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<article xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:oasis="http://docs.oasis-open.org/ns/oasis-exchange/table" xml:lang="en" dtd-version="3.0" article-type="research-article">
  <front>
    <journal-meta><journal-id journal-id-type="publisher">GMD</journal-id><journal-title-group>
    <journal-title>Geoscientific Model Development</journal-title>
    <abbrev-journal-title abbrev-type="publisher">GMD</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Geosci. Model Dev.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">1991-9603</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/gmd-14-5825-2021</article-id><title-group><article-title>UBER v1.0: a universal kinetic equation solver for radiation belts</article-title><alt-title>UBER v1.0</alt-title>
      </title-group><?xmltex \runningtitle{UBER v1.0}?><?xmltex \runningauthor{L.~Zheng~et~al.}?>
      <contrib-group>
        <contrib contrib-type="author" corresp="yes" rid="aff1">
          <name><surname>Zheng</surname><given-names>Liheng</given-names></name>
          <email>zhengliheng@gmail.com</email>
        <ext-link>https://orcid.org/0000-0001-9068-4431</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff1">
          <name><surname>Chen</surname><given-names>Lunjin</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff2">
          <name><surname>Chan</surname><given-names>Anthony A.</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff3 aff4">
          <name><surname>Wang</surname><given-names>Peng</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff1">
          <name><surname>Xia</surname><given-names>Zhiyang</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff1">
          <name><surname>Liu</surname><given-names>Xu</given-names></name>
          
        </contrib>
        <aff id="aff1"><label>1</label><institution>William B. Hanson Center for Space Sciences, Department of Physics, University of Texas at Dallas,<?xmltex \hack{\break}?> Richardson, Texas, USA</institution>
        </aff>
        <aff id="aff2"><label>2</label><institution>Department of Physics and Astronomy, Rice University, Houston, Texas, USA</institution>
        </aff>
        <aff id="aff3"><label>3</label><institution>Department of Earth, Planetary and Space Sciences, University of California at Los Angeles, Los Angeles, California, USA</institution>
        </aff>
        <aff id="aff4"><label>a</label><institution>now at: JPMorgan Chase, Plano, Texas, USA</institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Liheng Zheng (zhengliheng@gmail.com)</corresp></author-notes><pub-date><day>24</day><month>September</month><year>2021</year></pub-date>
      
      <volume>14</volume>
      <issue>9</issue>
      <fpage>5825</fpage><lpage>5842</lpage>
      <history>
        <date date-type="received"><day>15</day><month>April</month><year>2021</year></date>
           <date date-type="accepted"><day>1</day><month>September</month><year>2021</year></date>
           <date date-type="rev-recd"><day>19</day><month>August</month><year>2021</year></date>
           <date date-type="rev-request"><day>27</day><month>May</month><year>2021</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2021 Liheng Zheng et al.</copyright-statement>
        <copyright-year>2021</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021.html">This article is available from https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021.html</self-uri><self-uri xlink:href="https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021.pdf">The full text article is available as a PDF file from https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021.pdf</self-uri>
      <abstract><title>Abstract</title>
    <p id="d1e149">Recent proceedings in radiation belt studies have proposed new requirements for numerical methods to solve the kinetic equations involved. In
this article, we present a numerical solver that can solve the general form of the radiation belt Fokker–Planck equation and Boltzmann equation in
arbitrarily provided coordinate systems and with user-specified boundary geometry, boundary conditions, and equation terms. The solver is based
upon the mathematical theory of stochastic differential equations, whose computational accuracy and efficiency are greatly enhanced by specially
designed adaptive algorithms and a variance reduction technique. The versatility and robustness of the solver are exhibited in four example
problems. The solver applies to a wide spectrum of radiation belt modeling problems, including the ones featuring non-diffusive particle transport
such as that arising from nonlinear wave–particle interactions.</p>
  </abstract>
    </article-meta>
  </front>
<body>
      

<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <?pagebreak page5826?><p id="d1e161">In the space plasma environment, radiation belts refer to torus-shaped regions surrounding Earth and other magnetized planets that are filled with
highly energetic charged particles trapped in the planetary magnetic field. Since their discovery <xref ref-type="bibr" rid="bib1.bibx54 bib1.bibx55" id="paren.1"/>, radiation belts
have been the focus of intense research due to the innumerable unknowns concerning their extremely dynamic behavior and their damaging effects on
spacecraft (e.g., <xref ref-type="bibr" rid="bib1.bibx8 bib1.bibx57" id="altparen.2"/>). During slowly changing conditions, radiation belt particles undergo three types of periodic motion:
gyration about field lines, bounce along field lines, and drift about the planet. With each periodic motion there is a corresponding adiabatic
invariant, defined through the Hamiltonian action integral <xref ref-type="bibr" rid="bib1.bibx20" id="paren.3"><named-content content-type="pre">e.g.,</named-content><named-content content-type="post">chap. 10</named-content></xref>, that is only violated when the conditions are undergoing change  on
timescales shorter than the period. A widely adopted method to study the dynamics of radiation belts is to solve a kinetic equation describing the
evolution of particle phase space density. In quasi-linear theory, this kinetic equation is usually a Fokker–Planck equation that takes the general
covariant form <xref ref-type="bibr" rid="bib1.bibx38" id="paren.4"/>
          <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M1" display="block"><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{8.5}{8.5}\selectfont$\displaystyle}?><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>G</mml:mi><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>G</mml:mi><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:mi>S</mml:mi><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>+</mml:mo><mml:mi>v</mml:mi><mml:mo>,</mml:mo><?xmltex \hack{$\egroup}?></mml:mrow></mml:math></disp-formula>
        where <inline-formula><mml:math id="M2" display="inline"><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> is the phase-averaged phase space density, <inline-formula><mml:math id="M3" display="inline"><mml:mrow><mml:mi>G</mml:mi><mml:mo>=</mml:mo><mml:mtext>det</mml:mtext><mml:mo>(</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the Jacobian
determinant for the transformation from canonical action variables <inline-formula><mml:math id="M4" display="inline"><mml:mrow><mml:msup><mml:mi>J</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M5" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>) to the generalized coordinates <inline-formula><mml:math id="M6" display="inline"><mml:mrow><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, and
<inline-formula><mml:math id="M7" display="inline"><mml:mrow><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M8" display="inline"><mml:mrow><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M9" display="inline"><mml:mi>S</mml:mi></mml:math></inline-formula>, and <inline-formula><mml:math id="M10" display="inline"><mml:mi>v</mml:mi></mml:math></inline-formula> are coefficients of the equation. Summation on repeated Greek indices is implied throughout this
paper. In different radiation belts, the number of terms emerging on the right-hand side of Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) and their respective physical
backgrounds may be different. For the Earth's outer radiation belt, the second and the fourth terms are usually missing; the first term represents
diffusion caused by wave–particle interactions, and the third term is often a loss characterized by the particle lifetime <xref ref-type="bibr" rid="bib1.bibx30" id="paren.5"><named-content content-type="pre">e.g.,</named-content><named-content content-type="post">and the
reference therein</named-content></xref>. In the low-altitude inner radiation belt where wave–particle interactions are not as significant, the first and second
terms are often provided by the diffusion and dynamic friction caused by inter-particle Coulomb collisions <xref ref-type="bibr" rid="bib1.bibx40" id="paren.6"><named-content content-type="pre">e.g.,</named-content></xref>, and the
fourth term may be a source from cosmic ray albedo neutron decay (CRAND; e.g., <xref ref-type="bibr" rid="bib1.bibx41 bib1.bibx31" id="altparen.7"/>). For radiation belts of the gas giants, all
terms could be present (e.g., <xref ref-type="bibr" rid="bib1.bibx21 bib1.bibx33" id="altparen.8"/>). The first two terms may be attributable to both wave–particle interactions and
inter-particle collisions and, in addition, synchrotron radiation, which is negligible in Earth's radiation belts, bleeds energy for the
ultra-relativistic electrons, and thus also contributes to the second term <xref ref-type="bibr" rid="bib1.bibx10 bib1.bibx11" id="paren.9"><named-content content-type="pre">e.g.,</named-content></xref>. The third term could represent the
moon-sweeping loss, and the fourth term may come from moon volcanic activities as a plasma source <xref ref-type="bibr" rid="bib1.bibx35" id="paren.10"><named-content content-type="pre">e.g.,</named-content></xref>.</p>
      <p id="d1e461">In some circumstances, the dependence of phase space density on certain phases <inline-formula><mml:math id="M11" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> could be discerned, and the radiation belt kinetic
equation takes the form
          <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M12" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>G</mml:mi><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">μ</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:mrow></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="1em"/><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced close=")" open="("><mml:mrow><mml:mi>G</mml:mi><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:mi>S</mml:mi><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>+</mml:mo><mml:mi>v</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        where a dot over <inline-formula><mml:math id="M13" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> indicates its time derivative. The phase space density <inline-formula><mml:math id="M14" display="inline"><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> here is only averaged over the phases varying
faster than <inline-formula><mml:math id="M15" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, and the mutually exclusive indices <inline-formula><mml:math id="M16" display="inline"><mml:mi mathvariant="italic">ι</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M17" display="inline"><mml:mi mathvariant="italic">μ</mml:mi></mml:math></inline-formula> together form the complete set of <inline-formula><mml:math id="M18" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>. The most common
situation is perhaps the dependence of <inline-formula><mml:math id="M19" display="inline"><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> on the drift phase <inline-formula><mml:math id="M20" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, which in the Earth's outer radiation belt may be caused by the
wave activity dependence on magnetic local time <xref ref-type="bibr" rid="bib1.bibx45" id="paren.11"><named-content content-type="pre">e.g.,</named-content></xref> and in the inner belt by the longitudinal variation of drift shell
altitude <xref ref-type="bibr" rid="bib1.bibx50 bib1.bibx58" id="paren.12"><named-content content-type="pre">e.g.,</named-content></xref>. With the spatial derivative term on the left-hand side, Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>) appears as a Boltzmann equation
for <inline-formula><mml:math id="M21" display="inline"><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula>, but by Hamiltonian mechanics, the conjugating term <inline-formula><mml:math id="M22" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mo>(</mml:mo><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>/</mml:mo><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> should have also
appeared on the left-hand side. Its absence is due to the fact that, for particles in the radiation belt energy range, the drift-phase-dependent
electric potential energy is usually negligible in the unperturbed particle Hamiltonian so that <inline-formula><mml:math id="M23" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> becomes a cyclic
variable. Appendix <xref ref-type="sec" rid="App1.Ch1.S1"/> provides a more comprehensive explanation of this equation, and we will return to the general case in which <inline-formula><mml:math id="M24" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> is
not cyclic in the “Conclusions and discussion” section.</p>
      <p id="d1e790">Various numerical models have been built to solve a specific form of either Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) or (<xref ref-type="disp-formula" rid="Ch1.E2"/>) (e.g., <xref ref-type="bibr" rid="bib1.bibx9 bib1.bibx42 bib1.bibx48 bib1.bibx1 bib1.bibx47 bib1.bibx51 bib1.bibx56 bib1.bibx59" id="altparen.13"/>, to name a
few). Though their underlying numerical schemes might not restrict, these
existing models have in practice been implemented with hard-coded choices of coordinates, relatively simple boundary geometry, and a roughly fixed
number of equation terms; therefore, each model is applicable to a specific set of problems. This situation could become quite inconvenient when
adiabatic invariants of particle motion are used as coordinates of phase space to model radiation belt dynamics, as promoted by <xref ref-type="bibr" rid="bib1.bibx39" id="text.14"/>. The
reasons are twofold: first, due to their vast range of magnitude and dramatically varying resolution, adiabatic invariant coordinates often require
some kind of rescaling and transformation <xref ref-type="bibr" rid="bib1.bibx62" id="paren.15"><named-content content-type="pre">e.g.,</named-content></xref>, specific to the problem, to be computationally efficient; second, boundary
geometry becomes complicated in adiabatic invariant coordinates, which could be challenging for finite-difference methods and led
<xref ref-type="bibr" rid="bib1.bibx46" id="text.16"/> to seek new coordinates from combinations of the adiabatic invariants. However, the use of adiabatic invariant coordinates is
crucial for some compelling problems in the radiation belts: for example, the mechanisms of storm-time electron loss in which adiabatic modulations due
to magnetic field configuration change must be separated from non-adiabatic processes <xref ref-type="bibr" rid="bib1.bibx24 bib1.bibx52" id="paren.17"/> and the relative significance of
Earthward diffusion versus CRAND as a possible inner belt electron source with the drift shell splitting effect contributing <xref ref-type="bibr" rid="bib1.bibx13" id="paren.18"/>. It is the
purpose of this article to present a numerical code, named UBER (for “universal Boltzmann equation solver”), that solves Eqs. (<xref ref-type="disp-formula" rid="Ch1.E1"/>)
and (<xref ref-type="disp-formula" rid="Ch1.E2"/>) in an arbitrarily user-specified coordinate system up to three dimensions, with great freedom in specifying boundary geometry and
boundary conditions and with various combinations of equation terms. Therefore, it is expected that the solver can be applied to a wide spectrum of
radiation belt modeling problems. More importantly, the freedom of specifying equation terms implies that, in an asymptotic manner, UBER can even
solve the integro-differential kinetic equations arising from non-diffusive particle transport, such as that formulated in <xref ref-type="bibr" rid="bib1.bibx6" id="text.19"/> for
nonlinear wave–particle interactions, and thereby provides a viable means to incorporate non-diffusive transport into global radiation belt modeling.</p>
      <p id="d1e825">The underlying mathematical theory of the solver is stochastic differential equation (SDE) theory. The SDE method had been utilized by <xref ref-type="bibr" rid="bib1.bibx48" id="text.20"/>,
<xref ref-type="bibr" rid="bib1.bibx43" id="text.21"/>, and <xref ref-type="bibr" rid="bib1.bibx62" id="text.22"/> in their modeling of radiation belts. The method is grid-free and enjoys unparalleled advantages in
dealing with cross-diffusion components and complicated boundary geometry <xref ref-type="bibr" rid="bib1.bibx63" id="paren.23"><named-content content-type="pre">e.g.,</named-content></xref>, but it is meanwhile notorious for low efficiency
ascribed to its Monte Carlo nature. In this article, we also describe specially designed numerical techniques that have enhanced the computational
speed of the SDE method by an order of magnitude, thus making the solver much more affordable for large-scale simulations. Four example problems with
distinct physical backgrounds are provided in this article to demonstrate the abilities and versatility of the solver.</p>
</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Mathematical theory</title>
      <p id="d1e850">The kinetic equations given as Eqs. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) and (<xref ref-type="disp-formula" rid="Ch1.E2"/>) above  are parabolic partial differential equations (PDEs). Written in the Kolmogorov backward form
(see below), a parabolic PDE corresponds to a multidimensional SDE that describes the motion of an Itô stochastic process whose certain
functional<?pagebreak page5827?> expectation satisfies the PDE; the PDE can then be solved by calculating path integrals of the corresponding stochastic process
<xref ref-type="bibr" rid="bib1.bibx18 bib1.bibx36" id="paren.24"><named-content content-type="pre">e.g.,</named-content></xref>.</p>
      <p id="d1e862">Let us consider the following partial differential problem composed of a Kolmogorov backward equation and a general set of initial and boundary
conditions:

              <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M25" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E3"><mml:mtd><mml:mtext>3</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:msub><mml:mi>f</mml:mi><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:msup><mml:mi>a</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:msub><mml:mi>f</mml:mi><mml:mo>+</mml:mo><mml:msup><mml:mi>b</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:mi>f</mml:mi><mml:mo>+</mml:mo><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mi>f</mml:mi></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mi>u</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E4"><mml:mtd><mml:mtext>4</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mspace width="1em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>∈</mml:mo><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E5"><mml:mtd><mml:mtext>5</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mspace linebreak="nobreak" width="1em"/><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>∈</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E6"><mml:mtd><mml:mtext>6</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mover accent="true"><mml:mi mathvariant="bold-italic">γ</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mi>f</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mi>f</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mspace width="1em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>∈</mml:mo><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

          where <inline-formula><mml:math id="M26" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M27" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are shorthand for the partial differentials with respect to <inline-formula><mml:math id="M28" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> and the <inline-formula><mml:math id="M29" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula>th coordinate,
respectively. In Eqs. (<xref ref-type="disp-formula" rid="Ch1.E4"/>)–(<xref ref-type="disp-formula" rid="Ch1.E6"/>), <inline-formula><mml:math id="M30" display="inline"><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> denotes the closure of the domain and <inline-formula><mml:math id="M31" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula> its
boundary. In particular, <inline-formula><mml:math id="M32" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula> represents the boundary pieces of the first type (Dirichlet) boundary condition, and
<inline-formula><mml:math id="M33" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula> indicate the boundary pieces excluding those in <inline-formula><mml:math id="M34" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula>, which are of the second (Neumann,
<inline-formula><mml:math id="M35" display="inline"><mml:mrow><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>≡</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>) or the third type (Robin, <inline-formula><mml:math id="M36" display="inline"><mml:mrow><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>≠</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>) boundary conditions. The unit vector <inline-formula><mml:math id="M37" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">γ</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:math></inline-formula>  points into <inline-formula><mml:math id="M38" display="inline"><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> and is not tangent to
the local boundary.</p>
      <p id="d1e1311">The mathematical theory of SDEs establishes a relation between Eqs. (<xref ref-type="disp-formula" rid="Ch1.E3"/>)–(<xref ref-type="disp-formula" rid="Ch1.E6"/>) and the Itô stochastic process, whose spatial positions are denoted by the random variable <inline-formula><mml:math id="M39" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> in <inline-formula><mml:math id="M40" display="inline"><mml:mi mathvariant="normal">Ω</mml:mi></mml:math></inline-formula> that obeys the reflected SDE:
          <disp-formula id="Ch1.E7" content-type="numbered"><label>7</label><mml:math id="M41" display="block"><mml:mrow><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">b</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi><mml:mo>+</mml:mo><mml:mi mathvariant="bold-italic">σ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">W</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">γ</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        where the dot product on the right-hand side is between a rank-2 tensor and a vector, and the parameter <inline-formula><mml:math id="M42" display="inline"><mml:mi>s</mml:mi></mml:math></inline-formula> runs from 0 to <inline-formula><mml:math id="M43" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> so that the stochastic
process retrogrades in time from <inline-formula><mml:math id="M44" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> to 0. The first term on the right-hand side describes the ballistic part of its motion. The second term describes
the stochastic part, with the coefficient tensor <inline-formula><mml:math id="M45" display="inline"><mml:mi mathvariant="bold-italic">σ</mml:mi></mml:math></inline-formula> satisfying
<inline-formula><mml:math id="M46" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">σ</mml:mi><mml:mo>⋅</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">σ</mml:mi><mml:mi>T</mml:mi></mml:msup><mml:mo>=</mml:mo><mml:mi mathvariant="bold">a</mml:mi></mml:mrow></mml:math></inline-formula> (whose components are <inline-formula><mml:math id="M47" display="inline"><mml:mrow><mml:msup><mml:mi>a</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>). Note that this
condition does not uniquely determine <inline-formula><mml:math id="M48" display="inline"><mml:mi mathvariant="bold-italic">σ</mml:mi></mml:math></inline-formula>, but all satisfying <inline-formula><mml:math id="M49" display="inline"><mml:mi mathvariant="bold-italic">σ</mml:mi></mml:math></inline-formula> tensors are equivalent (Levi's
theorem; <xref ref-type="bibr" rid="bib1.bibx18 bib1.bibx62" id="altparen.25"/>). <inline-formula><mml:math id="M50" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">W</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is a vector Wiener process of the same dimensions as <inline-formula><mml:math id="M51" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, with each dimension an independent
Gaussian stochastic variable that has zero mean and variance <inline-formula><mml:math id="M52" display="inline"><mml:mi>s</mml:mi></mml:math></inline-formula>. The third term describes reflection of the stochastic process in the direction given
by <inline-formula><mml:math id="M53" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">γ</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover></mml:math></inline-formula> on the boundary <inline-formula><mml:math id="M54" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M55" display="inline"><mml:mrow><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is a monotonic stochastic variable that only increases
when the stochastic process is on that boundary to force <inline-formula><mml:math id="M56" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> to stay in <inline-formula><mml:math id="M57" display="inline"><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula>. <inline-formula><mml:math id="M58" display="inline"><mml:mrow><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can thus be considered  a measure of
the time that the stochastic process spent on <inline-formula><mml:math id="M59" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula> and hence has the name local time. The Itô process stops
either in <inline-formula><mml:math id="M60" display="inline"><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> when <inline-formula><mml:math id="M61" display="inline"><mml:mrow><mml:mi>s</mml:mi><mml:mo>=</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> or on <inline-formula><mml:math id="M62" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula> at <inline-formula><mml:math id="M63" display="inline"><mml:mrow><mml:mi>s</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>&lt;</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d1e1684">A formal solution of the problem in Eqs. (<xref ref-type="disp-formula" rid="Ch1.E3"/>)–(<xref ref-type="disp-formula" rid="Ch1.E6"/>) is given by the Feynman–Kac formula <xref ref-type="bibr" rid="bib1.bibx22 bib1.bibx36 bib1.bibx25" id="paren.26"><named-content content-type="pre">e.g.,</named-content></xref>:
          <disp-formula id="Ch1.E8" content-type="numbered"><label>8</label><mml:math id="M64" display="block"><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="double-struck">E</mml:mi><mml:mo mathsize="1.1em">[</mml:mo><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup><mml:mo>[</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>]</mml:mo><mml:mo mathsize="1.1em">]</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        in which <inline-formula><mml:math id="M65" display="inline"><mml:mi mathvariant="double-struck">E</mml:mi></mml:math></inline-formula> is the expectation operator, and <inline-formula><mml:math id="M66" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup><mml:mo>[</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> is a functional of the stochastic path <inline-formula><mml:math id="M67" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>
started from <inline-formula><mml:math id="M68" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M69" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> that has the expression
          <disp-formula id="Ch1.E9" content-type="numbered"><label>9</label><mml:math id="M70" display="block"><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{8.1}{8.1}\selectfont$\displaystyle}?><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup><mml:mo>[</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>]</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="double-struck">I</mml:mi><mml:mrow><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>≥</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:msub><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:munderover><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:munderover><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="double-struck">I</mml:mi><mml:mrow><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>&lt;</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:msub><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi mathvariant="italic">τ</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi mathvariant="italic">τ</mml:mi></mml:munderover><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi mathvariant="italic">τ</mml:mi></mml:munderover><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:mi>t</mml:mi><mml:mo>∧</mml:mo><mml:mi mathvariant="italic">τ</mml:mi></mml:mrow></mml:munderover><mml:mi>u</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>s</mml:mi></mml:munderover><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>r</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:mi>r</mml:mi><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>s</mml:mi></mml:munderover><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>r</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>r</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable><?xmltex \hack{$\egroup}?></mml:mrow></mml:math></disp-formula>
        where the symbol <inline-formula><mml:math id="M71" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">I</mml:mi><mml:mrow><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>≥</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is equal to 1 when <inline-formula><mml:math id="M72" display="inline"><mml:mrow><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>≥</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula>, which means the stochastic process has stopped in <inline-formula><mml:math id="M73" display="inline"><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> before it had a chance to reach <inline-formula><mml:math id="M74" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula>, and zero otherwise; <inline-formula><mml:math id="M75" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>∧</mml:mo><mml:mi mathvariant="italic">τ</mml:mi></mml:mrow></mml:math></inline-formula> means the smaller between the two. Physically, the functional <inline-formula><mml:math id="M76" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup><mml:mo>[</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>s</mml:mi></mml:msub><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> is a propagator of contribution carried along the stochastic path from either the initial condition or the first type boundary condition to the point of solution, and the exponential functions indicate how this contribution enhances or decays along this path.</p>
      <p id="d1e2250">To formally solve the Fokker–Planck equation (Eq. <xref ref-type="disp-formula" rid="Ch1.E1"/>) by the Feynman–Kac formula (Eq. <xref ref-type="disp-formula" rid="Ch1.E8"/>), it remains to transform the equation together with its proper initial and boundary conditions into the form of Eqs. (<xref ref-type="disp-formula" rid="Ch1.E3"/>)–(<xref ref-type="disp-formula" rid="Ch1.E6"/>). To this end, directly expanding Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) and collecting terms with the same differentiation order yields its Kolmogorov backward form:
          <disp-formula id="Ch1.E10" content-type="numbered"><label>10</label><mml:math id="M77" display="block"><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{9.5}{9.5}\selectfont$\displaystyle}?><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>+</mml:mo><mml:mfenced open="[" close="]"><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:msub><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mo>+</mml:mo><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:msub><mml:mi>ln⁡</mml:mi><mml:mi>G</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfenced><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mfenced close="]" open="["><mml:mrow><mml:mi>S</mml:mi><mml:mo>-</mml:mo><mml:mo>(</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:mi>ln⁡</mml:mi><mml:mi>G</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>+</mml:mo><mml:mi>v</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable><?xmltex \hack{$\egroup}?></mml:mrow></mml:math></disp-formula>
        Comparing Eq. (<xref ref-type="disp-formula" rid="Ch1.E10"/>) with Eq. (<xref ref-type="disp-formula" rid="Ch1.E3"/>) and taking <inline-formula><mml:math id="M78" display="inline"><mml:mrow><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> equivalent to <inline-formula><mml:math id="M79" display="inline"><mml:mrow><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, we thus have the correspondences of coefficients:
          <disp-formula id="Ch1.E11" content-type="numbered"><label>11</label><mml:math id="M80" display="block"><mml:mfenced open="{" close=""><mml:mtable class="cases" columnspacing="1em" rowspacing="0.2ex" columnalign="left" framespacing="0em"><mml:mtr><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi mathvariant="bold">a</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="bold">D</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">b</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold">D</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>c</mml:mi><mml:mo>=</mml:mo><mml:mi>S</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>u</mml:mi><mml:mo>=</mml:mo><mml:mi>v</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:math></disp-formula>
        where in curvilinear coordinates, the divergence operator on a tensor field <inline-formula><mml:math id="M81" display="inline"><mml:mi mathvariant="bold">Γ</mml:mi></mml:math></inline-formula> is
          <disp-formula id="Ch1.E12" content-type="numbered"><label>12</label><mml:math id="M82" display="block"><mml:mrow><mml:mi mathvariant="normal">∇</mml:mi><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold">Γ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:msup><mml:mi mathvariant="normal">Γ</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">…</mml:mi></mml:mrow></mml:msup><mml:mo>+</mml:mo><mml:msup><mml:mi mathvariant="normal">Γ</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">…</mml:mi></mml:mrow></mml:msup><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:mi>ln⁡</mml:mi><mml:mi>G</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        in which the dots stand for all other indices irrelevant to the operation, and the terms <inline-formula><mml:math id="M83" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:mi>ln⁡</mml:mi><mml:mi>G</mml:mi></mml:mrow></mml:math></inline-formula> come from summation of the
Christoffel symbols in a covariant derivative <xref ref-type="bibr" rid="bib1.bibx34" id="paren.27"><named-content content-type="pre">e.g.,</named-content><named-content content-type="post">chap. 15</named-content></xref>. It is worth remarking that <inline-formula><mml:math id="M84" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi></mml:mrow></mml:math></inline-formula> appears in the expression for
<inline-formula><mml:math id="M85" display="inline"><mml:mi mathvariant="bold-italic">b</mml:mi></mml:math></inline-formula> so that the Itô process travels against the advection velocity. This is indeed the case since it is time-backwards. Also, from the
expression for <inline-formula><mml:math id="M86" display="inline"><mml:mi>c</mml:mi></mml:math></inline-formula>, divergence of the advection serves as a loss of phase space density.</p>
      <p id="d1e2631">Initial and boundary conditions to Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) are transformed<?pagebreak page5828?> as follows. For the initial condition and the first type boundary condition, values of <inline-formula><mml:math id="M87" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> are specified just as in Eqs. (<xref ref-type="disp-formula" rid="Ch1.E4"/>) and (<xref ref-type="disp-formula" rid="Ch1.E5"/>). For a flux boundary condition of the form <inline-formula><mml:math id="M88" display="inline"><mml:mrow><mml:mi mathvariant="normal">Φ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow></mml:math></inline-formula>, we note that the outward flux <inline-formula><mml:math id="M89" display="inline"><mml:mi mathvariant="normal">Φ</mml:mi></mml:math></inline-formula> across a boundary is given by <inline-formula><mml:math id="M90" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold">D</mml:mi><mml:mo>⋅</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, with <inline-formula><mml:math id="M91" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover></mml:math></inline-formula> the unit inward normal vector of <inline-formula><mml:math id="M92" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula>. Therefore, the corresponding boundary condition is
          <disp-formula id="Ch1.E13" content-type="numbered"><label>13</label><mml:math id="M93" display="block"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold">D</mml:mi><mml:mo>⋅</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>-</mml:mo><mml:mo>(</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        Comparing Eq. (<xref ref-type="disp-formula" rid="Ch1.E13"/>) with Eq. (<xref ref-type="disp-formula" rid="Ch1.E6"/>), we determine that
          <disp-formula id="Ch1.E14" content-type="numbered"><label>14</label><mml:math id="M94" display="block"><mml:mfenced open="{" close=""><mml:mtable columnspacing="1em" class="cases" rowspacing="0.2ex" columnalign="left" framespacing="0em"><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mover accent="true"><mml:mi mathvariant="bold-italic">γ</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold">D</mml:mi></mml:mrow><mml:mrow><mml:mo>|</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold">D</mml:mi><mml:mo>|</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow><mml:mrow><mml:mo>|</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold">D</mml:mi><mml:mo>|</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:math></disp-formula>
        Although the SDE (Eq. <xref ref-type="disp-formula" rid="Ch1.E7"/>) does not prevent <inline-formula><mml:math id="M95" display="inline"><mml:mi mathvariant="bold-italic">σ</mml:mi></mml:math></inline-formula>, and hence <inline-formula><mml:math id="M96" display="inline"><mml:mi mathvariant="bold">D</mml:mi></mml:math></inline-formula>, from being zero, the
expressions in Eq. (<xref ref-type="disp-formula" rid="Ch1.E14"/>)  do become singular for vanishing <inline-formula><mml:math id="M97" display="inline"><mml:mi mathvariant="bold">D</mml:mi></mml:math></inline-formula> on
<inline-formula><mml:math id="M98" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula>. In the region where <inline-formula><mml:math id="M99" display="inline"><mml:mi mathvariant="bold">D</mml:mi></mml:math></inline-formula> vanishes, Eq. (<xref ref-type="disp-formula" rid="Ch1.E3"/>) is no longer parabolic but
degenerates to an advection equation (a first-order PDE), for which imposing a Neumann or Robin boundary condition is over-determinant. In this case,
we invoke on the boundary minimal diffusion in the eigen-direction of <inline-formula><mml:math id="M100" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:math></inline-formula> so that <inline-formula><mml:math id="M101" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="bold-italic">γ</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover></mml:mrow></mml:math></inline-formula>, and let <inline-formula><mml:math id="M102" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>≡</mml:mo><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi></mml:mrow></mml:math></inline-formula> so that <inline-formula><mml:math id="M103" display="inline"><mml:mrow><mml:mi mathvariant="italic">λ</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, which means the advective flow is free to cross the boundary. The situation that
<inline-formula><mml:math id="M104" display="inline"><mml:mi mathvariant="bold">D</mml:mi></mml:math></inline-formula> is finite but <inline-formula><mml:math id="M105" display="inline"><mml:mrow><mml:mo>|</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>⋅</mml:mo><mml:mi mathvariant="bold">D</mml:mi><mml:mo>|</mml:mo></mml:mrow></mml:math></inline-formula> vanishes is considered pathological to our problem.</p>
      <p id="d1e3072">Up to this point, we have transformed the Fokker–Planck equation (Eq. <xref ref-type="disp-formula" rid="Ch1.E1"/>) and its initial and boundary conditions to the problem in
Eqs. (<xref ref-type="disp-formula" rid="Ch1.E3"/>)–(<xref ref-type="disp-formula" rid="Ch1.E6"/>) and gathered all expressions in Eqs. (<xref ref-type="disp-formula" rid="Ch1.E11"/>) and (<xref ref-type="disp-formula" rid="Ch1.E14"/>) for the constructing
components of the SDE (Eq. <xref ref-type="disp-formula" rid="Ch1.E7"/>) as well as the functional (Eq. <xref ref-type="disp-formula" rid="Ch1.E9"/>). In order to solve the Boltzmann equation
(Eq. <xref ref-type="disp-formula" rid="Ch1.E2"/>), it suffices for us to just transform the equation into the form of Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>). To this end, we expand the phase space by
concatenating the coordinates <inline-formula><mml:math id="M106" display="inline"><mml:mrow><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M107" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> so that <inline-formula><mml:math id="M108" display="inline"><mml:mrow><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>=</mml:mo><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula> (recall that <inline-formula><mml:math id="M109" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mo mathvariant="italic">{</mml:mo><mml:mi mathvariant="italic">μ</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">ι</mml:mi><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula>) and introduce the new coefficients <inline-formula><mml:math id="M110" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi>D</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M111" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi>h</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M112" display="inline"><mml:mover accent="true"><mml:mi>S</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover></mml:math></inline-formula>, and <inline-formula><mml:math id="M113" display="inline"><mml:mover accent="true"><mml:mi>v</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover></mml:math></inline-formula> that
satisfy the following conditions:
          <disp-formula id="Ch1.E15" content-type="numbered"><label>15</label><mml:math id="M114" display="block"><mml:mfenced open="{" close=""><mml:mtable class="cases" columnspacing="1em" rowspacing="0.2ex" columnalign="left" framespacing="0em"><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:msup><mml:mover accent="true"><mml:mi>D</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mrow><mml:mi mathvariant="italic">μ</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:mrow></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">μ</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:mrow></mml:msup><mml:mo>,</mml:mo><mml:mspace width="1em" linebreak="nobreak"/><mml:msup><mml:mover accent="true"><mml:mi>D</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:mrow></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:msup><mml:mover accent="true"><mml:mi>h</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>=</mml:mo><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mo mathvariant="italic">}</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mover accent="true"><mml:mi>S</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mi>S</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">ι</mml:mi></mml:msub><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mover accent="true"><mml:mi>v</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mi>v</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:math></disp-formula>
        It can be verified that Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) in the new <inline-formula><mml:math id="M115" display="inline"><mml:mrow><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> coordinates with the new coefficients given by Eq. (<xref ref-type="disp-formula" rid="Ch1.E15"/>) transforms
into Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>) after replacing <inline-formula><mml:math id="M116" display="inline"><mml:mrow><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> by <inline-formula><mml:math id="M117" display="inline"><mml:mrow><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M118" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>. The transformation (Eq. <xref ref-type="disp-formula" rid="Ch1.E15"/>) essentially
treats <inline-formula><mml:math id="M119" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> as new dimensions of the stochastic motion, except that the stochastic part of the motion in these dimensions is identically
zero. A new type of boundary condition might emerge for problems involving Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>), which is the periodic boundary condition for the phases
<inline-formula><mml:math id="M120" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>. From the viewpoint of stochastic motion, though, such periodicity is not really a boundary but rather a topology of <inline-formula><mml:math id="M121" display="inline"><mml:mi mathvariant="normal">Ω</mml:mi></mml:math></inline-formula>. The
treatment of periodic boundary condition will be exemplified in the third problem in Sect. <xref ref-type="sec" rid="Ch1.S4"/> below.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T1"><?xmltex \currentcnt{1}?><label>Table 1</label><caption><p id="d1e3444">User input items to the UBER code.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.93}[.93]?><oasis:tgroup cols="2">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Input items</oasis:entry>
         <oasis:entry colname="col2">Comments</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M122" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:msub><mml:mi>ln⁡</mml:mi><mml:mi>G</mml:mi></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Vector field to specify the coordinate system</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M123" display="inline"><mml:mrow><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M124" display="inline"><mml:mrow><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M125" display="inline"><mml:mi>S</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M126" display="inline"><mml:mi>v</mml:mi></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Coefficients to define the PDE</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M127" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Function to provide the initial condition</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M128" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Equation to define a boundary piece's geometry</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M129" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mo>∗</mml:mo></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Function to provide the boundary condition,</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M130" display="inline"><mml:mrow><mml:mo>∗</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> or 2 depending on the type of the boundary</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M131" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Inward unit normal vector only for <inline-formula><mml:math id="M132" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula></oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table><?xmltex \begin{scaleboxenv}{.93}[.93]?><table-wrap-foot><p id="d1e3447"><?xmltex \hack{\vspace*{2mm}}?>A set of the boundary-related items for each piece of boundary.</p></table-wrap-foot><?xmltex \end{scaleboxenv}?></table-wrap>

      <p id="d1e3698">To summarize this section, the above mathematical theory allows us to fully define a PDE problem involving Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) or (<xref ref-type="disp-formula" rid="Ch1.E2"/>) in an
arbitrary coordinate system given the input functions and equations as listed in Table <xref ref-type="table" rid="Ch1.T1"/>, which can be either analytical or numerical
in the UBER code. The equation terms may be freely turned off by setting their corresponding coefficients to zero. The number of boundary pieces is
totally up to choice, which can even be zero to put the boundary at infinity. The boundary geometry may be time-variable for boundary pieces in
<inline-formula><mml:math id="M133" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula> in the UBER code, but it must be fixed for those in <inline-formula><mml:math id="M134" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula>. Solutions of this problem are
obtained once we find a way to evaluate the functional in Eq. (<xref ref-type="disp-formula" rid="Ch1.E9"/>) for a realization of a stochastic path and to estimate the
expectation of the functional. These numerical techniques are the subject of the next section.</p>
</sec>
<sec id="Ch1.S3">
  <label>3</label><title>Numerical techniques</title>
      <p id="d1e3750">We give an outline of the algorithms used by the UBER code in this section, with an emphasis on the techniques that improve both its accuracy and
efficiency. Lower-level numerical techniques, such as the generation of pseudo-random variables, linear algebraic operations, and parallelized
computation, are based on the works presented in <xref ref-type="bibr" rid="bib1.bibx60" id="text.28"/>. The general idea for numerically implementing the SDE method is as follows: (i) for
a given spatiotemporal position <inline-formula><mml:math id="M135" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> for which an equation solution is wanted, a number of stochastic paths starting from this common position
are simulated; (ii) for each stochastic path, its functional value is evaluated by the path integrals as in Eq. (<xref ref-type="disp-formula" rid="Ch1.E9"/>); and (iii) from
these sampled functional values, their expectation is estimated, and this gives the solution at <inline-formula><mml:math id="M136" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. Therefore, the SDE method is
essentially a Monte Carlo method. It does not rely on a computational grid and is able to solve the problem locally. However, on many occasions it is
still worth obtaining global solutions on a grid so that the solutions at time stamp <inline-formula><mml:math id="M137" display="inline"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> may be used as the initial condition for the solutions
at <inline-formula><mml:math id="M138" display="inline"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, analogous to the idea of layer methods <xref ref-type="bibr" rid="bib1.bibx49" id="paren.29"><named-content content-type="pre">e.g.,</named-content></xref>.<?pagebreak page5829?> In this way, the stochastic processes need only to be simulated for a
short duration of <inline-formula><mml:math id="M139" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi>T</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mi>T</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> to obtain the new solutions, for which the calculation of functional expectation would converge much faster
than those simulated for the full length <inline-formula><mml:math id="M140" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi>T</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>. The only operation on this grid would be interpolation and possibly extrapolation; therefore,
unlike in layer methods, the grid can be irregular and thus allows for the use of sophisticated interpolation libraries on irregular grids,
although in the present version only a nonuniform Cartesian grid (in the given coordinate system) is implemented with user-specified nodes.</p>
      <p id="d1e3870">Integration of the SDE (Eq. <xref ref-type="disp-formula" rid="Ch1.E7"/>) employs the Euler–Maruyama scheme that is order 1 for weak convergence problems such as ours, meaning that
when only the statistical distribution of stochastic paths matters but not the individual path, the expectation of the schematic error is proportional
to the first power of the time step size <xref ref-type="bibr" rid="bib1.bibx26" id="paren.30"/>. To further reduce the schematic error, an adaptive time step size is used in UBER. It can be
shown that <xref ref-type="bibr" rid="bib1.bibx60" id="paren.31"><named-content content-type="pre">e.g.,</named-content></xref> the root mean square (rms) distance an Itô stochastic process travels in infinitesimal time <inline-formula><mml:math id="M141" display="inline"><mml:mrow><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi></mml:mrow></mml:math></inline-formula> is
          <disp-formula id="Ch1.E16" content-type="numbered"><label>16</label><mml:math id="M142" display="block"><mml:mrow><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mover accent="true"><mml:mi>X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msqrt><mml:mrow><mml:mtext>tr</mml:mtext><mml:mo>(</mml:mo><mml:mi mathvariant="bold">a</mml:mi><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi></mml:mrow></mml:msqrt><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        Numerically, the first-order contribution from <inline-formula><mml:math id="M143" display="inline"><mml:mrow><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">b</mml:mi><mml:mi mathvariant="normal">Δ</mml:mi><mml:mi>s</mml:mi><mml:mo>|</mml:mo></mml:mrow></mml:math></inline-formula> cannot be neglected due to the finite <inline-formula><mml:math id="M144" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:mi>s</mml:mi></mml:mrow></mml:math></inline-formula>. Therefore, we prescribe a
desired rms spatial step size <inline-formula><mml:math id="M145" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mover accent="true"><mml:mi>X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, which is sufficiently small compared to the size of <inline-formula><mml:math id="M146" display="inline"><mml:mi mathvariant="normal">Ω</mml:mi></mml:math></inline-formula> and any scale length of the equation
coefficients, and then choose the smaller <inline-formula><mml:math id="M147" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:mi>s</mml:mi></mml:mrow></mml:math></inline-formula> inferred from either Eq. (<xref ref-type="disp-formula" rid="Ch1.E16"/>) or <inline-formula><mml:math id="M148" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mover accent="true"><mml:mi>X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">b</mml:mi><mml:mi mathvariant="normal">Δ</mml:mi><mml:mi>s</mml:mi><mml:mo>|</mml:mo></mml:mrow></mml:math></inline-formula> at
every step of integration as the adaptive step size. This scheme evidently reduces to a simple adaptive Euler scheme for integrating ordinary
differential equations when <inline-formula><mml:math id="M149" display="inline"><mml:mi mathvariant="bold">a</mml:mi></mml:math></inline-formula> approaches zero.</p>
      <p id="d1e4025">Oblique reflection of the stochastic process on <inline-formula><mml:math id="M150" display="inline"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo>\</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula> and the calculation of <inline-formula><mml:math id="M151" display="inline"><mml:mrow><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> follow
the projected half-space algorithm presented in <xref ref-type="bibr" rid="bib1.bibx19" id="text.32"/>, which is also order 1 in the weak convergence sense. The idea is that, for an exact
half-space boundary, <inline-formula><mml:math id="M152" display="inline"><mml:mrow><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be proven to share the same probabilistic distribution with a composite stochastic variable involving
<inline-formula><mml:math id="M153" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">W</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, coefficients of the SDE, the normal vector <inline-formula><mml:math id="M154" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:math></inline-formula>, and an independent exponential random variable with parameter
<inline-formula><mml:math id="M155" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi>s</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx28" id="paren.33"/>; therefore, <inline-formula><mml:math id="M156" display="inline"><mml:mrow><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be explicitly calculated by these known quantities. For general smooth boundary
geometry, an additional contribution to <inline-formula><mml:math id="M157" display="inline"><mml:mrow><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> may also come from possible projection along the <inline-formula><mml:math id="M158" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">γ</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:math></inline-formula> direction
needed to keep the stochastic process within domain. With <inline-formula><mml:math id="M159" display="inline"><mml:mrow><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> obtained and the SDE (Eq. <xref ref-type="disp-formula" rid="Ch1.E7"/>) integrated, the
functional (Eq. <xref ref-type="disp-formula" rid="Ch1.E9"/>) can be readily evaluated by an ordinary numerical integration technique implemented along the realized stochastic
path.</p>
      <p id="d1e4171">Expectation of the functionals can be estimated, in principle, from an arithmetic mean of a number <inline-formula><mml:math id="M160" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> of sampled stochastic path integrals. The error
of this estimation, <inline-formula><mml:math id="M161" display="inline"><mml:mrow><mml:mi mathvariant="italic">ϵ</mml:mi><mml:mo>=</mml:mo><mml:mo>|</mml:mo><mml:mi mathvariant="double-struck">E</mml:mi><mml:mo>[</mml:mo><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup><mml:mo>]</mml:mo><mml:mo>-</mml:mo><mml:mo>〈</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="script">F</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup><mml:mo>〉</mml:mo><mml:mo>|</mml:mo></mml:mrow></mml:math></inline-formula>, where a tilde is used to
indicate a numerical realization in this section and <inline-formula><mml:math id="M162" display="inline"><mml:mrow><mml:mo>〈</mml:mo><mml:mi mathvariant="normal">⋯</mml:mi><mml:mo>〉</mml:mo></mml:mrow></mml:math></inline-formula> indicates averaging over samples, can be estimated by dividing the
simulation of stochastic processes into batches <xref ref-type="bibr" rid="bib1.bibx60" id="paren.34"/>. Although the probabilistic distribution of individual
<inline-formula><mml:math id="M163" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="script">F</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> is generally far from normal and largely unknown, that of the batch-wise mean of
<inline-formula><mml:math id="M164" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="script">F</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> approaches a Gaussian for a large enough sample number per batch due to the central limit theorem, and a
confidence interval can thereby be calculated for the batch-wise means using the Student's <inline-formula><mml:math id="M165" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> distribution  <xref ref-type="bibr" rid="bib1.bibx26" id="paren.35"><named-content content-type="pre">e.g.,</named-content></xref>. We use this confidence
interval as an approximation to <inline-formula><mml:math id="M166" display="inline"><mml:mi mathvariant="italic">ϵ</mml:mi></mml:math></inline-formula>. In this way, UBER adaptively stops simulating more batches of stochastic processes when the estimated
error meets a prescribed tolerance.</p>
      <p id="d1e4305">In typical radiation belt problems, the functional values from various stochastic paths may differ by orders of magnitude, and hence their contributions
to the arithmetic mean also differ by orders of magnitude, whereas their computational efforts are of the same order. Therefore, straightforward
calculation of their arithmetic mean could result in extremely slow convergence with <inline-formula><mml:math id="M167" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> and squander computational power. To reduce statistical
variance in this procedure, a process-splitting technique is developed based on the idea of importance sampling, i.e., to make “denser” sampling in
more important “regions”. In conventional Monte Carlo methods, the “region” is an “area” in a parameter space, and importance sampling
effectively splits one sample point therein that would have made a huge contribution to the calculation into many sample points nearby, while weights
of these samples are reduced accordingly to keep the probabilistic distribution of samples unbiased <xref ref-type="bibr" rid="bib1.bibx37" id="paren.36"><named-content content-type="pre">e.g.,</named-content></xref>. But unlike conventional
Monte Carlo methods, the samples in the SDE method are paths which belong to a functional space. To still implement this idea, we split the stochastic
path when it is projected to contribute a large functional value.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F1"><?xmltex \currentcnt{1}?><?xmltex \def\figurename{Figure}?><label>Figure 1</label><caption><p id="d1e4322">Schematic illustration of process splittings in a <inline-formula><mml:math id="M168" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>⊗</mml:mo><mml:msup><mml:mi mathvariant="double-struck">R</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> space. A stochastic process travels backward in time from point <inline-formula><mml:math id="M169" display="inline"><mml:mi>P</mml:mi></mml:math></inline-formula> and splits into two at point <inline-formula><mml:math id="M170" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula>, where its projected functional value is found to be sufficiently large (see text for exact meaning). One child process splits again at point <inline-formula><mml:math id="M171" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula>, where its projected functional value is found to be even larger. The independent child processes would eventually stop either in <inline-formula><mml:math id="M172" display="inline"><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> as at points <inline-formula><mml:math id="M173" display="inline"><mml:mi>A</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M174" display="inline"><mml:mi>B</mml:mi></mml:math></inline-formula> or on <inline-formula><mml:math id="M175" display="inline"><mml:mrow><mml:msub><mml:mo>∂</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:math></inline-formula> as at point <inline-formula><mml:math id="M176" display="inline"><mml:mi>C</mml:mi></mml:math></inline-formula>.</p></caption>
        <?xmltex \igopts{width=122.34685pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021-f01.png"/>

      </fig>

      <?pagebreak page5830?><p id="d1e4412">Figure <xref ref-type="fig" rid="Ch1.F1"/> gives an illustration of this technique in a <inline-formula><mml:math id="M177" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>⊗</mml:mo><mml:msup><mml:mi mathvariant="double-struck">R</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> space. As a stochastic path being integrated from point <inline-formula><mml:math id="M178" display="inline"><mml:mi>P</mml:mi></mml:math></inline-formula>,
the functional value of the entire path (from <inline-formula><mml:math id="M179" display="inline"><mml:mrow><mml:mi>s</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> to <inline-formula><mml:math id="M180" display="inline"><mml:mrow><mml:mi>s</mml:mi><mml:mo>=</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula>) is continuously predicted based on the partial path that has been realized. This
projected functional value is compared to the value of some quantile (e.g., the 80th percentile) statistically derived from all previously completed
stochastic paths starting from the same position. When at some place <inline-formula><mml:math id="M181" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula> the projected functional value falls above this quantile, the stochastic
process is deemed to make a significant contribution to the arithmetic mean. It is then split into a number of child processes at <inline-formula><mml:math id="M182" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula>, and each child
process traces down an independent path thereafter. These child paths, together with their common parent path segment <italic>PQ</italic>, hence constitute “nearby
samples” in the functional space. This procedure can be further iterated if the projected functional value later falls into an even higher quantile
(e.g., the 90th percentile), as shown at <inline-formula><mml:math id="M183" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula>. After all procedures finish, the eventual result is a tree structure of stochastic paths rooted at
<inline-formula><mml:math id="M184" display="inline"><mml:mi>P</mml:mi></mml:math></inline-formula>. For the illustration in Fig. <xref ref-type="fig" rid="Ch1.F1"/>, the actual functional value of the path <italic>PQA</italic> will be weighted by <inline-formula><mml:math id="M185" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>, and those of <italic>PQRB</italic> and <italic>PQRC</italic>
will be weighted by <inline-formula><mml:math id="M186" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula>, when calculating their contributions to the mean. In the UBER code, a practical choice for the number of children at each
splitting is 4, and that for the upper limit of offspring generations is 3, so that a stochastic process can be split into a maximum of <inline-formula><mml:math id="M187" display="inline"><mml:mrow><mml:msup><mml:mn mathvariant="normal">4</mml:mn><mml:mn mathvariant="normal">3</mml:mn></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">64</mml:mn></mml:mrow></mml:math></inline-formula>
processes. Effects of the process-splitting technique are studied in the first problem in the next section.</p>
      <p id="d1e4546">It still remains to find a method to project the functional value of a stochastic path when it is only partially realized. For this purpose, we insert
a break point at <inline-formula><mml:math id="M188" display="inline"><mml:mrow><mml:mi>s</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>∈</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> to the integrations in Eq. (<xref ref-type="disp-formula" rid="Ch1.E9"/>) and see how it transforms. We simplify the situation by only
considering the stochastic processes stopping in <inline-formula><mml:math id="M189" display="inline"><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> for the moment and denote the following functional integrals:

              <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M190" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E17"><mml:mtd><mml:mtext>17</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup><mml:mo>=</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:munderover><mml:mi>c</mml:mi><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:munderover><mml:mi mathvariant="italic">λ</mml:mi><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E18"><mml:mtd><mml:mtext>18</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:msubsup><mml:mi mathvariant="script">V</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:munderover><mml:mi>u</mml:mi><mml:mi>exp⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>s</mml:mi></mml:munderover><mml:mi>c</mml:mi><mml:mi mathvariant="normal">d</mml:mi><mml:mi>r</mml:mi><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>s</mml:mi></mml:munderover><mml:mi mathvariant="italic">λ</mml:mi><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>r</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

          in which the integrand functions <inline-formula><mml:math id="M191" display="inline"><mml:mi>c</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M192" display="inline"><mml:mi mathvariant="italic">λ</mml:mi></mml:math></inline-formula>, and <inline-formula><mml:math id="M193" display="inline"><mml:mi>u</mml:mi></mml:math></inline-formula> are as those in Eq. (<xref ref-type="disp-formula" rid="Ch1.E9"/>). Then, the functional <inline-formula><mml:math id="M194" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> with
the above presumptions and notations is transformed as
          <disp-formula id="Ch1.E19" content-type="numbered"><label>19</label><mml:math id="M195" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="script">V</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup><mml:mo>+</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:msubsup><mml:mi mathvariant="script">V</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup><mml:msubsup><mml:mi mathvariant="script">V</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mfenced close="]" open="["><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="script">V</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:mfenced><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="script">V</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msub></mml:mrow></mml:msup><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="script">V</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        where <inline-formula><mml:math id="M196" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msub></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> is the functional for a stochastic process that starts from the break point <inline-formula><mml:math id="M197" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and
continues until <inline-formula><mml:math id="M198" display="inline"><mml:mi>s</mml:mi></mml:math></inline-formula> <inline-formula><mml:math id="M199" display="inline"><mml:mo>=</mml:mo></mml:math></inline-formula> <inline-formula><mml:math id="M200" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula>.</p>
      <p id="d1e5095">Suppose that a partial path has been realized up to <inline-formula><mml:math id="M201" display="inline"><mml:mrow><mml:mi>s</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>. From it we can readily evaluate <inline-formula><mml:math id="M202" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="script">U</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup></mml:mrow></mml:math></inline-formula> and
<inline-formula><mml:math id="M203" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="script">V</mml:mi><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msubsup></mml:mrow></mml:math></inline-formula> in Eq. (<xref ref-type="disp-formula" rid="Ch1.E19"/>) and therefore need an estimated
<inline-formula><mml:math id="M204" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="script">F</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msub></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> to project the functional value <inline-formula><mml:math id="M205" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="script">F</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, where a bar is put
over all unrealized entities. Specifically, we would need these three estimates: <inline-formula><mml:math id="M206" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M207" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula>, and
<inline-formula><mml:math id="M208" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula>. In principle, a good estimation of <inline-formula><mml:math id="M209" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is given by integrating along the streamline of the
<inline-formula><mml:math id="M210" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">b</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> field through <inline-formula><mml:math id="M211" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> until <inline-formula><mml:math id="M212" display="inline"><mml:mrow><mml:mi>s</mml:mi><mml:mo>=</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula>, which means projecting for <inline-formula><mml:math id="M213" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> along the ballistic
trajectory of motion while ignoring all the stochasticity since the Wiener process has zero mean. However, this integration is not much cheaper than
the realization of <inline-formula><mml:math id="M214" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="script">F</mml:mi><mml:mrow><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msub></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> itself and is thus unaffordable. In anticipation that the total time length <inline-formula><mml:math id="M215" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula>
would not be too large, especially when using a solution grid, and that <inline-formula><mml:math id="M216" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">b</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi>s</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> would not vary drastically in this time interval,
mapping <inline-formula><mml:math id="M217" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> along the constant vector <inline-formula><mml:math id="M218" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">b</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is a good enough but much cheaper
approximation. If <inline-formula><mml:math id="M219" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is mapped out of <inline-formula><mml:math id="M220" display="inline"><mml:mover accent="true"><mml:mi mathvariant="normal">Ω</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> so that <inline-formula><mml:math id="M221" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mover accent="true"><mml:mi mathvariant="bold-italic">X</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is unable to be evaluated, the
particular stochastic process is then disabled from splitting.</p>
      <p id="d1e5488">The functional values <inline-formula><mml:math id="M222" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M223" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> are estimated by assuming that, for all
possible stochastic paths belonging to the same solution point, there are mean functions <inline-formula><mml:math id="M224" display="inline"><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula>, <inline-formula><mml:math id="M225" display="inline"><mml:mover accent="true"><mml:mi mathvariant="italic">λ</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula>, and <inline-formula><mml:math id="M226" display="inline"><mml:mover accent="true"><mml:mi>u</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula>
that are independent of time and that the mean local time is proportional to the total time length of the stochastic process so that
<inline-formula><mml:math id="M227" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi>k</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>s</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mover accent="true"><mml:mi>k</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>s</mml:mi></mml:mrow></mml:math></inline-formula> with <inline-formula><mml:math id="M228" display="inline"><mml:mover accent="true"><mml:mi>k</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> the proportionality constant. Under these assumptions,
<inline-formula><mml:math id="M229" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M230" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> can be expressed by
          <disp-formula id="Ch1.E20" content-type="numbered"><label>20</label><mml:math id="M231" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:munderover><mml:mi mathvariant="normal">d</mml:mi><mml:mi>s</mml:mi><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi mathvariant="italic">λ</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:munderover><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi>k</mml:mi><mml:mi>s</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi>exp⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mo>(</mml:mo><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi mathvariant="italic">λ</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mover accent="true"><mml:mi>k</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mo>(</mml:mo><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi mathvariant="italic">λ</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mover accent="true"><mml:mi>k</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow><mml:mrow><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:mfrac></mml:mstyle><mml:mi>ln⁡</mml:mi><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        and
          <disp-formula id="Ch1.E21" content-type="numbered"><label>21</label><mml:math id="M232" display="block"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced close="]" open="["><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup><mml:mo>-</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:mfrac></mml:mstyle><mml:mi>ln⁡</mml:mi><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        if <inline-formula><mml:math id="M233" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup><mml:mo>≠</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, or by

              <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M234" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E22"><mml:mtd><mml:mtext>22</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E23"><mml:mtd><mml:mtext>23</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:msubsup><mml:mo>=</mml:mo><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>s</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mi>t</mml:mi></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

          if <inline-formula><mml:math id="M235" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>. The values of <inline-formula><mml:math id="M236" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M237" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> can be well estimated,
respectively, by the medians of <inline-formula><mml:math id="M238" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">U</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M239" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi mathvariant="script">V</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> that are obtained from all previously completed
stochastic paths. Medians are preferred to means here because the probabilistic distributions of these functionals are usually very skewed and
heavy-tailed. This projection mechanism would become statistically<?pagebreak page5831?> more accurate with more stochastic processes having been simulated.</p>
</sec>
<sec id="Ch1.S4">
  <label>4</label><title>Example problems</title>
      <p id="d1e6120">Four example problems are provided in this section. In the first problem, we solve a Fokker–Planck equation with two source terms, one proportional to the unknown function and the other independent of the unknown function, in both a spherical coordinate system and a Cartesian coordinate system. Effects of the process-splitting technique are analyzed in this example. In the second problem, an advection-dominated Fokker–Planck equation is considered. We further show that, even for a pure advection equation, the UBER code still gives the correct solutions, although it is not designed for such an equation and may not be the most efficient method. Code behavior with advection equations is further studied in the third problem in which the treatment of periodic boundary condition is also illustrated.  In the last problem, we simulate the Earth's inner radiation belt by solving its Boltzmann equation involving realistic pitch-angle diffusion and CRAND source.</p>
<sec id="Ch1.S4.SS1">
  <label>4.1</label><title>Problem 1: neutron generation and diffusion in nuclear material</title>
      <p id="d1e6130">In this problem, we consider the diffusion and generation of neutrons in a spherical nuclear material at detonation, with an initially injected
Gaussian neutron distribution from a small source at the center and a neutron-reflecting coat that allows only one-half of the surface neutrons to
escape. In a spherical coordinate system, the equation, initial condition, and boundary conditions are <xref ref-type="bibr" rid="bib1.bibx44" id="paren.37"/>:

                <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M240" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E24"><mml:mtd><mml:mtext>24</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msup><mml:mi>r</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:mi>r</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi>r</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mi>D</mml:mi><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>r</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:mi>S</mml:mi><mml:mi>f</mml:mi><mml:mo>+</mml:mo><mml:mi>v</mml:mi><mml:mo>(</mml:mo><mml:mi>r</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E25"><mml:mtd><mml:mtext>25</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>r</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>r</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow><mml:mn mathvariant="normal">0.02</mml:mn></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E26"><mml:mtd><mml:mtext>26</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>r</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:msub><mml:mo mathsize="2.0em">|</mml:mo><mml:mrow><mml:mi>r</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E27"><mml:mtd><mml:mtext>27</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>D</mml:mi><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>r</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:mi>f</mml:mi></mml:mrow></mml:mfenced><mml:msub><mml:mo mathsize="2.0em">|</mml:mo><mml:mrow><mml:mi>r</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

            where <inline-formula><mml:math id="M241" display="inline"><mml:mi>f</mml:mi></mml:math></inline-formula> is neutron density, the constant diffusion coefficient <inline-formula><mml:math id="M242" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.1</mml:mn></mml:mrow></mml:math></inline-formula>, the constant rate of neutron generation from chain reaction <inline-formula><mml:math id="M243" display="inline"><mml:mrow><mml:mi>S</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2.5</mml:mn></mml:mrow></mml:math></inline-formula>, and
<inline-formula><mml:math id="M244" display="inline"><mml:mrow><mml:mi>v</mml:mi><mml:mo>(</mml:mo><mml:mi>r</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:msup><mml:mo>/</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi>r</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> characterizes a weak source of neutrons spontaneously emitted in the material. The values and functional forms of these
coefficients are solely designed for demonstration purposes and are not meant to be experimentally accurate.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F2" specific-use="star"><?xmltex \currentcnt{2}?><?xmltex \def\figurename{Figure}?><label>Figure 2</label><caption><p id="d1e6414"><bold>(a)</bold> UBER and finite-difference solutions (dashed line) to the problem in Eqs. (<xref ref-type="disp-formula" rid="Ch1.E24"/>)–(<xref ref-type="disp-formula" rid="Ch1.E27"/>). The UBER 1D solutions (circles) are obtained in a one-dimensional spherical coordinate system, and the UBER 3D solutions (triangles) are obtained in three-dimensional Cartesian coordinates along a sphere radius. <bold>(b)</bold> Left <inline-formula><mml:math id="M245" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> axis: the relative errors of the UBER 3D solutions at <inline-formula><mml:math id="M246" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.05</mml:mn></mml:mrow></mml:math></inline-formula>, respectively obtained with the same total number of stochastic processes (2048 per batch) but different upper limits of offspring generations (<inline-formula><mml:math id="M247" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula>) in the process-splitting technique. <inline-formula><mml:math id="M248" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> means the process splitting is turned off. Right <inline-formula><mml:math id="M249" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> axis: the percentage of stochastic processes that have undergone splitting for <inline-formula><mml:math id="M250" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula>. <bold>(c)</bold> The reduction of relative errors with an increasing number of stochastic processes at the slowest-converging solution point (<inline-formula><mml:math id="M251" display="inline"><mml:mrow><mml:mi>r</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.76</mml:mn></mml:mrow></mml:math></inline-formula>) for <inline-formula><mml:math id="M252" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> (dashed line and squares) and 4 (solid line and triangles). Colors denote different numerical experiments.</p></caption>
          <?xmltex \igopts{width=483.69685pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021-f02.png"/>

        </fig>

      <p id="d1e6518">UBER solutions are obtained at four time stamps and are compared with those from a staggered-grid finite-difference method <xref ref-type="bibr" rid="bib1.bibx4" id="paren.38"><named-content content-type="pre">e.g.,</named-content></xref>,
as shown in Fig. <xref ref-type="fig" rid="Ch1.F2"/>a. A turning point is observed in the solutions at <inline-formula><mml:math id="M253" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.05</mml:mn></mml:mrow></mml:math></inline-formula>, which marks the transition of the dominating neutron source
from chain reaction at high background density to spontaneous emission at low density. As time goes by, the effect of the spontaneous emission is
overwhelmed by the fast-growing chain reaction. Even though the solutions span 8 orders of magnitude, the UBER results are virtually identical to the
finite-difference ones, and statistical fluctuation, which is a typical feature in Monte Carlo methods, is not observed in these solutions due to the
adaptive algorithms and the variance reduction technique.</p>
      <p id="d1e6541">To demonstrate UBER's ability in multiple dimensions with a complicated boundary geometry, the same problem is also solved in a three-dimensional
Cartesian coordinate system along a sphere radius. In this coordinate system, the diffusion coefficient becomes a 3 <inline-formula><mml:math id="M254" display="inline"><mml:mo>×</mml:mo></mml:math></inline-formula> 3 matrix with each diagonal
component equal to <inline-formula><mml:math id="M255" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula>, and the boundary condition in Eq. (<xref ref-type="disp-formula" rid="Ch1.E27"/>) is applied to the only boundary that is a sphere with unit radius. The
solutions are over-plotted in Fig. <xref ref-type="fig" rid="Ch1.F2"/>a. Consistency between the one-dimensional and the three-dimensional results is quite evident.</p>
      <p id="d1e6562">To analyze the effects of the process-splitting technique, we repeated the three-dimensional solutions at <inline-formula><mml:math id="M256" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.05</mml:mn></mml:mrow></mml:math></inline-formula>, but with a fixed number of
stochastic processes (2048 samples per batch, 200 batches) for each solution point and with various upper limits of the offspring generations
<inline-formula><mml:math id="M257" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula>; <inline-formula><mml:math id="M258" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> indicates that the process-splitting technique is disabled. For a fixed number of samples, the relative error of a solution is
proportional to the square root of the variance of sampled functional values and determines how fast the calculation of expectation converges. The
relative errors as functions of <inline-formula><mml:math id="M259" display="inline"><mml:mi>r</mml:mi></mml:math></inline-formula> are plotted against the left <inline-formula><mml:math id="M260" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> axis of Fig. <xref ref-type="fig" rid="Ch1.F2"/>b, and each curve is in fact formed by the medians from
eight independent and identical numerical experiments to be more statistically representative. In the range <inline-formula><mml:math id="M261" display="inline"><mml:mrow><mml:mn mathvariant="normal">0.4</mml:mn><mml:mo>&lt;</mml:mo><mml:mi>r</mml:mi><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">0.9</mml:mn></mml:mrow></mml:math></inline-formula>, the relative errors are
consistently reduced with higher offspring generations. At the slowest-converging point <inline-formula><mml:math id="M262" display="inline"><mml:mrow><mml:mi>r</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.76</mml:mn></mml:mrow></mml:math></inline-formula>, the process-splitting technique with a maximum of
four offspring generations could reduce the relative error by an order of magnitude compared to that without splitting. For this curve (<inline-formula><mml:math id="M263" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula>), the
percentages of stochastic processes that have undergone splitting are plotted as a shaded area against the right <inline-formula><mml:math id="M264" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> axis. For <inline-formula><mml:math id="M265" display="inline"><mml:mrow><mml:mi>r</mml:mi><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">0.4</mml:mn></mml:mrow></mml:math></inline-formula>, the relative errors are
small and computational convergence is fast enough, so process splitting is automatically suppressed by the code to achieve an optimal speed. If the
relative errors are large, usually a small fraction of split stochastic processes can be rather effective.</p>
      <?pagebreak page5832?><p id="d1e6672">To further reveal the behavior of the process-splitting technique, Fig. <xref ref-type="fig" rid="Ch1.F2"/>c plots how the relative error reduces with an increasing number of
samples (<inline-formula><mml:math id="M266" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula>) in the Monte Carlo procedure for the solution point at <inline-formula><mml:math id="M267" display="inline"><mml:mrow><mml:mi>r</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.76</mml:mn></mml:mrow></mml:math></inline-formula>. There are eight independent and identical numerical experiments,
respectively, for <inline-formula><mml:math id="M268" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> and 4, and each line represents the results from one numerical experiment. The general trend is that the relative error
reduces linearly in a log–log scale plot, resembling its dependence on <inline-formula><mml:math id="M269" display="inline"><mml:mrow><mml:msup><mml:mi>N</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>. However, without process splitting, the relative error often jumps
up sharply due to the occurrence of a very low-probability sample that made a very large contribution, which severely slows down the computational
convergence. With process splitting, such jumps are largely avoided, and on average, the code uses just a little more than <inline-formula><mml:math id="M270" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">100</mml:mn></mml:mrow></mml:math></inline-formula> of the samples
without process splitting to achieve the same relative error of 0.1.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T2"><?xmltex \currentcnt{2}?><label>Table 2</label><caption><p id="d1e6742">Normalized wall clock time versus maximum offspring generations (<inline-formula><mml:math id="M271" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula>) for the UBER 3D solutions at <inline-formula><mml:math id="M272" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.05</mml:mn></mml:mrow></mml:math></inline-formula>.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="2">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:thead>
       <oasis:row>
         <oasis:entry colname="col1"><inline-formula><mml:math id="M274" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Normalized wall</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">clock time<inline-formula><mml:math id="M275" display="inline"><mml:msup><mml:mi/><mml:mo>*</mml:mo></mml:msup></mml:math></inline-formula></oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">0</oasis:entry>
         <oasis:entry colname="col2">1</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">1</oasis:entry>
         <oasis:entry colname="col2">0.40</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">2</oasis:entry>
         <oasis:entry colname="col2">0.18</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">3</oasis:entry>
         <oasis:entry colname="col2">0.13</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">4</oasis:entry>
         <oasis:entry colname="col2">0.13</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table><table-wrap-foot><p id="d1e6764"><inline-formula><mml:math id="M273" display="inline"><mml:msup><mml:mi/><mml:mo>*</mml:mo></mml:msup></mml:math></inline-formula> Median value from eight independent numerical tests.</p></table-wrap-foot></table-wrap>

      <p id="d1e6865">In practical UBER usage, solutions are achieved with a prescribed tolerance of relative error and an adaptive number of samples. Therefore, fast
convergence with the process-splitting technique could save a significant amount of computational effort even with its extra computational
burden. Table <xref ref-type="table" rid="Ch1.T2"/> lists the normalized wall clock time consumed by UBER for obtaining the solution curve in three dimensions at <inline-formula><mml:math id="M276" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.05</mml:mn></mml:mrow></mml:math></inline-formula> with a relative error tolerance of 0.1 and a range of maximum offspring generations in process splitting. Again, each of these numbers is the
median from eight independent and identical numerical experiments. With <inline-formula><mml:math id="M277" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula> and 4, the code is nearly an order of magnitude faster than
without process splitting. The same wall clock time in these two cases indicates that the faster convergence with more offspring generations starts to
be traded off by the computational overhead associated with more complicated splitting, and therefore further increasing <inline-formula><mml:math id="M278" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula> would not be optimal.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F3" specific-use="star"><?xmltex \currentcnt{3}?><?xmltex \def\figurename{Figure}?><label>Figure 3</label><caption><p id="d1e6904"><bold>(a)</bold> UBER (circles) and staggered-grid finite-difference (dashed line) solutions to the problem in Eqs. (<xref ref-type="disp-formula" rid="Ch1.E28"/>)–(<xref ref-type="disp-formula" rid="Ch1.E31"/>). <bold>(b)</bold> UBER (circles) and Lax–Wendroff (dashed line) solutions to the same problem but with zero diffusion.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021-f03.png"/>

        </fig>

</sec>
<sec id="Ch1.S4.SS2">
  <label>4.2</label><title>Problem 2: magnetized plasma evolution under instability</title>
      <?pagebreak page5833?><p id="d1e6930">In the second problem, we consider a Fokker–Planck equation for the pitch-angle distribution of a magnetized plasma <xref ref-type="bibr" rid="bib1.bibx14" id="paren.39"><named-content content-type="pre">e.g.,</named-content></xref>. Suppose
that the electrons are initially in a <inline-formula><mml:math id="M279" display="inline"><mml:mrow><mml:msup><mml:mi>sin⁡</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> background pitch-angle distribution with <inline-formula><mml:math id="M280" display="inline"><mml:mi>x</mml:mi></mml:math></inline-formula> as the pitch angle. An electron beam is injected
into the system centered at pitch angle <inline-formula><mml:math id="M281" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.4</mml:mn></mml:mrow></mml:math></inline-formula>. In addition to pitch-angle diffusion, the injected beam excites some kind of plasma instability
that kinetically transports the distribution toward the <inline-formula><mml:math id="M282" display="inline"><mml:mrow><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> pitch angle. The equation, initial condition, and boundary conditions are written as

                <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M283" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E28"><mml:mtd><mml:mtext>28</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:mi>x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced close="]" open="["><mml:mrow><mml:mi>G</mml:mi><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:mi>x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced close="]" open="["><mml:mrow><mml:mi>G</mml:mi><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mi>f</mml:mi></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E29"><mml:mtd><mml:mtext>29</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msup><mml:mi>sin⁡</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.4</mml:mn><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow><mml:mn mathvariant="normal">0.02</mml:mn></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E30"><mml:mtd><mml:mtext>30</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mi>f</mml:mi><mml:msub><mml:mo>|</mml:mo><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.05</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E31"><mml:mtd><mml:mtext>31</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:msub><mml:mo mathsize="2.0em">|</mml:mo><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

            where <inline-formula><mml:math id="M284" display="inline"><mml:mi>f</mml:mi></mml:math></inline-formula> is the electron distribution function, the Jacobian determinant <inline-formula><mml:math id="M285" display="inline"><mml:mrow><mml:mi>G</mml:mi><mml:mo>=</mml:mo><mml:mi>sin⁡</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, the diffusion coefficient <inline-formula><mml:math id="M286" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:msup><mml:mi mathvariant="italic">π</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>)</mml:mo><mml:mtext>erf</mml:mtext><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo><mml:mo>[</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:msup><mml:mi>sin⁡</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula>, and the advection coefficient <inline-formula><mml:math id="M287" display="inline"><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>cos⁡</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. Note that, in most of the <inline-formula><mml:math id="M288" display="inline"><mml:mi>x</mml:mi></mml:math></inline-formula> range, the advection
coefficient is about an order of magnitude larger in value than the diffusion coefficient. Equation (<xref ref-type="disp-formula" rid="Ch1.E30"/>) indicates a loss cone at pitch angle
<inline-formula><mml:math id="M289" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.05</mml:mn></mml:mrow></mml:math></inline-formula>. UBER solutions for this problem are plotted in Fig. <xref ref-type="fig" rid="Ch1.F3"/>a as circles and are in excellent agreement with those from the
staggered-grid finite-difference method. In these solutions, the beam evolves toward <inline-formula><mml:math id="M290" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> because of the kinetic advection. As the system
relaxes, the beam eventually merges into the background, and a final stable distribution is then approached.</p>
      <p id="d1e7372">Equation (<xref ref-type="disp-formula" rid="Ch1.E28"/>) degenerates to a continuity equation if pitch-angle diffusion is turned off by setting <inline-formula><mml:math id="M291" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> to zero. Even for such a
pure advection problem, UBER can still obtain accurate and robust solutions compared to the widely used Lax–Wendroff method
<xref ref-type="bibr" rid="bib1.bibx4" id="paren.40"><named-content content-type="pre">e.g.,</named-content></xref>, as shown in Fig. <xref ref-type="fig" rid="Ch1.F3"/>b. Before <inline-formula><mml:math id="M292" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>, an advection of the beam toward <inline-formula><mml:math id="M293" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> is seen in the solutions without
dispersion, and UBER results are almost identical to the Lax–Wendroff ones. The system, however, is unstable due to the positive advection velocity
at <inline-formula><mml:math id="M294" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>&lt;</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> and the zero advection velocity at <inline-formula><mml:math id="M295" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> so that the electron distribution will be piled up near <inline-formula><mml:math id="M296" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> and ultimately
evolve into a singularity. For this reason, the Lax–Wendroff method begins to fail at <inline-formula><mml:math id="M297" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> by generating unphysical negative solutions near <inline-formula><mml:math id="M298" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.3</mml:mn></mml:mrow></mml:math></inline-formula> and will be divergent henceforth; this problem would require careful choices of additional flux limiters to overcome. UBER nonetheless gives the
correct results that still resolve the peak height and position of the beam.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F4"><?xmltex \currentcnt{4}?><?xmltex \def\figurename{Figure}?><label>Figure 4</label><caption><p id="d1e7505"><bold>(a)</bold> Initial condition (solid black line) and UBER solutions of Eqs. (<xref ref-type="disp-formula" rid="Ch1.E32"/>) and (<xref ref-type="disp-formula" rid="Ch1.E33"/>) for a constant drift frequency after 1 round (<inline-formula><mml:math id="M299" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, blue dashed line) and 20 rounds (<inline-formula><mml:math id="M300" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">20</mml:mn></mml:mrow></mml:math></inline-formula>, red dotted line) of drift around Earth. <bold>(b)</bold> Initial condition and UBER solutions of the same problem but with an accelerating drift frequency after 1 round (<inline-formula><mml:math id="M301" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:msqrt><mml:mn mathvariant="normal">2</mml:mn></mml:msqrt></mml:mrow></mml:math></inline-formula>) and 20 rounds (<inline-formula><mml:math id="M302" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:msqrt><mml:mn mathvariant="normal">10</mml:mn></mml:msqrt></mml:mrow></mml:math></inline-formula>) of drift around Earth.</p></caption>
          <?xmltex \igopts{width=236.157874pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021-f04.png"/>

        </fig>

</sec>
<sec id="Ch1.S4.SS3">
  <label>4.3</label><title>Problem 3: particle adiabatic drift around Earth</title>
      <p id="d1e7584">In this problem, we study the UBER code behavior when solving the advection equation resulting from Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>) but without any non-adiabatic
process or source and loss, which describes the adiabatic drift of radiation belt particles around Earth. To be specific, the equation and boundary
condition are

                <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M303" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E32"><mml:mtd><mml:mtext>32</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">φ</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E33"><mml:mtd><mml:mtext>33</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:msub><mml:mo>|</mml:mo><mml:mrow><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:msub><mml:mo>|</mml:mo><mml:mrow><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

            and an idealized initial condition <inline-formula><mml:math id="M304" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> consisting of a step function, a triangle, and a semicircle is given as that in Fig. <xref ref-type="fig" rid="Ch1.F4"/>a,
which can induce unphysical negative solutions to finite-difference methods due to its discontinuities and infinite gradients
<xref ref-type="bibr" rid="bib1.bibx7" id="paren.41"><named-content content-type="pre">e.g.,</named-content></xref>. Equation (<xref ref-type="disp-formula" rid="Ch1.E33"/>) specifies the periodic boundary condition for the drift phase <inline-formula><mml:math id="M305" display="inline"><mml:mi mathvariant="italic">φ</mml:mi></mml:math></inline-formula>. In the UBER code, the
periodic boundary condition is not really considered a boundary condition; rather, it is dealt with by extending the computational domain to include
multiple periods so that the Itô stochastic processes would not move out of the domain within the given time duration, except for stopping on other
first type boundaries. In this specific problem, the time stamp for obtaining solutions is every one-half drift period; therefore, the computational
domain is extended for one extra period of <inline-formula><mml:math id="M306" display="inline"><mml:mi mathvariant="italic">φ</mml:mi></mml:math></inline-formula> from 0 to <inline-formula><mml:math id="M307" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:math></inline-formula> since the stochastic processes retrograde in time. However, solutions are only
sought in the right half of the domain for <inline-formula><mml:math id="M308" display="inline"><mml:mi mathvariant="italic">φ</mml:mi></mml:math></inline-formula> between 0 and <inline-formula><mml:math id="M309" display="inline"><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:math></inline-formula> at each time stamp, and after that, they are copied to the left half to form
the entire initial condition for the next time stamp.</p>
      <?pagebreak page5834?><p id="d1e7757">By the method of characteristics, Eq. (<xref ref-type="disp-formula" rid="Ch1.E32"/>) is trivially solved for a constant drift frequency <inline-formula><mml:math id="M310" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:math></inline-formula>, and the solution
<inline-formula><mml:math id="M311" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> preserves its shape and returns to its initial position after each period of <inline-formula><mml:math id="M312" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>. As shown in
Fig. <xref ref-type="fig" rid="Ch1.F4"/>a, this is exactly what the UBER solutions do. Unlike finite-difference methods which often introduce numerical dispersion to
advection equations, the UBER solutions can be exact because, without the stochastic terms, the solver of the SDE (Eq. <xref ref-type="disp-formula" rid="Ch1.E7"/>) actually
integrates along the characteristic curves of the advection equation, and for constant advection velocity, these characteristic curves are straight
lines for which the Euler scheme is exact.</p>
      <p id="d1e7839">The Euler scheme is well known to overshoot when integrating along a curve that consistently curls to one side, and this would cause error in UBER
solutions. To show this, we replace the drift frequency by <inline-formula><mml:math id="M313" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> in Eq. (<xref ref-type="disp-formula" rid="Ch1.E32"/>), for which the characteristic curves are now
a family of parabolas whose equations are <inline-formula><mml:math id="M314" display="inline"><mml:mrow><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:msup><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, with <inline-formula><mml:math id="M315" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> the parameter. Note that the drift is no longer periodic
but forever accelerating. UBER solutions after the first round (<inline-formula><mml:math id="M316" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:msqrt><mml:mn mathvariant="normal">2</mml:mn></mml:msqrt></mml:mrow></mml:math></inline-formula>) and the 20th round (<inline-formula><mml:math id="M317" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:msqrt><mml:mn mathvariant="normal">10</mml:mn></mml:msqrt></mml:mrow></mml:math></inline-formula>) of drift are plotted in
Fig. <xref ref-type="fig" rid="Ch1.F4"/>b. Compared with the initial condition, the UBER solutions are slightly displaced due to the overshoot, and the solution shapes are
very slightly distorted, too. For radiation belt applications, though, any frequency <inline-formula><mml:math id="M318" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> must meanwhile be an approximate periodic
function of <inline-formula><mml:math id="M319" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, and hence the corresponding characteristic curves would at most wobble rather than curling, and the Euler scheme overshoot
largely cancels rather than accumulating. Therefore, we would not expect the UBER solution errors in those applications to be worse than that
illustrated in this case.</p>
</sec>
<sec id="Ch1.S4.SS4">
  <label>4.4</label><title>Problem 4: Earth's inner radiation belt simulation</title>
      <p id="d1e7963">In the last problem, we demonstrate UBER's ability to solve a radiation belt Boltzmann equation by performing an inner radiation belt simulation
involving both the stably trapped (out of the drift loss cone) and the quasi-trapped (in the drift loss cone) electron populations. Inspired by
<xref ref-type="bibr" rid="bib1.bibx59" id="text.42"/>, we consider the 304 <inline-formula><mml:math id="M320" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">keV</mml:mi></mml:mrow></mml:math></inline-formula> electrons at McIlwain's <inline-formula><mml:math id="M321" display="inline"><mml:mrow><mml:msub><mml:mi>L</mml:mi><mml:mi mathvariant="normal">M</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.25</mml:mn></mml:mrow></mml:math></inline-formula>, which are subject to pitch-angle scattering caused
by Coulomb collisions with upper-atmospheric neutrals and ionospheric ions and electrons. The equation, initial condition, and boundary conditions are<?xmltex \hack{\newpage}?>

                <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M322" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E34"><mml:mtd><mml:mtext>34</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">φ</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced close=")" open="("><mml:mrow><mml:mi>G</mml:mi><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:mrow></mml:msub><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:msup><mml:mi>p</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E35"><mml:mtd><mml:mtext>35</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E36"><mml:mtd><mml:mtext>36</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:msub><mml:mo>|</mml:mo><mml:mrow><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:msub><mml:mo>|</mml:mo><mml:mrow><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E37"><mml:mtd><mml:mtext>37</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:msub><mml:mo>|</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">L</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E38"><mml:mtd><mml:mtext>38</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:msub><mml:mo mathsize="2.0em">|</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula></p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F5" specific-use="star"><?xmltex \currentcnt{5}?><?xmltex \def\figurename{Figure}?><label>Figure 5</label><caption><p id="d1e8272"><bold>(a)</bold> Bounce-averaged pitch-angle diffusion coefficient <inline-formula><mml:math id="M323" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M324" display="inline"><mml:mrow class="unit"><mml:msup><mml:mi mathvariant="normal">s</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>) for 304 <inline-formula><mml:math id="M325" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">keV</mml:mi></mml:mrow></mml:math></inline-formula> electrons. The blank area is in the bounce loss cone. <bold>(b)</bold> CRAND electron source rate <inline-formula><mml:math id="M326" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:msup><mml:mi>p</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M327" display="inline"><mml:mrow><mml:msup><mml:mi>c</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> <inline-formula><mml:math id="M328" display="inline"><mml:mrow class="unit"><mml:msup><mml:mi mathvariant="normal">cm</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msup><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msup><mml:mi mathvariant="normal">MeV</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msup><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msup><mml:mi mathvariant="normal">s</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>) for 304 <inline-formula><mml:math id="M329" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">keV</mml:mi></mml:mrow></mml:math></inline-formula> electrons. The black line plots the variation of dipole L-shell versus geomagnetic longitude against the right <inline-formula><mml:math id="M330" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> axis, corresponding to the McIlwain's <inline-formula><mml:math id="M331" display="inline"><mml:mrow><mml:msub><mml:mi>L</mml:mi><mml:mi mathvariant="normal">M</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.25</mml:mn></mml:mrow></mml:math></inline-formula>. <bold>(c)</bold> Calculated electron fluxes (<inline-formula><mml:math id="M332" display="inline"><mml:mrow class="unit"><mml:msup><mml:mi mathvariant="normal">cm</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msup><mml:mi mathvariant="normal">s</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msup><mml:mi mathvariant="normal">sr</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msup><mml:mi mathvariant="normal">MeV</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>) at <inline-formula><mml:math id="M333" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> <inline-formula><mml:math id="M334" display="inline"><mml:mo>=</mml:mo></mml:math></inline-formula> 2 h. <bold>(d)</bold> Calculated electron fluxes (<inline-formula><mml:math id="M335" display="inline"><mml:mrow class="unit"><mml:msup><mml:mi mathvariant="normal">cm</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msup><mml:mi mathvariant="normal">s</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msup><mml:mi mathvariant="normal">sr</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msup><mml:mi mathvariant="normal">MeV</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>) at <inline-formula><mml:math id="M336" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> <inline-formula><mml:math id="M337" display="inline"><mml:mo>=</mml:mo></mml:math></inline-formula> 10 h.  </p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021-f05.png"/>

        </fig>

      <?pagebreak page5835?><p id="d1e8532">In Eq. (<xref ref-type="disp-formula" rid="Ch1.E34"/>), drift frequency,
            <disp-formula id="Ch1.E39" content-type="numbered"><label>39</label><mml:math id="M338" display="block"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mi>c</mml:mi><mml:mi>L</mml:mi><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">E</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:mi>e</mml:mi><mml:msub><mml:mi mathvariant="italic">μ</mml:mi><mml:mi mathvariant="normal">E</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>p</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow><mml:mrow><mml:msub><mml:mi>m</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi>sin⁡</mml:mi><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mi>T</mml:mi><mml:mo>(</mml:mo><mml:mi>sin⁡</mml:mi><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          is evaluated using dipole field approximation <xref ref-type="bibr" rid="bib1.bibx38" id="paren.43"/>, in which <inline-formula><mml:math id="M339" display="inline"><mml:mi>c</mml:mi></mml:math></inline-formula> is the speed of light in a vacuum, <inline-formula><mml:math id="M340" display="inline"><mml:mi>L</mml:mi></mml:math></inline-formula> is dipole L-shell, <inline-formula><mml:math id="M341" display="inline"><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">E</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>
is the radius of Earth, <inline-formula><mml:math id="M342" display="inline"><mml:mi>e</mml:mi></mml:math></inline-formula> is the elementary charge, <inline-formula><mml:math id="M343" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">μ</mml:mi><mml:mi mathvariant="normal">E</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the magnetic moment of Earth's intrinsic dipole field, <inline-formula><mml:math id="M344" display="inline"><mml:mrow><mml:msub><mml:mi>m</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is
electron mass, <inline-formula><mml:math id="M345" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> is electron momentum, <inline-formula><mml:math id="M346" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> is electron equatorial pitch angle, and the functions <inline-formula><mml:math id="M347" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>(</mml:mo><mml:mi>sin⁡</mml:mi><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M348" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>(</mml:mo><mml:mi>sin⁡</mml:mi><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> are
bounce motion integrals in the dipole field that are given in <xref ref-type="bibr" rid="bib1.bibx38" id="text.44"><named-content content-type="post">pp. 205–210</named-content></xref>. For simplicity, we ignore the dependence of drift frequency
on <inline-formula><mml:math id="M349" display="inline"><mml:mi mathvariant="italic">φ</mml:mi></mml:math></inline-formula> so that the drift phase becomes equivalent to geomagnetic longitude. The Jacobian determinant <inline-formula><mml:math id="M350" display="inline"><mml:mrow><mml:mi>G</mml:mi><mml:mo>=</mml:mo><mml:mi>T</mml:mi><mml:mo>(</mml:mo><mml:mi>sin⁡</mml:mi><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mi>sin⁡</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. The
bounce-averaged pitch-angle diffusion rate is empirically given by
            <disp-formula id="Ch1.E40" content-type="numbered"><label>40</label><mml:math id="M351" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:msup><mml:mi>exp⁡</mml:mi><mml:mfenced close="}" open="{"><mml:mrow><mml:mn mathvariant="normal">92.55</mml:mn><mml:mfenced close="]" open="["><mml:mrow><mml:msup><mml:mi>cos⁡</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:msup><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>-</mml:mo><mml:msup><mml:mi>cos⁡</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:msup><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">L</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">9</mml:mn></mml:mrow></mml:msup><mml:mspace width="1em" linebreak="nobreak"/><mml:mo>(</mml:mo><mml:mrow class="unit"><mml:msup><mml:mi mathvariant="normal">s</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          which features quantitative resemblance to that calculated by realistic atmosphere and ionosphere models in <xref ref-type="bibr" rid="bib1.bibx59" id="text.45"/>. In this expression,
<inline-formula><mml:math id="M352" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="normal">L</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="italic">φ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the bounce loss cone angle dependent on geomagnetic longitude that is determined by drift shell tracing in the International
Geomagnetic Reference Field <xref ref-type="bibr" rid="bib1.bibx16" id="paren.46"><named-content content-type="pre">IGRF;</named-content></xref>.  <inline-formula><mml:math id="M353" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> as a function of <inline-formula><mml:math id="M354" display="inline"><mml:mi mathvariant="italic">φ</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M355" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> is plotted in Fig. <xref ref-type="fig" rid="Ch1.F5"/>a:
it is only significant near the bounce loss cone and in the South Atlantic Anomaly (SAA) centered at about 20<inline-formula><mml:math id="M356" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> of geomagnetic longitude due to
the closer proximity of the drift shell to the upper atmosphere in these regions. The CRAND source rate <inline-formula><mml:math id="M357" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:msup><mml:mi>p</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> is approximated by
<xref ref-type="bibr" rid="bib1.bibx27 bib1.bibx41" id="paren.47"/>
            <disp-formula id="Ch1.E41" content-type="numbered"><label>41</label><mml:math id="M358" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:msup><mml:mi>p</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>≈</mml:mo><mml:mn mathvariant="normal">1.7</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">12</mml:mn></mml:mrow></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mi>E</mml:mi><mml:mo>max⁡</mml:mo></mml:msub><mml:mo>-</mml:mo><mml:mi>E</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow><mml:mrow><mml:msup><mml:mi>L</mml:mi><mml:mn mathvariant="normal">2.7</mml:mn></mml:msup><mml:mi>sin⁡</mml:mi><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="1em"/><mml:mo>(</mml:mo><mml:msup><mml:mi>c</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msup><mml:mrow class="unit"><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msup><mml:mi mathvariant="normal">cm</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msup><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msup><mml:mi mathvariant="normal">MeV</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msup><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msup><mml:mi mathvariant="normal">s</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          where <inline-formula><mml:math id="M359" display="inline"><mml:mrow><mml:msub><mml:mi>E</mml:mi><mml:mo>max⁡</mml:mo></mml:msub></mml:mrow></mml:math></inline-formula> is the maximum kinetic energy (782 <inline-formula><mml:math id="M360" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">keV</mml:mi></mml:mrow></mml:math></inline-formula>) available to electrons from neutron <inline-formula><mml:math id="M361" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> decay and <inline-formula><mml:math id="M362" display="inline"><mml:mi>E</mml:mi></mml:math></inline-formula> is the electron kinetic
energy in question, with both being  measured in units of the electron rest energy (511 <inline-formula><mml:math id="M363" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">keV</mml:mi></mml:mrow></mml:math></inline-formula>), and <inline-formula><mml:math id="M364" display="inline"><mml:mi>L</mml:mi></mml:math></inline-formula> is the dipole L-shell, which is a variable
dependent on geomagnetic longitude due to multipoles of the Earth's magnetic field. Figure <xref ref-type="fig" rid="Ch1.F5"/>b plots the CRAND source rate and the
dipole L-shell values corresponding to McIlwain's <inline-formula><mml:math id="M365" display="inline"><mml:mrow><mml:msub><mml:mi>L</mml:mi><mml:mi mathvariant="normal">M</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.25</mml:mn></mml:mrow></mml:math></inline-formula> obtained from drift shell tracing in IGRF, which vary from less than 1.2 in
the SAA to above 1.3 near 180<inline-formula><mml:math id="M366" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> of geomagnetic longitude.</p>
      <p id="d1e9160">The simulation is performed with an initially empty radiation belt as indicated by Eq. (<xref ref-type="disp-formula" rid="Ch1.E35"/>), and electrons are gradually generated by
the CRAND source and meanwhile lost to the bounce loss cone. Figure <xref ref-type="fig" rid="Ch1.F5"/>c and d show the solution electron fluxes calculated from
<inline-formula><mml:math id="M367" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>j</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:msup><mml:mi>p</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> after 2 h (about one drift period) and 10 h, respectively. The characteristic west–east electron flux gradient is
formed for the quasi-trapped population (<inline-formula><mml:math id="M368" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">60</mml:mn><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>) within the first 2 h and changes very little over time because the SAA sweeps
these electrons out every drift period. Weak pitch-angle diffusion of electron fluxes from the quasi-trapped population toward the stably trapped
population can be observed at <inline-formula><mml:math id="M369" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> <inline-formula><mml:math id="M370" display="inline"><mml:mo>=</mml:mo></mml:math></inline-formula> 2 h when the stably trapped fluxes are still low due to the stronger source rate in the quasi-trapped
region. At <inline-formula><mml:math id="M371" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> <inline-formula><mml:math id="M372" display="inline"><mml:mo>=</mml:mo></mml:math></inline-formula> 10 h, the direction of the pitch-angle diffusion is reversed. Even with atmospheric loss, the CRAND source is strong enough to
continuously contribute to the trapped electron fluxes, which are increased by 1 order of magnitude in 8 h.</p>
</sec>
</sec>
<sec id="Ch1.S5" sec-type="conclusions">
  <label>5</label><title>Conclusions and discussion</title>
      <p id="d1e9248">In conclusion, we have built a numerical solver for the general form of kinetic equations that appear in radiation belt studies. Based on the SDE
method, the solver is coded to work in arbitrarily provided coordinate systems of up to three dimensions with user-specified boundary geometry, boundary
conditions, and equation terms. We have also designed adaptive algorithms and a variance reduction technique for the SDE method, which enhanced
its computational speed by 1 order of magnitude in our test. The example problems in this article demonstrated the solver's versatility and
robustness in dealing with a range of problems that might each require a different solver in other methods. The solver, named UBER, has been
programmed into a Fortran library that can be easily incorporated with other more complicated space physics models.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F6"><?xmltex \currentcnt{6}?><?xmltex \def\figurename{Figure}?><label>Figure 6</label><caption><p id="d1e9253">Left <inline-formula><mml:math id="M373" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> axis: UBER code speedup, defined as the ratio between wall clock time of serial and parallel executions, as a function of parallel threads for solving Problem 1 in spherical coordinates. Each data point (cross) is the median from eight independent and identical numerical experiments, with the associated error bar covering the range of those eight experiments. The dashed line gives a fit to the data points using Amdahl's law with parameter <inline-formula><mml:math id="M374" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.85</mml:mn></mml:mrow></mml:math></inline-formula> (see text for its meaning). The right <inline-formula><mml:math id="M375" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> axis marks the actual wall clock time in seconds for the numerical experiments on a Linux server with a maximum of 86 CPUs (the rightmost data point) at 2.1 <inline-formula><mml:math id="M376" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">GHz</mml:mi></mml:mrow></mml:math></inline-formula> of floating-point operation frequency per processor.</p></caption>
        <?xmltex \igopts{width=207.705118pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5825/2021/gmd-14-5825-2021-f06.png"/>

      </fig>

      <p id="d1e9296">The strengths of the SDE method lie in its abilities to solve problems that are difficult for other methods, but not in its speed. Even with the presented
improvements, the SDE method is in general nowhere near  the finite-difference counterparts in terms of speed due to its Monte Carlo
nature. However, Monte Carlo methods are perfectly parallelized for no communication among parallel tasks; therefore, the<?pagebreak page5836?> UBER code gains handsome
speedup from parallel computation. Figure <xref ref-type="fig" rid="Ch1.F6"/> displays the UBER code speedup, measured as the ratio between wall clock time of serial and
parallel executions, against different numbers of parallel threads employed in solving Problem 1 in spherical coordinates. For a fixed amount of
computation, speedup is limited by the portion of work that cannot be parallelized; this is described by Amdahl's law <xref ref-type="bibr" rid="bib1.bibx3" id="paren.48"><named-content content-type="pre">inset formula in
Fig. <xref ref-type="fig" rid="Ch1.F6"/>;</named-content></xref>, which fits the numerical experiment data with parameter <inline-formula><mml:math id="M377" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.85</mml:mn></mml:mrow></mml:math></inline-formula>, meaning that effectively 85 % of the total work has
been parallelized. With 86 threads, the code approaches its theoretical maximum speedup of 6.7 for this problem, which uses about 620 <inline-formula><mml:math id="M378" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">s</mml:mi></mml:mrow></mml:math></inline-formula> of
wall clock time on a Linux server. The referenced finite-difference code uses 65 <inline-formula><mml:math id="M379" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">s</mml:mi></mml:mrow></mml:math></inline-formula> in serial execution to solve the problem on the same
server. In other words, the UBER code, in its ideal parallelization, is an order of magnitude slower than serial finite-difference methods, and it is
also roughly the case for Problem 4 (Zheng Xiang, personal communication, 2021) for which the UBER code spends 22 <inline-formula><mml:math id="M380" display="inline"><mml:mrow class="unit"><mml:mi mathvariant="normal">min</mml:mi></mml:mrow></mml:math></inline-formula> to
simulate one drift period. This conclusion, however, is rather qualitative because in these comparisons different methods have used quite different
grids. Finite-difference methods generally require a much finer grid than the SDE method in order to deal with short-wavelength components of the
solution, and time spacing is restricted accordingly by the Courant–Friedrichs–Lewy condition <xref ref-type="bibr" rid="bib1.bibx37" id="paren.49"><named-content content-type="pre">e.g.,</named-content></xref>. On the other hand, the SDE
method affords a grid that is only concentrated in interesting areas as long as global interpolation can be warranted, and the time stamps for dumping
solutions are up to user choice. Moreover, if only local solutions are sought over a short time period, the SDE method could totally disregard the
uninteresting solutions and might be more efficient. For radiation belt simulations in particular, finite-difference models usually rely on the
operator splitting technique <xref ref-type="bibr" rid="bib1.bibx37" id="paren.50"><named-content content-type="pre">e.g.,</named-content></xref> to solve tensorial diffusion in three dimensions, which involves frequent interpolation between
two sets of grids and hence greatly hinders speed, whereas problem dimensionality has little effect on the SDE method.</p>
      <p id="d1e9356">Several other forms of radiation belt kinetic equations should also be solvable by the method presented in this article. In formulating the Boltzmann
equation (Eq. <xref ref-type="disp-formula" rid="Ch1.E2"/>), we have assumed that the unperturbed particle Hamiltonian <inline-formula><mml:math id="M381" display="inline"><mml:mrow><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> is independent of phases of particle motion. For
lower-energy ring current particles, the convective electric field potential energy is not negligible in their Hamiltonian, and therefore <inline-formula><mml:math id="M382" display="inline"><mml:mrow><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> would
be dependent on the drift phase. As such, expanding the Poisson bracket <inline-formula><mml:math id="M383" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>,</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> on the left-hand side of the Boltzmann equation will
result in additional terms involving partial differentials with respect to the generalized momenta <inline-formula><mml:math id="M384" display="inline"><mml:mrow><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> (see Appendix <xref ref-type="sec" rid="App1.Ch1.S1"/>). For a
radiation belt model including ring current particles, the general form of the Boltzmann equation will be
          <disp-formula id="Ch1.E42" content-type="numbered"><label>42</label><mml:math id="M385" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        in which the omitted right-hand side is exactly the same as that of Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>). The Boltzmann equations of the so-called four-dimensional
radiation belt models, such as the CIMI model <xref ref-type="bibr" rid="bib1.bibx17" id="paren.51"/>, the VERB-4D model <xref ref-type="bibr" rid="bib1.bibx7" id="paren.52"/>, and the K2 MHD-particle model <xref ref-type="bibr" rid="bib1.bibx15" id="paren.53"/>, are
of this type. Similar to the treatment of Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>), Eq. (<xref ref-type="disp-formula" rid="Ch1.E42"/>) can be obtained from Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) by introducing the new
coordinates <inline-formula><mml:math id="M386" display="inline"><mml:mrow><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">ξ</mml:mi></mml:msup><mml:mo>=</mml:mo><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:mo mathvariant="italic">}</mml:mo><mml:mo>≡</mml:mo><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>x</mml:mi><mml:mi mathvariant="italic">κ</mml:mi></mml:msup><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula>, which enlarges the index set from <inline-formula><mml:math id="M387" display="inline"><mml:mi mathvariant="italic">α</mml:mi></mml:math></inline-formula> to <inline-formula><mml:math id="M388" display="inline"><mml:mi mathvariant="italic">ξ</mml:mi></mml:math></inline-formula>,
and performing the following transformation of equation coefficients:
          <disp-formula id="Ch1.E43" content-type="numbered"><label>43</label><mml:math id="M389" display="block"><mml:mfenced open="{" close=""><mml:mtable rowspacing="0.2ex" class="cases" columnspacing="1em" columnalign="left" framespacing="0em"><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:msup><mml:mover accent="true"><mml:mi>D</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mrow><mml:mi mathvariant="italic">μ</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:mrow></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">μ</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:mrow></mml:msup><mml:mo>,</mml:mo><mml:mspace linebreak="nobreak" width="1em"/><mml:msup><mml:mover accent="true"><mml:mi>D</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mrow><mml:mi mathvariant="italic">ξ</mml:mi><mml:mi mathvariant="italic">κ</mml:mi></mml:mrow></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:msup><mml:mover accent="true"><mml:mi>h</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">ξ</mml:mi></mml:msup><mml:mo>=</mml:mo><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">μ</mml:mi></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mover accent="true"><mml:mi>x</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">κ</mml:mi></mml:msup><mml:mo mathvariant="italic">}</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mover accent="true"><mml:mi>S</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mi>S</mml:mi><mml:mo>+</mml:mo><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">κ</mml:mi></mml:msub><mml:msup><mml:mover accent="true"><mml:mi>x</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">κ</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">ι</mml:mi></mml:msup><mml:msub><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">ι</mml:mi></mml:msub><mml:mi>ln⁡</mml:mi><mml:mi>G</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mover accent="true"><mml:mi>v</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mi>v</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:math></disp-formula>
        Therefore, the Boltzmann equation (Eq. <xref ref-type="disp-formula" rid="Ch1.E42"/>) can also be solved by the method presented in this article in principle. However, such
four-dimensional simulations are beyond the current scope of the UBER code since it is only coded for up to three dimensions in space.</p>
      <?pagebreak page5837?><p id="d1e9748">Nonlinear evolution of phase space density occurs when the particle scatterings are not only small-scale but also large-scale, usually as a result of
trapping by intense plasma waves <xref ref-type="bibr" rid="bib1.bibx12 bib1.bibx2" id="paren.54"><named-content content-type="pre">e.g.,</named-content></xref>. In this case, the right-hand side of the kinetic equation must include terms
of nonlocal transport of phase space density by these large-scale scatterings, and the equation is formulated as <xref ref-type="bibr" rid="bib1.bibx5 bib1.bibx64" id="paren.55"/>
          <disp-formula id="Ch1.E44" content-type="numbered"><label>44</label><mml:math id="M390" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>G</mml:mi><mml:msup><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">β</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>G</mml:mi></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>G</mml:mi><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>-</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mo movablelimits="false">∫</mml:mo><mml:msub><mml:mi>P</mml:mi><mml:mrow><mml:mi>Q</mml:mi><mml:mo>→</mml:mo><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover></mml:mrow></mml:msub><mml:mover accent="true"><mml:mi>G</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfenced><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>+</mml:mo><mml:mo movablelimits="false">∫</mml:mo><mml:msub><mml:mi>P</mml:mi><mml:mrow><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mo>→</mml:mo><mml:mi>Q</mml:mi></mml:mrow></mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mover accent="true"><mml:mi>G</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        in which <inline-formula><mml:math id="M391" display="inline"><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover></mml:math></inline-formula> is a shorthand for the function <inline-formula><mml:math id="M392" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M393" display="inline"><mml:mover accent="true"><mml:mi>G</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover></mml:math></inline-formula> is the Jacobian determinant
evaluated at <inline-formula><mml:math id="M394" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>. With nonlinear wave–particle interactions, the phase bunching effect gives rise to advection characterized by
the coefficients <inline-formula><mml:math id="M395" display="inline"><mml:mrow><mml:msup><mml:mi>h</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>. The function <inline-formula><mml:math id="M396" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mrow><mml:mi>Q</mml:mi><mml:mo>→</mml:mo><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the trapping probability density per unit time from <inline-formula><mml:math id="M397" display="inline"><mml:mrow><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> to
<inline-formula><mml:math id="M398" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>; that is, particles are trapped by the wave field at <inline-formula><mml:math id="M399" display="inline"><mml:mrow><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> and subsequently escape from trapping at
<inline-formula><mml:math id="M400" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>. This is considered a known function which can be evaluated from single particle behaviors by either perturbation theory of
Hamiltonian mechanics <xref ref-type="bibr" rid="bib1.bibx5" id="paren.56"><named-content content-type="pre">e.g.,</named-content></xref> or test-particle simulations <xref ref-type="bibr" rid="bib1.bibx53" id="paren.57"><named-content content-type="pre">e.g.,</named-content></xref>. Note that, since the unknown function is
contained in the last integral term, Eq. (<xref ref-type="disp-formula" rid="Ch1.E44"/>) is an integro-differential equation. However, formal similarity between
Eq. (<xref ref-type="disp-formula" rid="Ch1.E44"/>) and the Fokker–Planck equation (Eq. <xref ref-type="disp-formula" rid="Ch1.E1"/>) suggests that an asymptotic solution of Eq. (<xref ref-type="disp-formula" rid="Ch1.E44"/>) may
be achieved by Taylor expanding <inline-formula><mml:math id="M401" display="inline"><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover></mml:math></inline-formula> as
          <disp-formula id="Ch1.E45" content-type="numbered"><label>45</label><mml:math id="M402" display="block"><mml:mrow><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>+</mml:mo><mml:msubsup><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mo>′</mml:mo></mml:msubsup><mml:mi>t</mml:mi><mml:mo>+</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        where <inline-formula><mml:math id="M403" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M404" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mo>′</mml:mo></mml:msubsup></mml:mrow></mml:math></inline-formula> indicates its time-derivative function evaluated
at <inline-formula><mml:math id="M405" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>. When applying the SDE method with a solution grid, the functions <inline-formula><mml:math id="M406" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M407" display="inline"><mml:mrow><mml:msubsup><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mo>′</mml:mo></mml:msubsup></mml:mrow></mml:math></inline-formula> can be obtained from
solutions of previous time stamps. Then, by defining the following coefficients

              <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M408" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E46"><mml:mtd><mml:mtext>46</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mi>S</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mo movablelimits="false">∫</mml:mo><mml:msub><mml:mi>P</mml:mi><mml:mrow><mml:mi>Q</mml:mi><mml:mo>→</mml:mo><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover></mml:mrow></mml:msub><mml:mover accent="true"><mml:mi>G</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E47"><mml:mtd><mml:mtext>47</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>v</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi>Q</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mo movablelimits="false">∫</mml:mo><mml:msub><mml:mi>P</mml:mi><mml:mrow><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mo>→</mml:mo><mml:mi>Q</mml:mi></mml:mrow></mml:msub><mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mover accent="true"><mml:mi>G</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal" stretchy="true">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="1em"/><mml:mo>+</mml:mo><mml:mi>t</mml:mi><mml:mo movablelimits="false">∫</mml:mo><mml:msub><mml:mi>P</mml:mi><mml:mrow><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mo>→</mml:mo><mml:mi>Q</mml:mi></mml:mrow></mml:msub><mml:msubsup><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mn mathvariant="normal">0</mml:mn><mml:mo>′</mml:mo></mml:msubsup><mml:mover accent="true"><mml:mi>G</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="true" mathvariant="normal">̃</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

          which are now known functions, Eq. (<xref ref-type="disp-formula" rid="Ch1.E44"/>) is transformed into the form of Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) and is readily solvable by the UBER
code. In this way,  simulations of nonlinear wave–particle interactions in radiation belts could hence be unified with  well-developed
simulations in quasi-linear theory.</p><?xmltex \hack{\clearpage}?>
</sec>

      
      </body>
    <back><app-group>

<?pagebreak page5838?><app id="App1.Ch1.S1">
  <?xmltex \currentcnt{A}?><label>Appendix A</label><title>A formal derivation of radiation belt kinetic equations</title>
      <p id="d1e10462">We consider, for simplicity, a hypothetical radiation belt whose particle motion has two well-separated periods which define two pairs of action-angle
variables <inline-formula><mml:math id="M409" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula>. We assume that the phase angle <inline-formula><mml:math id="M410" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> changes much faster than <inline-formula><mml:math id="M411" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> and hence call
<inline-formula><mml:math id="M412" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula> the fast variables and <inline-formula><mml:math id="M413" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula> the slow variables. We further assume, for a moment, that the Hamiltonian of particle
motion,
          <disp-formula id="App1.Ch1.S1.E48" content-type="numbered"><label>A1</label><mml:math id="M414" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="1em" linebreak="nobreak"/><mml:mo>+</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        is constituted of an unperturbed part <inline-formula><mml:math id="M415" display="inline"><mml:mrow><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> that depends on the slow phase and a perturbation <inline-formula><mml:math id="M416" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi></mml:mrow></mml:math></inline-formula> that is caused by electromagnetic forces
whose variation timescale is shorter than the periodicity <inline-formula><mml:math id="M417" display="inline"><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. Apparently, <inline-formula><mml:math id="M418" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi></mml:mrow></mml:math></inline-formula> is a periodic function of <inline-formula><mml:math id="M419" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. Upon
averaging over <inline-formula><mml:math id="M420" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, the perturbation cancels out so that
          <disp-formula id="App1.Ch1.S1.E49" content-type="numbered"><label>A2</label><mml:math id="M421" display="block"><mml:mrow><mml:mo>〈</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi><mml:mo>〉</mml:mo><mml:mo>≡</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:munderover><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        These presumptions allow the particle phase space density,
          <disp-formula id="App1.Ch1.S1.E50" content-type="numbered"><label>A3</label><mml:math id="M422" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="1em" linebreak="nobreak"/><mml:mo>+</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        to be so decomposed into a fast-phase-averaged part <inline-formula><mml:math id="M423" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>≡</mml:mo><mml:mo>〈</mml:mo><mml:mi>f</mml:mi><mml:mo>〉</mml:mo></mml:mrow></mml:math></inline-formula> and a perturbation <inline-formula><mml:math id="M424" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi></mml:mrow></mml:math></inline-formula>, also periodic in
<inline-formula><mml:math id="M425" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, which has <inline-formula><mml:math id="M426" display="inline"><mml:mrow><mml:mo>〈</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi><mml:mo>〉</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> by definition.</p>
      <p id="d1e10998">For a collisionless plasma, evolution of <inline-formula><mml:math id="M427" display="inline"><mml:mi>f</mml:mi></mml:math></inline-formula> is governed by the Vlasov equation:
          <disp-formula id="App1.Ch1.S1.E51" content-type="numbered"><label>A4</label><mml:math id="M428" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:msup><mml:mover accent="true"><mml:mi>J</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        in which the index <inline-formula><mml:math id="M429" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>. Expressing <inline-formula><mml:math id="M430" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M431" display="inline"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi>J</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> by Hamilton's canonical equations, the Vlasov equation
can be expanded in light of Eqs. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E48"/>) and (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E50"/>). When averaging the expanded equation over <inline-formula><mml:math id="M432" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, all terms to the
first order in perturbation vanish due to either their null phase average or periodicity in <inline-formula><mml:math id="M433" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, and the remaining terms form the equation
          <disp-formula id="App1.Ch1.S1.E52" content-type="numbered"><label>A5'</label><mml:math id="M434" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="1em" linebreak="nobreak"/><mml:mo>-</mml:mo><mml:mfenced close="〉" open="〈"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        organized  into Poisson brackets with respect to the canonical coordinates <inline-formula><mml:math id="M435" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula>,
          <disp-formula id="App1.Ch1.S1.E53" content-type="numbered"><label>A5</label><mml:math id="M436" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mo>[</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>,</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>]</mml:mo><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mfenced open="〈" close="〉"><mml:mrow><mml:mo>[</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi><mml:mo>]</mml:mo></mml:mrow></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        In fact, this equation form is more neatly derived from Liouville's theorem <xref ref-type="bibr" rid="bib1.bibx20" id="paren.58"><named-content content-type="pre">e.g.,</named-content><named-content content-type="post">chap. 9</named-content></xref>, which says
          <disp-formula id="App1.Ch1.S1.E54" content-type="numbered"><label>A6</label><mml:math id="M437" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi mathvariant="normal">d</mml:mi><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mi mathvariant="normal">d</mml:mi><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mo>[</mml:mo><mml:mi>f</mml:mi><mml:mo>,</mml:mo><mml:mi>H</mml:mi><mml:mo>]</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        Phase averaging Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E54"/>) over <inline-formula><mml:math id="M438" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> and noting that <inline-formula><mml:math id="M439" display="inline"><mml:mrow><mml:mo>〈</mml:mo><mml:mo>[</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>]</mml:mo><mml:mo>〉</mml:mo><mml:mo>=</mml:mo><mml:mo>〈</mml:mo><mml:mo>[</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>,</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi><mml:mo>]</mml:mo><mml:mo>〉</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> directly gives Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E53"/>).</p>
      <p id="d1e11546">Equation (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E53"/>) appears in the form of a Boltzmann equation for the phase-averaged phase space density: the left-hand side describes
evolution of the unperturbed system in the slow variables, whereas the right-hand side, involving only the perturbed quantities and the fast
variables, serves the role of a collision integral. Indeed, it can be viewed as “collisions” between particles and the perturbing
electromagnetic field. In this regard, we symbolically denote the right-hand side <inline-formula><mml:math id="M440" display="inline"><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mo mathsize="1.5em">〈</mml:mo><mml:mo mathsize="1.5em">(</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:msub><mml:mo mathsize="1.5em">)</mml:mo><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo mathsize="1.5em">〉</mml:mo></mml:mrow></mml:math></inline-formula> in analogy to that caused by real collisions, with the subscript designating wave–particle interaction.</p>
      <p id="d1e11581">Equation (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E53"/>) is closed when its right-hand side can be expressed in terms of <inline-formula><mml:math id="M441" display="inline"><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> under certain approximations. If both
<inline-formula><mml:math id="M442" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M443" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi></mml:mrow></mml:math></inline-formula> are small compared to their unperturbed counterparts, <inline-formula><mml:math id="M444" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi></mml:mrow></mml:math></inline-formula> can be directly solved from the linearized Vlasov
equation retaining only the first-order terms in expansion and, after mathematical transformations, gives the expression <xref ref-type="bibr" rid="bib1.bibx29 bib1.bibx23" id="paren.59"><named-content content-type="pre">e.g.,</named-content></xref>
          <disp-formula id="App1.Ch1.S1.E55" content-type="numbered"><label>A7</label><mml:math id="M445" display="block"><mml:mrow><mml:mfenced close="〉" open="〈"><mml:mrow><mml:msub><mml:mfenced close=")" open="("><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        where the coefficient <inline-formula><mml:math id="M446" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is a functional of <inline-formula><mml:math id="M447" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi></mml:mrow></mml:math></inline-formula>. The corresponding theory is called the quasi-linear theory. However, when the perturbing
electromagnetic wave is sufficiently coherent, <inline-formula><mml:math id="M448" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>f</mml:mi></mml:mrow></mml:math></inline-formula> may become large even if <inline-formula><mml:math id="M449" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:mi>H</mml:mi></mml:mrow></mml:math></inline-formula> remains small. In this situation,
<inline-formula><mml:math id="M450" display="inline"><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mo mathsize="1.5em">〈</mml:mo><mml:mo mathsize="1.5em">(</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:msub><mml:mo mathsize="1.5em">)</mml:mo><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo mathsize="1.5em">〉</mml:mo></mml:mrow></mml:math></inline-formula> is estimated by considering particle phase trajectories near the
resonance point <xref ref-type="bibr" rid="bib1.bibx5" id="paren.60"><named-content content-type="pre">e.g.,</named-content></xref>. The result would then contain corrections to Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E55"/>), which are due to particles
trapped in phase with the wave, whose formulation in the current setup could be inferred from that of Eq. (<xref ref-type="disp-formula" rid="Ch1.E44"/>) in the body; we
hereby do not elaborate.</p>
      <p id="d1e11779">Taking account of collisions in the plasma would introduce to Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E51"/>) a collision term not describable by the single-particle Hamiltonian
so that the transport equation becomes the Boltzmann equation:
          <disp-formula id="App1.Ch1.S1.E56" content-type="numbered"><label>A8</label><mml:math id="M451" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:msup><mml:mover accent="true"><mml:mi>J</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mi mathvariant="italic">α</mml:mi></mml:msup><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mi mathvariant="italic">α</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:msub><mml:mfenced close=")" open="("><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        Following the same treatment from Eqs. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E51"/>) to (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E53"/>), Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E56"/>) leads to the fast-phase-averaged
equation
          <disp-formula id="App1.Ch1.S1.E57" content-type="numbered"><label>A9</label><mml:math id="M452" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mo>[</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover><mml:mo>,</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>]</mml:mo><mml:mo>=</mml:mo><mml:mfenced open="〈" close="〉"><mml:mrow><mml:msub><mml:mfenced open="(" close=")"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:mfenced close="〉" open="〈"><mml:mrow><mml:msub><mml:mfenced open="(" close=")"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mi mathvariant="normal">c</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        For Coulomb collisions, small-angle scatterings at large impact parameters dominate due to the long range of Coulomb<?pagebreak page5839?> force, and consequently the
phase-averaged collision integral can be expanded into a Fokker–Planck form in the generalized momenta that are changed by the collisions
<xref ref-type="bibr" rid="bib1.bibx32" id="paren.61"><named-content content-type="post">chaps. 2 and 4</named-content></xref>, i.e.,
          <disp-formula id="App1.Ch1.S1.E58" content-type="numbered"><label>A10</label><mml:math id="M453" display="block"><mml:mrow><mml:mfenced open="〈" close="〉"><mml:mrow><mml:msub><mml:mfenced close=")" open="("><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>f</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mi mathvariant="normal">c</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi>h</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        which usually only involves the fast momentum <inline-formula><mml:math id="M454" display="inline"><mml:mrow><mml:msup><mml:mi>J</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> on timescales much shorter than <inline-formula><mml:math id="M455" display="inline"><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:mo>/</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="italic">φ</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. The transport coefficients
<inline-formula><mml:math id="M456" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M457" display="inline"><mml:mrow><mml:msub><mml:mi>h</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are determined from the particle species and their collision cross sections. We note again that, in the
phase-averaged kinetic equation (Eq. <xref ref-type="disp-formula" rid="App1.Ch1.S1.E57"/>), slow and fast variables are separated onto each side of the equation.</p>
      <p id="d1e12113">Neglecting the source and loss terms, the quasi-linear kinetic equations in the body of this paper could all be recovered from
Eqs. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E55"/>), (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E57"/>), and (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E58"/>), which are already in the same form as Eq. (<xref ref-type="disp-formula" rid="Ch1.E42"/>). If
there are no slow variables, the Poisson bracket on the left-hand side of Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E57"/>) vanishes, and the equation reduces to the
Fokker–Planck equation (Eq. <xref ref-type="disp-formula" rid="Ch1.E1"/>). If there are slow variables but <inline-formula><mml:math id="M458" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> is cyclic to the unperturbed Hamiltonian, the left-hand side
of Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E57"/>) would then contain the first two terms shown in Eq. (<xref ref-type="disp-formula" rid="App1.Ch1.S1.E52"/>), which is in the form of
Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>). In this case, the dependence of <inline-formula><mml:math id="M459" display="inline"><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal">¯</mml:mo></mml:mover></mml:math></inline-formula> on <inline-formula><mml:math id="M460" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> is introduced by means other than the Hamiltonian, such as the
<inline-formula><mml:math id="M461" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>-dependent boundary geometry, boundary conditions, or collision terms.</p><?xmltex \hack{\clearpage}?>
</app>
  </app-group><notes notes-type="codedataavailability"><title>Code and data availability</title>

      <p id="d1e12184">The UBER library is free and open-source. The current version of UBER is available from the GitHub repository at <uri>https://github.com/zheng-lh/UBER</uri> (last access: 14 April 2021) under the MIT license. The exact version of the UBER library used to produce the results used in this paper is archived on Zenodo <xref ref-type="bibr" rid="bib1.bibx61" id="paren.62"><named-content content-type="pre"><ext-link xlink:href="https://doi.org/10.5281/zenodo.4671646" ext-link-type="DOI">10.5281/zenodo.4671646</ext-link>,</named-content></xref>, as are input data and scripts to run the library and produce the plots and tables for all the simulations presented in this paper <xref ref-type="bibr" rid="bib1.bibx65" id="paren.63"><named-content content-type="pre"><ext-link xlink:href="https://doi.org/10.5281/zenodo.5221599" ext-link-type="DOI">10.5281/zenodo.5221599</ext-link>,</named-content></xref>.</p>
  </notes><notes notes-type="authorcontribution"><title>Author contributions</title>

      <p id="d1e12207">LZ developed the UBER library, conducted the benchmark experiments, and wrote the paper. LC and AAC contributed to the conceptualization of the UBER library. PW, ZX, and XL provided ancillary code and data for the benchmark experiments.</p>
  </notes><notes notes-type="competinginterests"><title>Competing interests</title>

      <p id="d1e12213">The contact author has declared that neither they nor their co-authors have any competing interests.</p>
  </notes><notes notes-type="disclaimer"><title>Disclaimer</title>

      <p id="d1e12219">Publisher's note: Copernicus Publications remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.</p>
  </notes><ack><title>Acknowledgements</title><p id="d1e12225">The authors would like to express their gratitude to Michael Schulz for the very enlightening discussions on this work and to Zheng Xiang for exchanging code performance data. Liheng Zheng and Anthony A. Chan acknowledge NASA for financial support of this work.</p></ack><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d1e12230">This research has been supported by the National Aeronautics and Space Administration (grant nos. 80NSSC18K1224 and NNX15AI93G).</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d1e12236">This paper was edited by Josef Koller and reviewed by three anonymous referees.</p>
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<abstract-html><p>Recent proceedings in radiation belt studies have proposed new requirements for numerical methods to solve the kinetic equations involved. In
this article, we present a numerical solver that can solve the general form of the radiation belt Fokker–Planck equation and Boltzmann equation in
arbitrarily provided coordinate systems and with user-specified boundary geometry, boundary conditions, and equation terms. The solver is based
upon the mathematical theory of stochastic differential equations, whose computational accuracy and efficiency are greatly enhanced by specially
designed adaptive algorithms and a variance reduction technique. The versatility and robustness of the solver are exhibited in four example
problems. The solver applies to a wide spectrum of radiation belt modeling problems, including the ones featuring non-diffusive particle transport
such as that arising from nonlinear wave–particle interactions.</p></abstract-html>
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