A new formalism for the statistical dynamics of planar spin systems

The relaxational dynamics of a classical planar Heisenberg spin system is studied using the Fokker-Planck equation. A new approach is introduced in which we attempt to directly calculate the eigenvalues of the Fokker-Planck operator. In this connection a number space representation is introduced, which enables us to visualize the eigenvalue structure of the Fokker-Planck operator. The mean field approximation is derived and a systematic method to improve the mean field approximation is presented.     

Spectrum of the fokker-planck operator representing diffusion in a random velocity field

We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T. Chalker and Z. J. Wang, Phys. Rev. Lett. 79, 1797 (1997)]. We calculate analytically the ensemble-averaged one-particle Green function and the eigenvalue density for this Fokker-Planck operator, using a diagrammatic expansion developed for resolvents of non-Hermitian random operators, together with a mean-field approximation (the self-consistent Born approximation) which is well controlled in the weak-disorder regime for dimension d>2. The eigenvalue density in the complex plane is nonzero within a wedge that encloses the negative real axis. Particle motion is diffusive at long times, but for short times we find a novel time dependence of the mean-square displacement, approximately t(2/d) in dimension d>2, associated with the imaginary parts of eigenvalues.     

简并双光子激光的光子统计

从原子和场模的密度算符的主方程出发,应用Haake和Lewenstein所发展的原子变量绝热消除的算符方法,导出了简并双光子激光光场Wigner函数的福克-普朗克(Fokker-Planck)方程及其稳态解.利用稳态解的高斯近似,求得了在不同泵浦强度下,光子统计的解析结果如数值结果,并与前人的结果作了比较.     

Stochastic quantization and detailed balance in Fokker-Planck dynamics

The path integral and operator formulations of the Fokker-Planck equation are considered as stochastic quantizations of underlying Euler-Lagrange equations. The operator formalism is derived from the path integral formalism. It is proved that the Euler-Lagrange equations are invariant under time reversal if detailed balance holds and it is shown that the irreversible behavior is introduced through the stochastic quantization. To obtain these results for the nonconstant diffusion Fokker-Planck equation, a transformation is introduced to reduce it to a constant diffusion Fokker-Planck equation. Critical comments are made on the stochastic formulation of quantum mechanics.     

Quantum theory of the two-photon laser

We start from a master equation for the density operator of the atoms and the field mode, and apply the operator method of adiabatic elimination of the atomic variables, recently developed by Haake and Lewenstein for the usual single mode laser, to the case of a degenerate two-photon laser. A Fokker-Planck equation for the Wigner distribution function of the lightfield and its steady state solution are derived. With a Gaussian approximation to the solution, analytical and numerical results on the photon statistics are calculated.     

Probability Evolution and Mean First-Passage Time for Multidimensional Non-Markovian Processes

We investigate a multidimensional system described by a set of stochastic differential equations in which the multiplicative noise is assumed to be an O-U noise. With the help of the projection operator technique, we derive an integrodifferential equation for the probability density and an approximate equation for the mean first-passage time (MFPT).Under some approximation, we obtain an effective Fokker-Planck equation and apply the equation to the single mode laser problem. The concrete calculations of MFPT are made with an important example.     

Stochastic diffusion in a periodic potential

This paper deals with two equations for classical stochastic diffusion in a potential. First, the full Fokker-Planck equation in phase-space for a Brownian particle in a periodic potential and linearly coupled to an external field is considered. The solution discussed previously by the author and co-worker is improved upon. An alternative approximation is introduced. Then, the simpler Smoluchowski equation, which is derivable from the Fokker-Planck equation under suitable conditions, is solved using Hill's determinant method. Finally a WKB-type method is proposed to solve the Smoluchowski equation for a general class of potentials.     

Current-voltage characteristic of a narrow-band semiconductor taking into account ionization of impurities

The current-voltage characteristic of a material with a narrow conduction band in a strong electric field is studied taking into account ionization of deeply lying impurities in the model, in which collisions of charge carriers are described in the Fokker-Planck approximation. The results are compared with analogous results obtained in the v approximation. It is shown that the results obtained earlier in the v approximation coincide with our results to within ∼ 5%. It is noted that the Fokker-Planck model additionally provides the temperature dependence of the current-voltage characteristic.     

The Fokker-Planck equation in the second-order pitch angle approximation and its exact solution

The diffusive particle propagation and its pitch angle scattering is studied using kinetic equation of the Fokker-Planck form. The case is considered when charged particles preferable propagate along the strong mean magnetic field direction and undergo the pitch angle scattering with respect to it. The paper deals with solution of the equation for particle distribution function in the second-order approximation in the pitch angle. The exact analytical solution is obtained in an integral form. The well-known solution in the first-order pitch angle approximation can be restored performing the small time limit in the result. Unlike the first-order solution the obtained solution in the second approximation rightly shows that the pitch angle diffusion is closely connected with the particle transport along the mean magnetic field. The expression for particle density for the point instantaneous unidirectional source also has been obtained.     

Method of accurately calculating mean field operator in multi-configuration time-dependent Hartree-Fock frame

The accurate theoretical expressions of the mean field operator associated with the multi-configuration time-dependent Hartree-Fock （MCTDHF） method are presented in this paper. By using a theoretical formula, derived without approxima- tion, we can study the multi-electron correlation dynamics accurately. Some illustrative calculations are carried out to check the accuracy of the expression of the mean field operator. The results of illustrative calculations indicate the reliability of the accurate expression of the mean field operator. This theoretical calculation method for the mean field operator may be of considerable help in future studies of the correlated dynamics of many-electron systems in strong laser fields.     

Optimally chosen Nakajima–Zwanzig master equation for mean field approximation

We define an ensemble of projection operators, each of which has an exact associated Nakajima–Zwanzig master equation for quantum open system evolution. A mean field approximation for the memory kernels is introduced that yields a completely determined inhomogeneous master equation for every projection operator. A specific projection operator is then chosen so that the master equation optimally matches an abstract mathematical form which preserves positivity, complete positivity, and correctly equilibrates. We study a nitrogen vacancy center in diamond interacting with ¹³C impurities to illustrate the method.     

Space distribution and energy straggling of charged particles via Fokker-Planck equation

Summary The Fokker-Planck equation describing a beam of charged particles entering a homogeneous medium is solved here for a stationary case. Interactions are taken into account through Coulomb cross-section. Starting from the charged-particle distribution as a function of velocity and penetration depth, some important kinetic quantities are calculated, like mean velocity, range and the loss of energy per unit space. In such quantities the energy straggling is taken into account. This phenomenon is not considered in the continuous slowing-down approximation that is commonly used to obtain the range and the stopping power. Finally the well-known Bohr or Bethe formula is found as a first-order approximation of the Fokker-Planck equation. The authors of this paper have agreed to not receive the proofs for correction.     

Generalized nonlinear master equations for local fluctuations: Dimensionality expansions and augmented mean field theory

By application of a projection operator technique we derive a formally exact generalization of the nonlinear mean field master equation introduced recently for the study of local fluctuations in a reacting medium. Our starting point is a phenomenological cell master equation. The results of our theory are applicable to the theory of a fluctuating hydrodynamic reacting system. The mean field equation is placed on a firm theoretical foundation by showing it to be the lowest order approximation in an expansion in the dimensionality of the physical space keeping the product of the number of nearest neighbors (an increasing function of dimensionality) and the typical diffusion coefficient constant. A more accurate nonlinear master equation that allows for the correlation and fluctuations in the environment of a given volume element is derived in the form of an augmented mean field equation.Work supported in part by a grant from the National Science Foundation.     

Electron transport and small angle collisions

Anisotropic Coulomb scattering of electrons necessitates high order Legendre cross-section expansions or restricted angular quadratures in numerical multigroup, discrete ordinates transport calculations. We investigate the monoenergetic (Spencer-Lewis) collision operator in a small scattering angle approximation and give comparative results for electrons. Equivalence between the small-angle collision operator and diffusion-in term of the Fokker-Planck expansion is also exhibited. Such procedure reduces the forward scattering singularity and the number of moments required in applications. An overview of multigroup discrete-ordinates methodology for electron scattering is briefly detailed. To span diffusive to transport phenomena, a diffusion synthetic technique is also employed. Agreement with exact analytic and Monte Carlo predictions is good.     

Mean field approximation versus exact treatment of collisions in few-body systems

A variational principle for calculating matrix elements of the full resolvent operator for a many-body system is studied. Its mean field approximation results in nonlinear equations of Hartree (-Fock) type, with initial and final channel wave functions as driving terms. The mean field equations will in general have many solutions whereas the exact problem being linear, has a unique solution. In a schematic model with separable forces the mean field equations are analytically soluble, and for the exact problem the resulting integral equations are solved numerically. Comparing exact and mean field results over a wide range of system parameters, the mean field approach proves to be a very reliable approximation, which is not plagued by the notorious problem of defining asymptotic channels in the time-dependent mean field method.     

Quantummechanical solutions of the laser masterequation. II

A Fokker-Planck equation for a distribution function over the macroscopic observables of the laser essentially equivalent to that recently obtained byRisken,Schmid andWeidlich is derived from the fundamental quantummechanical laser masterequation. The general method used is the expansion of the statistical operator in a complete set of projection operators of the atoms and the lightfield. The assumptions leading from the microscopic equation of motion to the macroscopic semiclassical Fokker-Planck equation are explicitly introduced and discussed.     

Synchronization of a large number of continuous one-dimensional stochastic elements with time-delayed mean-field coupling

We study synchronization as a means of control of collective behavior of an ensemble of coupled stochastic units in which oscillations are induced merely by external noise. For a large number of one-dimensional continuous stochastic elements coupled non-homogeneously through the mean field with delay we developed an approach to find a boundary of synchronization domain and the frequency of the mean-field oscillations on it. Namely, the exact location of the synchronization threshold is shown to be a solution of the boundary value problem (BVP) which was derived from the linearized Fokker-Planck equation. Here the synchronization threshold is found by solving this BVP numerically. Approximate analytics is obtained by expanding the solution of the linearized Fokker-Planck equation into a series of eigenfunctions of the stationary Fokker-Planck operator. Bistable systems with a polynomial and piece-wise linear potential are considered as examples. Multistability and hysteresis in the mean-field behavior are observed in the stochastic network at finite noise intensities. In the limit of small noise intensities the critical coupling strength is shown to remain finite, provided that the delay in the coupling function is not infinitely small. Delay in the coupling term can be used as a control parameter that manipulates the location of the synchronization threshold.     

Laser intensity fluctuations when the photon number at threshold is small

Previous calculations of laser threshold statistics have described the radiation field with a Fokker-Planck equation that embodies the approximation that the photon number at threshold is large. Here, the magnitude and correlation time of intensity fluctuations are calculated directly from the Scully-Lamb equation of motion for the reduced density matrix of a single-mode laser. This model does not embody a restriction to large photon number at threshold. We delineate the regime in which the threshold photon number is sufficiently small to produce measurable differences from the results of the usual Fokker-Planck analysis.