Aggregate modeling and analysis of air conditioning load using coupled Fokker–Planck equations

Demand response has gained significant attention recently with the increasing penetration of renewable energy sources in power systems. Air conditioning loads are typical thermostatically controlled loads which can play an active role in ancillary services by regulating their aggregated power consumption. The aggregation of air conditioners is essential to the control of air conditioning loads. In this paper, linear state equations are proposed to aggregate air conditioning loads by solving coupled Fokker–Planck equations(CFPEs) using the finite difference method. By analyzing the numerical stability and convergence of the difference scheme, the grid spacings, including temperature step and time step, are properly determined according to the maximal principle. Stationary solutions of the CFPEs are obtained by analytical and numerical methods. Furthermore, a classification method using dimension reduction is proposed to deal with the problem of heterogeneous parameters and interval estimation is applied to describe the stochastic behavior of air conditioning loads. The simulation results verify the effectiveness of the proposed methods.

Fully Implicit Iterative Solving Method for the Fokker-Planck Equation in Tokamak Plasmas

A three dimensional bounce-averaged Fokker-Planck （FP） numerical code has been newly developed based on fully implicit iterative solving method, and relativistic effect is also included in the code. The code has been tested against various benchmark cases： Ohmic con ductivity in the presence of weak Ohmic electric field, runaway losses of electrons in the presence of strong Ohmic electric field, lower hybrid current drive and electron cyclotron current drive via two- or three-dimensional simulation. All the test cases run fast and correctly during calculations. As a result, the code provides a set of powerful tools for studying radio frequency wave heating and current drive in tokamak plasmas.

Immersed Interface Method for Fokker-Planck Equation with Discontinuous Drift

The Immersed Interface Method (IIM) is derived to solve the corresponding Fokker-Planck equation of Brownian motion with pure dry friction, which is one of the simplest models of piecewise-smooth stochastic systems. The IIM is capable of treating a discontinuity in the drift of Fokker-Planck equation and it is readily extended to the dry and viscous friction model. Analytic results of the considered model are used to confirm the effectiveness and design accuracy of the scheme.

Some dynamical property of the Tsallis distribution from a Fokker-Planck equation

This paper studies the possible dynamical property of the Tsallis distribution from a Fokker--Planck equation. For the Langevin dynamical system with an {arbitrary} potential function, Markovian friction and Gaussian white noise, it shows that the current form of Tsallis distribution cannot describe any nonequilibrium dynamics of the system, and it only stands for a simple isothermal situation of the system governed by a potential field. So the form of Tsallis distribution and many existing applications using the Tsallis distribution need to be reconsidered.

STABILITY OF GLOBAL MAXWELLIAN FOR NON-LINEAR VLASOV-POISSON-FOKKER-PLANCK EQUATIONS

In this article, we establish the exponential time decay of smooth solutions around a global Maxwellian to the non-linear Vlasov–Poisson–Fokker–Planck equations in the whole space by uniform-in-time energy estimates. The non-linear coupling of macroscopic part and Fokker–Planck operator in the model brings new difficulties for the energy estimates, which is resolved by adding tailored weighted-in-v energy estimates suitable for the Fokker–Planck operator.

Complex-Variable Fokker-Planck Equation Solved in Entangled State Representation

We lind that the Fokker-Planck equation in complex variables can be conveniently solved in the context of bipartite entangled state representation and its relationship with SU（2） Lie algebraic generators＇ new realization {（1/4）[（Q1 - Q2）^2 ＋ （P1＋ P2）^2], （1/4）[（Q1 ＋Q2）^2＋ （P1 - P2）^2], and -（i/2）（Q1P2 ＋ Q2P1）}, the quadratic combination of canonical operators.

Nanofluids Transport Model Based on Fokker-Planck Equation and the Convection Heat Transfer Calculation

In current research about nanofluid convection heat transfer, random motion of nanoparticles in the liquid distribution problem mostly was not considered. In order to study on the distribution of nanoparticles in liquid, nanofluid transport model in pipe is established by using the continuity equation, momentum equation and Fokker-Planck equation. The velocity distribution and the nanoparticles distribution in liquid are obtained by numerical calculation, and the effect of particle size and particle volume fraction on convection heat transfer coefficient of nanofluids is analyzed. The result shows that in high volume fraction （ 0 _-- 0.8% ）, the velocity distribution of nanofluids characterizes as a ＂cork-shaped＂ structure, which is significantly different from viscous fluid with a parabolic distribution. The convection heat transfer coefficient increases while the particle size of nanoparticle in nanofluids decreases. And the convection heat transfer coefficient of nanofluids is in good agreement with the experimental result both in low （0 ~〈 0.1% ） and high （ q = 0.6% ） volume fractions. In presented model, Brown motion, the effect of interactions between nanoparticles and fluid coupling, is also considered, but any phenomenological parameter is not introduced. Nanoparticles in liquid transport distribution can be quantitatively calculated by this model.

Dissipaton Equation of Motion Theory versus Fokker-Planck Quantum Master Equation

The quest of exact and nonperturbative methods on quantum dissipation with nonlinear coupling environments remains in general a great challenge.In this review we present a comprehensive account on two approaches to the entangled system-and-environment dynamics,in the presence of linear-plus-quadratic coupling bath.One is the dissipaton-equation-ofmotion(DEOM)theory that has been extended recently to treat the nonlinear coupling environment.Another is the extended Fokker-Planck quantum master equation(FP-QME)approach that will be constructed in this work,based on its DEOM correspondence.We closely compare these two approaches,with the focus on the underlying quasi-particle picture,physical implications,and implementations.

GLOBAL CLASSICAL SOLUTIONS FOR QUANTUM KINETIC FOKKER-PLANCK EQUATIONS

We consider a class of nonlinear kinetic Fokker-Planck equations modeling quantum particles which obey the Bose-Einstein and Fermi-Dirac statistics, respectively. We establish the existence and convergence rate to the steady state of global classical solution to such kind of equations around the steady state.

The solution of the time-dependent Fokker-Planck equation of non-degenerate optical parametric amplification and its application to the optimum realization of EPR paradox

In this paper, the solution of the time-dependent Fokker-Planck equation of non-degenerate optical parametric amplification is used to deduce the condition demonstrating the Einstein-Podolsky-Rosen （EPR） paradox. The analytics and numerical calculation show the influence of pump depletion on the error in the measurement of continuous variables. The optimum realization of EPR paradox can be achieved by adjusting the parameter of squeezing. This result is of practical importance when the realistic experimental conditions are taken into consideration .

Suppressive Influence of Time- Space White Noise on the Explosion of Solutions of Stochastic Fokker- Planck Delay Differential Equations

It is generally known that the solutions of deterministic and stochastic differential equations （SDEs） usually grow linearly at such a rate that they may become unbounded after a small lapse of time and may eventually blow up or explode in finite time. If the drift and diffusion functions are globally Lipschitz, linear growth may still be experienced, as well as a possible blow-up of solutions in finite time. In this paper, a nonlinear scalar delay differential equation with a constant time lag is perturbed by a multiplicative Ito-type time - space white noise to form a stochastic Fokker-Planck delay differential equation. It is established that no explosion is possible in the presence of any intrinsically slow time - space white noise of Ito - type as manifested in the resulting stochastic Fokker- Planck delay differential equation. Time - space white noise has a role to play since the solution of the classical nonlinear equation without it still exhibits explosion.

The Hydrodynamic Limit of Nonlinear Fokker-Planck Equation

The non-linear Fokker-Planck equation arises in describing the evolution of stochastic system, which is a variant of the Boltzmann equation modeling the evolution of the random system with Brownian motion, where the collision term is replaced by a drift-diffusion operator. This model conserves mass, momentum and energy;the dissipation is much weaker than that in a simplified model we considered before which conserved only mass, thus more difficult to analyze. The macro-micro decomposition of the solution around the local Maxwellian introduced by T.-P. Liu, T. Yang and S.-H. Yu for Boltzmann equation is used, to reformulate the model into a fluid-type system incorporate viscosity and heat diffusion terms, coupled with an equation of the microscopic part. The viscosity and heat diffusion terms can give dissipative mechanism for the analysis of the model.

A New Approach to Time-Dependent Solutions to the Non-Linear Fokker-Planck Equations Related to Arbitrary Functions of Tsallis Entropy: A Mathematical Study and Investigation

The following article has been retracted due to the investigation of complaints received against it. Mr. Mohammadali Ghorbani (corresponding author and also the last author) cheated the authors’ name: Alireza Heidari and Seyedali Vedad. The scientific community takes a very strong view on this matter and we treat all unethical behavior such as plagiarism seriously. This paper published in Vol.3 No.5 420-429, 2012, has been removed from this site.

On the Application of Fokker-Planck Equation to Psychological Future Time

This paper tries to make a comparison and connection between Fokker-Planck or forward Kolmogorov equation and psychological future time which is based on quantum mechanics. It will be showed that in quantum finance forward interest rate model can be further improved by noting that the predicted correlation structure for field theory models depends only on variable where t is present time and x is future time. On the other side, forward Kolmogorov equation is a parabolic partial differential equation, requiring international conditions at time t and to be solved for . The aforementioned equation is to be used if there are some special states now and it is necessary to know what can happen later. It will be tried to establish the connection between these two equations. It is proved that the psychological future time if applied and implemented in Fokker-Planck equation is unstable and is changeable so it is not easily predictable. Some kinds of nonlinear functions can be applied in order to establish the notion of psychological future time, however it is unstable and it should be continuously changed.

Numeric Solution of the Fokker-Planck-Kolmogorov Equation

The solution of an n-dimensional stochastic differential equation driven by Gaussian white noises is a Markov vector. In this way, the transition joint probability density function (JPDF) of this vector is given by a deterministic parabolic partial differential equation, the so-called Fokker-Planck-Kolmogorov (FPK) equation. There exist few exact solutions of this equation so that the analyst must resort to approximate or numerical procedures. The finite element method (FE) is among the latter, and is reviewed in this paper. Suitable computer codes are written for the two fundamental versions of the FE method, the Bubnov-Galerkin and the Petrov-Galerkin method. In order to reduce the computational effort, which is to reduce the number of nodal points, the following refinements to the method are proposed: 1) exponential (Gaussian) weighting functions different from the shape functions are tested;2) quadratic and cubic splines are used to interpolate the nodal values that are known in a limited number of points. In the applications, the transient state is studied for first order systems only, while for second order systems, the steady-state JPDF is determined, and it is compared with exact solutions or with simulative solutions: a very good agreement is found.

A Method to Solve the Fokker-Planck Equation With Coordinate-dependent Mass,Friction and Temperature

An analytical expression of the propagator is obtained by using Lie algebramethod.The fission rates at the saddle point in both constant and coordinate-dependentmass,friction and temperature cases are calculated based on the expression of thepropagator and local approximation.The numerical calculation for 240pu shows thatthe fission rates from our method are reasonable.

Fokker-Planck方程有限解析／Monte Carlo数值模拟方法

对白噪声驱动随机系统的Fokker-Planck方程进行约化,求得约化方程的解析解,使用局部解析解和 Monte Carlo结合方法求解常系数Fokker-Planck方程,并与常系数Eokker-Planck方程的精确解进行对比, 之后求解了变驱动力系统的行为．数值模拟结果表明,有限解析／Monte Carlo结合的方法,能成功求解-维 Fokker-Planck方程,求解粒子数为105个,能获得十分光滑的PDF分布曲线,计算颗粒在300个时,就能获得较好的均值．其研究为两相湍流PDF模型新计算方法研究提供基础．

基于Fokker-Planck方程的电介质材料短脉冲激光破坏机制分析

基于Pokker-Planck方程,建立一个描述短脉冲激光作用下电介质材料中导带电子能量分布随时间变化的模型,用数值方法计算电子能量分布与电子数密度随时间的演化过程,根据临界等离子体密度准则得到了不同激光脉冲宽度和波长下电介质材料(以SiO2为例)的破坏阈值。结果发现,尽管激光波长通过3种途径对材料破坏阈值的确定产生影响,但三者的共同作用导致在激光波长分别为1 060,800,532 nm时材料破坏阈值随脉宽变化曲线十分接近。讨论了碰撞电离、光致电离两种机制对材料激光破坏分别所起的作用:当激光脉宽大于1 ps时,碰撞电离对材料的破坏起主要作用;当激光脉宽小于1 ps时,光致电离对破坏阈值的影响越来越明显,但是碰撞电离仍然不可忽略,碰撞电离与光致电离同时起重要作用。

电子束能量沉积的相对论Fokker-Planck方程的计算方法

针对相对论电子束在高密度等离子体中的能量沉积过程,建立三维动量空间中快电子能量沉积的相对论Fokker-Planck方程的可计算物理模型,构造数值算法并研制数值模拟程序.通过与解析模型和蒙特卡罗模拟相比较,验证数值方法和程序的可靠性.在二维动量空间的模拟基础上,通过计算能量区间为0.5 MeV^3.5 MeV的快电子在背景密度为300 g·cm^(-3)的氘氚等离子体中的能量沉积过程,发现由于碰撞效应使平均散射角趋近平衡,三维动量空间计算快电子连续射程和穿透深度与二维结果基本一致.

Fokker—Planck方程

介绍了近几年朗之万方程和Ｆｏｋｋｅｒ－Ｐｌａｎｃｋ方程在各学科中的应用，特别指出了在生物遗传学、气象学中的最近研究动态；扼要概括了Ｆｏｋｋｅｒ－Ｐｌａｎｃｋ方程的研究方法，强调了矩阵连分法的应用前景．