Orientador: Prof. Dr. Maximiliano Ujevic Tonino / Tese (doutorado) - Universidade Federal do ABC, Programa de Pós-Graduação em Física, 2015. / Neste trabalho, estudamos uma série de estruturas bidimensionais como discos finos e varios tipos de anéis finos, que possam representar objetos astrofísicos, usando a func¸ão de distribuição de partículas. Como primeiro passo, resolvemos a equação de Fokker-Planck estacionária, ajustando os parâmetros de modo que a função de distribuição satisfação, simultaneamente, a equação de Fokker-Planck e a equação de Poisson para um determinado potencial gravitacional conhecido dos modelos. A seguir fazemos uma análise da evolução temporal da função de distribuição de partículas, de alguns destes sistemas, após as estruturas sofrerem uma perturbação em seu campo gravitacional. As soluções e evoluções da equação de Fokker-Planck são encontradas usando diretamente m'etodos numéricos, primeiramente fazemos uma discretização da equação de Fokker-Planck usando o método das diferenc¸as finitas, e resolvendo o sistema de equações lineares resultante através de métodos que possam reduzir o tempo de processamento computacional e que resultem em soluções robustas quanto a convergência do sistema de equaçõess lineares, como o método GMRES (método do resíduo mínimo generalizado) e LCD (método das direções conjugadas a esquerda), que tornam viávell o estudo das evoluções temporais de estruturas bidimensionais que estamos interessados. / In this work we study, using the particle distribution function, several thin structures like thin disks and thin rings that may represent astropysical objects. As a first step, we solve the stationary Fokker-Planck equation adjusting the parameters of the system so that the particles distribution function satisfies simultaneously the Fokker-Planck and Poisson equations for a determined gravitational potential model. Then, we make an analysis of the temporal evolution of the particle distribution function for some of these systems under a perturbation on the gravitational field. The solutions and evolutions of the Fokker-Planck equation are found using direct numerical methods, first we use a finite difference scheme discretization method for a Fokker-Planck equation, and then we solve the resulting linear system through robust numerical methods that reduce the computational processing time, as the GMRES method (generalized minimum residual method) and the LCD method (left conjugated direction method).

Orientadores: Maximiliano Ujevic Tonino, Javier Fernando Ramos Caro, Carola Dobrigkeit Chinellato / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Física Gleb Wataghin / Made available in DSpace on 2018-08-20T00:26:31Z (GMT). No. of bitstreams: 1 AlarconLLacctarimay_CesarJuan_D.pdf: 2806949 bytes, checksum: 588125c56d514dbfd77030a564888461 (MD5) Previous issue date: 2012 / Resumo: Nesta tese pretendemos modelar a distribuição de matéria em um Anel estelar fino imerso no campo gravitacional de um e dois Satélites Shepherds (Satélites Pastores) usando a equação de Fokker-Planck. Em particular, estudamos a evolução de um anel fino ao redor de um monopolo central. Os coeficientes de difusão são aqui calculados e escritos em termos de um ¿potencial¿ semelhante aos usuais potencias de Rosenbluth. Neste caso, consideramos que as partículas campo obedecem uma distribuição Gaussiana. Resolvemos a equação de Fokker-Planck 1-dimensional para a função de distribuição das partículas teste que conformam o anel usando o método das diferenças finitas (versão Euler implícita). Demonstramos que o anel é uma configuração estável para uma evolução de longo tempo, tanto na ausência como na presença de shepherds. Estudamos também a variação da densidade de massa do anel para diferentes configurações. Em todos os casos é observada uma variação máxima e negativa da densidade perto da localização do shepherd devido a efeitos dinâmicos / Abstract: In this thesis we intend to model the distribution of matter in a thin stellar ring immersed in the gravitational field of one and two shepherd satellites using the Fokker-Planck equation. In particular, we study the evolution of a thin ring around a central monopole. The diffusion coefficients are calculated and written in terms of a ¿potential¿ similar to the usual Rosenbluth potentials. In this case, we consider that the particles follow a Gaussian distribution. We solve the 1-dimensional Fokker-Planck equation for the ring particles distribution function using the finite difference method (implicit Euler version). We show that the ring is a stable configuration for long time evolutions in the absence or in the presence of shepherds. We also studied the change in the mass density of the ring for different configurations. In all of the cases, it is observed a maximum negative variation of the density near the location of the shepherd due to dynamical effects / Doutorado / Física / Doutor em Ciências

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When modeling interest rates, using strong formulations of underlying differential equations is prone to bad numerical approximations and high computational costs, due to close to non-smoothness in the probability density function of the interest rate. To circumvent these problems, a weak formulation of the Fokker–Planck equation using Gaussian radial basis functions is suggested. This approach is used in a parameter estimation process for two interest rate models: the Vasicek model and the Cox–Ingersoll–Ross model. In this thesis, such an approach is shown to yield good numerical approximations at low computational costs.

Stochastic models describing how interacting individuals give rise to collective behaviour have become a widely used tool across disciplines—ranging from biology to physics to social sciences. Continuum population-level models based on partial differential equations for the population density can be a very useful tool (when, for large systems, particle-based models become computationally intractable), but the challenge is to predict the correct macroscopic description of the key attributes at the particle level (such as interactions between individuals and evolution rules). In this thesis we consider the simple class of models consisting of diffusive particles with short-range interactions. It is relevant to many applications, such as colloidal systems and granular gases, and also for more complex systems such as diffusion through ion channels, biological cell populations and animal swarms. To derive the macroscopic model of such systems, previous studies have used ad hoc closure approximations, often generating errors. Instead, we provide a new systematic method based on matched asymptotic expansions to establish the link between the individual- and the population-level models. We begin by deriving the population-level model of a system of identical Brownian hard spheres. The result is a nonlinear diffusion equation for the one-particle density function with excluded-volume effects enhancing the overall collective diffusion rate. We then expand this core problem in several directions. First, for a system with two types of particles (two species) we obtain a nonlinear cross-diffusion model. This model captures both alternative notions of diffusion, the collective diffusion and the self-diffusion, and can be used to study diffusion through obstacles. Second, we study the diffusion of finite-size particles through confined domains such as a narrow channel or a Hele–Shaw cell. In this case the macroscopic model depends on a confinement parameter and interpolates between severe confinement (e.g., a single- file diffusion in the narrow channel case) and an unconfined situation. Finally, the analysis for diffusive soft spheres, particles with soft-core repulsive potentials, yields an interaction-dependent non-linear term in the diffusion equation.

This thesis considers two areas of research in non-equilibrium soft matter at the mesoscale. In the first part we introduce active colloids in the context of active matter and focus on the particular case of phoretic colloids. The general theory of phoresis is presented along with an expression for the phoretic velocity of a colloid and its rotational diffusion in two and three dimensions. We introduce a model for thermally active colloids that absorb light and emit heat and propel through thermophoresis. Using this model we develop the equations of motion for their collective dynamics and consider excluded volume through a lattice gas formalism. Solutions to the thermoattractive collective dynamics are studied in one dimension analytically and numerically. A few numerical results are presented for the collective dynamics in two dimensions. We simulate an unconfined system of thermally active colloids under directed illumination with simple projection based geometric optics. This system self-organises into a comet-like swarm and exhibits a wide range of non- equilibrium phenomena. In the second part we review the background of polymer translocation, including key experiments, theoretical progress and simulation studies. We present, discuss and use a common model to investigate the potential of patterned nanopores for stochastic sensing and identification of polynucleotides and other heteropolymers. Three pore patterns are characterised in terms of the response of a homopolymer with varying attractive affinity. This is extended to simple periodic block co-polymer heterostructures and a model device is proposed and demonstrated with two stochastic sensing algorithms. We find that mul- tiple sequential measurements of the translocation time is sufficient for identification with high accuracy. Motivated by fluctuating biological channels and the prospect of frequency based selectivity we investigate the response of a homopolymer through a pore that has a time dependent geometry. We show that a time dependent mobility can capture many features of the frequency response.

<p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small;"><span style="font-family: Times New Roman;">This thesis consists of two different parts, related to two different fields in mathematical physics: wave propagation and kinetic theory of gases. Various mathematical and computational problems for equations from these areas are treated.</span></span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small; font-family: Times New Roman;"> </span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small;"><span style="font-family: Times New Roman;">The first part is devoted to high order finite difference methods for the Helmholtz equation and the wave equation. Compact schemes with high order accuracy are obtained from an investigation of the function derivatives in the truncation error. With the help of the equation itself, it is possible to transfer high order derivatives to lower order or to transfer time derivatives to space derivatives. For the Helmholtz equation, a compact scheme based on this principle is compared to standard schemes and to deferred correction schemes, and the characteristics of the errors for the different methods are demonstrated and discussed. For the wave equation, a finite difference scheme with fourth order accuracy in both space and time is constructed and applied to a problem in discontinuous media.</span></span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small; font-family: Times New Roman;"> </span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small;"><span style="font-family: Times New Roman;">The second part addresses some problems related to kinetic equations. A direct simulation Monte-Carlo method is constructed for the Landau-Fokker-Planck equation, and numerical tests are performed to verify the accuracy of the algorithm. A formal derivation of the method from the Boltzmann equation with grazing collisions is performed. The linear and linearized Boltzmann collision operators for the hard sphere molecular model are studied using exact reduction of integral equations to ordinary differential equations. It is demonstrated how the eigenvalues of the operators are found from these equations, and numerical values are computed. A proof of existence of non-zero discrete eigenvalues is given. The ordinary diffential equations are also used for investigation of the Chapman-Enskog distribution function with respect to its asymptotic behavior.</span></span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small; font-family: Times New Roman;"> </span></span></p>

This thesis concerns modelling of Coulomb collisions in toroidal plasma with Monte Carlo operators, which is important for many applications such as heating, current drive and collisional transport in fusion plasmas. Collisions relax the distribution functions towards local isotropic ones and transfer power to the background species when they are perturbed e.g. by wave-particle interactions or injected beams. The evolution of the distribution function in phase space, due to the Coulomb scattering on background ions and electrons and the interaction with RF waves, can be obtained by solving a Fokker-Planck equation.The coupling between spatial and velocity coordinates in toroidal plasmas correlates the spatial diffusion with the pitch angle scattering by Coulomb collisions. In many applications the diffusion coefficients go to zero at the boundaries or in a part of the domain, which makes the SDE singular. To solve such SDEs or equivalent diffusion equations with Monte Carlo methods, we have proposed a new method, the hybrid method, as well as an adaptive method, which selects locally the faster method from the drift and diffusion coefficients. The proposed methods significantly reduce the computational efforts and improves the convergence. The radial diffusion changes rapidly when crossing the trapped-passing boundary creating a boundary layer. To solve this problem two methods are proposed. The first one is to use a non-standard drift term in the Monte Carlo equation. The second is to symmetrize the flux across the trapped passing boundary. Because of the coupling between the spatial and velocity coordinates drift terms associated with radial gradients in density, temperature and fraction of the trapped particles appear. In addition an extra drift term has been included to relax the density profile to a prescribed one. A simplified RF-operator in combination with the collision operator has been used to study the relaxation of a heated distribution function. Due to RF-heating the density of thermal ions is reduced by the formation of a high-energy tail in the distribution function. The Coulomb collisions tries to restore the density profile and thus generates an inward diffusion of thermal ions that results in a peaking of the total density profile of resonant ions. / <p>QC 20130415</p>

This thesis consists of two different parts, related to two different fields in mathematical physics: wave propagation and kinetic theory of gases. Various mathematical and computational problems for equations from these areas are treated.   The first part is devoted to high order finite difference methods for the Helmholtz equation and the wave equation. Compact schemes with high order accuracy are obtained from an investigation of the function derivatives in the truncation error. With the help of the equation itself, it is possible to transfer high order derivatives to lower order or to transfer time derivatives to space derivatives. For the Helmholtz equation, a compact scheme based on this principle is compared to standard schemes and to deferred correction schemes, and the characteristics of the errors for the different methods are demonstrated and discussed. For the wave equation, a finite difference scheme with fourth order accuracy in both space and time is constructed and applied to a problem in discontinuous media.   The second part addresses some problems related to kinetic equations. A direct simulation Monte-Carlo method is constructed for the Landau-Fokker-Planck equation, and numerical tests are performed to verify the accuracy of the algorithm. A formal derivation of the method from the Boltzmann equation with grazing collisions is performed. The linear and linearized Boltzmann collision operators for the hard sphere molecular model are studied using exact reduction of integral equations to ordinary differential equations. It is demonstrated how the eigenvalues of the operators are found from these equations, and numerical values are computed. A proof of existence of non-zero discrete eigenvalues is given. The ordinary diffential equations are also used for investigation of the Chapman-Enskog distribution function with respect to its asymptotic behavior.