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This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

This work proposes and analyzes a generalized acceleration technique for decreasing the computational complexity of using stochastic collocation (SC) methods to solve partial differential equations (PDEs) with random input data. The SC…

Numerical Analysis · Mathematics 2015-05-05 Diego Galindo , Peter Jantsch , Clayton G. Webster , Guannan Zhang

In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…

Analysis of PDEs · Mathematics 2025-02-03 Christian Kuehn , Jan-Eric Sulzbach

The problem of accelerating cosmic rays is one of fundamental importance, particularly given the uncertainty in the conditions inside the acceleration sites. Here we examine Diffusive Shock Acceleration in arbitrary turbulent magnetic…

High Energy Astrophysical Phenomena · Physics 2019-03-06 John Daniel Riordan , Asaf Pe'er

We introduce a novel paradigm for learning non-parametric drift and diffusion functions for stochastic differential equation (SDE). The proposed model learns to simulate path distributions that match observations with non-uniform time…

Machine Learning · Statistics 2018-08-01 Cagatay Yildiz , Markus Heinonen , Jukka Intosalmi , Henrik Mannerström , Harri Lähdesmäki

We analyse the influence of the stochastic particle acceleration for the evolution of the electron spectrum. We assume that all investigated spectra are generated inside a spherical, homogeneous source and also analyse the synchrotron and…

Astrophysics · Physics 2009-11-11 K. Katarzynski , G. Ghisellini , A. Mastichiadis , F. Tavecchio , L. Maraschi

The discrete ordinates method can model forward-peaked transport problems accurately. However, convergence of discrete ordinates solution can become arbitrarily slow upon use of standard iterative procedures like source iteration and GMRES.…

Computational Physics · Physics 2019-07-31 Japan K. Patel , James S. Warsa , Anil K. Prinja

We present the newly developed stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Mathematically Parker transport equation (PTE) describing non-stationary transport of charged particles in the…

Solar and Stellar Astrophysics · Physics 2015-09-23 A. Wawrzynczak , R. Modzelewska , A. Gil

Thermal electrons cannot directly participate in the process of diffusive acceleration at electron-ion shocks because their Larmor radii are smaller than the shock transition width: this is the well-known electron injection problem of…

High Energy Astrophysical Phenomena · Physics 2022-06-29 Mohamad Shalaby , Rouven Lemmerz , Timon Thomas , Christoph Pfrommer

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

Diffusive shock acceleration is the theory of particle acceleration through multiple shock crossings. In order for this process to proceed at a rate that can be reconciled with observations of high-energy electrons in the vicinity of the…

High Energy Astrophysical Phenomena · Physics 2015-06-04 K. M. Schure , A. R. Bell , L. O'C Drury , A. M. Bykov

In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the…

Systems and Control · Computer Science 2013-08-27 Maria Simonsen , John Leth , Henrik Schioler , Horia Cornean

Diffusive shock acceleration (DSA) at relativistic shocks is widely thought to be an important acceleration mechanism in various astrophysical jet sources, including radio-loud active galactic nuclei such as blazars. Such acceleration can…

High Energy Astrophysical Phenomena · Physics 2016-09-21 Matthew G. Baring , Markus Böttcher , Errol J. Summerlin

We derive the numerical schemes for the strong order integration of the set of the stochastic differential equations (SDEs) corresponding to the non-stationary Parker transport equation (PTE). PTE is 5-dimensional (3 spatial coordinates,…

Solar and Stellar Astrophysics · Physics 2015-09-24 A. Wawrzynczak , R. Modzelewska , M. Kluczek

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

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

We report simulations of diffusive particle acceleration in oblique magnetohydrodynamical (MHD) shocks. These calculations are based on extension to oblique shocks of a numerical model for ``thermal leakage'' injection of particles at low…

Astrophysics · Physics 2009-10-28 Hyesung Kang , T. W. Jones

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…

Numerical Analysis · Mathematics 2026-02-18 Samuel Duffield , Maxwell Aifer , Denis Melanson , Zach Belateche , Patrick J. Coles

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
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