Related papers: Computation of diffusive shock acceleration using …
Transport and acceleration of charged particles in turbulent media is a topic of great interest in space physics and interstellar astrophysics. These processes are dominated by the scattering of particles off magnetic irregularities. The…
Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…
We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…
This paper studies the numerical methods to approximate the solutions for a sort of McKean-Vlasov neutral stochastic differential delay equations (MV-NSDDEs) that the growth of the drift coefficients is super-linear. First, We obtain that…
This paper focuses on the connections between four stochastic and deterministic models for the motion of straight screw dislocations. Starting from a description of screw dislocation motion as interacting random walks on a lattice, we prove…
The early acceleration of protons and electrons in the nonrelativistic collisionless shocks with three obliquities are investigated through 1D particle-in-cell simulations. In the simulations, the charged particles possessing a velocity of…
The recent discoveries in the theory of diffusive shock acceleration (DSA) that stem from first-principle kinetic plasma simulations are discussed. When ion acceleration is efficient, the back-reaction of non-thermal particles and…
We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…
We introduce and test methods for the calibration of the diffusion term in Stochastic Partial Differential Equations (SPDEs) describing fluids. We take two approaches, one uses ideas from the singular value decomposition and the Biot-Savart…
In this article we investigate the numerical solution of a scalar semilinear stochastic delay differential equation (SDDE) where the linear instantaneous feedback and nonlinear delayed feedback terms are perturbed by a pair of standard…
Stochastic acceleration of nonthermal electrons is investigated in the context of hard photon spectra of blazars. It is well known that this acceleration mechanism can produce a hard electron spectrum of $m \equiv \partial \ln n_{\rm…
Diffusive shock acceleration is a prominent mechanism for producing energetic particles in space and in astrophysical systems. Such energetic particles have long been predicted to affect the hydrodynamic structure of the shock, in turn…
In this paper we focus on a discrete physical model describing granular crystals, whose equations of motion can be described by a system of differential difference equations (DDEs). After revisiting earlier continuum approximations, we…
We discuss through multiple numerical examples the accuracy and efficiency of a micro-macro acceleration method for stiff stochastic differential equations (SDEs) with a time-scale separation between the fast microscopic dynamics and the…
We derive a relativistically covariant (although not manifestly so) equation for the distribution function of particles accelerated at shocks, which applies also to extremely relativistic shocks, and arbitrarily anisotropic particle…
Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…
In the present paper we discuss the modifications introduced into the first-order Fermi shock acceleration process due to a finite extent of diffusive regions near the shock or due to boundary conditions leading to an increased particle…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
We derive an exact equation governing two-particle backwards mean-squared dispersion for both deterministic and stochastic tracer particles in turbulent flows. For the deterministic trajectories, we probe the consequences of our formula for…