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.     

Stochastic theory of nonlinear rate processes with multiple stationary states

A comparison has been made between the deterministic and stochastic (master equation) formulation of nonlinear chemical rate processes with multiple stationary states. We have shown, via two specific examples of chemical reaction schemes, that the master equations have quasi-stationary state solutions which agree with the various initial condition dependent equilibrium solutions of the deterministic equations. The presence of fluctuations in the stochastic formulation leads to true equilibrium solutions, i.e. solutions which are independent of initial conditions as t → ∞. We show that the stochastic formulation leads to two distinct time scales for relaxation. The mean time for the reaction system to reach the quasi-stationary states from any initial state is of $\text{O}$(N⁰) where N is a measure of the size of the reaction system. The mean time for relaxation from a quasi-stationary state to the true equilibrium state is $\text{O}$(e^N). The results obtained from the stochastic formulation as regards the number and location of the quasi-stationary states are in complete agreement with the deterministic results.     

Nonlinear transport and dynamics of fluctuations

The time evolution of the macroscopic variables of a system initially in a state far from thermal equilibrium is studied from a statistical mechanical point of view. Exact nonlinear transport equations for the mean values and linear nonstationary Langevin equations for the fluctuations around the mean path are derived. Connections between the dynamics of fluctuations and the transport equations are discussed. The Langevin random forces depend on the macroscopic state and they are related to the transport kernels by a fluctuation-dissipation formula.     

Discrete stochastic evolution rules and continuum evolution equations

The continuum evolution equations are derived from updating rules for three classes of stochastic models. The first class corresponds to models whose stochastic continuum equations are of the Langevin type obtained after carrying out a “local average” known as coarse-graining. The second class consists of a hierarchy of continuum equations for the correlations of the dynamical variables obtained after making an average over realizations. This average generates a hierarchy of deterministic partial differential equations except when the dynamical variables do not depend on the values of the neighboring dynamical variables, in which case a hierarchy of ordinary differential equations is obtained. The third class of evolution equations for the correlations of the dynamical variable constitutes another hierarchy after calculating an average over both realizations and all the sites of the lattice. This double average generates a hierarchy of deterministic ordinary differential equations. The second and third classes of equations are truncated using a mean field (m,n)-closure approximation in order to obtain a finite set of equations. Illustrative examples of every class are given.     

Nonequilibrium fluctuations in μ space

The properties of fluctuations in space in or outside thermal equilibrium are obtained by solving hierarchies of equations derived either from the Liouville or the Master equation. In particular we study the one-, two-, etc., time correlation functions that describe the spatial and temporal behavior of the fluctuations in space. Explicit solutions are obtained for a dilute gas. The Langevin approach is briefly discussed. Our results are compared with those obtained in the extensive literature, which is reviewed in some detail.     

Augmented Langevin approach to fluctuations in nonlinear irreversible processes

A Fokker-Planck equation derived from statistical mechanics by M. S. Green [J. Chem. Phys. 20:1281 (1952)] has been used by Grabertet al. [Phys. Rev. A 21:2136 (1980)] to study fluctuations in nonlinear irreversible processes. These authors remarked that a phenomenological Langevin approach would not have given the correct reversible part of the Fokker-Planck drift flux, from which they concluded that the Langevin approach is untrustworthy for systems with partly reversible fluxes. Here it is shown that a simple modification of the Langevin approach leads to precisely the same covariant Fokker-Planck equation as that of Grabertet al., including the reversible drift terms. The modification consists of augmenting the usual nonlinear Langevin equation by adding to the deterministic flow a correction term which vanishes in the limit of zero fluctuations, and which is self-consistently determined from the assumed form of the equilibrium distribution by imposing the usual potential conditions. This development provides a simple phenomenological route to the Fokker-Planck equation of Green, which has previously appeared to require a more microscopic treatment. It also extends the applicability of the Langevin approach to fluctuations in a wider class of nonlinear systems.     

Formation of Superheavy Elements: Study Based on Dynamical Approach

Using multi-dimensional Langevin equations for the probability distribution of the distance between the surfaces of two approaching nuclei, we have studied the formation of superheavy elements via calculation of evaporation and fission cross sections of these elements. Evaporation residue cross sections have been calculated for the 1n, 2n, 3n, 4n, and 5n evaporation channels using one and four dimensional Langevin equations for the ⁴⁸Ca+²²⁶Ra, ²³²Th, ²³⁸U, ²³⁷Np, ^{239,240,242,244}Pu, ²⁴³Am, ^245,248Cm, ²⁴⁹Bk, and ²⁴⁹Cf reactions. Our results show that with increasing dimension of Langevin equations the evaporation residue cross section is increased. Also, obtained results based on fourdimensional Langevin are in better agreement with experimental data in comparison with one-dimensional model.     

Stochastic stability of a plasma torus

The hamiltonian equations for magnetic field lines in a toroidal plasma are derived from a variational principle; we find an equation for critical fluctuations

_n by assuming a marginal overlap of adjacent resonances throughout the small cross section for the torus. Comparison with the flux surfaces of JET as obtained from a static equilibrium code leads to critical fluctuations of the order of δB_crit ≲ B_px10⁻⁴ for n ≳ 10, where B_p is the poloidal equilibrium field. Finally, we solve the equations for magnetic field lines in the case of a set of nested flux surfaces perturbed by critical fluctuations; the picture of a completely destroyed torus has been verified with a stochasticity parameter √3, but no stable integration scheme for a stochastic magnetic line has been found.     

Study of fission dynamics with the three-dimensional Langevin equations

The dynamics of fission has been studied by solving one- and three-dimensional Langevin equations with dissipation generated through the chaos weighted wall and window friction formula. The average prescission neutron multiplicities, fission probabilities and the mean fission times have been calculated in a broad range of the excitation energy for compound nuclei ²¹⁰Po and ²²⁴Th formed in the fusion-fission reactions ⁴He + ²⁰⁶Pb , ¹⁶O + ²⁰⁸Pb and results compared with the experimental data. The analysis of the results shows that the average prescission neutron multiplicities, fission probabilities and the mean fission times calculated by one- and three-dimensional Langevin equations are different from each other, and also the results obtained based on three-dimensional Langevin equations are in better agreement with the experimental data.     

Fission dynamics of the compound nucleus 213Fr formed in heavy-ion-induced reactions

A stochastic approach based on one-dimensional Langevin equations was used to calculate the average pre-fission multiplicities of neutrons, light charged particles and the fission probabilities for the compound nucleus ²¹³Fr and the results are compared with the experimental data. In these calculations, a modified wall and window dissipation with a reduction coefficient, k _s , has been used in the Langevin equations. It was shown that the results of the calculations are in good agreement with the experimental data by using values of k _s in the range 0.3?≤?k _s ?≤?0.5.     

Theoretical study of mesoscopic stochastic mechanism and effects of finite size on cell cycle of fission yeast

Based on a deterministic cell cycle model, the mesoscopic stochastic differential equations are theoretically derived from the biochemical reactions. The effects of the finite cell size on the cell cycle regulation in the wild type and wee1^-cdc25Δ double mutant type are numerically studied by virtue of the chemical Langevin equations. (i) When the system is driven only by the internal noise, our numerical results are in qualitative agreement well with some experimental observations and data. (ii) A parameter, which is sensitive to two resettings of M-phase promoting factor to G₂, is treated as a stochastic variable, and the system driven only by the external noise for double mutant type is investigated. (iii) When the system is driven by both the internal and external noise, a simple discussion about the combined effect for double mutant type is given. Our results imply some experimental results would be explained by introducing the appropriate internal or external noise into the cell cycle system.     

Universal Form of Stochastic Evolution for Slow Variables in Equilibrium Systems

Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that obtained by Green. An equation with a nonlinear friction term for Brownian motion turns out to be an example of the general results. A key method in our derivation is to use different discretization schemes in a path integral formulation and the corresponding Langevin equation, which also leads to a consistent understanding of apparently different expressions for the path integral in previous studies.     

Multiscale derivation of an augmented Smoluchowski equation

Smoluchowski and Fokker-Planck equations for the stochastic dynamics of order parameters have been derived previously. The question of the validity of the truncated perturbation series and the initial data for which these equations exist remains unexplored. To address these questions, we take a simple example, a nanoparticle in a host medium. A perturbation parameter ε, the ratio of the mass of a typical atom to that of the nanoparticle, is introduced and the Liouville equation is solved to O(ε²). Via a general kinematic equation for the reduced probability W of the location of the center-of-mass of the nanoparticle, the O(ε²) solution of the Liouville equation yields an equation for W to O(ε³). An augmented Smoluchowski equation for W is obtained from the O(ε²) analysis of the Liouville equation for a particular class of initial data. However, for a less restricted assumption, analysis of the Liouville equation to higher order is required to obtain closure.     

Path integral representation of fractional harmonic oscillator

Fractional oscillator process can be obtained as the solution to the fractional Langevin equation. There exist two types of fractional oscillator processes, based on the choice of fractional integro-differential operators (namely Weyl and Riemann-Liouville). An operator identity for the fractional differential operators associated with the fractional oscillators is derived; it allows the solution of fractional Langevin equations to be obtained by simple inversion. The relationship between these two fractional oscillator processes is studied. The operator identity also plays an important role in the derivation of the path integral representation of the fractional oscillator processes. Relevant quantities such as two-point and n-point functions can be calculated from the generating functions.     

Langevin fission dynamics of hot rotating nuclei: Systematic application to Z 2/A=34–42 heavy nuclei

A stochastic approach that treats fission dynamics on the basis of three-dimensional Langevin equations is used to calculate the mass-energy distributions of fragments originating from the fission of compound nuclei whose fissility parameter lies in the range Z ²/A=34–42. In these calculations, use was made of the liquid-drop model allowing for finite-range nuclear forces and the diffuseness of the nuclear surface in calculating the potential energy and a modified one-body mechanism of viscosity in describing dissipation. The emission of light prescission particles is taken into account on the basis of the statistical model. The calculations performed within three-dimensional Langevin dynamics reproduce well all parameters of the experimental mass-energy distributions of fission fragments and all parameters of the prefission-neutron multiplicity for various parameters of the compound nucleus. The inclusion of the third collective coordinate in the Langevin equations leads to a considerable increase (by up to 40–50%) in the variances of mass-energy distributions in relation to what was previously obtained from two-dimensional Langevin calculations. For the parameters of the mass-energy distributions of fission fragments and the parameters of the prefission-neutron multiplicity to be reproduced simultaneously, the reduction coefficient K _s must be diminished at least by a factor of 2(0.2≤K _s ≤0.5) in relation to that in the case of total one-body viscosity (K _s =1).