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.     

A reinterpretation of dense gas kinetic theory

In dense gas kinetic theory it is standard to express all reduced distribution functions as functionals of the singlet distribution function. Since the singlet distribution function includes aspects of correlated particles as well as describing the properties of freely moving particles, it is here argued that these aspects should more clearly be distinguished and that it is the distribution function for free particles that is the prime object in terms of which dense gas kinetic theory should be expressed. The standard equations of dense gas kinetic theory are rewritten from this point of view and the advantages of doing so are discussed.     

Scaling,propagation, and kinetic roughening of flame fronts in random media

We introduce a model of two coupled reaction-diffusion equations to describe the dynamics and propagation of flame fronts in random media. The model incorporates heat diffusion, its dissipation, and its production through coupling to the background reactant density. We first show analytically and numerically that there is a finite critical value of the background density below which the front associated with the temperature field stops propagating. The critical exponents associated with this transition are shown to be consistent with meanfield theory of percolation. Second, we study the kinetic roughening associated with a moving planar flame front above the critical density. By numerically calculating the time-dependent width and equal-time height correlation function of the front, we demonstrate that the roughening process belongs to the universality class of the Kardar-Parisi-Zhang interface equation. Finally, we show how this interface equation can be analytically derived from our model in the limit of almost uniform background density.     

Fluctuating hydrodynamic equations of mixed and of chemically reacting gases

The method of the nonlinear Langevin equation is generalized to ordinary mixed and to chemically reacting gases. The stochastic Boltzmann equations of these gases, the fluctuating hydrodynamic equations of mixed gases, and the Langevin equations for the number density of each component of a reaction-diffusion system are obtained.This work was supported financially by the Alexander von Humboldt Foundation. The main part of the paper was written during the author's stay at the Max-Planck Institut für Festkörperforschung (Stuttgart) as a Humboldt fellow.     

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.     

Kinetic Models for Granular Flow

The generalization of the Boltzmann and Enskog kinetic equations to allow inelastic collisions provides a basis for studies of granular media at a fundamental level. For elastic collisions the significant technical challenges presented in solving these equations have been circumvented by the use of corresponding model kinetic equations. The objective here is to discuss the formulation of model kinetic equations for the case of inelastic collisions. To illustrate the qualitative changes resulting from inelastic collisions the dynamics of a heavy particle in a gas of much lighter particles is considered first. The Boltzmann–Lorentz equation is reduced to a Fokker–Planck equation and its exact solution is obtained. Qualitative differences from the elastic case arise primarily from the cooling of the surrounding gas. The excitations, or physical spectrum, are no longer determined simply from the Fokker–Planck operator, but rather from a related operator incorporating the cooling effects. Nevertheless, it is shown that a diffusion mode dominates for long times just as in the elastic case. From the spectral analysis of the Fokker–Planck equation an associated kinetic model is obtained. In appropriate dimensionless variables it has the same form as the BGK kinetic model for elastic collisions, known to be an accurate representation of the Fokker–Planck equation. On the basis of these considerations, a kinetic model for the Boltzmann equation is derived. The exact solution for states near the homogeneous cooling state is obtained and the transport properties are discussed, including the relaxation toward hydrodynamics. As a second application of this model, it is shown that the exact solution for uniform shear flow arbitrarily far from equilibrium can be obtained from the corresponding known solution for elastic collisions. Finally, the kinetic model for the dense fluid Enskog equation is described.     

A density-corrected quantum Boltzmann equation

Binary correlations are a recognized part of the pair density operator, but the influence of binary correlations on the singlet density operator is usually not emphasized. Here free motion and binary correlations are taken as independent building blocks for the structure of the nonequilibrium singlet and pair density operators. Binary correlations are assumed to arise from the collision of twofree particles. Together with the first BBGKY equation and a retention of all terms that are second order in gas density, a generalization of the Boltzmann equation is obtained. This is an equation for thefree particle density operator rather than for the (full) singlet density operator. The form for the pressure tensor calculated from this equation reduces at equilibrium to give the correct (Beth-Uhlenbeck) second virial coefficient, in contrast to a previous quantum Boltzmann equation, which gave only part of the quantum second virial coefficient. Generalizations to include higher-order correlations and collision types are indicated.     

Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture

We consider a charged Brownian gas under the influence of external and non-uniform electric, magnetic and mechanical fields, immersed in a non-uniform bath temperature. With the collision time as an expansion parameter, we study the solution to the associated Kramers equation, including a linear reactive term. To the first order we obtain the asymptotic (overdamped) regime, governed by transport equations, namely: for the particle density, a Smoluchowski-reactive like equation; for the particle’s momentum density, a generalized Ohm’s-like equation; and for the particle’s energy density, a Maxwell-Cattaneo-like equation. Defining a nonequilibrium temperature as the mean kinetic energy density, and introducing Boltzmann’s entropy density via the one particle distribution function, we present a complete thermohydrodynamical picture for a charged Brownian gas. We probe the validity of the local equilibrium approximation, Onsager relations, variational principles associated to the entropy production, and apply our results to: carrier transport in semiconductors, hot carriers and Brownian motors. Finally, we outline a method to incorporate non-linear reactive kinetics and a mean field approach to interacting Brownian particles.     

Nonequilibrium dynamics of scalar fields in a thermal bath

We study the approach to equilibrium for a scalar field which is coupled to a large thermal bath. Our analysis of the initial value problem is based on Kadanoff-Baym equations which are shown to be equivalent to a stochastic Langevin equation. The interaction with the thermal bath generates a temperature-dependent spectral density, either through decay and inverse decay processes or via Landau damping. In equilibrium, energy density and pressure are determined by the Bose-Einstein distribution function evaluated at a complex quasi-particle pole. The time evolution of the statistical propagator is compared with solutions of the Boltzmann equations for particles as well as quasi-particles. The dependence on initial conditions and the range of validity of the Boltzmann approximation are determined.     

基于Lagrange方法封闭的两相湍流场方程模型

两相湍流场方程模型采用基于Euler方法的一阶矩方程,而二阶矩方程由Lagrange方法得到,新模型的封闭不需要附加其它假设.首先基于概率密度函数给出颗粒运动的连续方程和动量方程,其次由基于平均Langevin方程的Lagrange模型推导得到颗粒二阶矩方程,最终获得封闭的二阶矩模型.将新模型用于气固两相壁面射流的数值模拟,结果表明新模型合理有效.     

Enskog-like kinetic models for vehicular traffic

In the present paper a general criticism of kinetic equations for vehicular traffic is given. The necessity of introducing an Enskog-type correction into these equations is shown. An Enskog-like kinetic traffic flow equation is presented and fluid dynamic equations are derived. This derivation yields new coefficients for the standard fluid dynamic equations of vehicular traffic. Numerical simulations for inhomogeneous traffic flow situations are shown together with a comparison between kinetic and fluid dynamic models.     

考虑电离作用的淤泥异向絮凝三维数值模拟

鉴于试验观察淤泥絮凝结构的技术难度,本文尝试以布朗动力学为基础,采用蒙特卡洛方法动态模拟电离作用下颗粒成长为絮团的过程.为结合实际情况,泥沙颗粒初始位置由颗粒粒径和淤泥密度决定,颗粒初始速度按照相应条件下高斯随机分布给定.边界条件用和实际符合较好的循环边界.在模拟数据分析的基础上,讨论并比较了颗粒粒径和淤泥密度对絮凝时间以及絮团开放程度的影响.另一方面,讨论了电离作用后颗粒电荷量对絮团生长的影响.解释了泥沙颗粒表面电荷密度变化对絮凝过程和絮团结构的影响,模拟结果和实际情况较为一致.     

Nonsingular Collapse of a Perfect Fluid Sphere Within a Dilaton-Gravity Reformulation of the Oppenheimer Model

A generic four-dimensional dilaton gravity is considered as a basis for reformulating the paradigmatic Oppenheimer–Synder model of a gravitationally collapsing star modelled as a perfect fluid or dust sphere. Initially, the vacuum Einstein scalar-tensor equations are modified to Einstein–Langevin equations which incorporate a noise or micro-turbulence source term arising from Planck scale conformal, dilaton fluctuations which induce metric fluctuations. Coupling the energy-momentum tensor for pressureless dust or fluid to the Einstein–Langevin equations, a modification of the Oppenheimer–Snyder dust collapse model is derived. The Einstein–Langevin field equations for the collapse are of the form of a Langevin equation for a non-linear Brownian motion of a particle in a homogeneous noise bath. The smooth worldlines of collapsing matter become increasingly randomised Brownian motions as the star collapses, since the backreaction coupling to the fluctuations is non-linear; the input assumptions of the Hawking–Penrose singularity theorems are then violated. The solution of the Einstein–Langevin collapse equation can be found and is non-singular with the singularity being smeared out on the correlation length scale of the fluctuations, which is of the order of the Planck length. The standard singular Oppenheimer–Synder model is recovered in the limit of zero dilaton fluctuations.     

Langevin dynamics of a π4-model with long range interactions

The Dominicis-Peliti generating functional (GF) method is used for the investigation of a Langevin dynamics of the π⁴-model: the symmetric double-well on-site potential and the infinite range interparticle interaction. We limit ourselves to the range above the temperature of the second order phase transition. The role of the 1/N-fluctuations (where N is the number of particles) is systematically investigated by using the steepest descent method. It is shown that the functional Legendre transformation directly results in the kinetic equation for the complete correlation function. Although this equation resembles the mode coupling equations used to describe the glass transition, it is qualitatively different. The solutions of this non-linear equation are investigated. It is shown that 1/N-fluctuations do not result in a breaking or ergodicity if the mean-field correlator is ergodic. On the other hand, if the mean-field correlator is nonergodic (e.g. if the time is much less than the inverse Kramers rate) then 1/N-fluctuations restore the ergodicity with characteristic relaxation time proportional to N.     

On the theory of brownian motion. III. Two-body distribution function

The equation of evolution governing the probability density of a pair of heavy particles in a fluid of lighter particles is derived. The derivation starts from the Liouville equation and proceeds by expansion in the ratio of light to heavy masses, using the technique previously applied successfully to the singlet distribution.This work is part of research supported by NSF Grant GP-8497.     

Generalized Langevin equations with time-dependent temperature

A generalized Langevin equation describing the evolution of a particle in a heat bath with a time-dependent temperature is derived for a simple model. The temperature is controlled by introducing dissipative terms in the dynamical equations of the heat bath particles. The Langevin equation contains a term that is specifically associated with the variation of the temperature.     

振动驱动颗粒气体体系的局域态本构关系的实验验证

对准二维、水平边界振动驱动的颗粒气体体系的流体力学 参量进行了局域态本构关系的实验研究. 实验观测结果与经典动力学理论预测进行了比较.由于颗粒气体空间分布的不均匀性, 颗粒体系的整体本构关系不成立, 有必要对局域态进行分析. 局域态本构关系是指颗粒系统的局域温度、局域压强和局域数密度之间的关系. 通过颗粒速度的方向变化, 可以得到颗粒的碰撞点. 因此在计算压力张量的对角线项时, 除了动力学部分之外, 我们计入了颗粒碰撞的影响, 得到了一个约为常数的压力张量迹, 即颗粒压强的空间分布, 与流体力学理论预测以及分子动力学模拟结果相符合; 但是颗粒温度和数密度的空间分布, 在振动的正反两个方向的分量出现差异, 并且温度、压强和数密度之间的局域本构关系, 无论在低密度或高密度区域, 实验与理论预测在定性上一致, 但定量上都有较大差别. 因此经典流体力学理论在描述这样的体系时需加以修正. 关键词： 颗粒气体 态方程 流体力学     

A kinetic theory of spectral line shapes

The methods of kinetic theory are used to describe the radiation from an atom immersed in a gas of perturbing particles. It is shown that the line shape can be expressed in terms of a one-particle distribution function. The appropriate BBGKY hierarchy of equations is derived. This hierarchy is then truncated by assuming that only two-body collisions are important. The resulting equations are solved to obtain a non-Markovian kinetic equation which describes the combined effects of Doppler and pressure broadening. When the Markovian assumption is applied, a generalized linear Boltzmann equation is obtained which describes the line shape in the region where the impact limit is valid and which also describes the phenomenon of collisional narrowing.This research was supported in part by the Advanced Research Projects Agency of the Department of Defense, monitored by Army Research Office-Durham under Contract No. DA-31-124-ARO-D-139.