Quasi-exact solvability of Dirac equation with Lorentz scalar potential

We consider exact/quasi-exact solvability of Dirac equation with a Lorentz scalar potential based on factorizability of the equation. Exactly solvable and sl (2)-based quasi-exactly solvable potentials are discussed separately in Cartesian coordinates for a pure Lorentz potential depending only on one spatial dimension, and in spherical coordinates in the presence of a Dirac monopole.     

Non-Markovian diffusion equations and processes: Analysis and simulations

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation can be interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the memory kernel K(t). We develop several applications and derive the exact solutions. We consider different stochastic models for the given equations providing path simulations.     

Degenerate Sklyanin algebras

New trigonometric and rational solutions of the quantum Yang-Baxter equation (QYBE) are obtained by applying some singular gauge transformations to the known Belavin-Drinfeld elliptic R-matrix for sl(2;?). These solutions are shown to be related to the standard ones by the quasi-Hopf twist. We demonstrate that the quantum algebras arising from these new R-matrices can be obtained as special limits of the Sklyanin algebra. A representation for these algebras by the difference operators is found. The sl(N;?)-case is discussed.     

Generalized Knizhnik–Zamolodchikov equations,off-shell Bethe ansatz and non-skew-symmetric classical r-matrices

Using non-skew-symmetric sl(2)$\mathit{sl}(2)$-valued classical r-matrices with spectral parameters we construct a generalization of the Knizhnik–Zamolodchikov (KZ) equations. We obtain integral solutions of the constructed KZ-type equations using the “off-shell” Bethe ansatz technique. We consider several examples of the obtained generalized KZ equations and their integral solutions that correspond to the “K-twisted” non-skew-symmetric classical r-matrices parametrized by arbitrary complex parameter ξ.     

Multiscale derivation of an augmented Smoluchowski equation

Smoluchowski and Fokker-Planck equations for the stochastic dynamics of order parameters have been derived previously. The question of the validity of the truncated perturbation series and the initial data for which these equations exist remains unexplored. To address these questions, we take a simple example, a nanoparticle in a host medium. A perturbation parameter ε, the ratio of the mass of a typical atom to that of the nanoparticle, is introduced and the Liouville equation is solved to O(ε²). Via a general kinematic equation for the reduced probability W of the location of the center-of-mass of the nanoparticle, the O(ε²) solution of the Liouville equation yields an equation for W to O(ε³). An augmented Smoluchowski equation for W is obtained from the O(ε²) analysis of the Liouville equation for a particular class of initial data. However, for a less restricted assumption, analysis of the Liouville equation to higher order is required to obtain closure.     

Reflection K-matrices for 19-vertex models

We derive and classify all regular solutions of the boundary Yang-Baxter equation for 19-vertex models known as Zamolodchikov-Fateev or A₁⁽¹⁾ model, Izergin-Korepin or A₂⁽²⁾ model, sl(2|1) model and the osp(2|1) model. We find that there is a general solution for A₁⁽¹⁰⁾ and sl(2|1) models. In both models it is a complete K-matrix with three free parameters. For the A₂⁽²⁾ and os(2|1) models we find three general solutions, being two complete reflection K-matrices solutions and one incomplete reflection K-matrix solution with some null entries. In both models these solutions have two free parameters. Integrable spin-1 Hamiltonians with general boundary interactions are also presented. Several reduced solutions from these general solutions are presented in the appendices.     

Algebraization of difference eigenvalue equations related to Uq(sl2)

A class of second order difference (discrete) operators with a partial algebraization of the spectrum is introduced. The eigenfuncions of the algebraized part of the spectrum are polynoms (discrete polynoms). Such difference operators can be constructed by means of U_q(sl₂) the quantum deformation of the sl₂ algebra. The roots of the polynoms determine the spectrum and obey the Bethe ansatz equations. A particular case of difference equations for q-hypergeometric and Askey-Wilson polynoms is discussed. Applications to the problem of Bloch electrons in a magnetic field are outlined.     

From chiral to two-dimensional Wess-Zumino-Novikov-Witten model via quantum gauge group

We study the canonical quantization of the SU(n) WZNW model. Decoupling the chiral dynamics requires an extended state space including left and right monodromies as independent variables. In the simplest (n = 2) case we explicitly show that the zero modes of the monodromy extended SU(2) WZNW model give rise to a quantum group gauge theory in a finite-dimensional Fock space. We define the subspace of U_q(sl(2)) ⊗ U_q(sl(2))-invariant vectors on which the monodromy invariance is also restored and construct the physical space applying a generalized cohomology condition.     

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.     

Orthogonal polynomial solutions of the Fokker-Planck equation

We have tabulated the form of the coefficientsg ₁(x) andg ₂(x) as well as the boundary values [a, b] of the Fokker-Planck equation $$\frac{{\partial P(x, t)}}{{\partial t}} = - \frac{\partial }{{\partial x}}[g_1 (x)P(x, t)] + \frac{{\partial ^2 }}{{\partial x^2 }}[g_2 (x)P(x, t)],a \leqslant x \leqslant b$$ for which the solution can be written as an eigenfunction expansion in the classical orthogonal polynomials. We also discuss the problem of finding solutions in terms of the discrete classical polynomials for the differential difference equations of stochastic processes.     

Remarks concerning the derivation and the expansion of the master equation

The present work consist of two parts: In the first part we apply the method of quasilinearization to the differential equation describing the time development of the quantum-mechanical probability density. In this way we derive the master equation without resorting to perturbation theory. In the second part of the paper, for a general form of the master equation which is an integro-differential equation, we test the accuracy of the Fokker-Planck approximation with the help of a solvable model. Then we study an alternative way of reducing the integro-differential equation to a partial differential equation. By expanding the transition probability W(q, q′), and the distribution function in terms of a complete set of functions, we show that for certain forms of W(q, q′), the master equation can be transformed exactly to partial differential equations of finite order.     

Elliptic three-boson system, “two-level three-mode” JCD-type models and non-skew-symmetric classical r-matrices

Using the technique of the classical r-matrices and quantum Lax operators we construct the most general form of quantum integrable multi-boson and spin-multi-boson models associated with linear Lax algebras and sl(2)⊗sl(2)-valued classical non-dynamical r-matrices with spectral parameters. We consider example of non-skew-symmetric elliptic r-matrix and explicitly obtain one-, two- and three-boson integrable models and the corresponding one-, two- and three-mode two-level Jaynes-Cummings-Dicke-type models. We show that integrable “elliptic” two-level one-mode Jaynes-Cummings-Dicke Hamiltonian is hermitian and contains both rotating and counter-rotating terms.     

Hamiltonian and Brownian systems with long-range interactions: IV. General kinetic equations from the quasilinear theory

We develop the kinetic theory of Hamiltonian systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a general kinetic equation that can be applied to spatially inhomogeneous systems and that takes into account memory effects. This equation is valid at order 1/N in a proper thermodynamic limit and it coincides with the kinetic equation obtained from the BBGKY hierarchy. For N→+∞, it reduces to the Vlasov equation governing collisionless systems. We describe the process of phase mixing and violent relaxation leading to the formation of a quasistationary state (QSS) on the coarse-grained scale. We interpret the physical nature of the QSS in relation to Lynden-Bell’s statistical theory and discuss the problem of incomplete relaxation. In the second part of the paper, we consider the relaxation of a test particle in a thermal bath. We derive a Fokker-Planck equation by directly calculating the diffusion tensor and the friction force from the Klimontovich equation. We give general expressions of these quantities that are valid for possibly spatially inhomogeneous systems with long correlation time. We show that the diffusion and friction terms have a very similar structure given by a sort of generalized Kubo formula. We also obtain non-Markovian kinetic equations that can be relevant when the auto-correlation function of the force decreases slowly with time. An interesting factor in our approach is the development of a formalism that remains in physical space (instead of Fourier space) and that can deal with spatially inhomogeneous systems.     

From CFT to graphs

In this paper, we pursue the discussion of the connections between rational conformal field theories (CFT) and graphs. We generalise our recent work on the relations of operator product algebra (OPA) structure constants of sl(2) theories with the Pasquier algebra attached to the graph. We show that in a variety of CFT's built on sl(n) (typically conformal embeddings and orbifolds), similar considerations enable one to write a linear system satisfied by the matrix elements of the Pasquier algebra in terms of conformal data (quantum dimensions and fusion coefficients). In some cases this provides sufficient information for the determination of all the eigenvectors of an adjacency matrix, and hence of a graph.     

Universal R operator with deformed conformal symmetry

We study the general solution of the Yang–Baxter equation with deformed sl(2) symmetry. The universal R operator acting on tensor products of arbitrary representations is obtained in spectral decomposition and in integral forms. The results for eigenvalues, eigenfunctions and integral kernel appear as deformations of the ones in the rational case. They provide a basis for the construction of integrable quantum systems generalizing the XXZ spin models to the case of arbitrary not necessarily finite-dimensional representations on the sites.     

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     

On the dressing method for the generalised Zakharov–Shabat system

The dressing procedure for the generalised Zakharov–Shabat system is well known for systems, related to sl(N) algebras. We extend the method, constructing explicitly the dressing factors for some systems, related to orthogonal and symplectic Lie algebras. We consider ‘dressed’ fundamental analytical solutions with simple poles at the prescribed eigenvalue points and obtain the corresponding Lax potentials, representing the soliton solutions for some important nonlinear evolution equations.     

Statistical flow-oscillator modeling of vortex-shedding

The very important engineering problem of modeling the fluid-structure interaction occurring during the shedding of vortices has defied, and will probably continue to defy, a closed form exact solution for the foreseeable future. Therefore, an attempt must be made to extract relevant information about the process in order to be able to have a basic understanding of it for the purpose of analysis. A useful method involves the flow-oscillator concepts of Hartlen and Currie [1] redefined here for stochastic processes. The fluid-structure system is assumed to be governed by the cross-coupled equations

$\text{x}\text{?}\text{(t)+2ξω}{}_{\mathrm{n}}\text{x}\text{?}\text{(t)+ω}{}^2{}_{\mathrm{n}}\text{=C}{}_{\mathrm{e}}\text{(t)pV}{}^2{}_0\text{(t)DL/2m (i)}$

$\text{C}\text{?}{}_{\mathrm{e}}\text{(t)+{α ? βC}{}^2{}_{\mathrm{e}}\text{(t)+γC}{}^4{}_{\mathrm{e}}\text{(t)}}\text{C}\text{?}{}_{\mathrm{e}}\text{(t)+ω}{}^2{}_0\text{C}{}_{\mathrm{e}}\text{(t)=b}\text{x}\text{?}\text{(t), (ii)}$

where these equations govern the structure and fluid oscillators, respectively. The fluid damping is non-linear. These equations are taken as stochastic differential equations because of the many unpredictable, random effects that determine the loading and response. The lift coefficient C_$\text{l}$(t) is assumed to be a zero mean, narrow band process and the velocity V₀, composed of a uniform, constant velocity current plus oscillating wave, a broad band process. The analysis is based on solving equation (i) for x(t) by using Duhamel's integral and substituting its derivative $\text{x}\text{?}\text{(t)}$ into equation (ii). This equation is then used to derive the Fokker-Planck equation for the process C_$\text{l}$(t). To obtain the Fokker-Planck equation, slowly varying variables are replaced by their long-time averages [2] and then the method of stochastic averaging is employed [3, 4]. The moment equation for the lift-oscillator process is derived from the Fokker-Planck equation and, as equation (ii) is non-linear, one finds the moment equation to be in terms of higher order moments. A truncation scheme [5] is used to derive the moment generating function. It is possible then to generate the first and second order statistics of the lift coefficient and the structure response in terms of the empirical parameters of fluid damping. This work was carried out in conjunction with an analysis of ocean wave-current forces with application to offshore fixed structures [6].     

Simplex equations and their solutions

We investigate ann-simplex generalization of the classical and quantum Yang-Baxter equation. For the case ofsl(2) we find the most general solution of the classicaln-simplex equation for alln. These classical solutions can be quantized (in the sense of quantum group theory) forn=2,3 and we exhibit a quantum solution to the tetrahedron equations (n=3). The classical nondegenerate solutions cannot be quantized forn=4.