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The present work considers diffusive shock acceleration at non-relativistic shocks using a system of stochastic differential equations (SDE) equivalent to the Fokker-Planck equation. We compute approximate solutions of the transport of…

Astrophysics · Physics 2007-05-23 A. Marcowith , J. G. Kirk

We have developed a novel computer code designed to follow the evolution of cosmic-ray modified shocks, including the full momentum dependence of the particles for a realistic diffusion coefficient model. In this form the problem is…

Astrophysics · Physics 2009-10-31 Hyesung Kang , T. W. Jones , R. J. LeVeque , K. M. Shyue

Context. The diffusive shock acceleration mechanism has been widely accepted as the acceleration mechanism for galactic cosmic rays. While self-consistent hybrid simulations have shown how power-law spectra are produced, detailed…

High Energy Astrophysical Phenomena · Physics 2015-06-04 M. Wolff , R. C. Tautz

We have developed a cosmic ray (CR) shock code in one dimensional spherical geometry with which the particle distribution, the gas flow and their nonlinear interaction can be followed numerically in a frame comoving with an expanding shock.…

Astrophysics · Physics 2009-11-11 Hyesung Kang , T. W. Jones

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…

Numerical Analysis · Mathematics 2016-10-19 Christopher. N. Angstmann , Bruce I. Henry , Byron A. Jacobs , Anna V. McGann

Direct comparisons of diffusive particle acceleration numerical simulations have been made against Monte Carlo and hybrid plasma simulations by Ellison {\it et. al.} (1993) and against observations at the earth's bow shock presented by…

Astrophysics · Physics 2016-08-30 Hyesung Kang , T. W. Jones

We study the strong approximation of stochastic differential equations with discontinuous drift coefficients and (possibly) degenerate diffusion coefficients. To account for the discontinuity of the drift coefficient we construct an…

Numerical Analysis · Mathematics 2019-04-25 Andreas Neuenkirch , Michaela Szölgyenyi , Lukasz Szpruch

We have developed a new, very efficient numerical scheme to solve the CR diffusion convection equation that can be applied to the study of the nonlinear time evolution of CR modified shocks for arbitrary spatial diffusion properties. The…

Astrophysics · Physics 2009-11-11 T. W. Jones , H. Kang

In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory…

Numerical Analysis · Mathematics 2020-12-17 Zhongjian Wang , Jack Xin , Zhiwen Zhang

Diffusive acceleration at collisionless shock waves remains one of the most promising acceleration mechanisms for the description of the origin of cosmic rays at all energies. A crucial ingredient to be taken into account is the reaction of…

Astrophysics · Physics 2009-11-13 Elena Amato , Pasquale Blasi

In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…

Numerical Analysis · Mathematics 2017-11-28 Zhongjian Wang , Jack Xin , Zhiwen Zhang

In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…

Numerical Analysis · Mathematics 2020-08-24 Junlong Lyu , Zhongjian Wang , Jack Xin , Zhiwen Zhang

We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…

Probability · Mathematics 2025-07-08 Yuga Iguchi , Samuel Livingstone , Nikolas Nüsken , Giorgos Vasdekis , Rui-Yang Zhang

This paper aims at developing a systematic study for the weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with very irregular drift and constant diffusion coefficients. We apply our method to…

Probability · Mathematics 2017-04-27 Hoang-Long Ngo , Dai Taguchi

We provide a both qualitative and quantitative comparison among different approaches aimed to solve the problem of non-linear diffusive acceleration of particles at shocks. In particular, we show that state-of-the-art models (numerical,…

High Energy Astrophysical Phenomena · Physics 2015-03-17 D. Caprioli , Hyesung Kang , A. Vladimirov , T. W. Jones

The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…

High Energy Astrophysical Phenomena · Physics 2015-08-19 Reinhard Schlickeiser

The aim of this study is to find a generic method for generating a path of the solution of a given stochastic differential equation which is more efficient than the standard Euler-Maruyama scheme with Gaussian increments. First we…

Probability · Mathematics 2019-09-11 Masaaki Fukasawa , Jan Obloj

Cosmological hydrodynamic simulations of large scale structure in the universe have shown that accretion shocks and merger shocks form due to flow motions associated with the gravitational collapse of nonlinear structures. Estimated speed…

Astrophysics · Physics 2015-06-24 Hyesung Kang , T. W. Jones

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

Probability · Mathematics 2018-02-20 Vincent Lemaire

It is well accepted today that diffusive acceleration in shocks results to the cosmic ray spectrum formation. This is in principle true for non-relativistic shocks, since there is a detailed theory covering a large range of their properties…

Astrophysics · Physics 2007-08-13 A. Meli , A. Mastichiadis
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