On the theory of fluctuations around non-equilibrium steady states: A generalized time-convolutionless projector formalism

A new method of finding nonlinear Langevin type equations of motion for relevant macrovariables and the corresponding master equation for systems far from thermal equilibrium is presented by generalizing the time-convolutionless formalism proposed previously for equilibrium hamiltoian systems by Tokuyama and Mori. The Langevin type equation consists of a fluctuating force, and the nonlinear drift coefficients which are always identical to those of the master equation. A simple formula which relates the drift coefficients to the time correlation of the fluctuating forces is derived. This is a generalization of the fluctuation-dissipation theorem of the second kind in equilibrium systems and is valid not only for transport phenomena due to internal fluctuations but also for transport phenomena due to externally-driven fluctuations. A new cumulant expansion of the master equation is also obtained. The conditions under which a Langevin and a Fokker-Planck equation of a generalized type for non-equilibrium open systems can be derived are clarified.The theory is illustrated by studying hydrodynamic fluctuations near the Rayleigh-Bénard instability. The effects of two kinds of fluctuations, internal fluctuations of irrelevant macrovariables and external (thermal) noises, on the convective instability are investigated. A stochastic Ginzburg-Landau type equation for the order parameter and the corresponding nonlinear Fokker-Planck equation are derived.     

Basic concepts of synergetics

The paper presents a brief outline of microscopic as well as of macroscopic synergetics. In microscopic synergetics we start from evolution equations for microscopic variables or densities in which fluctuating forces and control parameters are included. When control parameters are changed, the systems are studied close to instability points. The concepts of order parameters, enslaving, critical fluctuations, and critical slowing down are presented. In macroscopic synergetics unbiased estimates on distribution functions and underlying processes are made based on observed moments or correlation functions. In such a case, a Fokker-Planck equation or a corresponding Langevin equation may be derived.     

Fluctuations and stability of stationary non-equilibrium systems in detailed balance

A generalized thermodynamic potential for Markoffian systems with detailed balance and far from thermal equilibrium has been derived in a previous paper. It was shown that the principle of detailed balance is equivalent to a set of conditions fulfilled by this potential (“potential conditions”). The properties of this potential allow us to extend the validity of a number of thermodynamic concepts well known for systems in or near thermal equilibrium to stationary states far from thermal equilibrium. The concept of symmetry breaking phase transitions for these systems is introduced in analogy to thermal equilibrium systems by considering the dependence of the stationary probability density of the system on a set of externally controlled parameters {λ}. A functional of the time dependent probability density of the system is defined in close analogy to the Gibb's definition of entropy. This functional has the properties of a Ljapunov functional of the governing Fokker-Planck equation showing the stability of the stationary probability density. The Langevin equations connected with the Fokker-Planck equation are considered. It is shown that, by means of the potential conditions, generalized “thermodynamic” fluxes and forces may be defined in such a way that the smoothly varying part of the Langevin equations (kinetic equations) constitutes a linear relation between fluxes and forces. The matrix of coefficients is given by the diffusion matrix of the Fokker-Planck equation. The symmetry relations which hold for this matrix due to the potential conditions then lead to the Onsager-Casimir symmetry relations extended to systems with detailed balance near stationary states far from thermal equilibrium. Finally it is shown that under certain additional assumptions the generalized thermodynamic potential may be used as a Ljapunov function of the kinetic equations.     

Analysis of a few numerical integration methods for the Langevin equation

We study the position recurrence relation of several existing numerical integrators for the Langevin equation and use the modified equation approach to analyse their accuracy. We show that for the harmonic oscillator, the BBK integrator converges weakly with order 1 while the vGB82 and Langevin impulse (LÎ)? integrator converge weakly with order 2. We also study a restricted class of velocity definitions—those that lead to explicit starting procedures. We show that some recurrence relations exact for constant force, can achieve the exact virial relation by a proper definition of velocity, extending the result of Pastor et al. on the analysis of BBK integrators in 1988.     

Itô versus Stratonovich

A survey is given of the facts and fancies concerning the nonlinear Langevin or Itô equation. Actually, it is merely a pre-equation, which becomes an equation when an interpretation rule is added. The rules of Itô and Stratonovich differ, but both are mathematically consistent and therefore equally admissible conventions. The reason why they seem to lead to physical differences is that the Langevin approach used to arrive at the equation involves a tacit assumption. For systems with external noise this assumption can be justified, and it is then clear that the Stratonovich rule applies. Systems with internal noise, however, can only be properly described by a master equation and the Itô-Stratonovich controversy never enters. Afterward one is free to model the resulting fluctuations either with an Itô or a Stratonovich scheme, but that does not lead to any new information.     

Augmented Langevin approach to fluctuations in nonlinear irreversible processes

A Fokker-Planck equation derived from statistical mechanics by M. S. Green [J. Chem. Phys. 20:1281 (1952)] has been used by Grabertet al. [Phys. Rev. A 21:2136 (1980)] to study fluctuations in nonlinear irreversible processes. These authors remarked that a phenomenological Langevin approach would not have given the correct reversible part of the Fokker-Planck drift flux, from which they concluded that the Langevin approach is untrustworthy for systems with partly reversible fluxes. Here it is shown that a simple modification of the Langevin approach leads to precisely the same covariant Fokker-Planck equation as that of Grabertet al., including the reversible drift terms. The modification consists of augmenting the usual nonlinear Langevin equation by adding to the deterministic flow a correction term which vanishes in the limit of zero fluctuations, and which is self-consistently determined from the assumed form of the equilibrium distribution by imposing the usual potential conditions. This development provides a simple phenomenological route to the Fokker-Planck equation of Green, which has previously appeared to require a more microscopic treatment. It also extends the applicability of the Langevin approach to fluctuations in a wider class of nonlinear systems.     

Long-lived states in solution NMR: selection rules for intramolecular dipolar relaxation in low magnetic fields

Recent work has shown that singlet states of two-spin systems in low magnetic fields can have lifetimes up to an order of magnitude longer than the usual spin-lattice relaxation time. This result may enable new applications of NMR, and in particular hyperpolarized NMR via parahydrogen-induced polarization, to the study of slow processes that take place over previously inaccessible timescales. At present it is unclear whether similar results apply to multi-spin systems, or if these long lifetimes are a peculiarity of the two-spin case. Moderately long-lived states have been observed in systems containing more than two spins, although the mechanisms that prolong their lifetimes are not well understood. Here we present formalism for the study of relaxation in multi-spin systems in low magnetic fields. This approach is used to derive a family of quantum-mechanical selection rules governing intramolecular dipolar relaxation at low field that may account for the extended lifetimes observed in multi-spin systems.     

Zur Theorie der Teilchenbewegung in zeitabhängigen elektromagnetischen Feldern

The Langevin equation – i.e. the equation of motion for a charged particle including a collision term proportional to the particle velocity – is solved for arbitrary time-dependent electric and magnetic fields by a new general method. Instead of the usual ansatz: particle velocity = cyclotron velocity + drift velocity the method given makes the ansatz: particle velocity = tensor = cyclotron velocity. The unknown tensor obeys a simple differential equation of the first order which can be generally solved at once. This method is a modification of the variation of constants method for inhomogeneous differential equations. The electromagnetic fields considered must be spatially homogeneous; for (weakly) inhomogeneous fields an iteration procedure of Pytte (1962) may be applied. Some examples are discussed shortly. The Langevin equation treated is completely equivalent to the equation of motion in a magnetohydrodynamic one-fluid theory.     

Work fluctuation theorems for harmonic oscillators

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of fluctuation theorems. The oscillator dynamics is modeled by a second order Langevin equation. Both the transient and stationary state fluctuation theorems hold and the finite time corrections are very different from those of a first order Langevin equation. The periodic forcing of the oscillator is also studied; it presents new and unexpected short time convergences. Analytical expressions are given in all cases.     

Nonlinear generalized Langevin equations

Exact generalized Langevin equations are derived for arbitrarily nonlinear systems interacting with specially chosen heat baths. An example is displayed in which the Langevin equation is nonlinear but approximately Markovian.Research supported by NSF grant GP-29534.     

Foundations of quantum mechanics: The Langevin equations for QM

Stochastic derivations of the Schrödinger equation are always developed on very general and abstract grounds. Thus, one is never enlightened which specific stochastic process corresponds to some particular quantum mechanical system, that is, given the physical system—expressed by the potential function, which fluctuation structure one should impose on a Langevin equation in order to arrive at results identical to those comming from the solutions of the Schrödinger equation. We show, from first principles, how to write the Langevin stochastic equations for any particular quantum system. We also show the relation between these Langevin equations and those proposed by Bohm in 1952. We present numerical simulations of the Langevin equations for some quantum mechanical problems and compare them with the usual analytic solutions to show the adequacy of our approach. The model also allows us to address important topics on the interpretation of quantum mechanics.     

过阻尼分数阶Langevin方程及其随机共振

通过对广义Langevin方程阻尼核函数的适当选取,在过阻尼的情形下, 推导出分数阶Langevin方程.给合反常扩散理论和分数阶导数的记忆性, 讨论了分数阶Langevin方程的物理意义,进而得出分数阶Langevin方程产生随机共振的内在机理.数值模拟表明,在一定的阶数范围内,分数阶Langevin方程可以产生随机共振, 并且分数阶下的信噪比增益好于整数阶情形.     

两相湍流统一色噪声法概率密度函数模型

统一色噪声近似方法对简单一维色噪声问题研究较为充分, 本文将统一色噪声法应用到高度复杂的多维气固两相湍流系统之中.首先从颗粒运动Langevin方程出发, 利用统一色噪声法获得两相湍流Fokker-Planck方程, 然后以此为基础建立颗粒轨道两阶矩模型.文中建立的新模型成功应用于后台阶两相湍流流场的数值模拟, 预报合理正确.研究表明, 对于多维两相湍流系统, 统一色噪声法仍然行之有效.     

Trajectory approach to the Schrödinger–Langevin equation with linear dissipation for ground states

The Schrödinger–Langevin equation with linear dissipation is integrated by propagating an ensemble of Bohmian trajectories for the ground state of quantum systems. Substituting the wave function expressed in terms of the complex action into the Schrödinger–Langevin equation yields the complex quantum Hamilton–Jacobi equation with linear dissipation. We transform this equation into the arbitrary Lagrangian–Eulerian version with the grid velocity matching the flow velocity of the probability fluid. The resulting equation is simultaneously integrated with the trajectory guidance equation. Then, the computational method is applied to the harmonic oscillator, the double well potential, and the ground vibrational state of methyl iodide. The excellent agreement between the computational and the exact results for the ground state energies and wave functions shows that this study provides a synthetic trajectory approach to the ground state of quantum systems.     

Continuum regularization of quantum field theory

As a complement to our earlier study of renormalization at the Langevin regularized level, we report here on equivalent renormalization programs for regularized Schwinger-Dyson systems. Both one-loop and iterated loop renormalizations of the Green functions of QCD₄ are given, and are shown to be equivalent to the Langevin results. The optional apparent ?-renormalization discussed in IV is shown to apply as well to Schwinger-Dyson systems as to Langevin systems.     

Fractional generalized Langevin equation approach to single-file diffusion

Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short and long time behavior for the mean square displacement of single-file diffusion when appropriate choice of parameters associated with fractional generalized Langevin equation are used. By considering some special cases of the fractional generalized Langevin equation, a new class of closed analytic expressions for the mean square displacement of single-file diffusion can be obtained. The effective Fokker-Planck equation associated with single-file diffusion is briefly considered.