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Another relevant fact is that a special type of Markov process characterized by a linear
A ( v , t
D 1/2 I , independent of v and t , is known as
Brownian motion process (e.g., Chandrasekhar, 1942; Uhlenbeck & Ornstein, 1930), which is
often invoked in simplified models of collisional plasmas (e.g., Dougherty, 1964; Holod et al.,
2005; Woodman, 1967) including our earlier result (24) with
C =
)= β v and a constant matrix
ν = β
. In these models, friction
and diffusion coefficients,
β
and D , are constrained to be related by
2 KT
m β
D
=
(38)
for a plasma in thermal equilibrium.
In return for having restricted v (
)
to the space of Markovian processes, we have gained a
stochastic evolution equation (35) with a plausible Newtonian interpretation and with the
potential of taking us beyond Brownian motion based collision models.
t
Furthermore, the
evolution of probability density f
( v , t
)
of a random variable v (
t
)
is known to be governed,
when v (
is Markovian, by the Fokker-Planck kinetic equation having a “friction vector” and
“diffusion tensor”
t
)
Δ v
Δ
c = A ( v , t
)
,
(39)
t
and
Δ v Δ v T
Δ t
C ( v , t
C T ( v , t
c =
)
)
,
(40)
respectively, specified in terms of the input functions of the Langevin equation. This
intimate link between the Langevin and Fokker-Planck equations — in describing Markovian
processes from two different but mutually compatible perspectives — was first pointed out
by Chandrasekhar (1943) and discussed in detail by Gillespie (1996b).
Since the Fokker-Planck friction vector and diffusion tensor for equilibrium plasmas with
Coulomb interactions have already been worked out by Rosenbluth et al. (1957) as
Δ v
Δ
c = β (
v
) v
(41)
t
and
Δ v Δ v T
Δ
D
vv T
v 2
D (
v
)
D (
v
)
I
c =
+
(
v
)
,
(42)
t
2
2
in terms of scalar functions
β (
v
)
, D
(
v
)
, D (
v
)
, it follows that the Langevin update equation,
magnetized version of (37), can be written as
q
m v (
v (
+ Δ
)= v (
)+
) × B Δ
t
t
t
t
t
D
D
) Δ
t
2 (
− β (
t v (
)+
(
+
(
+
v
t
v
tU 1 v
v
U 2 v
U 3 v
)
,
(43)
1
2
where
denote an orthogonal set of unit vectors parallel and
perpendicular to the particle trajectory and U i (
v
(
t
)
,
v
(
t
)
,
and
v
(
t
)
1
2
t
)= N (
0, 1
)
are independent random
numbers.
For weakly magnetized plasmas of interest here,
where Debye lengths are
smaller than the mean gyro radii, the “friction coefficient”
β (
v
)
and velocity-space diffusion
 
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