeitschrift für Physik B Condensed Matter》1984,55(3):263-267
A one-dimensional Langevin Equation in which the friction term and the stochastic force term depend nonlinearly on the velocity is presented. Assuming that the Maxwell distribution is the stationary solution of the Fokker Planck Equation (which is equivalent to the nonlinear Langevin Equation) we derive a generalization of the Fluctuation Dissipation theorem. A numerical algorithm is developed which allows us to integrate the nonlinear Langevin Equation. From this numerical solution correlation functions are obtained. 相似文献
4.
XING XiuSan 《中国科学:物理学 力学 天文学(英文版)》2010,(4)
In this paper, we develop dynamic statistical information theory established by the author. Starting from the ideas that the state variable evolution equations of stochastic dynamic systems, classical and quantum nonequilibrium statistical physical systems and special electromagnetic field systems can be regarded as their information symbol evolution equations and the definitions of dynamic information and dynamic entropy, we derive the evolution equations of dynamic information and dynamic entropy that des... 相似文献
6.
热传导方程是一种偏微分方程。对于有界热传导齐次方程的混合问题,用分离变量法求解往往很复杂,也很抽象。为了更好的理解方程的解,更直观的看出它的物理意义,本文用Maple软件将方程的解用图像表示出来。先用pdsolve函数求解方程,再用PlotSd函数进行绘图,通过改变边界条件,比较了图形的变化情况。从结果可以看出Manle软件对于热传导方程求解和绘图十分简便,也很直观。在物理教学中可以得到很好的应用。 相似文献
7.
Leonardo Rydin Gorjo Dirk Witthaut Klaus Lehnertz Pedro G. Lind 《Entropy (Basel, Switzerland)》2021,23(5)
With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers–Moyal operator via a power-series expansion of the exponential operator. This expansion is necessary for deriving the different terms in a stochastic differential equation. With the full representation of this operator, we are able to separate finite-time corrections of the power-series expansion of arbitrary order into terms with and without derivatives of the Kramers–Moyal coefficients. We arrive at a closed-form solution expressed through conditional moments, which can be extracted directly from time-series data with a finite sampling intervals. We provide all finite-time correction terms for parametric and non-parametric estimation of the Kramers–Moyal coefficients for discontinuous processes which can be easily implemented—employing Bell polynomials—in time-series analyses of stochastic processes. With exemplary cases of insufficiently sampled diffusion and jump-diffusion processes, we demonstrate the advantages of our arbitrary-order finite-time corrections and their impact in distinguishing diffusion and jump-diffusion processes strictly from time-series data. 相似文献
8.
In previous work, the numerical solution of the linearized gravitational field equations near space-like and null-infinity was discussed in the form of the spin-2 zero-rest-mass equation for the perturbations of the conformal Weyl curvature. The motivation was to study the behavior of the field and properties of the numerical evolution of the system near infinity using Friedrich’s conformal representation of space-like infinity as a cylinder. It has been pointed out by H.O. Kreiss and others that the numerical evolution of a system using second order wave equations has several advantages compared to a system of first order equations. Therefore, in the present paper we derive a system of second order wave equations and prove that the solution spaces of the two systems are the same if appropriate initial and boundary data are given. We study the properties of this system of coupled wave equations in the same geometric setting and discuss the differences between the two approaches. 相似文献
9.
10.
B.J. Dalton 《Annals of Physics》2011,(3):668-720
The present paper outlines a basic theoretical treatment of decoherence and dephasing effects in interferometry based on single component Bose–Einstein condensates in double potential wells, where two condensate modes may be involved. Results for both two mode condensates and the simpler single mode condensate case are presented. The approach involves a hybrid phase space distribution functional method where the condensate modes are described via a truncated Wigner representation, whilst the basically unoccupied non-condensate modes are described via a positive P representation. The Hamiltonian for the system is described in terms of quantum field operators for the condensate and non-condensate modes. The functional Fokker–Planck equation for the double phase space distribution functional is derived. Equivalent Ito stochastic equations for the condensate and non-condensate fields that replace the field operators are obtained, and stochastic averages of products of these fields give the quantum correlation functions that can be used to interpret interferometry experiments. The stochastic field equations are the sum of a deterministic term obtained from the drift vector in the functional Fokker–Planck equation, and a noise field whose stochastic properties are determined from the diffusion matrix in the functional Fokker–Planck equation. The stochastic properties of the noise field terms are similar to those for Gaussian–Markov processes in that the stochastic averages of odd numbers of noise fields are zero and those for even numbers of noise field terms are the sums of products of stochastic averages associated with pairs of noise fields. However each pair is represented by an element of the diffusion matrix rather than products of the noise fields themselves, as in the case of Gaussian–Markov processes. The treatment starts from a generalised mean field theory for two condensate modes, where generalised coupled Gross–Pitaevskii equations are obtained for the modes and matrix mechanics equations are derived for the amplitudes describing possible fragmentations of the condensate between the two modes. These self-consistent sets of equations are derived via the Dirac–Frenkel variational principle. Numerical studies for interferometry experiments would involve using the solutions from the generalised mean field theory in calculations for the stochastic fields from the Ito stochastic field equations. 相似文献
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12.
Oscar Bruno Tim Elling Randy Paffenroth Catalin Turc 《Journal of computational physics》2009,228(17):6169-6183
We present a new class of integral equations for the solution of problems of scattering of electromagnetic fields by perfectly conducting bodies. Like the classical Combined Field Integral Equation (CFIE), our formulation results from a representation of the scattered field as a combination of magnetic- and electric-dipole distributions on the surface of the scatterer. In contrast with the classical equations, however, the electric-dipole operator we use contains a regularizing operator; we call the resulting equations Regularized Combined Field Integral Equations (CFIE-R). Unlike the CFIE, the CFIE-R are Fredholm equations which, we show, are uniquely solvable; our selection of coupling parameters, further, yields CFIE-R operators with excellent spectral distributions—with closely clustered eigenvalues—so that small numbers of iterations suffice to solve the corresponding equations by means of Krylov subspace iterative solvers such as GMRES. The regularizing operators are constructed on the basis of the single layer operator, and can thus be incorporated easily within any existing surface integral equation implementation for the solution of the classical CFIE. We present one such methodology: a high-order Nyström approach based on use of partitions of unity and trapezoidal-rule integration. A variety of numerical results demonstrate very significant gains in computational costs that can result from the new formulations, for a given accuracy, over those arising from previous approaches. 相似文献
13.
Bengt E.W. Nilsson 《Nuclear Physics B》1981,188(1):176-192
Differential geometry is used to formulate supergravity in a 10-dimensional superspace. From the knowledge of the supersymmetric set of fields in x-space we derive the constraints on the supertorsion and on a super 3-form field strength. We then solve the equations which follow from the Bianchi identities. The solution obtained, which is on the mass shell, is shown to be completely described in terms of a scalar superfield. 相似文献
14.
On the basis of the quantum white noise theory we introduce the notion of creation- and annihilation-derivatives of Fock space
operators and study the differentiability of white noise operators. We define the Hitsuda–Skorohod quantum stochastic integrals
by the adjoint actions of quantum stochastic gradients and show explicit formulas for their creation- and annihilation-derivatives.
As an application, we derive direct formulas for the integrands in the quantum stochastic integral representation of a regular
quantum martingale.
Work supported by the Korea–Japan Basic Scientific Cooperation Program “Noncommutative Stochastic Analysis and Its Applications
to Network Science.” 相似文献
15.
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation describing the system’s evolution on slow time scales. For this purpose, we start from the corresponding path integral representation of the stochastic system and apply a multi-scale expansion to the associated path integral kernel of the corresponding Lagrangian. As a concrete example, we apply this expansion to a system that arises in the study of random dispersion fluctuations in dispersion-managed fiber-optic communications. Moreover, we show that, for this particular example, the new path integration method yields the same result at leading order as an asymptotic expansion of the associated Fokker-Planck equation. 相似文献
16.
Stochastic equations are derived which describe the (Euclidean) time evolution of lattice field configurations, with and without fermions, on a three-dimensional space lattice. It is indicated how the drifts and transition functions may be obtained as asymptotic solutions of a differential equation or from a ground state ansatz. For non-Abelian gauge fields (without fermions) a ground state is constructed which is an exact eigenstate of a Hamiltonian with the same (naive) continuum limit as the Kogut-Susskind Hamiltonian. It is described how Euclidean correlations (like the Wilson loop) are obtained from the stochastic equations and how mass gaps may be obtained from the technique of exit times. 相似文献
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18.
Stochastic analysis of random heterogeneous media provides useful information only if realistic input models of the material property variations are used. These input models are often constructed from a set of experimental samples of the underlying random field. To this end, the Karhunen–Loève (K–L) expansion, also known as principal component analysis (PCA), is the most popular model reduction method due to its uniform mean-square convergence. However, it only projects the samples onto an optimal linear subspace, which results in an unreasonable representation of the original data if they are non-linearly related to each other. In other words, it only preserves the first-order (mean) and second-order statistics (covariance) of a random field, which is insufficient for reproducing complex structures. This paper applies kernel principal component analysis (KPCA) to construct a reduced-order stochastic input model for the material property variation in heterogeneous media. KPCA can be considered as a nonlinear version of PCA. Through use of kernel functions, KPCA further enables the preservation of higher-order statistics of the random field, instead of just two-point statistics as in the standard Karhunen–Loève (K–L) expansion. Thus, this method can model non-Gaussian, non-stationary random fields. In this work, we also propose a new approach to solve the pre-image problem involved in KPCA. In addition, polynomial chaos (PC) expansion is used to represent the random coefficients in KPCA which provides a parametric stochastic input model. Thus, realizations, which are statistically consistent with the experimental data, can be generated in an efficient way. We showcase the methodology by constructing a low-dimensional stochastic input model to represent channelized permeability in porous media. 相似文献
19.
Stephan Alexander Baeurle 《International Journal of Theoretical Physics》2002,41(10):1915-1930
Finding an appropriate functional integral representation of the many-body evolution operator is a crucial task for performing efficient calculations of fermionic systems within the auxiliary field approach. In this paper we derive a new field representation of the imaginary-time evolution operator using the method of Gaussian equivalent representation of Efimov and Ganbold (1991, Physica Status Solidi
168, 165). The goal is to obtain a functional integral representation, in which the main divergences caused by the tadpole Feynman diagrams are efficiently eliminated. These diagrams provide the main contributions to the ground state of the system under consideration, and therefore it is important to take them into account adequately, especially at lower temperatures. In addition, we show that the well-known mean field representation of the imaginary-time evolution operator is only the limiting case of the Gaussian equivalent representation in the small time-step regime. 相似文献