On the Langevin formalism for nonlinear and nonequilibrium hydrodynamic fluctuations

The Landau-Lifshitz method of fluctuating hydrodynamics is generalized to the cases of nonlinear and nonequilibrium fluctuations. For a simple one-component fluid, the multiplicative random fluxes are constructed by using universal Gaussian variables with variances independent of the specific parameters of a fluid. It is shown that the nonlinear Langevin formalism proposed is equivalent to the approach based on the hydrodynamic Fokker-Planck equation derived earlier by statistical-mechanical methods. Then, the scheme is extended to the case of two-component fluids, where cross effects must be taken into account. In conclusion, the connection of the present formalism with the Keizer approach to nonequilibrium fluctuations is discussed.     

On the theory of fluctuations around non-equilibrium steady states: A generalized time-convolutionless projector formalism

A new method of finding nonlinear Langevin type equations of motion for relevant macrovariables and the corresponding master equation for systems far from thermal equilibrium is presented by generalizing the time-convolutionless formalism proposed previously for equilibrium hamiltoian systems by Tokuyama and Mori. The Langevin type equation consists of a fluctuating force, and the nonlinear drift coefficients which are always identical to those of the master equation. A simple formula which relates the drift coefficients to the time correlation of the fluctuating forces is derived. This is a generalization of the fluctuation-dissipation theorem of the second kind in equilibrium systems and is valid not only for transport phenomena due to internal fluctuations but also for transport phenomena due to externally-driven fluctuations. A new cumulant expansion of the master equation is also obtained. The conditions under which a Langevin and a Fokker-Planck equation of a generalized type for non-equilibrium open systems can be derived are clarified.The theory is illustrated by studying hydrodynamic fluctuations near the Rayleigh-Bénard instability. The effects of two kinds of fluctuations, internal fluctuations of irrelevant macrovariables and external (thermal) noises, on the convective instability are investigated. A stochastic Ginzburg-Landau type equation for the order parameter and the corresponding nonlinear Fokker-Planck equation are derived.     

Fluctuations in a fluid under a stationary heat flux. I. General theory

We present the basic formulas for a unified treatment of the correlation functions of the hydrodynamic variables in a fluid between two horizontal plates which is exposed to a stationary heat flux in the presence of a gravity field (Rayleigh-Bénard system). Our analysis is based on fluctuating hydrodynamics. In this paper (I) we show that in the nonequilibrium stationary state the hydrodynamic fluctuations evolve on slow and fast time scales that are widely separated. A time scale perturbation theory is used to diagonalize the hydrodynamic operator partially. This enables us to derive the eigenvalue equations for the nonequilibrium hydrodynamic modes. Therein we take into account the variation of the macroscopic quantities with position. The correlation functions are formally expressed in terms of the nonequilibrium modes. In paper II the slow hydrodynamic modes (viscous and viscoheat modes) will be determined explicitly for ideal heat-conducting plates with stick boundary conditions and used to compute the slow part of the correlation functions; in paper III the fast hydrodynamic modes (sound modes) will be explicitly determined for stick boundary conditions and used to compute the fast part of the correlation functions. In these papers we will also compute the shape and intensity of the lines measured in light scattering experiments.     

On the hydrodynamic theory of a magnetic liquid I. General description

Using Zubarev's method of nonequilibrium statistical operator, the generalized hydrodynamic equations are obtained for a model of magnetic liquid in an inhomogeneous external field. In this model the “liquid” subsystem is treated as a classical one and the “magnetic” subsystem is described by quantum mechanical methods. The properties of the transport equations are analysed in the case of a weak nonequilibrium. The equations for time correlation functions and collective mode spectrum are also found in the same manner. It is shown that the generalized hydrodynamic equations reduce to the well-known results in the limiting cases when the dynamic variables of one subsystem are formally neglected. As an illustration, a simple model of spin relaxation is considered, and the frequency matrix and the matrix of memory functions are calculated. A comparison with previous works is made.     

Fokker-Planck equation approach to fluctuations about nonequilibrium steady states

We examine the properties of steady states in systems which interact at the boundary with a nonequilibrium environment. The examination is based on a nonlinear Fokker-Planck equation, the structure of which is determined by the fact that it also governs the time evolution of the equilibrium fluctuations of the system. The nonlinearities in the Fokker-Planck equation may have two origins: thermodynamic nonlinearities which arise if the thermodynamic potential is not a bilinear function of the state variables, and nonlinear mode coupling which arises if the transport coefficients depend on the state. While these nonlinearities have only a small effect on the equilibrium fluctuations of a system away from critical points, they are shown to be important for the determination of fluctuations about nonequilibrium steady states. In particular the state dependence of the transport coefficients may lead to deviations from local equilibrium and to a breakdown of detail balance. An explicit formula for the time correlations of fluctuations about the nonequilibrium steady state is obtained. The formula leads to long-range correlations in fluids in the presence of a temperature gradient. The result is compared with earlier approaches to the same problem. Finally, we study the linear response to external forces and obtain a generalization of the fluctuation-dissipation formula relating the response functions with the nonequilibrium correlation functions.     

Long-range order and dynamic structure factor of a nematic under a thermal gradient

We use a fluctuating hydrodynamic approach to calculate the orientation fluctuations correlation functions of a thermotropic nematic liquid crystal in a nonequilibrium state induced by a stationary heat flux. Since in this nonequilibrium stationary state the hydrodynamic fluctuations evolve on three widely separated times scales, we use a time-scale perturbation procedure in order to partially diagonalize the hydrodynamic matrix. The wave number and frequency dependence of these orientation correlation functions is evaluated and their explicit functional form on position is also calculated analytically in and out of equilibrium. We show that for both states these correlations are long-ranged. This result shows that indeed, even in equilibrium there is long-range orientational order in the nematic, consistently with the well known properties of these systems.We also calculate the dynamic structure of the fluid in both states for a geometry consistent with light scattering experiments. We find that as with isotropic simple fluids, the external temperature gradient introduces an asymmetry in the spectrum shifting its maximum by an amount proportional to the magnitude of the gradient. This effect may be of the order of 7 per cent. Also, the width at half height may decrease by a factor of about 10 per cent. Since to our knowledge there are no experimental results available in the literature to compare with, the predictions of our model calculation remains to be assessed.     

Microdynamics and nonlinear stochastic processes of gross variables

Starting from classical Hamiltonian mechanics, we derive for the dynamics of gross variables in nonequilibrium systems exact nonlinear generalized Fokker-Planck and Langevin equations in which the effect of the initial preparation is taken into account explicitly. This latter concept allows for the construction of a uniquely determined projection operator. The memory functions occurring in the Langevin equations are related to the random forces by a fluctuation-dissipation theorem of the second kind. We discuss the connection with the generalized Fokker-Planck equation. The known results for equilibrium fluctuations are recovered as a special case.Supported in part by the National Science Foundation, Grant CHE78-21460.     

The Fokker-Planck equation for arbitrary nonlinear noise

We present the Fokker-Planck equation for arbitrary nonlinear noise terms. The white noise limit is taken as the zero correlation time limit of the Ornstein-Uhlenbeck process. The drift and diffusion coefficients of the Fokker-Planck equation are given by triple integrals of the fluctuations. We apply the Fokker-Planck equation to the active rotator model with a fluctuating potential barrier which depends nonlinearly on an additive noise. We show that the nonlinearity may be transformed into the correlation of linear noise terms.     

Generalized Ginzburg-Landau equations for phase transition-like phenomena in lasers,nonlinear optics,hydrodynamics and chemical reactions

The recently found close analogies between the continuous mode laser, the Bénard instability, and chemical instabilities with respect to their phase transition-like behaviour are shown to have a common root. We start from equations of motion containing fluctuations. We first assume external parameters permitting only stable solutions and linearize the equations, which define a set of modes. When the external parameters are changed the modes getting unstable are taken as order parameters. Since their relaxation time tends to infinity the damped modes can be eliminated adiabatically leaving us with a set of nonlinear coupled order parameter equations resembling the time dependent Ginzburg-Landau equations with fluctuating forces. In two and three dimensions additional terms occur which allow for e.g. hexagonal spatial structures. We also treat the hard mode instability and obtain the stationary distribution function as solution of the Fokker-Planck equation. Our procedure has immediate applications to the Taylor instability, to various chemical reaction models, to the parametric oscillator in nonlinear optics and to some biological models. Furthermore, it allows us to treat analytically the onset of laser pulses, higher instabilities in the Bénard and Taylor problems and chemical oscillations including fluctuations.     

Basic and Fluctuating Periodic Instantons in Quantum Tunneling

Under condition of four potential fields, equations of motion and fluctuations in imaginary time are utilized to analytically derive the basic and fluctuating periodic instantons. It is shown that the basic instantons satisfy the elliptic or simple pendulum equations and their solutions are Jacobi elliptic functions, and fluctuating periodic instantons satisfy the Lam′e equation and their solutions are Lame functions. These results indicate that there exists the common solution family for different potential fields which are called the super-symmetry family.     

Dye laser model with pump and quantum fluctuations; White noise

We discuss a single mode dye laser model with two stochastically fluctuating forces representing pump and quantum fluctuations. We investigate the different influences of white pump and quantum fluctuations on the statistical properties of the laser light intensity. The corresponding Fokker-Planck equations are solved by means of scalar continued fractions. Stationary as well as instationary properties such as distribution functions, stationary moments, correlation functions, correlation times and transient moments are presented.     

Origin of the Landau-Lifshitz hydrodynamic fluctuations in nonequilibrium systems and a new method for reducing the Boltzmann equation

The Landau-Lifshitz fluctuating fluxes in fluctuating hydrodynamics are derived from the deterministic Boltzmann equation with the aid of a reduction method developed by Fujisaka and Mori. Thus it is shown that the hydrodynamic fluctuations innonequilibrium systems are generated by the reduction of variables from the-space distribution function to its five momentum moments, i.e., the hydrodynamic variables. This differs from the Bixon-Zwanzig and Fox-Uhlenbeck theories, in which the Landau-Lifshitz fluctuating fluxes are derived from the molecular fluctuating force in thestochastic Boltzmann-Langevin equation, which is, however, negligible in nonequilibrium systems. Thus the present method improves the Chapman-Enskog reduction method so as to include the hydrodynamic fluctuations generated by the reduction of variables.Supported in part by the Scientific Research Fund of the Ministry of Education.     

Fokker-Planck description of multi-degree-of-freedom systems with correlated fluctuations

A Fokker-Planck equation is derived for a many-degree-of-freedom nonlinear Langevin equation driven by parametric gaussian fluctuations with finite correlation times. An oscillator with a fluctuating frequency is presented as an example.     

Optical bistability due to a two-photon absorption resonance with fluctuations

Using the intensity-dependent complex dielectric function for a two-photon absorption resonance we derive the Langevin equation for the fluctuating light-field in the non-linear resonator. The corresponding Fokker-Planck equation is solved by expanding the distribution function in terms of products of trigonometric functions and generalized Laguerre polynomials. The expansion coefficients are calculated using the method of matrix continued fractions. Numerical results for the stationary case are given.     

Fluctuation of gauge field for general nonlinear Fokker-Planck equation and covariant version of Fisher information matrix

We clarify a strong link between general nonlinear Fokker-Planck equations with gauge fields associated with nonequilibrium dynamics and the Fisher information of the system. The notion of Abelian gauge theory for the non-equilibrium Fokker-Planck equation has proposed in the literature, in which the associated curvature represents internal geometry. We present the fluctuation of the gauge field can be decomposed into three parts. We further show that if we define the Fisher information matrix by using a covariant derivative then it gives correlation of the flux components but it is not gauge invariant.     

Stochastic systems with cross-correlated Gaussian white noises

This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises.Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied.The stationary solutions of the Fokker-Planck equation for three specific examples are analysed.It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions.     

Hydrodynamic Fluctuations in Laminar Fluid Flow. I. Fluctuating Orr-Sommerfeld Equation

In recent years it has become evident that fluctuating hydrodynamics predicts that fluctuations in nonequilibrium states are always spatially long ranged. In this paper we consider the application of fluctuating hydrodynamics to laminar fluid flow, using plane Couette flow as a representative example. Specifically, fluctuating hydrodynamics yields a stochastic Orr-Sommerfeld equation for the wall-normal velocity fluctuations, where spontaneous thermal noise acts as a random source.This stochastic equation needs to be solved subject to appropriate boundary conditions. We show how an exact solution can be obtained from an expansion in terms of the eigenfunctions of the Orr-Sommerfeld hydrodynamic operator. We demonstrate the presence of a flow-induced enhancement of the wall-normal velocity fluctuations and a resulting flow-induced energy amplification and provide a quantitative analysis how these quantities depend on wave number and Reynolds number.