On the Langevin equation with variable friction

We study two asymptotic problems for the Langevin equation with variable friction coefficient. The first is the small mass asymptotic behavior, known as the Smoluchowski–Kramers approximation, of the Langevin equation with strictly positive variable friction. The second result is about the limiting behavior of the solution when the friction vanishes in regions of the domain. Previous works on this subject considered one dimensional settings with the conclusions based on explicit computations.     

Analysis of the backward-euler/langevin method for molecular dynamics

This paper develops the theory of a recently introduced computational method for molecular dynamics. The method in question uses the backward-Euler method to solve the classical Langevin equations of a molecular system. Parameters are chosen to produce a cutoff frequency ω_c, which may be set equal to kT/h to simulate quantum-mechanical effects. In the present paper, an ensemble of identical Hamiltonian systems modeled by the backward-Euler/Langevin method is considered, an integral equation for the equilibrium phase-space density is derived, and an asymptotic analysis of that integral equation in the limit Δt → 0 is performed. The result of this asymptotic analysis is a second-order partial differential equation for the equilibrium phase-space density expressed as a function of the constants of the motion. This equation is solved in two special cases: a system of coupled harmonic oscillators and a diatomic molecule with a stiff bond.     

Turbulent, mixing of a scalar quantity in a 2-d mixing layer using matched asymptotic expansions

In this note analytical solutions for the turbulent mixing of a scalar quantity (mass, temperature, etc.) for a 2-d, free shear flow are developed. Approximate, i.e. thin shear layer self-similar forms for mass, momentum and the scalar quantity are derived, linearized using Göertler’s [ZAMM 22 (1942) 244] perturbation argument and examined. Though successful for the mean velocity field, the regular expansion yields inconsistent solutions for the transport of a scalar. Sources of the non-uniformity are identified and a consistent result is obtained using matched asymptotic expansions. This result explains the success of semi-empirical convective velocity closures used by several researchers for a turbulence length scale equation.     

An iterative langevin solution for turbulent dispersion in the atmosphere

In this work we present an alternative hybrid method to solve the Langevin equation and we apply it to simulate air pollution dispersion in inhomogeneous turbulence conditions. The method solves the Langevin equation, in semi-analytical manner, by the method of successive approximations or Picard's Iterative Method. Solutions for Gaussian and non-Gaussian turbulence conditions, considering Gaussian, bi-Gaussian and Gram–Charlier probability density functions are obtained. The models are applied to study the pollutant dispersion in all atmospheric stability and in low-wind speed condition. The proposed approach is evaluated through the comparison with experimental data and results from other different dispersion models. A statistical analysis reveals that the model simulates very well the experimental data and presents results comparable or even better than ones obtained by the other models.     

Study of the higher-order asymptotic behavior of quantum field expansions in the theory of two-dimensional fully developed turbulence

We use a simplified (0+1)-dimensional theory to develop approaches for studying the higher-order asymptotic behavior of quantum field expansions in the two-dimensional theory of fully developed turbulence. We consider the asymptotic behavior of the correlation function in the small-time limit in the theory of fully developed turbulence and derive and investigate the stationarity equation. We show that the perturbation series in this limit has a finite convergence radius.     

Spectral characteristics of atmospheric turbulence model

In this paper, KdV-Burgers equation can be regarded as the normal equation of atmospheric turbulence in the stable boundary layer. On the basis of the travelling wave analytic solution of KdV-Burgers equation, the turbulent spectrum is obtained. We observe that the behavior of the spectra is consistent with actual turbulent spectra of stable atmospheric boundary layer.     

Numerical solutions of an extended Korteweg-de Vries equation describing solitary waves in turbulent open-channel flow

Solitary waves in two-dimensional, turbulent open-channel flow are considered. In an asymptotic analysis given in [1], assuming a bottom roughness that is varying along the channel bed, an extended Korteweg-de Vries (KdV) equation was derived to describe the surface elevation of the wave. We adopted this equation and solved it numerically as a coupled boundary-value eigenvalue problem, obtaining results for stationary and transient wave solutions as well as for the eigenvalue, which corresponds to distinct values of the bottom friction coefficient. While the numerical solutions as compared to the asymptotic solutions in [1] agree well in the stationary case, there were major differences found in the transient solutions. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Mathematical modeling of turbulent fiber suspension and successive iteration solution in the channel flow

The modified Reynolds mean motion equation of turbulent fiber suspension and the equation of probability distribution function for mean fiber orientation are firstly derived. A new successive iteration method is developed to calculate the mean orientation distribution of fiber, and the mean and fluctuation-correlated quantities of suspension in a turbulent channel flow. The derived equations and successive iteration method are verified by comparing the computational results with the experimental ones. The obtained results show that the flow rate of the fiber suspension is large under the same pressure drop in comparison with the rate of Newtonian fluid in the absence of fiber suspension. Fibers play a significant role in the drag reduction. The amount of drag reduction augments with increasing of the fiber mass concentration. The relative turbulent intensity and the Reynolds stress in the fiber suspension are smaller than those in the Newtonian flow, which illustrates that the fibers have an effect on suppressing the turbulence. The amount of suppression is also directly proportional to the fiber mass concentration.     

Fokker-planck equation for brownian motion of rotating spherical particles : PMM vol. 40, n 6, 1976, pp. 1127–1131

The Langevin equation to derive the Fokker-Planck equation is used for the Brownian motion of particles in translational motion. The Fokker-Planck equation for the Brownian motion of particles which have, in addition to the translational velocity also an angular velocity, has not, so far, been derived. This can apparently be explained by the fact that in the case of the rotational motion, the Langevin equation for the translational motion velocity vector must be supplemented by a corresponding equation for an angular velocity vector. The latter equation must contain, in addition to the systematic moment of reaction linearly dependent on the angular velocity of rotation itself, a random moment rapidly varying with time. Moreover, to ensure the compatibility of two differential vector equations within the system, additional relations which must be introduced, must connect not only the coefficients of the systematic reactions, but also the. random vectors varying rapidly with time.In [1],the Boltzmann's equation for a mixture of two gases was used to derive a Fokker-Planck equation for a translational motion of Brownian particles. The same method can be applied to the Brownian motion of spherical particles which have, in addition to the translational velocities, angular velocities of self-rotations. In this case there is no need to introduce additional relations connecting the random rapidly varying vectors.In the present paper we derive the Fokker-Planck equations for a new model of rotating spherical molecules which was used in [2].     

Stochastic process model for solute transport and the associated transport equation

A mathematical model of Lagrangian motions of a particle in turbulent flows is developed on the basis of a stochastic differential equation. The model expresses uncertainties involved in turbulence by standard Brownian motion. Because the model does not guarantee smoothness of the path of the particle, local velocity is newly defined so as to be suitable for observation of a velocity time series at a fixed point. Then, it is shown that the newly defined local velocity is governed by a Gaussian distribution. In addition, an estimation method of the turbulent diffusion coefficient involved in the model is proposed by using the local velocity. The estimation method does not require tracer experiments. In order to assess the validity of the proposed local velocity, velocity measurements with three-dimensional acoustic Doppler velocimeters were conducted in agricultural drainage canals. Also, the turbulent diffusion coefficient was estimated by the derived time series of the observed local velocity. Finally, a transport equation of conservative solute is derived by using the linearity of the Kolmogorov forward equation without using gradient-type lows.     

Small mass asymptotic for the motion with vanishing friction

We consider the small mass asymptotic (Smoluchowski–Kramers approximation) for the Langevin equation with a variable friction coefficient. The friction coefficient is assumed to be vanishing within certain region. We introduce a regularization for this problem and study the limiting motion for the 1-dimensional case and a multidimensional model problem. The limiting motion is a Markov process on a projected space. We specify the generator and the boundary condition of this limiting Markov process and prove the convergence.     

Isothermic Surfaces Generated via Bäcklund and Moutard Transformations: Boomeron and Zoomeron Connections

The asymptotic expansions for (1) the slow changes in particle number/energy density; namely, the kinetic equation, (2) frequency renormalization; and (3) the Nth‐order structure functions for wave turbulence systems are almost always nonuniform at either small or large length scales. The manifestation of this nonuniformity is fully nonlinear behavior either in the form of localized structures (coherent structures, shocks) or condensates (nonzero mean over large distances). The result is intermittent behavior dominated by large fluctuation events, anomolous scaling, and far from joint Gaussian statistics. Despite this unexpected surprise, and it is a surprise considering that wave turbulence has been the subject of continuous and intense investigation for several decades, wave turbulence still offers an advantage over systems that are nonlinear over all scales. The advantage is that the nature of the fully nonlinear behavior often can be identified, which gives us reasonable hope that wave turbulent systems may be treated as a two species gas of random wavetrains and randomly occurring coherent structures.     

A Lagrangian stochastic model for nonpassive particle diffusion in turbulent flows

In this paper, we present a Lagrangian stochastic model for heavy particle dispersion in turbulence. The model includes the equation of motion for a heavy particle and a stochastic approach to predicting the velocity of fluid elements along the heavy particle trajectory. The trajectory crossing effect of heavy particles is described by using an Ito type stochastic differential equation combined with a fractional Langevin equation. The comparison of the predicted dispersion of four heavy particles with the observations shows that the model is potentially useful but requires further development.     

Parameter estimation for the Langevin equation with stationary-increment Gaussian noise

We study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry–Esseen bound of the so-called second moment estimator of the mean reversion parameter. The conditions and results are stated in terms of the variance function of the noise. We consider both the case of continuous and discrete observations. As examples we consider fractional and bifractional Ornstein–Uhlenbeck processes. Finally, we discuss the maximum likelihood and the least squares estimators.     

Maximum likelihood estimation for small noise multiscale diffusions

We study the problem of parameter estimation for stochastic differential equations with small noise and fast oscillating parameters. Depending on how fast the intensity of the noise goes to zero relative to the homogenization parameter, we consider three different regimes. For each regime, we construct the maximum likelihood estimator and we study its consistency and asymptotic normality properties. A simulation study for the first order Langevin equation with a two scale potential is also provided.     

The Kolmogorov–Obukhov Statistical Theory of Turbulence

In 1941 Kolmogorov and Obukhov postulated the existence of a statistical theory of turbulence, which allows the computation of statistical quantities that can be simulated and measured in a turbulent system. These are quantities such as the moments, the structure functions and the probability density functions (PDFs) of the turbulent velocity field. In this paper we will outline how to construct this statistical theory from the stochastic Navier–Stokes equation. The additive noise in the stochastic Navier–Stokes equation is generic noise given by the central limit theorem and the large deviation principle. The multiplicative noise consists of jumps multiplying the velocity, modeling jumps in the velocity gradient. We first estimate the structure functions of turbulence and establish the Kolmogorov–Obukhov 1962 scaling hypothesis with the She–Leveque intermittency corrections. Then we compute the invariant measure of turbulence, writing the stochastic Navier–Stokes equation as an infinite-dimensional Ito process, and solving the linear Kolmogorov–Hopf functional differential equation for the invariant measure. Finally we project the invariant measure onto the PDF. The PDFs turn out to be the normalized inverse Gaussian (NIG) distributions of Barndorff-Nilsen, and compare well with PDFs from simulations and experiments.     

Deterministic and Stochastic Control of Navier—Stokes Equation with Linear, Monotone, and Hyperviscosities

This paper deals with the optimal control of space—time statistical behavior of turbulent fields. We provide a unified treatment of optimal control problems for the deterministic and stochastic Navier—Stokes equation with linear and nonlinear constitutive relations. Tonelli type ordinary controls as well as Young type chattering controls are analyzed. For the deterministic case with monotone viscosity we use the Minty—Browder technique to prove the existence of optimal controls. For the stochastic case with monotone viscosity, we combine the Minty—Browder technique with the martingale problem formulation of Stroock and Varadhan to establish existence of optimal controls. The deterministic models given in this paper also cover some simple eddy viscosity type turbulence closure models. Accepted 7 June 1999     

一类拟抛物粘性扩散方程的整体吸引子

本文考虑出现在人口动力学及稳定分层粘性湍动慢剪切流的热与质量传输理论中一类拟抛物粘性扩散方程解的渐近性态．证明了有限维整体吸引子的存在性．     

Artificial viscosity proper orthogonal decomposition

We introduce improved reduced-order models for turbulent flows. These models are inspired from successful methodologies used in large eddy simulation, such as artificial viscosity, applied to standard models created by proper orthogonal decomposition of flows coupled with Galerkin projection. As a first step in the analysis and testing of our new methodology, we use the Burgers equation with a small diffusion parameter. We present a thorough numerical analysis for the time discretization of the new models. We then test these models in two problems displaying shock-like phenomena. Of course, since the Burgers equation does not model turbulence, we next need to test our new models in realistic turbulent flow settings. This is the subject of a forthcoming report.     

Wavefronts in a Relativistic Two-Phase Turbulent Flow

The simplest model of isotropic relativistic turbulence consists of the relativistic two-phase fluid equations augmented by an equation for the turbulent energy.