裂变扩散方程的协变性

研究了描述原子核裂变过程的Langevin方程和Fokker-Planck方程的协变性,给出了动力学参数的坐标交换规律.     

Fokker-Planck方程与Vlasov方程在模耦合理论研究中的比较

模耦合理论比较成功地解释了微波不稳定性的发生,其理论基础是Vlasov方程.Fokker-Planck方程包含了束团的辐射阻尼效应和量子激发效应,是比较完备地描述粒子运动状态的束团分布方程.比较了Fokker-Planck方程和Vlasov方程在来源、意义和解法方面的关联和不同,同时介绍了一种多项式展开束团耦合模式来求解Fokker-Planck方程的方法,并在静态分布中包含了势阱畸变的效应.     

包含辐射阻尼效应的束流纵向微波不稳定性研究

 包含束团辐射阻尼效应的Fokker-Planck方程是比较完备地描述粒子运动状态的束团分布方程。在Fokker-Planck方程的基础上采用微扰展开方法对纵向微波不稳定性的发生机制及过程进行了分析，并且根据计算结果，研究了辐射阻尼效应对纵向微波不稳定性的影响。在计算中包含了静态的势阱畸变效应。计算结果表明，包含辐射阻尼效应的纵向微波不稳定性阈值高于没有辐射阻尼效应的不稳定性阈值。     

受驱动光学系统多光子量子统计理论(Ⅰ)——Fokker-Planck方程和良腔情况

我们应用广义Wigner分布的Fokker-Planck方程的系统方法,研究了受驱动光学系统的多光子跃迁过程。得到多光子过程普遍的Fokker-Planck方程、态方程以及良腔情况下透射光谱公式。计算了n光子双稳态的透射光谱并与单光子情况进行比较。还证明了在良腔情况,对于多光子过程,原子-原子关联也可以忽略。 关键词：     

周期场时间导数Ornstein-Uhlenbeck噪声Fokker-Planck方程的小参数展开求解

通过引入变量,周期场中内部时间导数Ornstein-Uhlenbeck噪声驱动的布朗运动可用高维Fokker-Planck方程来描述. 上述系统不能直接应用通常的小参数展开和势谷中心展开近似求解. 用一种变通的小参数展开方法近似求解了系统的Fokker-Planck方程,结果适用于小势垒高度、中等关联时间和较大的相空间区域,近似解析解可获得系统的改进. 关键词： Fokker-Planck方程 周期势 时间导数Ornstein-Uhlenbeck噪声 小参数展开     

有相对论效应的二维Fokker-Planck程序包的开发与应用

求解没有相对论效应的Fokker-Planck方程的程序包已于2002年完成。求解有相对论效应的Fokker-Planck方程的程序包，由意大利引进，该程序包是反跳平均的，考虑了捕获电子效应、各种不同加热模式下的准线性扩散系数。可用于描述托卡马克辅助加热情形的等离子体粒子的动力学过程，能够计算环形几何下电子和离子的分布函数，包含了波加热，中性束注入，粒子损失等效应。对HL-1M装置和HL-2A装置的实验数据分析非常有用。     

用二维含时Fokker-Planck方程分析Tokamak中α粒子的输运

按分布函数的定义不同,描述高能带电粒子在等离子体中输运的-Planck方程有不同的形式。从数值计算的观点出发对两种不同形式的Fokker-Planck方程作了比较和评价,并指出Fokker-Planck碰撞项可解释为速度空间的对流扩散项。在此基础上用有限差分方法求解二维(速度一维,几何一维)含时Fokker-Planck方程,编制了计算程序CAPT,并将其应用于α粒子的输运研究。最后计算了典型的Tokamak D-T聚变堆参数下α粒子的损失,并给出了堆内α粒子的分布及损失α粒子的速度分布。     

激光线宽和光强对同位素原子选择光电离的影响

本文研究了非单色(有限带宽)激光场与同位素原子体系相互作用的激发光电离过程. 采用混沌场随机模型描述激光场,用密度矩阵理论和Fokker-Planck方程方法首次给出了非单色激光场与多能级原子相互作用的激发动力学方程. 针对三能级同位素原子体系,讨论了激光线宽和激光光强对同位素原子电离概率和激光同位素分离过程中分离选择性的影响. 关键词： 激光同位素分离 激发动力学方程 激光线宽 Rabi频率     

在非简并参量放大系统中EPR佯谬的最佳实现

利用非简并参量放大系统中Fokker-Planck 方程的解来推导实现EPR佯谬的条件. 数值模拟表明，当损耗k有限时，可以通过调整压缩度来获得EPR佯谬的最佳值. 关键词： 非简并参量放大 Fokker-Planck 方程 EPR 佯谬     

高能不等核碰撞和弛豫时间的Fokker-Planck方程描述

本文提出用Fokker-Planck方程描述高能重离子碰撞时空演化,并用它分析在200AGeV的¹⁶O束流和³²S束流下,末态粒子的快度分布,并确定了不同系统的弛豫时间,得到了可以和通用经验数值相比较的结果.     

Stable nonequilibrium probability densities and phase transitions for meanfield models in the thermodynamic limit

A nonlinear Fokker-Planck equation is derived to describe the cooperative behavior of general stochastic systems interacting via mean-field couplings, in the limit of an infinite number of such systems. Disordered systems are also considered. In the weak-noise limit; a general result yields the possibility of having bifurcations from stationary solutions of the nonlinear Fokker-Planck equation into stable time-dependent solutions. The latter are interpreted as non-equilibrium probability distributions (states), and the bifurcations to them as nonequilibrium phase transitions. In the thermodynamic limit, results for three models are given for illustrative purposes. A model of self-synchronization of nonlinear oscillators presents a Hopf bifurcation to a time-periodic probability density, which can be analyzed for any value of the noise. The effects of disorder are illustrated by a simplified version of the Sompolinsky-Zippelius model of spin-glasses. Finally, results for the Fukuyama-Lee-Fisher model of charge-density waves are given. A singular perturbation analysis shows that the depinning transition is a bifurcation problem modified by the disorder noise due to impurities. Far from the bifurcation point, the CDW is either pinned or free, obeying (to leading order) the Grüner-Zawadowki-Chaikin equation. Near the bifurcation, the disorder noise drastically modifies the pattern, giving a quenched average of the CDW current which is constant. Critical exponents are found to depend on the noise, and they are larger than Fisher's values for the two probability distributions considered.     

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.     

How to quantify deterministic and random influences on the statistics of the foreign exchange market

It is shown that price changes of the U.S. dollar-German mark exchange rates upon different delay times can be regarded as a stochastic Marcovian process. Furthermore, we show how Kramers-Moyal coefficients can be estimated from the empirical data. Finally, we present an explicit Fokker-Planck equation which models very precisely the empirical probability distributions, in particular, their non-Gaussian heavy tails.     

A General Solution of the Fokker-Planck Equation

The Fokker-Planck equation is useful to describe stochastic processes. Depending on the force acting in the system, the solution of this equation becomes complicated and approximate or numerical solutions are needed. The relation with the Schrödinger equation allows building a method to obtain solutions of the Fokker-Planck equation. However, this approach has been limited to the study of confined potentials, restricting its applicability. In this work, we suggest a general treatment for non-confining potentials through the use of series of functions based on the solution of the Schrödinger equation, with part of discrete spectrum and part of continuum spectrum. Two examples, the Rosen-Morse potential and a limited harmonic potential, are analyzed using the suggested approach.     

Autocorrelation functions of nonlinear Fokker-Planck equations

We compute autocorrelation functions from nonlinear Fokker-Planck equations that describe nonlinear families of Markov diffusion processes and illustrate this approach for the Plastino-Plastino Fokker-Planck equation related to the Tsallis entropy.Received: 30 October 2003, Published online: 15 March 2004PACS: 05.20.-y Classical statistical mechanics - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion     

Exact Stationary Solution of Fokker-Planck Equation and Generalized Potential for Non-Equilibrium Systems Without Detailed Balance

An exact analogy is approached between systems in thermal equilibrium and those far from equilibrium which can be the cases without detailed balance. The analogy is based on the requirement that a given drift in the Fokker-Planck equation can be decomposed into two parts, one of which is divergence-free and the other can be derived from a potential which is invariant along the direction of the first part. If the conditions are fulfilled the Fokker-Planck equation changes in to a standard Poisson equation. The relations of this requirement to other conditions are diecussed. As a concrete example, the stationary Fokker-Planck equation for optical bistability is solved by using"this method.     

Asymptotic properties of the Fokker-Planck equation near a critical point

A method of studying the asymptotic properties of the Fokker-Planck equation near the Hopf bifurcation point is developed. The method consists in the construction of a nonlinear coordinate transformation which transforms the drift term into a canonical form.     

Dynamics of the Schlögl models on lattices of low spatial dimension

The steady states and dynamics of the two Schlögl models on one- and two-dimensional lattices are studied using master equation techniques in tandem with simulations. It is found that the classic bistable behavior of model II is modified to monostable behavior at low dimension. An explanation of this modification is proposed in terms of the effective potential that appears in the dynamical equations on considering the significant effect of fluctuation correlations. The behavior can be modeled by replacing the transient average fluctuation correlation by its asymptotic value plus Gaussian white noise and analyzing the resulting effective potential obtained from the Fokker-Planck equation with multiplicative noise. For model I the transcritical bifurcation point is shifted to lower values of the forward ratek ₂ of the second step of the reaction scheme and this shift can also be explained via an effective potential as a function of the average asymptotic fluctuation correlation. Further addition of noise to the asymptotic value is irrelevant for this model since the noise term in the corresponding Fokker-Planck equation turns out to be purely additive.     

A comment on the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations” by T.D. Frank

The purpose of this comment is to correct mistaken assumptions and claims made in the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations” by T. D. Frank [T.D. Frank, Stochastic feedback, non-linear families of Markov processes, and nonlinear Fokker-Planck equations, Physica A 331 (2004) 391]. Our comment centers on the claims of a “non-linear Markov process” and a “non-linear Fokker-Planck equation.” First, memory in transition densities is misidentified as a Markov process. Second, the paper assumes that one can derive a Fokker-Planck equation from a Chapman-Kolmogorov equation, but no proof was offered that a Chapman-Kolmogorov equation exists for the memory-dependent processes considered. A “non-linear Markov process” is claimed on the basis of a non-linear diffusion pde for a 1-point probability density. We show that, regardless of which initial value problem one may solve for the 1-point density, the resulting stochastic process, defined necessarily by the conditional probabilities (the transition probabilities), is either an ordinary linearly generated Markovian one, or else is a linearly generated non-Markovian process with memory. We provide explicit examples of diffusion coefficients that reflect both the Markovian and the memory-dependent cases. So there is neither a “non-linear Markov process”, nor a “non-linear Fokker-Planck equation” for a conditional probability density. The confusion rampant in the literature arises in part from labeling a non-linear diffusion equation for a 1-point probability density as “non-linear Fokker-Planck,” whereas neither a 1-point density nor an equation of motion for a 1-point density can define a stochastic process. In a closely related context, we point out that Borland misidentified a translation invariant 1-point probability density derived from a non-linear diffusion equation as a conditional probability density. Finally, in the Appendix A we present the theory of Fokker-Planck pdes and Chapman-Kolmogorov equations for stochastic processes with finite memory.