Rapidly driven nanoparticles: Mean first-passage times and relaxation of the magnetic moment

We present an analytical method of calculating the mean first-passage times (MFPTs) for the magnetic moment of a uniaxial nanoparticle which is driven by a rapidly rotating, circularly polarized magnetic field and interacts with a heat bath. The method is based on the solution of the equation for the MFPT derived from the two-dimensional backward Fokker-Planck equation in the rotating frame. We solve these equations in the high-frequency limit and perform precise, numerical simulations which verify the analytical findings. The results are used for the description of the rates of escape from the metastable domains which in turn determine the magnetic relaxation dynamics. A main finding is that the presence of a rotating field can cause a drastic decrease of the relaxation time and a strong magnetization of the nanoparticle system. The resulting stationary magnetization along the direction of the easy axis is compared with the mean magnetization following from the stationary solution of the Fokker-Planck equation.Comment: 24 pages, 4 figure

A short-time drift propagator approach to the Fokker-Planck equation

The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical reactions, and population dynamics. Solving the Fokker-Planck equation is a difficult task, as it involves solving a system of coupled nonlinear partial differential equations. In general, analytical solutions are not available and numerical methods must be used. In this research, we propose a novel approach to the solution of the Fokker-Planck equation in a short time interval. The numerical solution to the equation can be obtained iteratively using a new technique based on the short-time drift propagator. This new approach is different from the traditional methods, as the state-dependent drift function has been removed from the multivariate Gaussian integral component and is instead presented as a state-shifted element. We evaluated our technique employing a fundamental Wiener process with constant drift components in both one- and two-dimensional space. The results of the numerical calculation were found to be consistent with the exact solution. The proposed approach offers a promising new direction for research in this area.Comment: 6 pages, 2 figures, accepted for publication in J. Korean Phys. So

Structure preserving schemes for Fokker–Planck equations with nonconstant diffusion matrices

In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker–Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are formulated in a one-dimensional setting, here we consider exclusively the two-dimensional case. We prove that the proposed schemes preserve fundamental structural properties like nonnegativity of the solution without restriction on the size of the mesh and entropy dissipation. Moreover, all the methods presented here are at least second order accurate in the transient regimes and arbitrarily high order for large times in the hypothesis in which the flux vanishes at the stationary state. Suitable numerical tests will confirm the theoretical results

Numerical self-consistent stellar models of thin disks

We find a numerical self-consistent stellar model by finding the distribution function of a thin disk that satisfies simultaneously the Fokker-Planck and Poisson equations. The solution of the Fokker-Planck equation is found by a direct numerical solver using finite differences and a variation of Stone's method. The collision term in the Fokker-Planck equation is found using the local approximation and the Rosenbluth potentials. The resulting diffusion coefficients are explicitly evaluated using a Maxwellian distribution for the field stars. As a paradigmatic example, we apply the numerical formalism to find the distribution function of a Kuzmin-Toomre thin disk. This example is studied in some detail showing that the method applies to a large family of actual galaxies.Comment: 12 pages, 9 figures, version accepted in Astronomy & Astrophysic

Solving procedure for a twenty-five diagonal coefficient matrix: direct numerical solutions of the three dimensional linear Fokker-Planck equation

We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed using a twenty-five point molecule that leads to a coefficient matrix with equal number of diagonals. The method is an extension of Stone's implicit procedure, includes a vast class of collision terms and can be applied to stationary or non stationary problems with different discretizations in time. Test calculations and comparisons with other methods are presented in two stationary examples, including an astrophysical application for the Miyamoto-Nagai disk potential for a typical galaxy.Comment: 20 pages, RevTex, no proofreading, accepted in Journal of Computational Physic

Stochastic analysis of a full system of two competing populations in a chemostat

This paper formulates two 3D stochastic differential equations (SDEs) of two microbial populations in a chemostat competing over a single substrate. The two models have two distinct noise sources. One is general noise whereas the other is dilution rate induced noise. Nonlinear Monod growth rates are assumed and the paper is mainly focused on the parameter values where coexistence is present deterministically. Nondimensionalising the equations around the point of intersection of the two growth rates leads to a large parameter which is the nondimensional substrate feed. This in turn is used to perform an asymptotic analysis leading to a reduced 2D system of equations describing the dynamics of the populations on and close to a line of steady states retrieved from the deterministic stability analysis. That reduced system allows the formulation of a spatially 2D Fokker-Planck equation which when solved numerically admits results similar to those from simulation of the SDEs. Contrary to previous suggestions, one particular population becomes dominant at large times. Finally, we brie y explore the case where death rates are added

Finite element methods for deterministic simulation of polymeric fluids

In this work we consider a finite element method for solving the coupled Navier-Stokes (NS) and Fokker-Planck (FP) multiscale model that describes the dynamics of dilute polymeric fluids. Deterministic approaches such as ours have not received much attention in the literature because they present a formidable computational challenge, due to the fact that the analytical solution to the Fokker-Planck equation may be a function of a large number of independent variables. For instance, to simulate a non-homogeneous flow one must solve the coupled NS-FP system in which (for a 3-dimensional flow, using the dumbbell model for polymers) the Fokker-Planck equation is posed in a 6-dimensional domain. In this work we seek to demonstrate the feasibility of our deterministic approach. We begin by discussing the physical and mathematical foundations of the NS-FP model. We then present a literature review of relevant developments in computational rheology and develop our deterministic finite element based method in detail. Numerical results demonstrating the efficiency of our approach are then given, including some novel results for the simulation of a fully 3-dimensional flow. We utilise parallel computation to perform the large-scale numerical simulations

A Selection Criterion for Patterns in Reaction-Diffusion Systems

Alan Turing's work in Morphogenesis has received wide attention during the past 60 years. The central idea behind his theory is that two chemically interacting diffusible substances are able to generate stable spatial patterns, provided certain conditions are met. Turing's proposal has already been confirmed as a pattern formation mechanism in several chemical and biological systems and, due to their wide applicability, there is a great deal of interest in deciphering how to generate specific patterns under controlled conditions. However, techniques allowing one to predict what kind of spatial structure will emerge from Turing systems, as well as generalized reaction-diffusion systems, remain unknown. Here, we consider a generalized reaction diffusion system on a planar domain and provide an analytic criterion to determine whether spots or stripes will be formed. It is motivated by the existence of an associated energy function that allows bringing in the intuition provided by phase transitions phenomena. This criterion is proved rigorously in some situations, generalizing well known results for the scalar equation where the pattern selection process can be understood in terms of a potential. In more complex settings it is investigated numerically. Our criterion can be applied to efficiently design Biotechnology and Developmental Biology experiments, or simplify the analysis of hypothesized morphogenetic models.Comment: 19 pages, 10 figure