966 research outputs found
Brownian theory of 2D turbulence and generalized thermodynamics
We propose a new parametrization of 2D turbulence based on generalized
thermodynamics and Brownian theory. Explicit relaxation equations are obtained
that should be easily implementable in numerical simulations for three typical
types of turbulent flows. Our parametrization is related to previous ones but
it removes their defects and offers attractive new perspectives.Comment: Submitted to Phys. Rev. Let
Uncertainty quantification for kinetic models in socio-economic and life sciences
Kinetic equations play a major rule in modeling large systems of interacting
particles. Recently the legacy of classical kinetic theory found novel
applications in socio-economic and life sciences, where processes characterized
by large groups of agents exhibit spontaneous emergence of social structures.
Well-known examples are the formation of clusters in opinion dynamics, the
appearance of inequalities in wealth distributions, flocking and milling
behaviors in swarming models, synchronization phenomena in biological systems
and lane formation in pedestrian traffic. The construction of kinetic models
describing the above processes, however, has to face the difficulty of the lack
of fundamental principles since physical forces are replaced by empirical
social forces. These empirical forces are typically constructed with the aim to
reproduce qualitatively the observed system behaviors, like the emergence of
social structures, and are at best known in terms of statistical information of
the modeling parameters. For this reason the presence of random inputs
characterizing the parameters uncertainty should be considered as an essential
feature in the modeling process. In this survey we introduce several examples
of such kinetic models, that are mathematically described by nonlinear Vlasov
and Fokker--Planck equations, and present different numerical approaches for
uncertainty quantification which preserve the main features of the kinetic
solution.Comment: To appear in "Uncertainty Quantification for Hyperbolic and Kinetic
Equations
Numerical study of Bose-Einstein condensation in the Kaniadakis-Quarati model for bosons
Kaniadakis and Quarati (1994) proposed a Fokker--Planck equation with
quadratic drift as a PDE model for the dynamics of bosons in the spatially
homogeneous setting. It is an open question whether this equation has solutions
exhibiting condensates in finite time. The main analytical challenge lies in
the continuation of exploding solutions beyond their first blow-up time while
having a linear diffusion term. We present a thoroughly validated time-implicit
numerical scheme capable of simulating solutions for arbitrarily large time,
and thus enabling a numerical study of the condensation process in the
Kaniadakis--Quarati model. We show strong numerical evidence that above the
critical mass rotationally symmetric solutions of the Kaniadakis--Quarati model
in 3D form a condensate in finite time and converge in entropy to the unique
minimiser of the natural entropy functional at an exponential rate. Our
simulations further indicate that the spatial blow-up profile near the origin
follows a universal power law and that transient condensates can occur for
sufficiently concentrated initial data.Comment: To appear in Kinet. Relat. Model
Bounds for deterministic and stochastic dynamical systems using sum-of-squares optimization
We describe methods for proving upper and lower bounds on infinite-time
averages in deterministic dynamical systems and on stationary expectations in
stochastic systems. The dynamics and the quantities to be bounded are assumed
to be polynomial functions of the state variables. The methods are
computer-assisted, using sum-of-squares polynomials to formulate sufficient
conditions that can be checked by semidefinite programming. In the
deterministic case, we seek tight bounds that apply to particular local
attractors. An obstacle to proving such bounds is that they do not hold
globally; they are generally violated by trajectories starting outside the
local basin of attraction. We describe two closely related ways past this
obstacle: one that requires knowing a subset of the basin of attraction, and
another that considers the zero-noise limit of the corresponding stochastic
system. The bounding methods are illustrated using the van der Pol oscillator.
We bound deterministic averages on the attracting limit cycle above and below
to within 1%, which requires a lower bound that does not hold for the unstable
fixed point at the origin. We obtain similarly tight upper and lower bounds on
stochastic expectations for a range of noise amplitudes. Limitations of our
methods for certain types of deterministic systems are discussed, along with
prospects for improvement.Comment: 25 pages; Added new Section 7.2; Added references; Corrected typos;
Submitted to SIAD
Investigation on energetic optimization problems of stochastic thermodynamics with iterative dynamic programming
The energetic optimization problem, e.g., searching for the optimal switch-
ing protocol of certain system parameters to minimize the input work, has been
extensively studied by stochastic thermodynamics. In current work, we study
this problem numerically with iterative dynamic programming. The model systems
under investigation are toy actuators consisting of spring-linked beads with
loading force imposed on both ending beads. For the simplest case, i.e., a
one-spring actuator driven by tuning the stiffness of the spring, we compare
the optimal control protocol of the stiffness for both the overdamped and the
underdamped situations, and discuss how inertial effects alter the
irreversibility of the driven process and thus modify the optimal protocol.
Then, we study the systems with multiple degrees of freedom by constructing
oligomer actuators, in which the harmonic interaction between the two ending
beads is tuned externally. With the same rated output work, actuators of
different constructions demand different minimal input work, reflecting the
influence of the internal degrees of freedom on the performance of the
actuators.Comment: 14 pages, 7 figures, communications in computational physics, in
pres
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