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author | Prefetch | 2021-10-31 13:54:31 +0100 |
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committer | Prefetch | 2021-10-31 13:54:31 +0100 |
commit | f9f062d4382a5f501420ffbe4f19902fe94cf480 (patch) | |
tree | 1e38fa87200d9ecb351c5421738d6c924f2e2a54 | |
parent | 98236a8eb89c09174971fcb28360cf1ea2b9a8e4 (diff) |
Expand knowledge base
-rw-r--r-- | content/know/concept/boltzmann-relation/index.pdc | 8 | ||||
-rw-r--r-- | content/know/concept/ion-sound-waves/index.pdc | 265 | ||||
-rw-r--r-- | content/know/concept/langmuir-waves/index.pdc | 260 | ||||
-rw-r--r-- | content/know/concept/sigma-algebra/index.pdc | 3 | ||||
-rw-r--r-- | content/know/concept/two-fluid-equations/index.pdc | 18 | ||||
-rw-r--r-- | content/know/concept/wiener-process/index.pdc | 90 |
6 files changed, 639 insertions, 5 deletions
diff --git a/content/know/concept/boltzmann-relation/index.pdc b/content/know/concept/boltzmann-relation/index.pdc index ddaa22f..b892745 100644 --- a/content/know/concept/boltzmann-relation/index.pdc +++ b/content/know/concept/boltzmann-relation/index.pdc @@ -39,16 +39,16 @@ $$\begin{aligned} = - k_B T_e \nabla n_e \end{aligned}$$ -At equilibrium, we demand that $\vb{f}_e = \vb{f}_p$, +At equilibrium, we demand that $\vb{f}_e = - \vb{f}_p$, and isolate this equation for $\nabla n_e$, yielding: $$\begin{aligned} k_B T_e \nabla n_e - = q_e n_e \nabla \phi + = - q_e n_e \nabla \phi \quad \implies \quad \nabla n_e - = \frac{q_e \nabla \phi}{k_B T_e} n_e - = \nabla \bigg( \frac{q_e \phi}{k_B T_e} \bigg) n_e + = - \frac{q_e \nabla \phi}{k_B T_e} n_e + = - \nabla \bigg( \frac{q_e \phi}{k_B T_e} \bigg) n_e \end{aligned}$$ This equation is straightforward to integrate, diff --git a/content/know/concept/ion-sound-waves/index.pdc b/content/know/concept/ion-sound-waves/index.pdc new file mode 100644 index 0000000..c56188b --- /dev/null +++ b/content/know/concept/ion-sound-waves/index.pdc @@ -0,0 +1,265 @@ +--- +title: "Ion sound waves" +firstLetter: "I" +publishDate: 2021-10-31 +categories: +- Physics +- Plasma physics + +date: 2021-10-31T09:38:14+01:00 +draft: false +markup: pandoc +--- + +# Ion sound waves + +In a plasma, electromagnetic interactions allow +compressional longitudinal waves to propagate +at lower temperatures and pressures +than would be possible in a neutral gas. + +We start from the [two-fluid model's](/know/concept/two-fluid-equations/) momentum equations, +rewriting the [electric field](/know/concept/electric-field/) $\vb{E} = - \nabla \phi$ +and the pressure gradient $\nabla p = \gamma k_B T \nabla n$, +and arguing that $m_e \approx 0$ because $m_e \ll m_i$: + +$$\begin{aligned} + m_i n_i \frac{\mathrm{D} \vb{u}_i}{\mathrm{D} t} + &= - q_i n_i \nabla \phi - \gamma_i k_B T_i \nabla n_i + \\ + 0 + &= - q_e n_e \nabla \phi - \gamma_e k_B T_e \nabla n_e +\end{aligned}$$ + +Note that we neglect ion-electron collisions, +and allow for separate values of $\gamma$. +We split $n_i$, $n_e$, $\vb{u}_i$ and $\phi$ into an equilibrium +(subscript $0$) and a perturbation (subscript $1$): + +$$\begin{aligned} + n_i + = n_{i0} + n_{i1} + \qquad + n_e + = n_{e0} + n_{e1} + \qquad + \vb{u}_i + = \vb{u}_{i0} + \vb{u}_{i1} + \qquad + \phi + = \phi_0 + \phi_1 +\end{aligned}$$ + +Where the perturbations $n_{i1}$, $n_{e1}$, $\vb{u}_{i1}$ and $\phi_1$ are tiny, +and the equilibrium components $n_{i0}$, $n_{e0}$, $\vb{u}_{i0}$ and $\phi_0$ +by definition satisfy: + +$$\begin{aligned} + \pdv{n_{i0}}{t} = 0 + \qquad + \frac{\mathrm{D} \vb{u}_{i0}}{\mathrm{D} t} = 0 + \qquad + \nabla n_{i0} = \nabla n_{e0} = 0 + \qquad + \vb{u}_{i0} = 0 + \qquad + \phi_0 = 0 +\end{aligned}$$ + +Inserting this decomposition into the momentum equations +yields new equations. +Note that we will implicitly use $\vb{u}_{i0} = 0$ +to pretend that the [material derivative](/know/concept/material-derivative/) +$\mathrm{D}/\mathrm{D} t$ is linear: + +$$\begin{aligned} + m_i (n_{i0} \!+\! n_{i1}) \frac{\mathrm{D} (\vb{u}_{i0} \!+\! \vb{u}_{i1})}{\mathrm{D} t} + &= - q_i (n_{i0} \!+\! n_{i1}) \nabla (\phi_0 \!+\! \phi_1) - \gamma_i k_B T_i \nabla (n_{i0} \!+\! n_{i1}) + \\ + 0 + &= - q_e (n_{e0} \!+\! n_{e1}) \nabla (\phi_0 \!+\! \phi_1) - \gamma_e k_B T_e \nabla (n_{e0} \!+\! n_{e1}) +\end{aligned}$$ + +Using the defined properties of the equilibrium components +$n_{i0}$, $n_{e0}$, $\vb{u}_{i0}$ and $\phi_0$, +and neglecting all products of perturbations for being small, +this reduces to: + +$$\begin{aligned} + m_i n_{i0} \pdv{\vb{u}_{i1}}{t} + &= - q_i n_{i0} \nabla \phi_1 - \gamma_i k_B T_i \nabla n_{i1} + \\ + 0 + &= - q_e n_{e0} \nabla \phi_1 - \gamma_e k_B T_e \nabla n_{e1} +\end{aligned}$$ + +Because we are interested in linear waves, +we make the following plane-wave ansatz: + +$$\begin{aligned} + n_{i1}(\vb{r}, t) + &= n_{i1} \exp\!(i \vb{k} \cdot \vb{r} - i \omega t) + \\ + n_{e1}(\vb{r}, t) + &= n_{e1} \exp\!(i \vb{k} \cdot \vb{r} - i \omega t) + \\ + \vb{u}_{i1}(\vb{r}, t) + &= \vb{u}_{i1} \exp\!(i \vb{k} \cdot \vb{r} - i \omega t) + \\ + \phi_1(\vb{r}, t) + &= \phi_1 \,\,\exp\!(i \vb{k} \cdot \vb{r} - i \omega t) +\end{aligned}$$ + +Which we then insert into the momentum equations for the ions and electrons: + +$$\begin{aligned} + - i \omega m_i n_{i0} \vb{u}_{i1} + &= - i \vb{k} q_i n_{i0} \phi_1 - i \vb{k} \gamma_i k_B T_i n_{i1} + \\ + 0 + &= - i \vb{k} q_e n_{e0} \phi_1 - i \vb{k} \gamma_e k_B T_e n_{e1} +\end{aligned}$$ + +The electron equation can easily be rearranged +to get a relation between $n_{e1}$ and $n_{e0}$: + +$$\begin{aligned} + i \vb{k} \gamma_e k_B T_e n_{e1} + = - i \vb{k} q_e n_{e0} \phi_1 + \quad \implies \quad + n_{e1} + = - \frac{q_e \phi_1}{\gamma_e k_B T_e} n_{e0} +\end{aligned}$$ + +Due to their low mass, the electrons' heat conductivity +can be regarded as infinite compared to the ions'. +In that case, all electron gas compression is isothermal, +meaning it obeys the ideal gas law $p_e = n_e k_B T_e$, so that $\gamma_e = 1$. +Note that this yields the first-order term of a Taylor expansion +of the [Boltzmann relation](/know/concept/boltzmann-relation/). + +At equilibrium, quasi-neutrality demands that $n_{i0} = n_{e0} = n_0$, +so we can rearrange the above relation to $n_0 = - k_B T_e n_{e1} / (q_e \phi_1)$, +which we insert into the ion equation to get: + +$$\begin{gathered} + i \omega m_i \frac{k_B T_e n_{e1}}{q_e \phi_1} \vb{u}_{i1} + = - i q_i \frac{k_B T_e n_{e1}}{q_e \phi_1} \phi_1 \vb{k} - i \gamma_i k_B T_i n_{i1} \vb{k} + \\ + \implies \qquad + \omega m_i \frac{T_e n_{e1}}{q_e \phi_1} \vb{k} \cdot \vb{u}_{i1} + = T_e n_{e1} |\vb{k}|^2 - \gamma_i T_i n_{i1} |\vb{k}|^2 +\end{gathered}$$ + +Where we have taken the dot product with $\vb{k}$, +and used that $q_i / q_e = -1$. +In order to simplify this equation, +we turn to the two-fluid ion continuity relation: + +$$\begin{aligned} + 0 + &= \pdv{(n_{i0} \!+\! n_{i1})}{t} + \nabla \cdot \Big( (n_{i0} \!+\! n_{i1}) (\vb{u}_{i0} \!+\! \vb{u}_{i1}) \Big) + \approx \pdv{n_{i1}}{t} + n_{i0} \nabla \cdot \vb{u}_{i1} +\end{aligned}$$ + +Then we insert our plane-wave ansatz, +and substitute $n_{i0} = n_0$ as before, yielding: + +$$\begin{aligned} + 0 + = - i \omega n_{i1} + i n_{i0} \vb{k} \cdot \vb{u}_{i1} + \quad \implies \quad + \vb{k} \cdot \vb{u}_{i1} + = \omega \frac{n_{i1}}{n_{i0}} + = \omega \frac{q_e n_{i1} \phi_1}{k_B T_e n_{e1}} +\end{aligned}$$ + +Substituting this in the ion momentum equation +leads us to a dispersion relation $\omega(\vb{k})$: + +$$\begin{gathered} + \omega^2 m_i \frac{T_e n_{e1}}{q_e \phi_1} \frac{q_e n_{i1} \phi_1}{k_B T_e n_{e1}} + = \omega^2 m_i \frac{n_{i1}}{k_B} + = |\vb{k}|^2 \big( T_e n_{e1} - \gamma_i T_i n_{i1} \big) + \\ + \implies \qquad + \omega^2 + = \frac{|\vb{k}|^2}{m_i} \Big( k_B T_e \frac{n_{e1}}{n_{i1}} - \gamma_i k_B T_i \Big) +\end{gathered}$$ + +Finally, we would like to find an expression for $n_{e1} / n_{i1}$. +It cannot be $1$, because then $\phi_1$ could not be nonzero, +according to [Gauss' law](/know/concept/maxwells-equations/). +Nevertheless, authors often ignore this fact, +thereby making the so-called **plasma approximation**. +We will not, and therefore turn to Gauss' law: + +$$\begin{aligned} + \varepsilon_0 \nabla \cdot \vb{E} + = - \varepsilon_0 \nabla^2 \phi_1 + = q_i n_i - q_e n_e + = - q_e (n_{i1} - n_{e1}) +\end{aligned}$$ + +One final time, we insert our plane-wave ansatz, +and use our Boltzmann-like relation between $n_{e1}$ and $n_{e0}$ +to substitute $\phi_1 = - k_B T_e n_{e1} / (q_e n_{e0})$: + +$$\begin{gathered} + q_e (n_{e1} - n_{i1}) + = |\vb{k}|^2 \varepsilon_0 \phi_1 + = - |\vb{k}|^2 \varepsilon_0 \frac{k_B T_e n_{e1}}{q_e n_{e0}} + \\ + \implies \qquad + n_{i1} + = n_{e1} + |\vb{k}|^2 \varepsilon_0 \frac{k_B T_e n_{e1}}{q_e^2 n_{e0}} + = n_{e1} \big( 1 + |\vb{k}|^2 \lambda_{De}^2 \big) +\end{gathered}$$ + +Where $\lambda_{De}$ is the electron [Debye length](/know/concept/debye-length/). +We thus reach the following dispersion relation, +which governs **ion sound waves** or **ion acoustic waves**: + +$$\begin{aligned} + \boxed{ + \omega^2 + = \frac{|\vb{k}|^2}{m_i} \bigg( \frac{k_B T_e}{1 + |\vb{k}|^2 \lambda_{De}^2} + \gamma_i k_B T_i \bigg) + } +\end{aligned}$$ + +The aforementioned plasma approximation is valid if $|\vb{k}| \lambda_{De} \ll 1$, +which is often reasonable, +in which case this dispersion relation reduces to: + +$$\begin{aligned} + \omega^2 + = \frac{|\vb{k}|^2}{m_i} \bigg( k_B T_e + \gamma_i k_B T_i \bigg) +\end{aligned}$$ + +The phase velocity $v_s$ of these waves, +i.e. the speed of sound, is then given by: + +$$\begin{aligned} + \boxed{ + v_s + = \frac{\omega}{k} + = \sqrt{\frac{k_B T_e}{m_i} + \frac{\gamma_i k_B T_i}{m_i}} + } +\end{aligned}$$ + +Curiously, unlike a neutral gas, +this velocity is nonzero even if $T_i = 0$, +meaning that the waves still exist then. +In fact, usually the electron temperature $T_e$ dominates $T_e \gg T_i$, +even though the main feature of these waves +is that they involve ion density fluctuations $n_{i1}$. + + + +## References +1. F.F. Chen, + *Introduction to plasma physics and controlled fusion*, + 3rd edition, Springer. +2. M. Salewski, A.H. Nielsen, + *Plasma physics: lecture notes*, + 2021, unpublished. diff --git a/content/know/concept/langmuir-waves/index.pdc b/content/know/concept/langmuir-waves/index.pdc new file mode 100644 index 0000000..cd9b449 --- /dev/null +++ b/content/know/concept/langmuir-waves/index.pdc @@ -0,0 +1,260 @@ +--- +title: "Langmuir waves" +firstLetter: "L" +publishDate: 2021-10-30 +categories: +- Physics +- Plasma physics + +date: 2021-10-15T20:31:46+02:00 +draft: false +markup: pandoc +--- + +# Langmuir waves + +In plasma physics, **Langmuir waves** are oscillations in the electron density, +which may or may not propagate, depending on the temperature. + +Assuming no [magnetic field](/know/concept/magnetic-field/) $\vb{B} = 0$, +no ion motion $\vb{u}_i = 0$ (since $m_i \gg m_e$), +and therefore no ion-electron momentum transfer, +the [two-fluid equations](/know/concept/two-fluid-equations/) +tell us that: + +$$\begin{aligned} + m_e n_e \frac{\mathrm{D} \vb{u}_e}{\mathrm{D} t} + = q_e n_e \vb{E} - \nabla p_e + \qquad \quad + \pdv{n_e}{t} + \nabla \cdot (n_e \vb{u}_e) = 0 +\end{aligned}$$ + +These are the electron momentum and continuity equations. +We also need [Gauss' law](/know/concept/maxwells-equations/): + +$$\begin{aligned} + \varepsilon_0 \nabla \cdot \vb{E} + = q_e (n_i - n_e) +\end{aligned}$$ + +We split $n_e$, $\vb{u}_e$ and $\vb{E}$ into a base component +(subscript $0$) and a perturbation (subscript $1$): + +$$\begin{aligned} + n_e + = n_{e0} + n_{e1} + \qquad \quad + \vb{u}_e + = \vb{u}_{e0} + \vb{u}_{e1} + \qquad \quad + \vb{E} + = \vb{E}_0 + \vb{E}_1 +\end{aligned}$$ + +Where the perturbations $n_{e1}$, $\vb{u}_{e1}$ and $\vb{E}_1$ are very small, +and the equilibrium components $n_{e0}$, $\vb{u}_{e0}$ and $\vb{E}_0$ +by definition satisfy: + +$$\begin{aligned} + \pdv{n_{e0}}{t} = 0 + \qquad + \pdv{\vb{u}_{e0}}{t} = 0 + \qquad + \nabla n_{e0} = 0 + \qquad + \vb{u}_{e0} = 0 + \qquad + \vb{E}_0 = 0 +\end{aligned}$$ + +We insert this decomposistion into the electron continuity equation, +arguing that $n_{e1} \vb{u}_{e1}$ is small enough to neglect, leading to: + +$$\begin{aligned} + 0 + &= \pdv{(n_{e0} \!+\! n_{e1})}{t} + \nabla \cdot \Big( (n_{e0} \!+\! n_{e1}) \: (\vb{u}_{e0} \!+\! \vb{u}_{e1}) \Big) + \\ + &= \pdv{n_{e1}}{t} + \nabla \cdot \Big( n_{e0} \vb{u}_{e1} + n_{e1} \vb{u}_{e1} \Big) + \\ + &\approx \pdv{n_{e1}}{t} + \nabla \cdot (n_{e0} \vb{u}_{e1}) + = \pdv{n_{e1}}{t} + n_{e0} \nabla \cdot \vb{u}_{e1} +\end{aligned}$$ + +Likewise, we insert it into Gauss' law, +and use the plasma's quasi-neutrality $n_i = n_{e0}$ to get: + +$$\begin{aligned} + \varepsilon_0 \nabla \cdot \big( \vb{E}_0 \!+\! \vb{E}_1 \big) + = q_e (n_i - n_{e0} \!-\! n_{e1} ) + \quad \implies \quad + \varepsilon_0 \nabla \cdot \vb{E}_1 + = - q_e n_{e1} +\end{aligned}$$ + +Since we are looking for linear waves, +we make the following ansatz for the perturbations: + +$$\begin{aligned} + n_{e1}(\vb{r}, t) + &= n_{e1} \exp\!(i \vb{k} \cdot \vb{r} - i \omega t) + \\ + \vb{u}_{e1}(\vb{r}, t) + &= \vb{u}_{e1} \exp\!(i \vb{k} \cdot \vb{r} - i \omega t) + \\ + \vb{E}_1(\vb{r}, t) + &= \vb{E}_1 \:\exp\!(i \vb{k} \cdot \vb{r} - i \omega t) +\end{aligned}$$ + +Inserting this into the continuity equation and Gauss' law yields, respectively: + +$$\begin{aligned} + - i \omega n_{e1} = - i n_{e0} \vb{k} \cdot \vb{u}_{e1} + \qquad \quad + i \varepsilon_0 \vb{k} \cdot \vb{E}_1 = q_e n_{e1} +\end{aligned}$$ + +However, there are three unknowns $n_{e1}$, $\vb{u}_{e1}$ and $\vb{E}_1$, +so one more equation is needed. + + +## Cold Langmuir waves + +We therefore turn to the electron momentum equation. +For now, let us assume that the electrons have no thermal motion, +i.e. the electron temperature $T_e = 0$, so that $p_e = 0$, leaving: + +$$\begin{aligned} + m_e n_e \frac{\mathrm{D} \vb{u}_e}{\mathrm{D} t} + = q_e n_e \vb{E} +\end{aligned}$$ + +Inserting the decomposition then gives the following, +where we neglect $(\vb{u}_{e1} \cdot \nabla) \vb{u}_{e1}$ +because $\vb{u}_{e1}$ is so small by assumption: + +$$\begin{gathered} + m_e (n_{e0} \!+\! n_{e1}) \Big( \pdv{(\vb{u}_{e0} \!+\! \vb{u}_{e1})}{t} + + \big( (\vb{u}_{e0} \!+\! \vb{u}_{e1}) \cdot \nabla \big) (\vb{u}_{e0} \!+\! \vb{u}_{e1}) \Big) + = q_e \big( n_{e0} \!+\! n_{e1} \big) \big( \vb{E}_0 \!+\! \vb{E}_1 \big) + \\ + \implies \qquad + q_e \vb{E}_1 + = m_e \Big( \pdv{\vb{u}_{e1}}{t} + \big(\vb{u}_{e1} \cdot \nabla \big) \vb{u}_{e1} \Big) + \approx m_e \pdv{\vb{u}_{e1}}{t} +\end{gathered}$$ + +And then inserting our plane-wave ansatz yields +the third equation we were looking for: + +$$\begin{aligned} + -i \omega m_e \vb{u}_{e1} = q_e \vb{E}_1 +\end{aligned}$$ + +Solving this system of three equations for $\omega^2$ +gives the following dispersion relation: + +$$\begin{aligned} + \omega^2 + = \frac{\omega n_{e0}}{n_{e1}} \vb{k} \cdot \vb{u}_{e1} + = \frac{i \omega n_{e0} q_e}{\omega m_e n_{e1}} \vb{k} \cdot \vb{E}_1 + = \frac{i n_{e0} n_{e1} q_e^2}{i \varepsilon_0 m_e n_{e1}} + = \frac{n_{e0} q_e^2}{\varepsilon_0 m_e} +\end{aligned}$$ + +This result is known as the **plasma frequency** $\omega_p$, +and describes the frequency of **cold Langmuir waves**, +otherwise known as **plasma oscillations**: + +$$\begin{aligned} + \boxed{ + \omega_p + = \sqrt{\frac{n_{0e} q_e^2}{\varepsilon_0 m_e}} + } +\end{aligned}$$ + +Note that this is a dispersion relation $\omega(k) = \omega_p$, +but that $\omega_p$ does not contain $k$. +This means that cold Langmuir waves do not propagate: +the oscillation is "stationary". + + +## Warm Langmuir waves + +Next, we generalize this result to nonzero $T_e$, +in which case the pressure $p_e$ is involved: + +$$\begin{aligned} + m_e n_{e0} \pdv{\vb{u}_{e1}}{t} + = q_e n_{e0} \vb{E}_1 - \nabla p_e +\end{aligned}$$ + +From the two-fluid thermodynamic equation of state, +we know that $\nabla p_e$ can be written as: + +$$\begin{aligned} + \nabla p_e + = \gamma k_B T_e \nabla n_e + = \gamma k_B T_e \nabla (n_{e0} + n_{e1}) + = \gamma k_B T_e \nabla n_{e1} +\end{aligned}$$ + +With this, insertion of our plane-wave ansatz +into the electron equation results in: + +$$\begin{aligned} + -i \omega m_e n_{e0} \vb{u}_{e1} = q_e n_{e0} \vb{E}_1 - i \gamma k_B T_e n_{e1} \vb{k} +\end{aligned}$$ + +Which once again closes the system of three equations. +Solving for $\omega^2$ then gives: + +$$\begin{aligned} + \omega^2 + = \frac{\omega n_{e0}}{n_{e1}} \vb{k} \cdot \vb{u}_{e1} + &= \frac{i \omega n_{e0}}{\omega n_{e0} m_e n_{e1}} \vb{k} \cdot \Big( q_e n_{e0} \vb{E}_1 - i \gamma k_B T_e n_{e1} \vb{k} \Big) + \\ + &= \frac{n_{e0} q_e^2}{\varepsilon_0 m_e} - \frac{i \omega}{\omega m_e n_{e1}} i \gamma k_B T_e n_{e1} \big(\vb{k} \cdot \vb{k}\big) +\end{aligned}$$ + +Recognizing the first term as the plasma frequency $\omega_p^2$, +we therefore arrive at the **Bohm-Gross dispersion relation** $\omega(\vb{k})$ +for **warm Langmuir waves**: + +$$\begin{aligned} + \boxed{ + \omega^2 + = \omega_p^2 + \frac{\gamma k_B T_e}{m_e} |\vb{k}|^2 + } +\end{aligned}$$ + +This expression is typically quoted for 1D oscillations, +in which case $\gamma = 3$ and $k = |\vb{k}|$: + +$$\begin{aligned} + \omega^2 + = \omega_p^2 + \frac{3 k_B T_e}{m_e} k^2 +\end{aligned}$$ + +Unlike for $T_e = 0$, these "warm" waves do propagate, +carrying information at group velocity $v_g$, +which, in the limit of large $k$, is given by: + +$$\begin{aligned} + v_g + = \pdv{\omega}{k} + \to \sqrt{\frac{3 k_B T_e}{m_e}} +\end{aligned}$$ + +This is the root-mean-square velocity of the +[Maxwell-Boltzmann speed distribution](/know/concept/maxwell-boltzmann-distribution/), +meaning that information travels at the thermal velocity for large $k$. + + + +## References +1. F.F. Chen, + *Introduction to plasma physics and controlled fusion*, + 3rd edition, Springer. +2. M. Salewski, A.H. Nielsen, + *Plasma physics: lecture notes*, + 2021, unpublished. diff --git a/content/know/concept/sigma-algebra/index.pdc b/content/know/concept/sigma-algebra/index.pdc index 6e90fcb..690c4cc 100644 --- a/content/know/concept/sigma-algebra/index.pdc +++ b/content/know/concept/sigma-algebra/index.pdc @@ -42,6 +42,9 @@ Likewise, a **sub-$\sigma$-algebra** is a sub-family of a certain $\mathcal{F}$, which is a valid $\sigma$-algebra in its own right. + +## Notable examples + A notable $\sigma$-algebra is the **Borel algebra** $\mathcal{B}(\Omega)$, which is defined when $\Omega$ is a metric space, such as the real numbers $\mathbb{R}$. diff --git a/content/know/concept/two-fluid-equations/index.pdc b/content/know/concept/two-fluid-equations/index.pdc index df45e73..9ae9dbf 100644 --- a/content/know/concept/two-fluid-equations/index.pdc +++ b/content/know/concept/two-fluid-equations/index.pdc @@ -129,7 +129,7 @@ $$\begin{aligned} Now we have 14 equations, so we need 2 more, for the pressures $p_i$ and $p_e$. This turns out to be the thermodynamic **equation of state**: for quasistatic, reversible, adiabatic compression -of a gas with constant heat capacities (i.e. a *calorically perfect* gas), +of a gas with constant heat capacity (i.e. a *calorically perfect* gas), it turns out that: $$\begin{aligned} @@ -168,6 +168,22 @@ $$\begin{aligned} } \end{aligned}$$ +Note that from the relation $p = C n^\gamma$, +we can calculate the $\nabla p$ term in the momentum equation, +using simple differentiation and the ideal gas law: + +$$\begin{aligned} + p = C n^\gamma + \quad \implies \quad + \nabla p + = \gamma \frac{C n^{\gamma}}{n} \nabla n + = \gamma p \frac{\nabla n}{n} + = \gamma k_B T \nabla n +\end{aligned}$$ + +Note that the ideal gas law was not used immediately, +to allow for $\gamma \neq 1$. + ## Fluid drifts diff --git a/content/know/concept/wiener-process/index.pdc b/content/know/concept/wiener-process/index.pdc new file mode 100644 index 0000000..49aebfb --- /dev/null +++ b/content/know/concept/wiener-process/index.pdc @@ -0,0 +1,90 @@ +--- +title: "Wiener process" +firstLetter: "W" +publishDate: 2021-10-29 +categories: +- Physics +- Mathematics + +date: 2021-10-21T19:40:02+02:00 +draft: false +markup: pandoc +--- + +# Wiener process + +The **Wiener process** is a stochastic process that provides +a pure mathematical definition of the physical phenomenon of **Brownian motion**, +and hence is also called *Brownian motion*. + +A Wiener process $B_t$ is defined as any +time-indexed [random variable](/know/concept/random-variable/) +$\{B_t: t \ge 0\}$ (i.e. stochastic process) +that has the following properties: + +1. Initial condition $B_0 = 0$. +2. Each **increment** of $B_t$ is independent of the past: + given $0 \le s < t \le u < v$, then + $B_t \!-\! B_s$ and $B_v \!-\! B_u$ are independent random variables. +3. The increments of $B_t$ are Gaussian with mean $0$ + and variance $h$, where $h$ is the time step, + such that $B_{t+h} \!-\! B_t \sim \mathcal{N}(0, h)$. +4. $B_t$ is a continuous function of $t$. + +There exist stochastic processes that satisfy these requirements, +infinitely many in fact. +In other words, Brownian motion exists, +and can be constructed in various ways. + +Since the variance of an increment is expressed in units of time $t$, +the physical unit of the Wiener process is the square root of time $\sqrt{t}$. + +Brownian motion is **self-similar**: +if we define a rescaled $W_t = \sqrt{\alpha} B_{t/\alpha}$ for some $\alpha$, +then $W_t$ is also a valid Wiener process, +meaning that there are no fundemental scales. +A consequence of this is that: +$\mathbf{E}|B_t|^p = \mathbf{E}|\sqrt{t} B_1|^p = t^{p/2} \mathbf{E}|B_1|^p$. +Another consequence is invariance under "time inversion", +by defining $\sqrt{\alpha} = t$, such that $W_t = t B_{1/t}$. + +Despite being continuous by definition, +the **total variation** $V(B)$ of $B_t$ is infinite +(informally, the curve is infinitely long). +For $t_i \in [0, 1]$ in $n$ steps of maximum size $\Delta t$: + +$$\begin{aligned} + V_t + = \lim_{\Delta t \to 0} \sup \sum_{i = 1}^n \big|B_{t_i} - B_{t_{i-1}}\big| + = \infty +\end{aligned}$$ + +However, curiously, the **quadratic variation**, written as $[B]_t$, +turns out to be deterministically finite and equal to $t$, +while a differentiable function $f$ would have $[f]_t = 0$: + +$$\begin{aligned} + \:[B]_t + = \lim_{\Delta t \to 0} \sum_{i = 1}^n \big|B_{t_i} - B_{t_{i - 1}}\big|^2 + = t +\end{aligned}$$ + +Therefore, despite being continuous by definition, +the Wiener process is not differentiable, +not even in the mean square, because: + +$$\begin{aligned} + \frac{B_{t+h} - B_t}{h} + \sim \frac{1}{h} \mathcal{N}(0, h) + \sim \mathcal{N}\Big(0, \frac{1}{h}\Big) + \qquad \quad + \lim_{h \to 0} \mathbf{E} \bigg|\mathcal{N}\Big(0, \frac{1}{h}\Big) \bigg|^2 + = \infty +\end{aligned}$$ + + + +## References +1. U.F. Thygesen, + *Lecture notes on diffusions and stochastic differential equations*, + 2021, Polyteknisk Kompendie. |