Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged It? stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.     

Fractional backward Kolmogorov equations

This paper derives the fractional backward Kolmogorov equations in fractal space-time based on the construction of a model for dynamic trajectories. It shows that for the type of fractional backward Kolmogorov equation in the fractal time whose coefficient functions are independent of time, its solution is equal to the transfer probability density function of the subordinated process X(Sα(t)), the subordinator Sα(t) is termed as the inverse-time α-stable subordinator and the process X(τ) satisfies the corresponding time homogeneous Ito stochastic differential equation.     

Non-Markov stochastic processes satisfying equations usually associated with a Markov process

There are non-Markov Ito processes that satisfy the Fokker-Planck, backward time Kolmogorov, and Chapman-Kolmogorov equations. These processes are non-Markov in that they may remember an initial condition formed at the start of the ensemble. Some may even admit 1-point densities that satisfy a nonlinear 1-point diffusion equation. However, these processes are linear, the Fokker-Planck equation for the conditional density (the 2-point density) is linear. The memory may be in the drift coefficient (representing a flow), in the diffusion coefficient, or in both. We illustrate the phenomena via exactly solvable examples. In the last section we show how such memory may appear in cooperative phenomena.     

Reduction in optimal control theory

A geometric setting for the Pontryagin maximum principle in optimal control theory is provided. The equations for critical trajectories are given in terms of a symplectic equation. These equations are generalized to the framework of Lie algebroids, giving thus a way to study reduction by symmetry groups of the maximum principle.     

The reliability of a stochastically complex dynamical system

The first-passage problem is an important issue in the theory of dynamical systems; it determines whether the system is safe and reliable or destroyed. Therefore, taking a suitable force to control first-passage failure is very significant for such systems. In this paper, we study the reliability of a stochastically complex dynamical system by using the stochastic averaging method. The reliability results show that the reliability function is monotonically decreasing with respect to time, and that the reliability of the system is relatively worse, with external and parametric white-noise excitations. A bang–bang feedback control is used to improve the reliability for the original system. Numerical results display that even a small control force can greatly enhance the reliability of the original system.     

Equations for the distributions of functionals of a random-walk trajectory in an inhomogeneous medium

Based on the random-trap model and using the mean-field approximation, we derive an equation that allows the distribution of a functional of the trajectory of a particle making random walks over inhomogeneous-lattice site to be calculated. The derived equation is a generalization of the Feynman-Kac equation to an inhomogeneous medium. We also derive a backward equation in which not the final position of the particle but its position at the initial time is used as an independent variable. As an example of applying the derived equations, we consider the one-dimensional problem of calculating the first-passage time distribution. We show that the average first-passage times for homogeneous and inhomogeneous media with identical diffusion coefficients coincide, but the variance of the distribution for an inhomogeneous medium can be many times larger than that for a homogeneous one.     

Stochastic averaging of quasi-integrable Hamiltonian systems with delayed feedback control

A stochastic averaging method for quasi-integrable Hamiltonian systems with time-delayed feedback control is proposed. First, a quasi-integrable Hamiltonian system with delayed feedback control subjected to Gaussian white noise excitations is formulated and then transformed into Itô stochastic differential equations without time delay. Then, the averaged Itô stochastic differential equations for the system are derived and the stationary solution of the averaged Fokker–Planck–Kolmogorov (FPK) equation associated with the averaged Itô equations is obtained for both non-resonant and resonant cases. Finally, three examples are worked out in detail to illustrate the application and effectiveness of the proposed method and the effect of time delayed feedback control on the response of the systems.     

Diffusion of stable electron-hole plasmas in magnetic fields

The transport of a semiconductor plasma, composed of electrons and holes, can be described with the aid of moments relativ to the conditional one particle density function. To calculate these moments, an operator equation is given which was derived with the generalized Stratonovich method. This equation is extended by taking recombination and scattering with a lattice into account. The coefficient functions are determined for stable and homogeneous systems in a self-consistent manner. In particular, the spatial diffusion of test particles in a strong magnetic field is considered, neglecting quantum effects. The anomalous contribution to the diffusion across the magnetic field is calculated explicitly and compared with that for a high temperature plasma. It is shown, that anomalous diffusion is possible also in stable systems, provided the time dependence of the stochastic electric field is determined by the polarization due to the test particle.     

Some exact results on discrete noisy maps

Using the Chapman-Kolmogorov type equation introduced by H. Haken and G. Mayer-Kress for discrete time processes we derive forward and backward equations for the corresponding transition probability and obtain an integral equation for the conditional first passage time. In the case of linear dynamics with Gaussian noise we present the exact solution of the Chapman-Kolmogorov equation.     

色交叉关联噪声作用下癌细胞增长系统的平均首通时间

研究了受色交叉关联噪声驱动的癌细胞增长系统的平均首通时间.根据Novikov定理和Fox方法得到了相应的近似Fokker-Planck方程,给出了稳态概率密度函数的表达式.运用最快下降法,得到了平均首通时间的解析式.数值结果表明:两噪声之间负关联时,平均首通时间是加性噪声强度和乘性噪声强度的减函数,是噪声关联时间的增函数;两噪声之间正关联时,平均首通时间与加性噪声强度之间的单调关系与穿越方向有关,是乘性噪声强度的非单调函数,是噪声关联时间的减函数.     

The Fokker–Planck–Kolmogorov Equation with Nonlocal Nonlinearity in the Semiclassical Approximation

A scheme for constructing quasi-classical concentrated solutions of the Fokker–Planck–Kolmogorov equation with local nonlinearity is presented on the basis of the complex WKB-Maslov method. Formal, asymptotic in a series expansion parameter D, D 0 solutions of the Cauchy problem for this equation are constructed with a power accuracy O(D ^3/2). A set of the Hamilton–Ehrenfest equations (a set of equations for average and centered moments) derived in this work is of considerable importance in construction of these solutions. An approximate Green's function is constructed and a nonlinear principle of superposition is formulated in the class of semiclassical concentrated solutions of the Fokker–Planck–Kolmogorov equations.     

On a kinetic justification of the generalized nonequilibrium thermodynamics of multicomponent systems

The problem of the kinetic justification of the generalized thermodynamics of nonequilibrium processes using the method of moments for solving the kinetic equation for a multicomponent gas mixture is examined. Generalized expressions are obtained for the entropy density, entropy flux density, and entropy production as functions of an arbitrary number of state variables (moments of the distribution function). Different variants of writing the relations between fluxes and thermodynamic forces are considered, which correspond to the Onsager version for spatially homogeneous systems and, in a more general case, lead to the generalized thermodynamic forces of a complicated form, including derivatives of the fluxes with respect to time and spatial coordinates. Some consequences and new physical effects, following from the obtained equations, are analyzed. It is shown that a transition from results of the method of moments to expressions for the entropy production and the corresponding phenomenological relations of the generalized nonequilibrium thermodynamics is possible on the level of a linearized Barnett approximation of the Chapman–Enskog method.     

First-passage time distributions for subdiffusion in confined geometry

In this Letter, we derive a relationship between the moments of the first-passage time for a random walk and the first-passage time density for subdiffusive processes modeled by continuous-time random walks. In particular, we show that the exact long-time behavior of the density depends only on the mean first-passage time of the corresponding normal diffusive process. In addition, we give explicit evaluations of the first-passage time distribution for general three-dimensional bounded domains. These results are relevant to systems involving anomalous diffusion in confinements.     

Kinetic and hydrodynamic models of chemotactic aggregation

We derive general kinetic and hydrodynamic models of chemotactic aggregation that describe certain features of the morphogenesis of biological colonies (like bacteria, amoebae, endothelial cells or social insects). Starting from a stochastic model defined in terms of N coupled Langevin equations, we derive a nonlinear mean-field Fokker-Planck equation governing the evolution of the distribution function of the system in phase space. By taking the successive moments of this kinetic equation and using a local thermodynamic equilibrium condition, we derive a set of hydrodynamic equations involving a damping term. In the limit of small frictions, we obtain a hyperbolic model describing the formation of network patterns (filaments) and in the limit of strong frictions we obtain a parabolic model which is a generalization of the standard Keller-Segel model describing the formation of clusters (clumps). Our approach connects and generalizes several models introduced in the chemotactic literature. We discuss the analogy between bacterial colonies and self-gravitating systems and between the chemotactic collapse and the gravitational collapse (Jeans instability). We also show that the basic equations of chemotaxis are similar to nonlinear mean-field Fokker-Planck equations so that a notion of effective generalized thermodynamics can be developed.     

Noise-induced optical bistability and state transitions in spin-crossover solids with delayed feedback

Considering the time-delayed feedback and environmental perturbations in spin-crossover system, we construct a stochastic delayed differential equation to study the state transitions from the low spin (LS) state to the high spin (HS) state in spin-crossover solids. It is shown that the delayed feedback and noise can induce optical bistability and state transitions. The mean first-passage time (MFPT) of the transition from the LS state to the HS state as the function of the noise intensity exhibits a maximum, and the noise-enhanced stability is observed. However the MFPT decreases with increase of the delayed feedback intensity, thus the delayed feedback accelerates the conversion from the LS state to the HS state.     

Generalized Green Functions and Current Correlations in the TASEP

We study correlation functions of the totally asymmetric simple exclusion process (TASEP) in discrete time with backward sequential update. We prove a determinantal formula for the generalized Green function which describes transitions between positions of particles at different individual time moments. In particular, the generalized Green function defines a probability measure at staircase lines on the space-time plane. The marginals of this measure are the TASEP correlation functions in the space-time region not covered by the standard Green function approach. As an example, we calculate the current correlation function that is the joint probability distribution of times taken by selected particles to travel given distance. An asymptotic analysis shows that current fluctuations converge to the Airy₂ process.     

扰动扩散方程初值问题的近似对称约化

本文利用近似广义条件对称方法研究一类带有源项的非线性扩散方程的初值问题.给出所研究方程的分类并将偏微分方程的初值问题约化为常微分方程的初值问题,通过求解约化后的常微分方程组可得相对应偏微分方程初值问题的近似解.     

Solution to the nonlinear boltzmann equation for maxwell models for nonisotropic initial conditions

The known solution to the spatially homogeneous nonlinear Boltzmann equation for Maxwell models in a series of Laguerre polynomials is extended to include nonisotropic initial conditions. Existence proofs for a class of solutions are supplied. The equations for the generalized (nonisotropic Laguerre) moments are derived in explicit form for two- and three-dimensional models. Further it is shown that the ordinary moments satisfy the same set of equations as the (Hermite) polynomial moments.     

On developed hydrodynamic turbulence spectra

New results in the theory of the developed hydrodynamic turbulence spectra are reviewed. Within the limits of the hypothesis of interaction locality it is shown that the series of equations for the moments has a scale-invariant solution with the Kolmogorov index values. With the help of the Wyld diagram technique the equations in the Direct Interaction Approximation are formulated which accurately take into account the transfer effect and have the precise solution in the form of the Kolmogorov spectrum. In the framework of these equations the corrections to the Kolmogorov spectrum due to gyrotropy and compressibility are found.     

S-matrix theory and the density matrix formalism

A general equation governing the time development of the diagonal part of the density matrix is proposed for weakly interacting systems possessing no off-diagonal long range order. This equation, which involves generalized Møller operators of the type employed in S-matrix theory, is solved for two cases and leads to the generalized Pauli and Boltzmann equations.