Numerical algorithm for the time fractional Fokker–Planck equation

Anomalous diffusion is one of the most ubiquitous phenomena in nature, and it is present in a wide variety of physical situations, for instance, transport of fluid in porous media, diffusion of plasma, diffusion at liquid surfaces, etc. The fractional approach proved to be highly effective in a rich variety of scenarios such as continuous time random walk models, generalized Langevin equations, or the generalized master equation. To investigate the subdiffusion of anomalous diffusion, it would be useful to study a time fractional Fokker–Planck equation. In this paper, firstly the time fractional, the sense of Riemann–Liouville derivative, Fokker–Planck equation is transformed into a time fractional ordinary differential equation (FODE) in the sense of Caputo derivative by discretizing the spatial derivatives and using the properties of Riemann–Liouville derivative and Caputo derivative. Then combining the predictor–corrector approach with the method of lines, the algorithm is designed for numerically solving FODE with the numerical error O(k^min{1+2α,2})+O(h²), and the corresponding stability condition is got. The effectiveness of this numerical algorithm is evaluated by comparing its numerical results for α=1.0 with the ones of directly discretizing classical Fokker–Planck equation, some numerical results for time fractional Fokker–Planck equation with several different fractional orders are demonstrated and compared with each other, moreover for α=0.8 the convergent order in space is confirmed and the numerical results with different time step sizes are shown.     

Interacting Quantum and Classical Continuous Systems II. Asymptotic Behavior of the Quantum Subsystem

In the framework of event-enhanced quantum theory the dynamical equation for the reduced density matrix of a quantum system interacting with a continuous classical system is derived. The asymptotic behavior of the corresponding dynamical semigroup is discussed. The example of a quantum–classical coupling on Lobatchevski space is presented.     

Nonstandard Solutions of the Yang–Baxter Equation

Explicit solutions of the quantum Yang–Baxter equation are given corresponding to the non-unitary solutions of the classical Yang–Baxter equation for sl(5).     

Molecular dynamics study of a classical two-dimensional electron system: positional and orientational orders

Molecular dynamics simulation is used to investigate the crystallization of a classical two-dimensional electron system, in which electrons interact with the Coulomb repulsion. From the positional and the orientational correlation functions, we have found an indication that the solid phase has a quasi-long-range (power-law correlated) positional order and a long-range orientational order. This implies that the long-range 1/r system shares the absence of the true long-range crystalline order at finite temperatures with short-range ones to which Mermin's theorem applies. We also discuss the existence of the “hexatic” phase predicted by the Kosterlitz–Thouless–Halperin–Nelson–Young theory.     

Radiation Reaction of the Classical Off-Shell Relativistic Charged Particle

It has been shown by Gupta and Padmanabhan that the radiation reaction force of the Abraham–Lorentz–Dirac equation can be obtained by a coordinate transformation from the inertial frame of an accelerating charged particle to that of the laboratory. We show that the problem may be formulated in a flat space of five dimensions, with five corresponding gauge fields in the framework of the classical version of a fully gauge covariant form of the Stueckelberg–Feynman–Schwinger covariant mechanics (the zero mode fields of the 0, 1, 2, 3 components correspond to the Maxwell fields). Without additional constraints, the particles and fields are not confined to their mass shells. We show that in the mass-shell limit, the generalized Lorentz force obtained by means of the retarded Green's functions for the five dimensional field equations provides the classical Abraham–Lorentz–Dirac radiation reaction terms (with renormalized mass and charge). We also obtain general coupled equations for the orbit and the off-shell dynamical mass during the evolution as well as an autonomous non-linear equation of third order for the off-shell mass. The theory does not admit radiation if the particle does not move off-shell. The structure of the equations implies that mass-shell deviation is bounded when the external field is removed.     

Does the Aharonov–Bohm Effect Exist?

We draw a distinction between the Aharonov–Bohm phase shift and the Aharonov–Bohm effect. Although the Aharonov–Bohm phase shift occurring when an electron beam passes around a magnetic solenoid is well-verified experimentally, it is not clear whether this phase shift occurs because of classical forces or because of a topological effect occurring in the absence of classical forces as claimed by Aharonov and Bohm. The mathematics of the Schroedinger equation itself does not reveal the physical basis for the effect. However, the experimentally observed Aharonov–Bohm phase shift is of the same form as the shift observed due to electrostatic forces for which the consensus view accepts the role of the classical forces. The Aharonov–Bohm phase shift may well arise from classical electromagnetic forces which are simply more subtle in the magnetic case since they involve relativistic effects of the order v ² /c ² . Here we first review the experimentally observable differences between phenomena arising from classical forces and phenomena arising from the quantum topological effect suggested by Aharonov and Bohm. Second we point out that most discussions of the classical electromagnetic forces involved when a charged particle passes a solenoid are inaccurate because they omit the Faraday induction terms. The subtleties of the relativisitic v ² /c ² classical electromagnetic forces between a point charge and a solenoid have been explored by Coleman and Van Vleck in their analysis of the Shockley–James paradox; indeed, we point out that an analysis exactly parallel to that of Coleman and Van Vleck suggests that the Aharonov–Bohm phase shift is actually due to classical electromagnetic forces. Finally we note that electromagnetic velocity fields penetrate even excellent conductors in a form which is unfamiliar to many physicists. An ohmic conductor surrounding a solenoid does not screen out the magnetic field of the passing charge, but rather the time-integral of the magnetic field is an invariant; this time integral is precisely what is involved in the classical explanation of the Aharonov–Bohm phase shift. Thus the persistence of the Aharonov–Bohm phase shift when the solenoid is surrounded by a conductor does not exclude a classical force-based explanation for the phase shift. At present there is no experimental evidence for the Aharonov–Bohm effect.     

On Fuzzy Probability Theory

Our main aim from this work is to see which theorems in classical probability theory are still valid in fuzzy probability theory. Following Gudder's approach [Demonestratio Mathematica 31(3), 1998, 235–254; Foundations of Physics, 30, 1663–1678] to fuzzy probability theory, the basic concepts of the theory, that is of fuzzy probability measures and fuzzy random variables (observables), are presented. We show that fuzzy random variables extend the usual ones. Moreover, we prove that for any separable metrizable space, the crisp observables coincide with random variables. Then we prove the existence of a joint observable for any collection of observables, and we prove the weak law of large numbers and the central limit theorem in the fuzzy context. We construct a new definition of almost everywhere convergence. After proving that Gudder's definition implies ours and presenting an example that indicates that the converse is not true, we prove the strong law of large numbers according to this definition.     

Quantum behavior of deterministic systems with information loss: Path integral approach

’t Hooft’s derivation of quantum from classical physics is analyzed by means of the classical path integral of Gozzi et al. It is shown how the key element of this procedure—the loss of information constraint—can be implemented by means of Faddeev–Jackiw’s treatment of constrained systems. It is argued that the emergent quantum systems are identical with systems obtained in Blasone et al. [Phys. Rev. A 71 (2005) 052507] through Dirac–Bergmann’s analysis. We illustrate our approach with two simple examples—free particle and linear harmonic oscillator. Potential Liouville anomalies are shown to be absent.     

An Electrostatics Approach to the Determination of Extremal Measures

One of the most important aspects of the minimal energy (or induced equilibrium) problem in the presence of an external field – sometimes referred to as the Gauss variation problem – is the determination of the support of its solution (the so-called extremal measure associated with the field). A simple electrostatic interpretation is presented here, which is apparently new and anyway suggests a novel, rather systematic approach to the solution. By way of illustration, the classical results for Jacobi, Laguerre and Freud weights are explicitly recovered by this alternative method.     

Pseudospin solitons in the coherent stripe phase of a bilayer quantum Hall system

In the Hartree–Fock approximation and at total filling factor ν=4N+1, the ground state of the two-dimensional electron gas in a double quantum well system in a quantizing magnetic field is, in some range of interlayer distances, a coherent striped phase. This stripe phase has one-dimensional coherent channels that support charged excitations in the form of pseudospin solitons. In this work, we compute the transport gap of the coherent striped phase due to the creation of soliton–antisoliton pairs using a supercell microscopic unrestricted Hartree–Fock approach. We study the energy gap as a function of interlayer distance and tunneling amplitude. Our calculations confirm that the soliton–antisoliton excitation energy is lower than the corresponding Hartree–Fock electron–hole pair energy.     

Quantum problems nonlinear in the classical limit

We discuss the solutions of quantum problems which are nonlinear in the classical limit. It is shown that in this case it is necessary to solve the corresponding nonlinear classical problem and study its bifurcation properties.Omsk State University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 7, pp. 104–107, July, 1992.     

The Pauli Principle and the Restricted Primitive Model

The restricted primitive model is an electrically neutral, classical model consisting of hard spheres charged either +q or –q. We show that, by appropriately selecting the diameter of the hard spheres, the pressure when q=0 can be made equal to that for a fluid of Maxwell–Boltzmann point ions and an ideal Fermi gas of electrons. We compare the series expansion of these classical and quantum systems and find that, except for intermediate de Broglie density and moderate to strong electrical interaction strength, the restricted primitive model gives a reasonable representation of the pressure of the corresponding quantum system. Much of the current interest, however, has been focused on the above, excepted region.     

Variational principles of magnetostatics of superconductors. II

Simple examples are provided, where demonstrating the implementation of algorithms formulated by the variational principles of the first part of this paper is quite difficult, because even for the simplest body of practical interest —a loop — solving the problem by classical methods of potential theory is rather difficult. For this reason, presenting the corresponding results requires substantially more space, and obtaining these results can be considered as an independent study.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 9, pp. 103–109, September, 1991.     

Substantiating the Gibbs method in classical statistical mechanics

An approach for the substantiation of the Gibbs method in equilibrium statistical thermodynamics is described; this approach is based not on the quasiergodicity hypothesis, but on the weaker assumption of macroscopic determinacy of thermodynamic systems. A generalized microcanonical Gibbs distribution is obtained. An electron gas in a homogeneous magnetic field is taken as an example. It is shown that the classical diamagnetism of the given system is not zero in the sense of quasimean nor of generalized Gibbs ensemble distributions. The equation of state of an electron as in a magnetic field is obtained, and hence it is shown that classical diamagnetism only vanishes if isotropy of the pressure at the vessel wall is assumed.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 6, pp. 65–68, June, 1978.     

From the Becker–Döring to the Lifshitz–Slyozov–Wagner Equations

Connections between two classical models of phase transitions, the Becker–Döring (BD) equations and the Lifshitz–Slyozov–Wagner (LSW) equations, are investigated. Homogeneous coefficients are considered and a scaling of the BD equations is introduced in the spirit of the previous works by Penrose and Collet, Goudon, Poupaud and Vasseur. Convergence of the solutions to these rescaled BD equations towards a solution to the LSW equations is shown. For general coefficients an approach in the spirit of numerical analysis allows to approximate the LSW equations by a sequence of BD equations. A new uniqueness result for the BD equations is also provided.     

Formalization of systems with interaction and fibrations

The use of a general method of formalization of systems with interactions by fibrations for systems of classical fields is considered, and this approach is used for the revision of the traditional compensation method.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 1, pp. 10–14, January, 1978.     

Black-Scholes Formula in Subdiffusive Regime

In the classical approach the price of an asset is described by the celebrated Black-Scholes model. In this paper we consider a generalization of this model, which captures the subdiffusive characteristics of financial markets. We introduce a subdiffusive geometric Brownian motion as a model of asset prices exhibiting subdiffusive dynamics. We find the corresponding fractional Fokker-Planck equation governing the dynamics of the probability density function of the introduced process. We prove that the considered model is arbitrage-free and incomplete. We find the corresponding subdiffusive Black-Scholes formula for the fair prices of European options and show how these prices can be evaluated using Monte-Carlo methods. We compare the obtained results with the classical ones.     

A New Way of Solving the Wheeler–DeWitt Equation as Applied to Point Sources

A new way of solving the Wheeler–DeWitt equation is proposed which is based on quantization over free parameters of metrics satisfying the Einstein equations. This technique is applied to two point sources described in the classical case by the Tangherlini metric (in an n-dimensional space) and the Reissner–Nordström metric (in the case of the presence of a charge). The results obtained clarify the sense of the Wheeler hypothesis about statistical weights of small dimensionalities and make possible a new approach to the problem of variation of fundamental constants.