基于连续时间无规行走模型研究反常扩散

基于连续时间无规行走(CTRW)理论，数值研究了布朗粒子的欠扩散、正常扩散和超扩散三种扩散行为.解决了CTRW模型的跳跃步长和等待时间分布函数的可实现化问题，对Metropolis抽样方法进行了改进以适用于周期势.探讨了布朗马达依靠闪烁棘轮和摇摆棘轮整流反常扩散所获得的定向速度，结果显示，闪烁布朗马达定向流极大值出现在超扩散条件下；摇摆布朗马达定向流最大值出现在弹道扩散条件下.     

基于连续时间无规行走模型研究反常扩散

基于连续时间无规行走(CTRW)理论,数值研究了布朗粒子的欠扩散、正常扩散和超扩散三种扩散行为.解决了CTRW模型的跳跃步长和等待时间分布函数的可实现化问题,对Metropolis抽样方法进行了改进以适用于周期势.探讨了布朗马达依靠闪烁棘轮和摇摆棘轮整流反常扩散所获得的定向速度,结果显示,闪烁布朗马达定向流极大值出现在超扩散条件下;摇摆布朗马达定向流最大值出现在弹道扩散条件下. 关键词： 无规行走 反常扩散 Metropolis抽样 棘轮势     

势模型中排序问题的初步研究

由动量空间计算得到的夸克和反夸克之间的散射振幅推导坐标空间等效势时,总要出现算符排序问题,这是一个量子力学中长期存在而又未能得到很好解决的重要问题.以重夸克偶素中常用的Cornell势为例,重新进行了研究,给出了一些初步的结果.指出即使考虑了厄米性的要求,各种排序方案仍然会导致有很大差别的数值结果,会严重影响谱的拟合精度.对这些结果的意义及其相关问题作了一些讨论.     

InAs/InP柱型量子线中隧穿时间和逃逸问题的研究

在有效质量近似和绝热近似下,利用转移矩阵法研究了电子通过In As/In P/In As/In P/In As柱形量子线共振隧穿二极管的输运问题,分析和讨论了电子居留时间以及电子的逃逸过程.详细研究了外加电场、结构尺寸效应对居留时间和电子逃逸的影响.居留时间随电子纵向能量的演化呈现出共振现象;同时,结构的非对称性对电子居留时间有很大的影响,随着结构非对称性的增加,居留时间表现出不同的变化.利用有限差分方法研究了非对称耦合量子盘中电子的相干隧穿逃逸过程.     

Escape rate of an active Brownian particle in a rough potential

We discuss the escape problem with the consideration of both the activity of particles and the roughness of potentials. We derive analytic expressions for the escape rate of an active Brownian particle in two types of rough potentials by employing the effective equilibrium approach and the Zwanzig method. We find that activity enhances the escape rate, but both the oscillating perturbation and the random amplitude hinder escaping.     

A General Random Walk Model of Molecular Motor

A general random walk model framework is presented which can be used to statistically describe the internal dynamics and external mechanical movement of molecular motors along filament track. The motion of molecular motor in a periodic potential and a constant force is considered. We show that the molecular motor‘s movement becomes slower with the potential barrier increasing, but if the force is increased, the molecular motor‘‘s movement becomes faster. The relation between the effective rate constant and the potential battler‘s height, and that between the effective rate constant and the value of the force are discussed. Our results are consistent with the experiments and relevant theoretical consideration, and can be used to explain some physiological phenomena.     

Escape of a Uniform Random Walk from an Interval

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [−a,a]. For a of the order of one, the exit probabilities to each edge of the interval and the exit time from the interval exhibit anomalous properties stemming from the change in the minimum number of steps to escape the interval as a function of the starting point. As a decreases, first-passage properties approach those of continuum diffusion, but non-diffusive effects remain because of residual discreteness effects. PACS: 02.50.C2, 05.40.Fb     

Escape Through a Small Opening: Receptor Trafficking in a Synaptic Membrane

We model the motion of a receptor on the membrane surface of a synapse as free Brownian motion in a planar domain with intermittent trappings in and escapes out of corrals with narrow openings. We compute the mean confinement time of the Brownian particle in the asymptotic limit of a narrow opening and calculate the probability to exit through a given small opening, when the boundary contains more than one. Using this approach, it is possible to describe the Brownian motion of a random particle in an environment containing domains with small openings by a coarse grained diffusion process. We use the results to estimate the confinement time as a function of the parameters and also the time it takes for a diffusing receptor to be anchored at its final destination on the postsynaptic membrane, after it is inserted in the membrane. This approach provides a framework for the theoretical study of receptor trafficking on membranes. This process underlies synaptic plasticity, which relates to learning and memory. In particular, it is believed that the memory state in the brain is stored primarily in the pattern of synaptic weight values, which are controlled by neuronal activity. At a molecular level, the synaptic weight is determined by the number and properties of protein channels (receptors) on the synapse. The synaptic receptors are trafficked in and out of synapses by a diffusion process. Following their synthesis in the endoplasmic reticulum, receptors are trafficked to their postsynaptic sites on dendrites and axons. In this model the receptors are first inserted into the extrasynaptic plasma membrane and then random walk in and out of corrals through narrow openings on their way to their final destination.     

Continuous Time Random Walk with Correlated Waiting Times. The Crucial Role of Inter-Trade Times in Volatility Clustering

In many physical, social, and economic phenomena, we observe changes in a studied quantity only in discrete, irregularly distributed points in time. The stochastic process usually applied to describe this kind of variable is the continuous-time random walk (CTRW). Despite the popularity of these types of stochastic processes and strong empirical motivation, models with a long-term memory within the sequence of time intervals between observations are rare in the physics literature. Here, we fill this gap by introducing a new family of CTRWs. The memory is introduced to the model by assuming that many consecutive time intervals can be the same. Surprisingly, in this process we can observe a slowly decaying nonlinear autocorrelation function without a fat-tailed distribution of time intervals. Our model, applied to high-frequency stock market data, can successfully describe the slope of decay of the nonlinear autocorrelation function of stock market returns. We achieve this result without imposing any dependence between consecutive price changes. This proves the crucial role of inter-event times in the volatility clustering phenomenon observed in all stock markets.     

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.     

Twice Scattered Particles in a Plane Are Uniformly Distributed

It was recently shown (Physica A 216:299–315, 1995) that in two dimensions the sum of three vectors each of whose lengths is exponentially distributed, whose direction is uniformly distributed and such that the sum of their lengths is l, is uniformly distributed on a disk of radius l. We state here this random walk result in terms of scattering of particles as follows: in two dimensions twice isotropically scattered particles by random (i.e., Poisson distributed) scatterers are uniformly distributed. We show that there is no other dimension d and no other number of scatterings s for which the corresponding result (i.e., uniform distribution on a d-dimensional sphere after s scatterings) holds.