Soliton propagation in heterogeneous and random media of a specific class

The motion of solitons in a medium whose parameters vary randomly but so that a stochastic nonlinear equation remains fully integrable is considered. It is found that, in this case, the position of the soliton maximum executes Brownian motion, while its phase becomes random.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 91–97, April, 1987.     

Brownian Motion of a Charged Particle in Electromagnetic Fluctuations at Finite Temperature

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its dissipative behavior. This can be illuminated in particular by an example of Brownian motion in an ohmic environment where the dissipative effect can be accounted for by the first-order time derivative of the position. Here we explore the dynamics of the Brownian particle coupled to a supraohmic environment by considering the motion of a charged particle interacting with the electromagnetic fluctuations at finite temperature. We also derive particle’s equation of motion, the Langevin equation, by minimizing the corresponding stochastic effective action, which is obtained with the method of Feynman-Vernon influence functional. The fluctuation-dissipation theorem is established from first principles. The backreaction on the charge is known in terms of electromagnetic self-force given by a third-order time derivative of the position, leading to the supraohmic dynamics. This self-force can be argued to be insignificant throughout the evolution when the charge barely moves. The stochastic force arising from the supraohmic environment is found to have both positive and negative correlations, and it drives the charge into a fluctuating motion. Although positive force correlations give rise to the growth of the velocity dispersion initially, its growth slows down when correlation turns negative, and finally halts, thus leading to the saturation of the velocity dispersion. The saturation mechanism in a supraohmic environment is found to be distinctly different from that in an ohmic environment. The comparison is discussed.     

Stochastic theory for classical and quantum mechanical systems

We formulate from first principles a theory of stochastic processes in configuration space. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schrödinger equation, which is derived here with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section.     

Mean-square displacement of a stochastic oscillator: Linear vs quadratic noise

Using the Langevin equations, we calculated the stationary second-order moment (mean-square displacement) of a stochastic harmonic oscillator subject to an additive random force (Brownian motion in a parabolic potential) and to different types of multiplicative noise (random frequency or random damping or random mass). The latter case describes Brownian motion with adhesion, where the particles of the surrounding medium may adhere to the oscillator for some random time after the collision. Since the mass of the Brownian particle is positive, one has to use quadratic (positive) noise. For all types of multiplicative noise considered, replacing linear noise by quadratic noise leads to an increase in stability.     

Recursion operators and bi-Hamiltonian structures in multidimensions. I

The algebraic properties of exactly solvable evolution equations in one spatial and one temporal dimensions have been well studied. In particular, the factorization of certain operators, called recursion operators, establishes the bi-Hamiltonian nature of all these equations. Recently, we have presented the recursion operator and the bi-Hamiltonian formulation of the Kadomtsev-Petviashvili equation, a two spatial dimensional analogue of the Korteweg-deVries equation. Here we present the general theory associated with recursion operators for bi-Hamiltonian equations in two spatial and one temporal dimensions. As an application we show that general classes of equations, which include the Kadomtsev-Petviashvili and the Davey-Stewartson equations, possess infinitely many commuting symmetries and infinitely many constants of motion in involution under two distinct Poisson brackets. Furthermore, we show that the relevant recursion operators naturally follow from the underlying isospectral eigenvalue problems.     

Fermionic and supersymmetric stochastic processes

The fermionic Fock space is represented by the Wiener chaos. This identification allows one to define fermionic Brownian motion with a probability measure. In the underlying geometrical picture this Brownian motion evolves in the linear space of the generators of the Grassmann algebra which spans the Fock space. More general stochastic processes can be derived with the help of stochastic differential equations. The generalization to supersymmetric processes is based on the Wiener-Grassmann product of Le Jan, an algebraic structure which is adequate to investigate differential operators on Wiener spaces.     

Relaxation of the Probability Characteristics of Brownian Motion under the Action of a Dichotomous Random Force

We consider the relaxation of rms characteristics of the coordinates of particles during their Brownian motion in a symmetric potential profile under the action of a dichotomous random force. An analytical-numerical method of analysis based on the numerical solution of a chain of differential equations for coordinate moments and joint correlations is used. The calculation procedure is checked using exact results which can be found in the limiting cases of delta-correlated and quasi-static random action. The dependence of the distribution variance and its relaxation time on the intensity and correlation time of noise is elucidated.     

On the derivation of Smoluchowski equations with corrections in the classical theory of Brownian motion

Differential equations governing the time evolution of distribution functions for Brownian motion in the full phase space were first derived independently by Klein and Kramers. From these so-called Fokker-Planck equations one may derive the reduced differential equations in coordinate space known as Smoluchowski equations. Many such derivations have previously been reported, but these either involved unnecessary assumptions or approximations, or were performed incompletely. We employ an iterative reduction scheme, free of assumptions, and calculate formally exact corrections to the Smoluchowski equations for many-particle systems with and without hydrodynamic interaction, and for a single particle in an external field. In the absence of hydrodynamic interaction, the lowest order corrections have been expressed explicitly in terms of the coordinate space distribution function. An additional application of the method is made to the reduction of the stress tensor used in evaluating the intrinsic viscosity of particles in solution. Most of the present work is based on classical Brownian motion theory, but brief consideration is given in an appendix to some recent developments regarding non-Markovian equations for Brownian motion.Supported by the National Science Foundation.     

Thermal diffusion of envelope solitons on anharmonic atomic chains

We study the motion of envelope solitons on anharmonic atomic chains in the presence of dissipation and thermal fluctuations. We consider the continuum limit of the discrete system and apply an adiabatic perturbation theory which yields a system of stochastic integro-differential equations for the collective variables of the ansatz for the perturbed envelope soliton. We derive the Fokker-Planck equation of this system and search for a statistically equivalent system of Langevin equations, which shares the same Fokker-Planck equation. We undertake an analytical analysis of the Langevin system and derive an expression for the variance of the soliton position Var[x _s ] which predicts a stronger than linear time dependence of Var[x _s ] (superdiffusion). We compare these results with simulations for the discrete system and find they agree well. We refer to recent studies where the diffusion of pulse solitons were found to exhibit a superdiffusive behaviour on longer time scales.Received: 28 June 2004, Published online: 26 November 2004PACS: 05.10.Gg Stochastic analysis methods - 05.45.Yv Solitons - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.50. + q Lattice theory and statistics     

Fermionic path integration and Grassmann Brownian motion

A Grassmann probability theory, with anticommuting random variables and stochastic processes, is developed using an extension of Berezin integration to infinite dimensional spaces. A Kolmogorov-type consistency condition allows integration on spaces of paths in anticommuting space. One particular stochastic process, Grassmann Brownian motion, is described and the associated measure used to give a path-integral formula for the kernel of the evolution operator in fermionic quantum mechanics. The Fourier mode expansion of Grassmann Brownian motion is derived.Research supported by the Science and Engineering Research Council of Great Britain under advanced research fellowship number B/AF/687     

Painlevé Analysis,Soliton Collision and Bäcklund Transformation for the (3+1)-Dimensional Variable-Coefficient Kadomtsev-Petviashvili Equation in Fluids or Plasmas

In this paper, we investigate a (3+1)-dimensional generalized variable-coefficient Kadomtsev-Petviashvili equation, which can describe the nonlinear phenomena in fluids or plasmas. Painlevé analysis is performed for us to study the integrability, and we find that the equation is not completely integrable. By virtue of the binary Bell polynomials, bilinear form and soliton solutions are obtained, and Bäcklund transformation in the binary-Bell-polynomial form and bilinear form are derived. Soliton collisions are graphically discussed: the solitons keep their original shapes unchanged after the collision except for the phase shifts. Variable coefficients are seen to affect the motion of solitons: when the variable coefficients are chosen as the constants, solitons keep their directions unchanged during the collision; with the variable coefficients as the functions of the temporal coordinate, the one soliton changes its direction.     

超流费米气体中两维孤子的动力学

我们利用解析和数值的方法,研究从Bardeen-Cooper-Schrieffer(BCS)超流到玻色-爱因斯坦凝聚(BEC)渡越的过程里超流费米气体中两维(2D)孤子的形成和演化.基于超流流体力学方程,在准二维和长波近似下,推导描述弱非线性激发带正色散项的Kadomtsev-Petviashvili方程;给出整个BCS-BEC渡越的2D孤子解,以及数值求解孤子在囚禁势中的演化.数值结果显示由于Snake(横向)不稳定性,大振幅的暗孤子会衰变为大量涡旋-反涡旋对,并且这个不稳定性在不同超流区域不同.     

Polynomial integrals of mechanical systems on a torus with a singular potential

The problem on integrability of the equations of motion of a material point on an n-dimensional Euclidean torus under the action of a force field with the potential energy having singularities at a finite number of points is considered. It is assumed that these singularities contain logarithmic coefficients and, consequently, have a more general form in comparison with power features. The potentials having power-type singularities were considered previously by V.V. Kozlov and D.V. Treshchev. In this work, it is proved that the equations of motion in the problem under consideration admit no nontrivial momentum-polynomial first integral with integrable coefficients on this torus.     

Simulations of rare events in fiber optics by interacting particle systems

In this paper we study the robustness of linear pulses, solitons, and dispersion-managed solitons, under the influence of random perturbations. First, we address the problem of the estimation of the outage probability due to polarization-mode dispersion. Second, we compare the pulse broadening due to random fluctuations of the group-velocity dispersion. We use an original interacting particle system to estimate the tails of the probability density functions of the pulse widths. A new adaptative Monte Carlo method is applied that enforces the simulations to probe the regions of practical importance by selection and mutation steps.     

Relativistic dynamics of stochastic particles

Particle motion in stochastic space, i.e., space whose coordinates consist of small, regular stochastic parts, is considered. A free particle in this space resembles a Brownian particle the motion of which is characterized by a dispersionD dependent on the universal length l. It is shown that in the first approximation in the parameter l the particle motion in an external force field is described by equations coincident in form with equations of stochastic mechanics due to Nelson, Kershow, and de la Pena-Auerbach. A method is proposed for the relativization of the scheme used to describe the processes in the stochastic space; by using this method, the equations of particle motion can be written in a covariant form.     

Relaxation of the Probability Characteristics of Brownian Motion under the Action of a Non-Delta-Correlated Random Force

We consider the relaxation of the moments of the coordinates of one-dimensional Brownian motion of particles in a symmetric potential profile under the action of a Gaussian, exponentially correlated random force. An analytical-numerical method of analysis based on obtaining and numerically solving a chain of differential equations for joint cumulants of some functions of particle coordinates and a random force is used. A priori constraints on the intensity and correlation time of noise are not imposed. Numerical procedure is checked by comparison with analytical results, which can be found in the limiting cases of delta-correlated and quasistatic random force. The dependence of the relaxation of the average value and variance on the intensity and spectrum of a random force and the character of the initial distribution of particles is elucidated. In particular, the presence of a variance minimum during distribution relaxation is established. The evolution of the model probability distribution of particle coordinates is constructed on the basis of the moment relaxation.     

Oscillator with random trichotomous mass

In addition to the case usually considered of a stochastic harmonic oscillator subject to an external random force (Brownian motion in a parabolic potential) or to a random frequency and random damping, we consider an oscillator with random mass subject to an external periodic force, where the molecules of a surrounding medium, which collide with a Brownian particle are able to adhere to the oscillator for a random time, changing thereby the oscillator mass. The fluctuations of mass are modelled as trichotomous noise. Using the Shapiro–Loginov procedure for splitting the correlators, we found the first two moments. It turns out that the second moment is a non-monotonic function of the characteristics of noise and periodic signal, and for some values of these parameters, the oscillator becomes unstable.     

Self-organizing dynamics of human erythrocytes under shear stress

The characterization of the erythrocytes’ viscoelastic properties is studied from the perspective of bounded correlated random walk (Brownian motion), based on the assumption that diffractometric data involves both deterministic and stochastic components. The photometric readings are obtained by ektacytometry over several millions of shear elongated cells, using a home-made device called Erythrodeformeter. The results suggest that the samples from healthy donors are intrinsically unpredictable (ordinary Brownian motion), while when studying beta thalassemic samples, these exhibit not only a great sensitivity to initial conditions (fractional Brownian motion) but also chaotic behavior. These results could allow us to claim that we have linked nonlinear tools with clinical aspects of the erythrocytes rheological properties.