Stationary states in bistable system driven by Lévy noise

We study the properties of the probability density function (PDF) of a bistable system driven by heavy tailed white symmetric Lévy noise. The shape of the stationary PDF is found analytically for the particular case of the Lévy index α = 1 (Cauchy noise). For an arbitrary Lévy index we employ numerical methods based on the solution of the stochastic Langevin equation and space fractional kinetic equation. In contrast to the bistable system driven by Gaussian noise, in the Lévy case, the positions of maxima of the stationary PDF do not coincide with the positions of minima of the bistable potential. We provide a detailed study of the distance between the maxima and the minima as a function of the depth of the potential and the Lévy noise parameters.     

Stochastic joint time–frequency response analysis of nonlinear structural systems

A novel approximate analytical approach for determining the response evolutionary power spectrum (EPS) of nonlinear/hysteretic structural systems subject to stochastic excitation is developed. Specifically, relying on the theory of locally stationary processes and utilizing a recently proposed representation of non-stationary stochastic processes via wavelets, a versatile formula for determining the nonlinear system response EPS is derived; this is done in conjunction with a stochastic averaging treatment of the problem and by resorting to the orthogonality properties of harmonic wavelets. Further, the nonlinear system non-stationary response amplitude probability density function (PDF), which is required as input for the developed approach, is determined either by utilizing a numerical path integral scheme, or by employing a time-dependent Rayleigh PDF approximation technique. A significant advantage of the approach relates to the fact that it is readily applicable for treating not only separable but non-separable in time and frequency EPS as well. The hardening Duffing and the versatile Preisach (hysteretic) oscillators are considered in the numerical examples section. Comparisons with pertinent Monte Carlo simulations demonstrate the reliability of the approach.     

LES/PDF for premixed combustion in the DNS limit

We investigated the behaviour of the composition probability density function (PDF) model equations used in a large-eddy simulation (LES) of turbulent combustion in the direct numerical simulation (DNS) limit; that is, in the limit of the LES resolution length scale Δ (and the numerical mesh spacing h) being small compared to the smallest flow length scale, so that the resolution is sufficient to perform a DNS. The correct behaviour of a PDF model in the DNS limit is that the resolved composition fields satisfy the DNS equations, and there are no residual fluctuations (i.e. the PDF is everywhere a delta function). In the DNS limit, the treatment of molecular diffusion in the PDF equations is crucial, and both the ‘random-walk’ and ‘mean-drift’ models for molecular diffusion are investigated. Two test cases are considered, both of premixed laminar flames (of thickness δ_L). We examine the solutions of the model PDF equations for these test cases as functions of Δ/δ_L and h/δ_L. Each of the two PDF models has advantages and disadvantages. The mean-drift model behaves correctly in the DNS limit, but it is more difficult to implement and computationally more expensive. The random-walk model does not have the correct behaviour in the DNS limit in that it produces non-zero residual fluctuations. However, if the specified mixing rate Ω normalised by the reaction timescale τ_c is sufficiently large (Ωτ_c ? 1), then the residual fluctuations are less than 10% and the observed flame speed and thickness are close to their laminar values. Away from the DNS limit (i.e. h/δ_L ? 1), the observed flame thickness scales with the mesh spacing h, and the flame speed scales with Ωh. For this case it is possible to construct a non-general specification of the mixing rate Ω such that the flame speed matches the laminar flame speed.     

An Explicit Family of Probability Measures for Passive Scalar Diffusion in a Random Flow

We explore the evolution of the probability density function (PDF) for an initially deterministic passive scalar diffusing in the presence of a uni-directional, white-noise Gaussian velocity field. For a spatially Gaussian initial profile we derive an exact spatio-temporal PDF for the scalar field renormalized by its spatial maximum. We use this problem as a test-bed for validating a numerical reconstruction procedure for the PDF via an inverse Laplace transform and orthogonal polynomial expansion. With the full PDF for a single Gaussian initial profile available, the orthogonal polynomial reconstruction procedure is carefully benchmarked, with special attentions to the singularities and the convergence criteria developed from the asymptotic study of the expansion coefficients, to motivate the use of different expansion schemes. Lastly, Monte-Carlo simulations stringently tested by the exact formulas for PDF’s and moments offer complete pictures of the spatio-temporal evolution of the scalar PDF’s for different initial data. Through these analyses, we identify how the random advection smooths the scalar PDF from an initial Dirac mass, to a measure with algebraic singularities at the extrema. Furthermore, the Péclet number is shown to be decisive in establishing the transition in the singularity structure of the PDF, from only one algebraic singularity at unit scalar values (small Péclet), to two algebraic singularities at both unit and zero scalar values (large Péclet).     

两相湍流色噪声扩维法PDF模型及数值模拟

由颗粒运动的朗之万方程出发,对流体脉动速度采用扩维方法,得到两个不同层次的PDF输运方程.通过对颗粒运动方程求解和高斯分布假设,解决PDF方程的封闭问题,获得颗粒二阶矩模型,然后将颗粒应力方程简化成代数方程,建立代数应力模型.将对流扩散方程的有限分析法运用到求解两相流模型中,对壁面两相射流进行数值模拟,对比分析数值结果与实验结果.     

A LES/PDF simulator on block-structured meshes

A block-structured mesh large-eddy simulation (LES)/probability density function (PDF) simulator is developed within the OpenFOAM framework for computational modelling of complex turbulent reacting flows. The LES/PDF solver is a hybrid solution methodology consisting of (i) a finite-volume (FV) method for solving the filtered mass and momentum equations (LES solver), and (ii) a Lagrangian particle-based Monte Carlo algorithm (PDF solver) for solving the modelled transport equation of the filtered joint PDF of compositions. Both the LES and the PDF methods are developed and combined to form a hybrid LES/PDF simulator entirely within the OpenFOAM framework. The in situ adaptive tabulation method [S.B. Pope, Computationally efficient implementation of combustion chemistry using in situ adaptive tabulation, Combust. Theory Model. 1 (1997), pp. 41–63; L. Lu, S.R. Lantz, Z. Ren, and B.S. Pope, Computationally efficient implementation of combustion chemistry in parallel PDF calculations, J. Comput. Phys. 228 (2009), pp. 5490–5525] is incorporated into the new LES/PDF solver for efficient computations of combustion chemistry with detailed reaction kinetics. The method is designed to utilise a block-structured mesh and can readily be extended to unstructured grids. The three-stage velocity interpolation method of Zhang and Haworth [A general mass consistency algorithm for hybrid particle/finite-volume PDF methods, J. Comput. Phys. 194 (2004), pp. 156–193] is adapted to interpolate the LES velocity field onto particle locations accurately and to enforce the consistency between LES and PDF fields at the numerical solution level. The hybrid algorithm is fully parallelised using the conventional domain decomposition approach. A detailed examination of the effects of each stage and the overall performance of the velocity interpolation algorithm is performed. Accurate coupling of the LES and PDF solvers is demonstrated using the one-way coupling methodology. Then the fully two-way coupled LES/PDF solver is successfully applied to simulate the Sandia Flame-D, and a turbulent non-swirling premixed flame and a turbulent swirling stratified flame from the Cambridge turbulent stratified flame series [M.S. Sweeney, S. Hochgreb, M.J. Dunn, and R.S. Barlow, The structure of turbulent stratified and premixed methane/air flames I: Non-swirling flows, Combust. Flame 159 (2012), pp. 2896–2911; M.S. Sweeney, S. Hochgreb, M.J. Dunn, and R.S. Barlow, The structure of turbulent stratified and premixed methane/air flames II: Swirling flows, Combust. Flame 159 (2012), pp. 2912–2929]. It is found that the LES/PDF method is very robust and the results are in good agreement with the experimental data for both flames.     

Analysis of distances between inclusions in finite binary stochastic materials

A generalized probability density function (PDF) describing the distribution of inter-inclusion distances in finite, isotropic, binary stochastic materials with fixed diameter inclusions has been developed and tested. The new probability density function explicitly accounts for edge effects present in finite two- and three-dimensional stochastic materials. The generalized PDF is shown to include factors that are dependent on both the geometry of the material region as well as the statistical properties of the material. A discussion of the properties and application of this newly developed PDF is provided along with supporting numerical results for case studies in one- and two-dimensions. These numerical results demonstrate the ability of the newly derived PDF to correctly account for edge effects in finite stochastic materials, while still reproducing the expected distribution within the bulk material region.     

Chaotic Behavior of a Brownian Particle in a Periodic Potential

The classical deterministic dynamics of a Brownian particle with a time-dependent periodic perturbation in a spatially periodic potential is investigated. We have constructed a perturbed chaotic solution near the heteroclinic orbit of the nonlinear dynamics system by using the Constant-Variation method. Theoretical analysis and numerical result show that the motion of the Brownian particle is a kind of chaotic motion. The corresponding chaotic region in parameter space is obtained analytically and numerically.     

Nonergodic Brownian Motion

The long-time behavior of a system is suggested to confirm nonergodicity of non-Markovian Brownian dynamics, namely, whether the stationary probability density function （PDF） of the system characterized mainly by low moments of variables depends on the initial preparation. Thus we classify nonergodic Brownian motion into two classes： the class-I is that the PDF of a force-free particle depends on the initial velocity and the equilibration can be recovered through a bounded potential; while the PDF in the class-H depends on the initial coordinate and the equilibration can not be approached by introducing any potential. We also compare our result with the conditions of three kinds for ergodicity.     

Thermodynamics of a colloidal particle in a time-dependent nonharmonic potential

We study the motion of an overdamped colloidal particle in a time-dependent nonharmonic potential. We demonstrate the first lawlike balance between applied work, exchanged heat, and internal energy on the level of a single trajectory. The observed distribution of applied work is distinctly non-Gaussian in good agreement with numerical calculations. Both the Jarzynski relation and a detailed fluctuation theorem are verified with good accuracy.     

Quantum Tunneling in Time-Dependent Potential Barrier: a General Formulation and Some Exactly Solvable Models

Quantum tunneling in one spatial dimension in the presence of time-dependent potentials is investigated theoretically. First, a general multichannel formulation of the problem is given for harmonic time-dependence. The case of an oscillatory delta-function potential of constant strength is discussed at length and specific numerical calculations are presented for the reflection and transmission coefficients. Then other exactly solvable time-dependent potentials are obtained by carrying out successive unitary transformations. As an example of this class, a delta-function potential with time-dependent strength and boundary conditions is studied. Finally tunneling time-delay for time-dependent potentials is formulated in the multichannel situation, and also the concept of first passage time for the decay of a wave packet confined to one well of a double well potential is generalized for the case of time-dependent barrier and boundary conditions.     

Statistics and structures of pressure and density in compressible isotropic turbulence

We study statistics and structures of pressure and density in the presence of large-scale shock waves in a forced compressible isotropic turbulence using high-resolution numerical simulation. The spectra for pressure and density exhibit a ?2 scaling over an operational definition of the inertial range. Both the numerical simulation and a heuristic PDF model reveal that the PDFs of pressure increment exhibit a ?2 power law region for the separation in the operational definition of inertial range, quantitatively similar to the PDF of pressure gradient, which also displays a ?2 power law region. Moreover, the statistical relation between density increment and pressure increment has been investigated through a shock-relation model. There is a positive correlation between the vorticity magnitude and pressure, which is different from the case of incompressible turbulence. We argue that this difference is due to large-scale shock waves, another type of intermittent structures in addition to vortex structures in incompressible turbulence.     

A Fokker–Planck approach to a moment closure for mixing in variable-density turbulence

ABSTRACT

We develop a theory for the cascade mixing terms in a moment closure approach to binary active scalar mixing in variable-density turbulence. To address the variable-density complications we apply, as a principle and constraint, the conservation of the probability density function (PDF) through a Fokker–Planck equation with bounded sample space whose attractor is the beta PDF with skewness. Mixing is related to a single-point PDF as a realisability principle to provide mathematically rigorous expressions for the small scale statistics in terms of largescale moments. The problem of the unknown small-scale mixing is replaced with the determination of the drift and diffusion terms of a Fokker–Planck equation in a beta-PDF-convergent stochastic process. We find that realisability of a beta-convergent process requires the mixing time-scale ratio, taken as a constant in passive scalar mixing, to be a function of the mean mass fraction, mean fluid density, the Atwood number, the density-volume correlation and moments of the density field. We develop and compare the new model with direct numerical simulations data of non-stationary homogeneous variable-density turbulence.     

Probabilistic solution of nonlinear oscillators excited by combined Gaussian and Poisson white noises

The stationary probability density function (PDF) solution of the stochastic response of nonlinear oscillators is investigated in this paper. The external excitation is assumed to be a combination of Gaussian and Poisson white noises. The PDF solution is governed by the generalized Kolmogorov equation which is solved by the exponential-polynomial closure (EPC) method. In order to evaluate the effectiveness of the EPC method, different nonlinear oscillators are considered in numerical analysis. Nonlinearity exists either in displacement or in velocity for these nonlinear oscillators. The impulse arrival rate, mono-modal PDF and bi-modal PDF are also considered in this study. Compared to the PDF given by Monte Carlo simulation, the EPC method presents good agreement with the simulated result, which can also be observed in the tail region of the PDF solution.     

Decaying two-dimensional turbulence in a circular container

We present direct numerical simulations of two-dimensional decaying turbulence at initial Reynolds number 5 x 10(4) in a circular container with no-slip boundary conditions. Starting with random initial conditions the flow rapidly exhibits self-organization into coherent vortices. We study their formation and the role of the viscous boundary layer on the production and decay of integral quantities. The no-slip wall produces vortices which are injected into the bulk flow and tend to compensate the enstrophy dissipation. The self-organization of the flow is reflected by the transition of the initially Gaussian vorticity probability density function (PDF) towards a distribution with exponential tails. Because of the presence of coherent vortices the pressure PDF become strongly skewed with exponential tails for negative values.     

Studies of the flow and turbulence fields in a turbulent pulsed jet flame using LES/PDF

A turbulent piloted jet flame subject to a rapid velocity pulse in its fuel jet inflow is proposed as a new benchmark case for the study of turbulent combustion models. In this work, we perform modelling studies of this turbulent pulsed jet flame and focus on the predictions of its flow and turbulence fields. An advanced modelling strategy combining the large eddy simulation (LES) and the probability density function (PDF) methods is employed to model the turbulent pulsed jet flame. Characteristics of the velocity measurements are analysed to produce a time-dependent inflow condition that can be fed into the simulations. The effect of the uncertainty in the inflow turbulence intensity is investigated and is found to be very small. A method of specifying the inflow turbulence boundary condition for the simulations of the pulsed jet flame is assessed. The strategies for validating LES of statistically transient flames are discussed, and a new framework is developed consisting of different averaging strategies and a bootstrap method for constructing confidence intervals. Parametric studies are performed to examine the sensitivity of the predictions of the flow and turbulence fields to model and numerical parameters. A direct comparison of the predicted and measured time series of the axial velocity demonstrates a satisfactory prediction of the flow and turbulence fields of the pulsed jet flame by the employed modelling methods.     

A variational approach to the modulational-oscillatory instability of Bose–Einstein condensates in an optical potential

We use the time-dependent variational approach to demonstrate how the modulational and oscillatory instabilities can be generated in Bose–Einstein condensates (BECs) trapped in a periodic optical lattice with weak driving harmonic potential. We derive and analyze the ordinary differential equations for the time evolution of the amplitude and phase of the modulational perturbation, and obtain the instability condition of the condensates through the effective potential. The effect of the optical potential on the dynamics of the BECs is shown. We perform direct numerical simulations to support our theoretical findings, and good agreement is found.     

Tunneling dynamics between two-component Bose–Einstein condensates

We present a mean-field model to study the tunneling dynamics between initially separated two-component Bose condensates in a time-dependent double-well potential. We solve the model in terms of a completely numerical procedure. In contrast to the usual Josephson effect between two coherently separated single-component condensates, we find that this system sustains a macroscopic quantum self-trapping even for sufficiently weak interatomic interactions and small initial population imbalance far below the critical value.     

Spectral splitting method for nonlinear Schrödinger equations with singular potential

We consider the time-dependent one-dimensional nonlinear Schrödinger equation with pointwise singular potential. By means of spectral splitting methods we prove that the evolution operator is approximated by the Lie evolution operator, where the kernel of the Lie evolution operator is explicitly written. This result yields a numerical procedure which is much less computationally expensive than multi-grid methods previously used. Furthermore, we apply the Lie approximation in order to make some numerical experiments concerning the splitting of a soliton, interaction among solitons and blow-up phenomenon.