Particle simulation of Coulomb collisions: Comparing the methods of Takizuka & Abe and Nanbu

The interactions of charged particles in a plasma are governed by long-range Coulomb collision. We compare two widely used Monte Carlo models for Coulomb collisions. One was developed by Takizuka and Abe in 1977, the other was developed by Nanbu in 1997. We perform deterministic and statistical error analysis with respect to particle number and time step. The two models produce similar stochastic errors, but Nanbu’s model gives smaller time step errors. Error comparisons between these two methods are presented.     

Airline network revenue management by multistage stochastic programming

A multistage stochastic programming approach to airline network revenue management is presented. The objective is to determine seat protection levels for all itineraries, fare classes, points of sale of the airline network and all dcps of the booking horizon such that the expected revenue is maximized. While the passenger demand and cancelation rate processes are the stochastic inputs of the model, the stochastic protection level process represents its output and allows to control the booking process. The stochastic passenger demand and cancelation rate processes are approximated by a finite number of tree structured scenarios. The scenario tree is generated from historical data using a stability-based recursive scenario reduction scheme. Numerical results for a small hub-and-spoke network are reported. This research is supported by the DFG Research Center Matheon “Mathematics for key technologies” in Berlin.     

Quantum to classical transition for random walks

We look at two possible routes to classical behavior for the discrete quantum random walk on the integers: decoherence in the quantum "coin" which drives the walk, or the use of higher-dimensional (or multiple) coins to dilute the effects of interference. We use the position variance as an indicator of classical behavior and find analytical expressions for this in the long-time limit; we see that the multicoin walk retains the "quantum" quadratic growth of the variance except in the limit of a new coin for every step, while the walk with decoherence exhibits "classical" linear growth of the variance even for weak decoherence.     

On probabilistic constraints induced by rectangular sets and multivariate normal distributions

In this paper, we consider optimization problems under probabilistic constraints which are defined by two-sided inequalities for the underlying normally distributed random vector. As a main step for an algorithmic solution of such problems, we prove a derivative formula for (normal) probabilities of rectangles as functions of their lower or upper bounds. This formula allows to reduce the calculus of such derivatives to the calculus of (normal) probabilities of rectangles themselves thus generalizing a similar well-known statement for multivariate normal distribution functions. As an application, we consider a problem from water reservoir management. One of the outcomes of the problem solution is that the (still frequently encountered) use of simple individual probabilistic constraints can completely fail. By contrast, the (more difficult) use of joint probabilistic constraints, which heavily depends on the derivative formula mentioned before, yields very reasonable and robust solutions over the whole time horizon considered.     

Understanding the accuracy of Nanbu’s numerical Coulomb collision operator

We investigate the accuracy of and assumptions underlying the numerical binary Monte Carlo collision operator due to Nanbu [K. Nanbu, Phys. Rev. E 55 (1997) 4642]. The numerical experiments that resulted in the parameterization of the collision kernel used in Nanbu’s operator are argued to be an approximate realization of the Coulomb–Lorentz pitch-angle scattering process, for which an analytical solution for the collision kernel is available. It is demonstrated empirically that Nanbu’s collision operator quite accurately recovers the effects of Coulomb–Lorentz pitch-angle collisions, or processes that approximate these (such interspecies Coulomb collisions with very small mass ratio) even for very large values of the collisional time step. An investigation of the analytical solution shows that Nanbu’s parameterized kernel is highly accurate for small values of the normalized collision time step, but loses some of its accuracy for larger values of the time step. Careful numerical and analytical investigations are presented, which show that the time dependence of the relaxation of a temperature anisotropy by Coulomb–Lorentz collisions has a richer structure than previously thought, and is not accurately represented by an exponential decay with a single decay rate. Finally, a practical collision algorithm is proposed that for small-mass-ratio interspecies Coulomb collisions improves on the accuracy of Nanbu’s algorithm.     

NMR Spectroscopic Imaging Method for Static Magnetic Field Mapping

A previously published nuclear magnetic resonance (NMR) spectroscopic imaging method for mapping static magnetic fields has been modified, replacing the gradient echo sequence with an asymmetric spin echo sequence. The purpose of the modification is to reinforce the technique and make it useable even in conditions in which the gradient echo sequence cannot be operated. The modification performed was verified by an experiment performed on a low-field NMR scanner. The rough and fine errors due to the long time of measurement were corrected during the processing of the measured images. An optimization procedure was used to correct the fine errors. The map of the static magnetic field acquired using the new technique was compared to the map calculated from the phase images and both were compared to the result measured using a magnetometer. The verification confirmed the legitimacy of the modification and suitability of the novel technique. Some alternatives to the measured data processing have been suggested, shortening the global time of the measurement.