A new formalism for the statistical dynamics of planar spin systems

The relaxational dynamics of a classical planar Heisenberg spin system is studied using the Fokker-Planck equation. A new approach is introduced in which we attempt to directly calculate the eigenvalues of the Fokker-Planck operator. In this connection a number space representation is introduced, which enables us to visualize the eigenvalue structure of the Fokker-Planck operator. The mean field approximation is derived and a systematic method to improve the mean field approximation is presented.     

A new formalism for the statistical dynamics of vector spin systems

The relaxational dynamics of a classical vector Heisenberg spin system is studied using the Fokker-Planck equation. To calculate the eigenvalues of the Fokker-Planck operator, a new approach is introduced. In this connection, a number space repesentation is introduced, which enables us to visualize the eigenvalue structure of the Fokker-Planck operator. The mean field approximation is derived and a systematic method to improve the mean field approximation is presented.     

On an interpolation model for the transition operator for Markov and non-Markov processes

A phenomenological interpolation model for the transition operator of a stationary Markov process is shown to be equivalent to the simplest difference approximation in the master equation for the conditional density. Comparison with the formal solution of the Fokker-Planck equation yields a criterion for the choice of the correlation time in the approximate solution. The interpolation model is shown to be form-invariant under an iteration-cum-rescaling scheme. Next, we go beyond Markov processes to find the effective time-development operator (the counterpart of the conditional density) in the following very general situation: the stochastic interruption of the systematic evolution of a variable by an arbitrary stationary sequence of randomizing pulses. Continuous-time random walk theory with a distinct first-waiting-time distribution is used, along with the interpolation model for the transition operator, to obtain the solution. Convenient closed-form expressions for the ‘averaged’ time-development operator and the autocorrelation function are presented in various special cases. These include (i) no systematic evolution, but correlated pulses; (ii) systematic evolution interrupted by an uncorrelated (Poisson) sequence of pulses.     

The Motion of Repulsive Brownian Particles in Quenched Disorder

Brownian motion of the particles with repulsive interaction is investigated. When the potential condition is satisfied, the eigenvalue problem of interaction Fokker-Planck equation under certain conditions can be transformed to that of a many-particle Schrödinger equation. Using the Green's function method, we obtain the effective single-variable Fokker-Planck equation in the low density limit. We find that the diffusion of coupled Brownian particles in quenched disorder media is also anomalous in 2D. The Mittag-Leffler relaxation of pancake vortices is investigated by fractional Fokker-Planck equation.     

Boundary behavior of diffusion approximations to Markov jump processes

We show that diffusion approximations, including modified diffusion approximations, can be problematic since the proper choice of local boundary conditions (if any exist) is not obvious. For a class of Markov processes in one dimension, we show that to leading order it is proper to use a diffusion (Fokker-Planck) approximation to compute mean exit times with a simple absorbing boundary condition. However, this is only true for the leading term in the asymptotic expansion of the mean exit time. Higher order correction terms do not, in general, satisfy simple absorbing boundary conditions. In addition, the diffusion approximation for the calculation of mean exit times is shown to break down as the initial point approaches the boundary, and leads to an increasing relative error. By introducing a boundary layer, we show how to correct the diffusion approximation to obtain a uniform approximation of the mean exit time. We illustrate these considerations with a number of examples, including a jump process which leads to Kramers' diffusion model. This example represents an extension to a multivariate process.     

Quantum theory of the two-photon laser

We start from a master equation for the density operator of the atoms and the field mode, and apply the operator method of adiabatic elimination of the atomic variables, recently developed by Haake and Lewenstein for the usual single mode laser, to the case of a degenerate two-photon laser. A Fokker-Planck equation for the Wigner distribution function of the lightfield and its steady state solution are derived. With a Gaussian approximation to the solution, analytical and numerical results on the photon statistics are calculated.     

Probability Evolution and Mean First-Passage Time for Multidimensional Non-Markovian Processes

We investigate a multidimensional system described by a set of stochastic differential equations in which the multiplicative noise is assumed to be an O-U noise. With the help of the projection operator technique, we derive an integrodifferential equation for the probability density and an approximate equation for the mean first-passage time (MFPT).Under some approximation, we obtain an effective Fokker-Planck equation and apply the equation to the single mode laser problem. The concrete calculations of MFPT are made with an important example.     

Dynamical properties of a single-mode laser with two different types of time delays

The dynamical properties of a single-mode laser are investigated when there are two different types of time delays existed in the deterministic force and fluctuating force respectively. In the case of small values of time delays, approximate delayed Fokker-Planck equation is obtained by the method of probability density approximation. The intensity correlation time T_c and effective eigenvalue λ_eff are derived. The different effects of the two delays are discussed.     

On the quantum-mechanical Fokker-Planck and Kramers-Chandrasekhar equation

In the classical theory of Brownian motion we can consider the Langevin equation as an infinitesimal transformation between the coordinates and momenta of a Brownian particle, given probabilistically, since the impulse appearing is characterized by a Gaussian random process. This probabilistic infinitesimal transformation generates a streaming on the distribution function, expressed by the classical Fokker-Planck and Kramers-Chandrasekhar equations. If the laws obeyed by the Brownian particle are quantum mechanical, we can reinterpret the Langevin equation as an operator relation expressing an infinitesimal transformation of these operators. Since the impulses are independent of the coordinates and momenta we can think of them as c numbers described by a Gaussian random process. The so resulting infinitesimal operator transformation induces a streaming on the density matrix. We may associate, according to Weyl functions with operators. The function associated with the density matrix is the Wigner function. Expressing, then, these operator relations in terms of these functions we can express the streaming as a continuity equation of the Wigner function. We find that in this parametrization the extra terms which appear are the same as in the classical theory, augmenting the usual Wigner equation.     

Random matrices, fermions, collective fields, and universality

We first relate the random matrix model to a Fokker-Planck Hamiltonian system, such that the correlation functions of the model are expressed as the vacuum expectation values of equal-time products of density operators. We then analyze the universality of the random matrix model by solving the Focker-Planck Hamiltonian system for large N. We use two equivalent methods to do this, namely the method of relating it to a system of interacting fermions in one space dimension and the method of collective fields for large N matrix quantum mechanics. The final result using both these methods is the same Hamiltonian system of chiral bosons on a circle, which manifestly exhibits the universality of the random matrix model.     

简并双光子激光的光子统计

从原子和场模的密度算符的主方程出发,应用Haake和Lewenstein所发展的原子变量绝热消除的算符方法,导出了简并双光子激光光场Wigner函数的福克-普朗克(Fokker-Planck)方程及其稳态解.利用稳态解的高斯近似,求得了在不同泵浦强度下,光子统计的解析结果如数值结果,并与前人的结果作了比较.     

Half-range expansion analysis for Langewin dynamics in the high-friction limit with a singular absorbing boundary condition: Noncharacteristic case

We consider the dynamics of a Brownian particle given by the Langevin equation in a strip, under the effects of a deterministic force. The trajectories of particles originate at a source whose spatial location in the phase space coincides with the location of adsorbing boundaries. This leads to singular behavior of trajectories in the high-friction limit. We use the half-range expansion technique and systematic asymptotics to solve a boundary value problem for the Fokker-Planck operator and to calculate the steady-state transition probability density, the mean time to absorption, and the distribution of exit points. We do not make assumptions about other parameters in the problem except that they areO(1) relative to the friction coefficient. We calculate explicitly the correct location of the Milne-type extrapolation for absorbing boundary conditions for the Smoluchowski approximation to the Langevin equation.     

Solutions of the Fokker-Planck equation for a double-well potential in terms of matrix continued fractions

Solutions of the Fokker-Planck (Kramers) equation in position-velocity space for the double-well potentiald ₂x²/2+d₄x⁴/4 in terms of matrix continued fractions are derived. It is shown that the method is also applicable to a Boltzmann equation with a BGK collision operator. Results of eigenvalues and of the Fourier transform of correlation functions are presented explicitly. The lowest nonzero eigenvalue is compared with the escape rate in the weak noise limit for various damping constants and the susceptibility is compared with the zero-friction-limit result.     

On the eigenvalue problem associated with Feynman path integration

When the lagrangian is not explicit function of time, the Nth approximation to the propagator may be viewed as the Nth power of anitary operator — the infinitesimal time propagator. We solve the eigenvalue problem associated with the operator for some special cases. In the limit of large N the eigenfunctions are shown to be identical to those of the finite time propagator. We also present an elementary method to evaluate the propagator corresponding to an action function encountered in the study of electron gas in a random potential. The evaluation of this propagator within Feynman's polygonal approach was not possible until recently.     

Eigenvalue density of the non-Hermitian Wilson Dirac operator

We find the lattice spacing dependence of the eigenvalue density of the non-Hermitian Wilson Dirac operator in the ? domain. The starting point is the joint probability density of the corresponding random matrix theory. In addition to the density of the complex eigenvalues we also obtain the density of the real eigenvalues separately for positive and negative chiralities as well as an explicit analytical expression for the number of additional real modes.     

Diffusion and reaction in random media and models of evolution processes

A diffusion equation including source terms, representing randomly distributed sources and sinks is considered. For quasilinear growth rates the eigenvalue problem is equivalent to that of the quantum mechanical motion of electrons in random fields. Correspondingly there exist localized and extended density distributions dependent on the statistics of the random field and on the dimension of the space. Besides applications in physics (nonequilibrium processes in pumped disordered solid materials) a new evolution model is discussed which considers evolution as hill climbing in a random landscape.We dedicate this work to the memory of Ilya M. Lifshitz.     

Bosonization and quantum hydrodynamics

It is shown that it is possible to bosonize fermions in any number of dimensions using the hydrodynamic variables, namely the velocity potential and density. The slow part of the Fermi field is defined irrespective of dimensionality and the commutators of this field with currents and densities are exponentiated using the velocity potential as conjugate to the density. An action in terms of these canonical bosonic variables is proposed that reproduces the correct current and density correlations. This formalism in one dimension is shown to be equivalent to the Tomonaga-Luttinger approach as it leads to the same propagator and exponents. We compute the one-particle properties of a spinless homogeneous Fermi system in two spatial dimensions with long-range gauge interactions and highlight the metal-insulator transition in the system. A general formula for the generating function of density correlations is derived that is valid beyond the random phase approximation. Finally, we write down a formula for the annihilation operator in momentum space directly in terms of number conserving products of Fermi fields.     

Two-state random walk model of diffusion. 2. Oscillatory diffusion

Continuing our study of interrupted diffusion, we consider the problem of a particle executing a random walk interspersed with localized oscillations during its halts (e.g., at lattice sites). Earlier approaches proceedvia approximation schemes for the solution of the Fokker-Planck equation for diffusion in a periodic potential. In contrast, we visualize a two-state random walk in velocity space with the particle alternating between a state of flight and one of localized oscillation. Using simple, physically plausible inputs for the primary quantities characterising the random walk, we employ the powerful continuous-time random walk formalism to derive convenient and tractable closed-form expressions for all the objects of interest: the velocity autocorrelation, generalized diffusion constant, dynamic mobility, mean square displacement, dynamic structure factor (in the Gaussian approximation), etc. The interplay of the three characteristic times in the problem (the mean residence and flight times, and the period of the ‘local mode’) is elucidated. The emergence of a number of striking features of oscillatory diffusion (e.g., the local mode peak in the dynamic mobility and structure factor, and the transition between the oscillatory and diffusive regimes) is demonstrated.     

Effective schrödinger equation for a classical massless dislocation plasma

Summary The statistical behaviour of classical massless excitations finds an increasing importance in the physics of low-dimensional condensed matter. Dislocation and disclination dipole-gases and plasmas play such a relevant role in the theory of 2D melting. Here the equilibrium statistical mechanics of a system of strongly interactingparticles of this type is faced searching for the approximate stationary solution of the multivariate associated Fokker-Planck equation corresponding to zero eigenvalue. The problems, encountered in a preceding paper, involved by the nonhermiticity of Fokker-Planck operator, are evaded, following Risken, building anequivalent many-body Schr?dinger equation. This last is solved self-consistently in a Hartree-like way starting with a free-particleproduct wavefunction in the case of a uniform background whosecharge is of sign opposite to that of theparticles. Unlike thetrue quantum case, here the integral part of the equivalent Hamiltonian operator is not simply Coulomb-like and defines a more difficult novel integrodifferential problem which is solved using a convergence in mean procedure. The author of this paper has agreed to not receive the proofs for correction.     

On the validity of the Onsager-Machlup postulate for nonlinear stochastic processes

It is shown that: (i) the Onsager-Machlup postulate applies to nonlinear stochastic processes over a time scale that, while being much longer than the correlation times of the random forces, is still much shorter than the time it takes for the nonlinear distortion to become visible; (ii) these are also the conditions for the validity of the generalized Fokker-Planck equation; and (iii) when the fine details of the space-time structure of the stochastic processes are unimportant, the generalized Fokker-Planck equation can be replaced by the ordinary Fokker-Planck equation.