Oscillatory Survival Probability and Eigenvalues of the Non-Self-Adjoint Fokker--Planck Operator
نویسندگان
چکیده
منابع مشابه
Oscillatory Survival Probability and Eigenvalues of the Non-Self-Adjoint Fokker-Planck Operator
We demonstrate the oscillatory decay of the survival probability of the stochastic dynamics dxε = a(xε) dt+ √ 2ε b(xε) dw, which is activated by small noise over the boundary of the domain of attraction D of a stable focus of the drift a(x). The boundary ∂D of the domain is an unstable limit cycle of a(x). The oscillations are explained by a singular perturbation expansion of the spectrum of th...
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We prove that the eigenvalues of a certain highly non-self-adjoint operator that arises in fluid mechanics correspond, up to scaling by a positive constant, to those of a self-adjoint operator with compact resolvent; hence there are infinitely many real eigenvalues which accumulate only at ±∞. We use this result to determine the asymptotic distribution of the eigenvalues and to compute some of ...
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The gyrokinetic linearized exact Fokker-Planck collision operator is obtained in a form suitable for plasma gyrokinetic equations, for arbitrary mass ratio. The linearized Fokker-Planck operator includes both the test-particle and field-particle contributions, and automatically conserves particles, momentum, and energy, while ensuring non-negative entropy production. Finite gyroradius effects i...
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ژورنال
عنوان ژورنال: Multiscale Modeling & Simulation
سال: 2014
ISSN: 1540-3459,1540-3467
DOI: 10.1137/130925414