A generalization of random walk models to correlations over two jumps

Using published results on continuous time random walk theories, we show that the random walk theory of Gissler and Rother is equivalent to a master equation with jumps to further neighbor sites. We extend the theory to include time correlations over two jumps. No special assumptions are made in the analysis, so that the theory may be applied to any lattice type with a general time probability distribution for jumps; a generalized second-order differential equation is given for the results. In the special case of an exponential time probability density, a simple homogeneous second order differential equation is obtained which is shown to be equivalent to a certain two-state master equation model.     

A New Uniform Phase Bridge Functional: Test and Its Application to Non-uniform Phase Fluid

A new bridge functional as a function of indirect correlation function was proposed, which was basedon analysis on the asymptotic behavior of the Ornstein-Zernike (OZ) equation system and a series expansion whoserenormalization resulted in an adjustable parameter determined by the thermodynamics consistency condition. Theproposed bridge functional was tested by applying it to bulk hard sphere and hard core Yukawa fluid for the predictionof structure and thermodynamics properties based on the OZ equation. As an application, the present bridge functionalwas employed for non-uniform fluid of the above two kinds by means of the density functional theory methodology, theresulting density distribution profiles were in good agreement with the available computer simulation data.     

Factorization of correlation functions and the replica limit of the Toda lattice equation

Exact microscopic spectral correlation functions are derived by means of the replica limit of the Toda lattice equation. We consider both Hermitian and non-Hermitian theories in the Wigner–Dyson universality class (class A) and in the chiral universality class (class AIII). In the Hermitian case we rederive two-point correlation functions for class A and class AIII as well as several one-point correlation functions in class AIII. In the non-Hermitian case the average spectral density of non-Hermitian complex random matrices in the weak non-Hermiticity limit is obtained directly from the replica limit of the Toda lattice equation. In the case of class A, this result describes the spectral density of a disordered system in a constant imaginary vector potential (the Hatano–Nelson model) which is known from earlier work. New results are obtained for the average spectral density in the weak non-Hermiticity limit of a quenched chiral random matrix model at non-zero chemical potential. These results apply to the ergodic or ϵ domain of the quenched QCD partition function at non-zero chemical potential. Our results have been checked against numerical results obtained from a large ensemble of random matrices. The spectral density obtained is different from the result derived by Akemann for a closely related model, which is given by the leading order asymptotic expansion of our result. In all cases, the replica limit of the Toda lattice equation explains the factorization of spectral one- and two-point functions into a product of a bosonic (non-compact integral) and a fermionic (compact integral) partition function. We conclude that the fermionic partition functions, the bosonic partition functions and the supersymmetric partition function are all part of a single integrable hierarchy. This is the reason that it is possible to obtain the supersymmetric partition function, and its derivatives, from the replica limit of the Toda lattice equation.     

Inhomogeneous 2D Lennard-Jones Fluid: Theory and Computer Simulation

In this work, thermodynamical properties of a two-dimensional (2D) Lennard-Jones (LJ) fluid are studied. Here, to increase the accuracy of our theoretical calculations, the correlation functions in three-particle level (triplet) are applied. To obtain the triplet correlation functions, the Attard's source particle method is extended to 2D systems. In the Attard's procedure, the inhomogeneous Ornstein-Zernike (OZ) equation is solved using the Treizenberg-Zwanzwig (TZ) expression and a closure relation like the hypernetted-chain (HNC) approximation. In the present work, we also have performed the Monte Carlo (MC) simulation. The theoretical results are in fairly agreement with the MC simulation. Also, our results show that the approach proposed here is suitable to study the 2D LJ fluid.     

Generalized Boltzmann equation for lattice gas automata

In this paper a theory is formulated that predicts velocity and spatial correlations between occupation numbers that occur in lattice gas automata violating semi-detailed balance. Starting from a coupled BBGKY hierarchy for then-particle distribution functions, cluster expansion techniques are used to derive approximate kinetic equations. In zeroth approximation the standard nonlnear Boltzmann equation is obtained; the next approximation yields the ring kinetic equation, similar to that for hard-sphere systems, describing the time evolution of pair correlations. The ring equation is solved to determine the (nonvanishing) pair correlation functions in equilibrium for two models that violate semidetailed balance. One is a model of interacting random walkers on a line, the other one is a two-dimensional fluid-type model on a triangular lattice. The numerical predictions agree very well with computer simulations.     

Inhomogeneous 2D Lennard-Jones Fluid: Theory and Computer Simulation

In this work, thermodynamical properties of a two-dimensional (2D) Lennard-Jones (LJ) fluid are studied. Here, to increase the accuracy of our theoretical calculations, the correlation functions in three-particle level (triplet) are applied. To obtain the triplet correlation functions, the Attard's source particle method is extended to 2D systems. In the Attard's procedure, the inhomogeneous Ornstein-Zernike (OZ) equation is solved using the Treizenberg-Zwanzwig (TZ) expression and a closure relation like the hypernetted-chain (HNC) approximation. In the present work, we also have performed the Monte Carlo (MC) simulation. The theoretical results are in fairly agreement with the MC simulation. Also, our results show that the approach proposed here is suitable to study the 2D LJ fluid.     

First passage time problems for one-dimensional random walks

This note contains a development of the theory of first passage times for one-dimensional lattice random walks with steps to nearest neighbor only. The starting point is a recursion relation for the densities of first passage times from the set of lattice points. When these densities are unrestricted, the formalism allows us to discuss first passage times of continuous time random walks. When they are negative exponential densities we show that the resulting equation is the adjoint of the master equation. This is the lattice analog of a correspondence well known for systems describable by a Fokker-Planck equation. Finally we discuss first passage problems for persistent random walks in which at each step the random walker continues in the same direction as the preceding step with probability a or reverses direction with probability 1–     

An age-dependent approach to random walks on disordered lattices

We derive a new approach for the stochastic transport in random systems, starting from a phenomenological master equation with random transition rates. Our method combines the effective medium approximation with age-dependent dynamics. Within the framework of our approximation, the static disorder may be described by means of a system of age-dependent master equations. For translationally invariant systems which obey certain separability conditions, the approach is equivalent with the continuous time random walk theory. Moreover, for self-avoiding random walks our effective medium approximation is exact. For non self-avoiding random walks, the approximation neglects the correlations between successive transitions leading to closed paths on the lattice.     

Anomalous transport in fluid fleld with random waiting time depending on the preceding jump length

Anomalous(or non-Fickian) transport behaviors of particles have been widely observed in complex porous media.To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields,in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced,and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived.As examples,two generalized advection-dispersion equations for Gaussian distribution and levy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation.     

Anomalous transport in fluid field with random waiting time depending on the preceding jump length

Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation.     

Statistical Mechanics Approach for Uniform and Non-uniform Fluid with Hard Core and Interaction Tail

One recently proposed self-consistent hard sphere bridge functional was combined with an exponential function exp(-cr) and a re-normalized indirect correlation function to construct the bridge function for fluid with hard core and interaction tail. In the present approach, the adjustable parameter α was determined by the thermodynamic consistency realized on the compressibility modulus, the re-normalization of the indirect correlation function was realized by a modified Mayer function with the interaction potential replaced by the perturbative part of the interaction potential. As an example, the present bridge function was combined with the Ornstein-Zernike (OZ) equation to predict structure and thermodynamics properties in very good agreement with the simulation data available for Lennard-Jones (L J). Based on the universality principle of the free energy density functional and the test particle trick, the numerical solution of the OZ equation was employed to construct the first order direct correlation function of the non-uniform fluid as a functional of the density distribution by means of the indirect correlation function. In the framework of the density functional theory, the numerically obtained functional predicted the density distribution of LJ fluid confined in two planar hard walls that is in good agreement with the simulation data.     

Chemical reactions and fluctuations

Lattice systems with one species diffusion-reaction processes under local complete exclusion rules are studied analytically. We discuss a rigorously derived Fokker-Planck equation for a so-called pseudo-probability. This probability distribution depends on continuous variables in contrast to the original discrete master equation, and their stochastic dynamics may be interpreted as a substitute process which is completely equivalent to the original lattice dynamics. Especially, averages and correlation functions of the continuous variables are connected to corresponding lattice quantities by simple relations. Although the substitute process for diffusion-reaction systems with exclusion rules has some similarities to the well known substitute process for the same system without exclusion rules, their exist a set of remarkable differences. The given approach is not only valid for the discussed single species processes. We give sufficient arguments that arbitrary combinations of uni-molecular and bimolecular lattice reactions under complete local exclusions may be described in terms of our approach.     

Further property of Lennard-Jones fluid: Thermal conductivity

In this paper, we calculate the thermal conductivity of noble gases, methane, and three noble gas mixtures including He+Kr, He+Xe, and Kr+Xe assuming they obey Lennard-Jones (LJ) (12-6) model potential. One of the required quantities to calculate the thermal conductivity of these systems is the pair correlation function. Therefore, we solve numerically the Ornstein-Zernike (OZ) integral equation using the mean spherical approximation (MSA) to obtain the pair correlation functions. We use these functions to obtain the thermal conductivity, then compare our results with the available data. According to the results obtained from the present work for pure and mixtures of LJ fluids reveals that the integral equations method is suitable for predicting the thermal conductivity of this class of fluid.     

Diffusion with restrictions

A nonlinear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additional repulsive and attractive forces leading to a changed local mobility. The stationary and the time dependent behaviour of the system are studied based upon the master equation approach. Different to conventional diffusion it results in a time dependent bump the position of which increases with time described by an anomalous diffusion exponent. The fractal dimension of this random walk is exclusively determined by the space dimension. The applicability of the model to describe glasses is discussed.     

Viscosity of Lennard-Jones fluid: Integral equation method

One of the most useful models to study the real systems is the Lennard-Jones (LJ) potential which has an attractive and repulsive part. In this work we use this potential model and examine the viscosity of one-component LJ fluids and LJ binary fluid mixtures. For this purpose, we apply the integral equation method and solve numerically the Ornstein-Zernike (OZ) integral equation by using the mean spherical approximation (MSA). Thus, we obtain the pair correlation functions to calculate the viscosity of these fluids. Finally, we compare our results with computer simulation results and the available experimental data and illustrate the ability of the LJ model to predict the results.     

Nonlinear transport in the Boltzmann limit

Formal expressions for the irreversible fluxes of a simple fluid are obtained as functionals of the thermodynamic forces and local equilibrium time correlation functions. The Boltzmann limit of the correlation functions is shown to yield expressions for the irreversible fluxes equivalent to those obtained from the nonlinear Boltzmann kinetic equation. Specifically, for states near equilibrium, the fluxes may be formally expanded in powers of the thermodynamic gradients and the associated transport coefficients identified as integrals of time correlation functions. It is proved explicitly through nonlinear Burnett order that the time correlation function expressions for these transport coefficients agree with those of the Chapman-Enskog expansion of the nonlinear Boltzmann equation. For states far from equilibrium the local equilibrium time correlation functions are determined in the Boltzmann limit and a similar equivalence to the Boltzmann equation solution is established. Other formal representations of the fluxes are indicated; in particular, a projection operator form and its Boltzmann limit are discussed. As an example, the nonequilibrium correlation functions for steady shear flow are calculated exactly in the Boltzmann limit for Maxwell molecules.Research supported in part by NSF grant PHY 76-21453.     

Random walks with infinite spatial and temporal moments

The continuous-time random walk of Montroll and Weiss has been modified by Scher and Lax to include a coupled spatial-temporal memory. We treat novel cases for the random walk and the corresponding generalized master equation when combinations of both spatial, and temporal moments of the memory are infinite. The asymptotic properties of the probability distribution for being at any lattice site as a function of time and its variance are calculated. The resulting behavior includes localized, diffusive, wavelike, and Levy's stable laws for the appropriate scaled variable. We show that an infinite mean waiting time can lead to long time diffusive behavior, while a finite mean waiting time is not sufficient to ensure the same.     

Nonlinear relaxation and fluctuations of damped quantum systems

The paper reexamines the treatment of irreversible quantum systems by master equations. Shortcomings of the conventional theory of quantum Markov processes pointed out by Talkner are analyzed. It is shown that a frequently used quantum regression hypothesis is not correct, in general. A new generalized master equation determining the relaxation to equilibrium is derived by means of time-dependent projection operator techniques. It is shown that this master equation also determines the time evolution of equilibrium correlations and response functions. The Markovian approximation is discussed, and a new type of Markovian limit, the Brownian motion limit, is introduced besides the weak coupling limit. The shortcomings of the conventional approach are resolved by deriving new formulae for the time evolution of the correlation and response functions of a quantum Markov process. The symmetries of the process are emphasized, and it is shown how the fluctuation-dissipation theorem and the detailed balance symmetry emerge from the master equation approach.