The nonlinear Fokker-Planck equation with state-dependent diffusion - a nonextensive maximum entropy approach

Nonlinear Fokker-Planck equations (e.g., the diffusion equation for porous medium) are important candidates for describing anomalous diffusion in a variety of systems. In this paper we introduce such nonlinear Fokker-Planck equations with general state-dependent diffusion, thus significantly generalizing the case of constant diffusion which has been discussed previously. An approximate maximum entropy (MaxEnt) approach based on the Tsallis nonextensive entropy is developed for the study of these equations. The MaxEnt solutions are shown to preserve the functional relation between the time derivative of the entropy and the time dependent solution. In some particular important cases of diffusion with power-law multiplicative noise, our MaxEnt scheme provides exact time dependent solutions. We also prove that the stationary solutions of the nonlinear Fokker-Planck equation with diffusion of the (generalized) Stratonovich type exhibit the Tsallis MaxEnt form. Received 26 February 1999     

Modulational instability in the cubic-quintic nonlinear Schrödinger equation through the variational approach

The dynamics of nonlinear pulse propagation in an average dispersion-managed soliton system is governed by a constant coefficient nonlinear Schrödinger (NLS) equation. For a special set of parameters the constant coefficient NLS equation is completely integrable. The same constant coefficient NLS equation is also applicable to optical fiber systems with phase modulation or pulse compression. We also investigate MI arising in the cubic-quintic nonlinear Schrödinger equation for ultrashort pulse propagation. Within this framework, we derive ordinary differential equations (ODE’s) for the time evolution of the amplitude and phase of modulation perturbations. Analyzing the ensuing ODE’s, we derive the classical modulational instability criterion and identify it numerically. We show that the quintic nonlinearity can be essential for the stability of solutions. The evolutions of modulational instability are numerically investigated and the effects of the quintic nonlinearity on the evolutions are examined. Numerical simulations demonstrate the validity of the analytical predictions.     

(2+1)维广义Calogero-Bogoyavlenskii-Schiff方程的无穷序列类孤子解

为了构造高维非线性发展方程的无穷序列类孤子新解, 研究了二阶常系数齐次线性常微分方程, 获得了新结论. 步骤一, 给出一种函数变换把二阶常系数齐次线性常微分方程的求解问题转化为一元二次方 程和Riccati方程的求解问题. 在此基础上, 利用Riccati方程解的非线性叠加公式, 获得了二阶常系数齐次线性常微分方程的无穷序列新解. 步骤二, 利用以上得到的结论与符号计算系统Mathematica, 构造了(2+1)维广义Calogero-Bogoyavlenskii-Schiff (GCBS)方程的无穷序列类孤子新解. 关键词： 常微分方程 非线性叠加公式 高维非线性发展方程 无穷序列类孤子新解     

Scaling behavior of a nonlinear oscillator with additive noise,white and colored

We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time. For Gaussian white noise, an analytical expression for the probability distribution function of the energy is obtained in the long-time limit. In the case of colored, Ornstein-Uhlenbeck noise, a self-consistent calculation leads to (different) anomalous diffusion exponents. Dimensional analysis yields the qualitative behavior of the prefactors (generalized diffusion constants) as a function of the correlation time. Received 10 October 2002 Published online 6 March 2003 RID="a" ID="a"e-mail: mallick@spht.saclay.cea.fr     

Pulse Propagation with Self-Phase Modulation in Nonlinear Chiral Fiber and Its Applications

From Maxwell's equations and Post's formalism,a generalized chiral nonlinear Schrodinger equation(CNLSE) is obtained for the nonlinear chiral fiber.This equation governs light transmission through a dispersive nonlinear chiral fiber with joint action of chirality in linear and nonlinear ways.The generalized CNLSE shows a modulation of chirality to the effect of attenuation and nonlinearity compared with the case for a conventional fiber.Simulations based on the split-step beam propagation method reveal the role of nonlinearity with cooperation to chirality playing in the pulse evolution.By adjusting its strength the role of chirality in forming solitons is demonstrated for a given circularly polarized component.The application of nonlinear optical rotation is also discussed in an all-optical switch.     

Renormalization Group Analysis of Nonlinear Diffusion Equations with Time Dependent Coefficients and Marginal Perturbations

In this paper we use a Renormalization Group (RG) method to study the long-time asymptotics of nonlinear diffusion equations with time-dependent diffusion coefficients and nonlinearities which are marginal (or critical) with respect to the RG operator. These equations describe the time evolution of the average concentration of a passive scalar being advected by a random velocity field. We prove that, besides the expected diffusive behavior, there is an extra logarithmic correction which is the imprint of the critical nonlinearity.     

Similarity solutions of reaction–diffusion equation with space- and time-dependent diffusion and reaction terms

We consider solvability of the generalized reaction–diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction–diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction–diffusion systems. Several representative examples of exactly solvable reaction–diffusion equations are presented.     

Dynamic chaos in the solution of the Gross-Pitaevskii equation for a periodic potential

We analytically and numerically investigate the solution to the stationary Gross-Pitaevskii equation for a one-dimensional potential of the optical lattice in the case of repulsive nonlinearity. From the mathematical viewpoint, this problem is similar to the well-known problem of the classical mathematical Kapitza pendulum perturbed by a weak high-frequency force. At certain values of the parameters, dynamic chaos is produced in the considered problem. It is modeled analytically by a nonlinear diffusion equation.     

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.     

Nonlinear evolution of two-magnetofluid instability

The nonlinear surface instability of a horizontal interface separating two magnetic fluids of different densities, magnetic permeabilities, and velocities, including surface tension effects, is investigated. The magnetic field is applied along the direction of streaming. It is shown that the evolution of the amplitude is governed by a nonlinear Ginzburg-Landau equation with the use of the multiple scale method. When the influence of streaming is neglected, the nonlinear diffusion equation is obtained. Further, it is shown that a nonlinear Schrödinger equation is obtained in the absence of gravity. The various stability criteria are discussed from these equations, of both Rayleigh-Taylor and Kelvin-Helmholtz problems, both analytically and numerically and the stability diagrams are obtained. Obtained also are the stability properties of solitary solutions to the Ginzburg-Landau equation in the case of constant surface tension.     

Diffusion and electromigration on disordered surfaces

We study a one-dimensional disordered solid-on-solid model in which neighboring columns are shifted by quenched random phases. The static height-difference correlation function displays a minimum at a nonzero temperature. The model is equipped with volume-conserving surface diffusion dynamics, including a possible bias due to an electromigration force. In the case of Arrhenius jump rates a continuum equation for the evolution of macroscopic profiles is derived and confirmed by direct simulation. Dynamic surface fluctuations are investigated using simulations and phenomenological Langevin equations. In these equations the quenched disorder appears in the form of time-independent random forces. The disorder does not qualitatively change the roughening dynamics of near-equilibrium surfaces, but in the case of biased surface diffusion with Metropolis rates it induces a new roughening mechanism, which leads to an increase of the surface width as . Received 7 February 2000     

Nonmarkovian dynamics of stochastic differential equations with quadratic noise

We consider a stochastic differential equation with a quadratic nonlinearity in the noise. We derive equations for the steady state probability density and joint probability distribution valid beyond a markovian approximation. We do not assume that the strength of the random term is small. The equations are derived for the case of an Ornstein-Uhlenbeck noise and also for a dichotomic noise. A comparison is made. We discuss some examples for which correlation functions and the associated relaxation times are calculated.     

Cubic nonlinearity in shear wave beams with different polarizations

A coupled pair of nonlinear parabolic equations is derived for the two components of the particle motion perpendicular to the axis of a shear wave beam in an isotropic elastic medium. The equations account for both quadratic and cubic nonlinearity. The present paper investigates, analytically and numerically, effects of cubic nonlinearity in shear wave beams for several polarizations: linear, elliptical, circular, and azimuthal. Comparisons are made with effects of quadratic nonlinearity in compressional wave beams.     

Nonlinear mean field Fokker-Planck equations. Application to the chemotaxis of biological populations

We study a general class of nonlinear mean field Fokker-Planck equations in relation with an effective generalized thermodynamical (E.G.T.) formalism. We show that these equations describe several physical systems such as: chemotaxis of bacterial populations, Bose-Einstein condensation in the canonical ensemble, porous media, generalized Cahn-Hilliard equations, Kuramoto model, BMF model, Burgers equation, Smoluchowski-Poisson system for self-gravitating Brownian particles, Debye-Hückel theory of electrolytes, two-dimensional turbulence... In particular, we show that nonlinear mean field Fokker-Planck equations can provide generalized Keller-Segel models for the chemotaxis of biological populations. As an example, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). Therefore, the notion of generalized thermodynamics can have applications for concrete physical systems. We also consider nonlinear mean field Fokker-Planck equations in phase space and show the passage from the generalized Kramers equation to the generalized Smoluchowski equation in a strong friction limit. Our formalism is simple and illustrated by several explicit examples corresponding to Boltzmann, Tsallis, Fermi-Dirac and Bose-Einstein entropies among others.     

Derivation of Generalized Camassa-Holm Equations from Boussinesq-type Equations

In this paper we derive generalized forms of the Camassa-Holm (CH) equation from a Boussinesq-type equation using a two-parameter asymptotic expansion based on two small parameters characterizing nonlinear and dispersive effects and strictly following the arguments in the asymptotic derivation of the classical CH equation. The resulting equations generalize the CH equation in two different ways. The first generalization replaces the quadratic nonlinearity of the CH equation with a general power-type nonlinearity while the second one replaces the dispersive terms of the CH equation with fractional-type dispersive terms. In the absence of both higher-order nonlinearities and fractional-type dispersive effects, the generalized equations derived reduce to the classical CH equation that describes unidirectional propagation of shallow water waves. The generalized equations obtained are compared to similar equations available in the literature, and this leads to the observation that the present equations have not appeared in the literature.     

A search for the simplest chaotic partial differential equation

A numerical search for the simplest chaotic partial differential equation (PDE) suggests that the Kuramoto-Sivashinsky equation is the simplest chaotic PDE with a quadratic or cubic nonlinearity and periodic boundary conditions. We define the simplicity of an equation, enumerate all autonomous equations with a single quadratic or cubic nonlinearity that are simpler than the Kuramoto-Sivashinsky equation, and then test those equations for chaos, but none appear to be chaotic. However, the search finds several chaotic, ill-posed PDEs; the simplest of these, in the discrete approximation of finitely many, coupled ordinary differential equations (ODEs), is a strikingly simple, chaotic, circulant ODE system.     

Convection-diffusion-reaction equation with similarity solutions

We consider similarity solutions of the generalized convection-diffusion-reaction equation with both space- and time-dependent convection, diffusion and reaction terms. By introducing the similarity variable, the reaction-diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable convection-diffusion-reaction systems. Some representative examples of exactly solvable systems are presented. We also describe how an equivalent convection-diffusion-reaction system can be constructed which admits the same similarity solution of another convection-diffusion-reaction system.     

From the Liouville Equation to the Generalized Boltzmann Equation for Magnetotransport in the 2D Lorentz Model

We consider a system of non-interacting charged particles moving in two dimensions among fixed hard scatterers, and acted upon by a perpendicular magnetic field. Recollisions between charged particles and scatterers are unavoidable in this case. We derive from the Liouville equation for this system a generalized Boltzmann equation with infinitely long memory, but which still is analytically solvable. This kinetic equation has been earlier written down from intuitive arguments.     

Exact propagator of the Fokker-Planck equation with a space-dependent diffusion coefficient and a time-dependent mean-reverting force

We have investigated the algebraic structure of the Fokker-Planck equation with a variable diffusion coefficient and a time-dependent mean-reverting force. Such a model could be useful to study the general problem of a Brownian walker with a space-dependent diffusion coefficient. We also show that this model is related to the Fokker-Planck equation with a constant diffusion coefficient and a time-dependent anharmonic potential of the form V(x, t) = ?a(t)x ² + b ln x, which has been widely applied to model different physical and biological phenomena, e.g. the study of neuron models and stochastic resonance in monostable nonlinear oscillators. Using the Lie algebraic approach we have derived the exact diffusion propagators for the Fokker-Planck equations associated with different boundary conditions, namely (i) the case of a single absorbing barrier, and (ii) the case of two absorbing barriers. These exact diffusion propagators enable us to study the time evolution of the corresponding stochastic systems. Received 23 October 2001 and Received in final form 24 December 2001