Using the Renyi entropy to describe quantum dissipative systems in statistical mechanics

We develop a formalism for describing quantum dissipative systems in statistical mechanics based on the quantum Renyi entropy. We derive the quantum Renyi distribution from the principle of maximum quantum Renyi entropy and differentiate this distribution (the temperature density matrix) with respect to the inverse temperature to obtain the Bloch equation. We then use the Feynman path integral with a modified Mensky functional to obtain a Lindblad-type equation. From this equation using projection operators, we derive the integro-differential equation for the reduced temperature statistical operator, an analogue of the Zwanzig equation in statistical mechanics, and find its formal solution in the form of a series in the class of summable functions. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 156, No. 3, pp. 444–453, September, 2008.     

A Variational Approach to Dynamic Recrystallization Using Probability Distributions

We investigate a model of dynamic recrystallization in polycrystalline materials. A probability distribution function is introduced to characterize the state of individual grains by grain size and dislocation density. Specifying free energy and dissipation within the polycrystalline aggregate we are able to derive an evolution equation for the probability density function via a thermodynamic extremum principle. Once the distribution function is known macroscopic quantities like average strain and stress can be calculated. For distribution functions which are constant in time, describing a state of dynamic equilibrium, we obtain a partial differential equation in parameter space which we solve using a marching algorithm. Numerical results are presented and their physical interpretation is given. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the equivalence of the Schrödinger and the quantum Liouville equations

We present a semigroup analysis of the quantum Liouville equation, which models the temporal evolution of the (quasi) distribution of an electron ensemble under the action of a scalar potential. By employing the density matrix formulation of quantum physics we prove that the quantum Liouville operator generates a unitary group on L² if the corresponding Hamiltonian is essentially self-adjoint. Also, we analyse the existence and non-negativity of the particale density and prove that the solutions of the quantum Liouville equation converge to weak solutions of the classical Liouville equation as the Planck constant tends to zero (assuming that the potential is sufficiently smooth).     

A stochastic Keller–Segel model of chemotaxis

We introduce stochastic models of chemotaxis generalizing the deterministic Keller–Segel model. These models include fluctuations which are important in systems with small particle numbers or close to a critical point. Following Dean’s approach, we derive the exact kinetic equation satisfied by the density distribution of cells. In the mean field limit where statistical correlations between cells are neglected, we recover the Keller–Segel model governing the smooth density field. We also consider hydrodynamic and kinetic models of chemotaxis that take into account the inertia of the particles and lead to a delay in the adjustment of the velocity of cells with the chemotactic gradient. We make the connection with the Cattaneo model of chemotaxis and the telegraph equation.     

Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with lévy noise

We obtain a sufficient condition of smoothness for the distribution density of a multidimensional Ornstein–Uhlenbeck process with Lévy noise, i.e., for the solution of a linear stochastic differential equation with Lévy noise.     

Système de Yang-Mills-Vlasov pour des Particules avec Densité de Charge de Jauge Non-Abélienne sur un Espace-Temps Courbe

. We prove local in time existence theorems of solutions of the Cauchy problem for the Yang-Mills system in temporal gauge, with current generated by a distribution function that satisfies a Vlasov equation, and an unknown non-abelian charge density subject to a conservation equation.     

A d-dimensional model of the canonical ensemble of open strings

We propose a d-dimensional model of the canonical ensemble of open self-avoiding strings. We consider the model of a solitary open string in the d-dimensional Euclidean space ? ^d, 2 ≤ d < 4, where the string configuration is described by the arc length L and the distance R between string ends. The distribution of the spatial size of the string is determined only by its internal physical state and interaction with the ambient medium. We establish an equation for a transformed probability density W(R,L) of the distance R similar to the known Dyson equation, which is invariant under the continuous group of renormalization transformations; this allows using the renormalization group method to investigate the asymptotic behavior of this density in the case where R→∞ and L→∞. We consider the model of an ensemble of M open strings with the mean string length over the ensemble given by \(\bar L\) , and we use the Darwin-Fowler method to obtain the most probable distribution of strings over their lengths in the limit as M →∞. Averaging the probability density W(R,L) over the canonical ensemble eventually gives the sought density 〈W(R, \(\bar L\) )〉.     

The Kinetic Transport Equation in the Case of Compton Scattering

We improve the well-known form of the transport equation accounting for Compton scattering. We pose and study the direct problem of finding the radiation density distribution for given characteristics of a medium and known density of exterior sources. We prove existence and uniqueness theorems for a solution to the boundary value problem under consideration. The character of constraints corresponds mostly to the process of photon migration in a substance whose characteristics vary continuously with the space and energy variables. Unlike similar results, the assertions are proven without using the traditional inequalities for the coefficients of the transport equation.     

On Asymptotic Stability and Sweeping of Collisionless Kinetic Equations

We study a collisionless kinetic equation describing density distribution function of the position and velocity of particles moving in a slab with finite thickness and with a partly diffusive boundary reflection. In particular, we deal with existence of an invariant density and with the convergence to the equilibrium. We also study the long time behavior of densities when the equilibrium does not exists.     

Stationary distributions of semistochastic processes with disturbances at random times and with random severity

We consider a semistochastic continuous-time continuous-state space random process that undergoes downward disturbances with random severity occurring at random times. Between two consecutive disturbances, the evolution is deterministic, given by an autonomous ordinary differential equation. The times of occurrence of the disturbances are distributed according to a general renewal process. At each disturbance, the process gets multiplied by a continuous random variable (“severity”) supported on [0,1). The inter-disturbance time intervals and the severities are assumed to be independent random variables that also do not depend on the history.We derive an explicit expression for the conditional density connecting two consecutive post-disturbance levels, and an integral equation for the stationary distribution of the post-disturbance levels. We obtain an explicit expression for the stationary distribution of the random process. Several concrete examples are considered to illustrate the methods for solving the integral equations that occur.     

Molecular random walk and a symmetry group of the Bogoliubov equation

We consider the statistics of molecular random walks in fluids using the Bogoliubov equation for the generating functional of the distribution functions. We obtain the symmetry group of this equation and its solutions as functions of the medium density. It induces a series of exact relations between the probability distribution of the total path of a walking test particle and its correlations with the environment and consequently imposes serious constraints on the possible form of the path distribution. In particular, the Gaussian asymptotic form of the distribution is definitely forbidden (even for the Boltzmann-Grad gas), but the diffusive asymptotic form with power-law tails (cut off by the ballistic flight length) is allowed.     

Center-of-mass tomography and probability representation of quantum states for tunneling

We develop a representation of quantum states in which the states are described by fair probability distribution functions instead of wave functions and density operators. We present a one-random-variable tomography map of density operators onto the probability distributions, the random variable being analogous to the center-of-mass coordinate considered in reference frames rotated and scaled in the phase space. We derive the evolution equation for the quantum state probability distribution and analyze the properties of the map. To illustrate the advantages of the new tomography representations, we describe a new method for simulating nonstationary quantum processes based on the tomography representation. The problem of the nonstationary tunneling of a wave packet of a composite particle, an exciton, is considered in detail.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 142, No. 2, pp. 371–387, February, 2005.     

Functional classical mechanics and rational numbers

The notion of microscopic state of the system at a given moment of time as a point in the phase space as well as a notion of trajectory is widely used in classical mechanics. However, it does not have an immediate physical meaning, since arbitrary real numbers are unobservable. This notion leads to the known paradoxes, such as the irreversibility problem. A “functional” formulation of classical mechanics is suggested. The physical meaning is attached in this formulation not to an individual trajectory but only to a “beam” of trajectories, or the distribution function on phase space. The fundamental equation of the microscopic dynamics in the functional approach is not the Newton equation but the Liouville equation for the distribution function of the single particle. The Newton equation in this approach appears as an approximate equation describing the dynamics of the average values and there are corrections to the Newton trajectories. We give a construction of probability density function starting from the directly observable quantities, i.e., the results of measurements, which are rational numbers.     

Modeling Dynamic Recrystallization in Polycrystalline Materials via Probability Distribution Functions

A model of dynamic recrystallization in polycrystalline materials is investigated in this work. Within this model a probability distribution function representing a polycrystalline aggregate is introduced. This function characterizes the state of individual grains by grain size and dislocation density. By specifying free energy and dissipation within the polycrystalline aggregate an evolution equation for the probability density function is derived via a thermodynamic extremum principle. For distribution functions describing a state of dynamic equilibrium we obtain a partial differential equation in parameter space. To facilitate numerical treatment of this equation, the equation is further modified by introducing an appropriately rescaled variable. In this the source term is considered to account for nucleation of grains. Then the differential equation is solved by an implicit time-integration scheme based on a marching algorithm [2]. From the obtained distribution function macroscopic quantities like average strain and stress can be calculated. Numerical results of the theory are subsequently presented. The model is compared to an existing implementation in Abaqus as well. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Exhaustive study of the noise-induced phase transition in a stochastic model of self-catalyzed reactions

We completely investigate the stationary distribution density in the space of relative concentrations for the three-parameter stochastic Horsthemke–Lefever model of a binary self-catalyzed cyclic chemical reaction with perturbations produced by thermal fluctuations of reagents taken into account. This model is a stationary diffusion random process generated by a stochastic equation with the Stratonovich differential, whose marginal distribution density admits a bifurcation restructuring from the unimodal to the bimodal phase with increasing noise intensity, which is interpreted physically as a dynamical phase transition induced by fluctuations in the system.     

Distribution Functions in Quantum Mechanics and Wigner Functions

We formulate and solve the problem of finding a distribution function F(r,p,t) such that calculating statistical averages leads to the same local values of the number of particles, the momentum, and the energy as those in quantum mechanics. The method is based on the quantum mechanical definition of the probability density not limited by the number of particles in the system. The obtained distribution function coincides with the Wigner function only for spatially homogeneous systems. We obtain the chain of Bogoliubov equations, the Liouville equation for quantum distribution functions with an arbitrary number of particles in the system, the quantum kinetic equation with a self-consistent electromagnetic field, and the general expression for the dielectric permittivity tensor of the electron component of the plasma. In addition to the known physical effects that determine the dispersion of longitudinal and transverse waves in plasma, the latter tensor contains a contribution from the exchange Coulomb correlations significant for dense systems.     

Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients

It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada–Watanabe theorem (Yamada and Watanabe, 1971, [31,32]) and the Feller test for explosions (Feller, 1951, 1954), there exists a unique stationary distribution with respect to the Markov semigroup of transition probabilities. We consider systems on a restricted domain $D$ of the phase space $\mathbb{R}$ and study the rate of convergence to the stationary distribution. Using a geometrical approach that uses the so called free energy function on the density function space, we prove that the density functions, which are solutions of the Fokker–Planck equation, converge to the stationary density function exponentially under the Kullback–Leibler divergence, thus also in the total variation norm. The results show that there is a relation between the Bakry–Émery curvature dimension condition and the dissipativity condition of the transformed system under the Fisher–Lamperti transformation. Several applications are discussed, including the Cox–Ingersoll–Ross model and the Ait-Sahalia model in finance and the Wright–Fisher model in population genetics.     

Large Deviations for Diffusions Interacting Through Their Ranks

We prove a large deviations principle (LDP) for systems of diffusions (particles) interacting through their ranks when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of the appropriate McKean‐Vlasov equation and that the corresponding cumulative distribution function evolves according to a nondegenerate generalized porous medium equation with convection. The large deviations rate function is provided in explicit form. This is the first instance of an LDP for interacting diffusions where the interaction occurs both through the drift and the diffusion coefficients and where the rate function can be given explicitly. In the course of the proof, we obtain new regularity results for tilted versions of such a generalized porous medium equation.© 2016 Wiley Periodicals, Inc.     

The Determination of the Density Distribution of a Gas Flowing in a Pipe from Mean Density Measurements

Information about the density distribution of a gas flowingin a pipe is obtained by measuring the mean densities alongstraight lines across the pipe. The density distribution isrepresented by a Fourier series with variable coefficients whichsatisfy a Volterra type integral equation of the first kind.This equation is solved and a numerical technique for calculatingthe solution is given.     

On the one- and one-half-dimensional relativistic Vlasov-Fokker-Planck-Maxwell system

In this paper, we study the relativistic Vlasov-Fokker-Planck-Maxwell system in one space variable and two momentum variables. This non-linear system of equations consists of a transport equation for the phase space distribution function combined with Maxwell's equations for the electric and magnetic fields. It is important in modelling distribution of charged particles in the kinetic theory of plasma. We prove the existence of a classical solution when the initial density decays fast enough with respect to the momentum variables. The solution which shares this same decay condition along with its first derivatives in the momentum variables is unique.