Stationary nonequilibrium solutions of model Boltzmann equation

We give an explicit solution of a model Boltzmann kinetic equation describing a gas between two walls maintained at different temperatures. In the model, which is essentially one-dimensional, there is a probability for collisions to reverse the velocities of particles traveling in opposite directions. Particle number and speeds (but not momentum) are collision invariants. The solution, which depends on the stochastic collision kernels at the walls, has a linear density profile and the energy flux satisfies Fourier's law.This paper is dedicated to Peter Gabriel Bergmann with affection and admiration on the occasion of his 70th birthday.     

Moving breather collisions in Klein-Gordon chains of oscillators

We investigate the collisions of moving breathers, with the same frequency, in three different Klein-Gordon chains of oscillators. The on-site potentials are: the asymmetric and soft Morse potential, the symmetric and soft sine-Gordon potential and the symmetric and hard φ⁴ potential. The simulation of a collision begins generating two identical moving breathers traveling with opposite velocities, they are obtained after perturbing two identical stationary breathers which centers are separated by a fixed number of particles. If this number is odd we obtain an on-site collision, but if this number is even we obtain an inter-site collision. Apart from this distinction, we have considered symmetric collisions, if the colliding moving breathers are vibrating in phase, and anti-symmetric collisions, if the colliding moving breathers are vibrating in anti-phase. The simulations show that the collision properties of the three chains are different. The main observed phenomena are: breather generation with trapping, with the appearance of two new moving breathers with opposite velocities, and a stationary breather trapped at the collision region; breather generation without trapping, with the appearance of new moving breathers with opposite velocities; breather trapping at the collision region, without the appearance of new moving breathers; and breather reflection. For each Klein-Gordon chain, the collision outcomes depend on the lattice parameters, the frequency of the perturbed stationary breathers, the internal structure of the moving breathers and the number of particles that initially separates the stationary breathers when they are perturbed.     

Tunneling times for opaque barriers

We propose new criteria to evaluate the average time spent by particles in a tunneling barrier. First we construct asojourn time, on the basis of statistical information provided by quantum mechanics, which seems to be an appropriate measure of the time spent byall particles within the barrier. A simple, stochastic treatment is then used to deal with the particles that actually traverse the barrier, in order to study their interaction time. The results obtained show that opaque barriers have important effects on the particlesbefore they enter the potential region, confirming previously published numerical findings. No arbitrarily high effective velocities appear anywhere in the present treatment.     

Kinetics of the geometric isomerization of cyclohexene in a stochastic bath

Rare-events molecular dynamics techniques are used to study the interconversion between the two half-chair isomers of cyclohexene (C₆H₁₀), in a solvent modelled through a stochastic bath, in order to investigate dynamic solvent effects on the isomerization rate. Adopting the torsional angle around the C-C sigma bond opposite to the double bond as the reaction coordinate, we calculate the equilibrium distribution of this coordinate (using umbrella sampling), and estimate the isomerization rate, including the transmission coefficient κ. The paper also contains methodological developments. A variant of Andersen's stochastic collision method (canonical ensemble sampling) is developed for molecules with constraints: by resampling Cartesian velocities of a localized subgroup of atoms of the molecule and leaving all other atomic velocity components unchanged, one mimics the collision of a virtual gas molecule with a subpart of the molecule of interest. To evaluate the transmission coefficient κ, the initial conditions for trajectories ‘crossing the top’ are automatically generated during the run, using a biased potential to obtain the probability of being at the saddle point.     

Thermodynamics and transport in an active Morse ring chain

We investigate the stochastic dynamics of an one-dimensional ring with N self-driven Brownian particles. In this model neighboring particles interact via conservative Morse potentials. The influence of the surrounding heat bath is modeled by Langevin-forces (white noise) and a constant viscous friction coefficient γ. The Brownian particles are provided with internal energy depots which may lead to active motions of the particles. The depots are realized by an additional nonlinearly velocity-dependent friction coefficient γ ₁(v) in the equations of motions. In the first part of the paper we study the partition functions of time averages and thermodynamical quantities (e.g. pressure) characterizing the stationary physical system. Numerically calculated non-equilibrium phase diagrams are represented. The last part is dedicated to transport phenomena by including a homogeneous external force field that breaks the symmetry of the model. Here we find enhanced mobility of the particles at low temperatures. Received 21 July 2001     

A Stochastic Model Associated with Enskog Equation and Its Kinetic Limit

 We examine a system of particles in which the particles travel deterministically in between stochastic collisions. The collisions are elastic and occur with probability ɛ ^d when two particles are at a distance σ. When the number of particles N goes to infinity and Nɛ ^d goes to a nonzero constant, we show that the particle density converges to a solution of the Enskog Equation. Received: 29 January 2002 / Accepted: 30 July 2002 Published online: 14 November 2002 RID="*" ID="*" Research supported in part by NSF Grant DMS-0072666     

First passage time in a two-layer system

As a first step in the first passage problem for passive tracer in stratified porous media, we consider the case of a two-dimensional system consisting of two layers with different convection velocities. Using a lattice generating function formalism and a variety of analytic and numerical techniques, we calculate the asymptotic behavior of the first passage time probability distribution. We show analytically that the asymptotic distribution is a simple exponential in time for any choice of the velocities. The decay constant is given in terms of the largest eigenvalue of an operator related to a half-space Green's function. For the anti-symmetric case of opposite velocities in the layers, we show that the decay constant for system lengthL crosses over fromL ^–2 behavior in the diffusive limit toL ^–1 behavior in the convective regime, where the crossover lengthL ^* is given in terms of the velocities. We also have formulated a general self-consistency relation, from which we have developed a recursive approach which is useful for studying the short-time behavior.     

Stochastic processes for indirectly interacting particles and stochastic quantum mechanics

This work has two objectives. The first is to begin a mathematical formalism appropriate to treating particles which only interact with each otherindirectly due to hypothesized memory effects in a stochastic medium. More specifically we treat a situation in which a sequence of particles consecutively passes through a region (e.g., a measuring apparatus) in such a way that one particle leaves the region before the next one enters. We want to study a situation in which a particle may interact with other particles that previously passed through the system via disturbances made in the region by these previous particles.Second, we apply the type of stochastic process appearing in this context to the stochastic interpretation of quantum mechanics to obtain a modified version of this interpretation. This version is free of many of the criticisms made against the stochastic interpretation of quantum mechanics.     

Properties of Some Chaotic Billiards with Time-Dependent Boundaries

A dispersing billiard (Lorentz gas) and focusing billiards (in the form of a stadium) with time-dependent boundaries are considered. The problem of a particle acceleration in such billiards is studied. For the Lorentz gas two cases of the time-dependence are investigated: stochastic perturbations of the boundary and its periodic oscillations. Two types of focusing billiards with periodically forced boundaries are explored: stadium with strong chaotic properties and a near-rectangle stadium. It is shown that in all cases billiard particles can reach unbounded velocities. Average velocities of the particle ensemble as functions of time and the number of collisions are obtained.     

Nonlinear systems with fast and slow motions. Changes in the probability distribution for fast motions under the influence of slower ones

The influence of slow processes on the probability distribution of fast random processes is investigated. By reviewing four examples we show that such influence is apparently of a universal character and that, in some cases, this universality is of multifractal form. As our examples we consider theoretically stochastic resonance, turbulent jets with acoustic forcing, and two problems studied experimentally by Shnoll on the influence of the Earth’s slow rotation on the probability distribution for the velocities of model Brownian particles and on alpha decay. In the case of stochastic resonance, the slow process is a low frequency, harmonic, external force. In the case of turbulent jets, the slow process is acoustic forcing. In the models based on Shnoll’s experiments, the slow processes are inertial forces arising from the rotation of the Earth, both about its own axis and about the Sun. It is shown that all of these slow processes cause changes in the probability distributions for the velocities of fast processes interacting with them, and that these changes are similar in form.     

Numerical study of translational nonequilibrium in an He–Xe mixture by direct simulation Monte Carlo

The distributions of pairs of particles over relative velocities at the shock wave front in He with a small Xe additive have been studied. It has turned out that the values of the distributions over relative velocities for an Xe–Xe atomic pair far (up to 10⁹ times) exceed their equilibrium values behind a shock wave within a narrow part of its front at high velocities of the wave and small Mach numbers (M = 2). This feature is lacking in the distributions of He–Xe atomic pairs over relative velocities.     

Navier-Stokes equations for stochastic particle systems on the lattice

We introduce a class of stochastic models of particles on the cubic lattice ℤ ^d with velocities and study the hydrodynamical limit on the diffusive spacetime scale. Assuming special initial conditions corresponding to the incompressible regime, we prove that in dimensiond≧3 there is a law of large numbers for the empirical density and the rescaled empirical velocity field. Moreover the limit fields satisfy the corresponding incompressible Navier-Stokes equations, with viscosity matrices characterized by a variational formula, formally equivalent to the Green-Kubo formula. Partially supported by GNFM-CNR and MURST. Partially supported by GNFM-CNR, INFN and MURST. Partially supported by U.S. National Science Foundation grant 9403462 and David and Lucile Packard Foundation Fellowship.     

Particle subgrid scale modelling in large-eddy simulations of particle-laden turbulence

This study is concerned with particle subgrid scale (SGS) modelling in large-eddy simulations (LESs) of particle-laden turbulence. Although many particle-laden LES studies have neglected the effect of the SGS on the particles, several particle SGS models have been proposed in the literature. In this research, the approximate deconvolution method (ADM) and the stochastic models of Fukagata et al. (Dynamics of Brownian particles in a turbulent channel flow, Heat Mass Transf. 40 (2004), 715–726) Shotorban and Mashayek (A stochastic model for particle motion in large-eddy simulation, J. Turbul. 7 (2006), 1–13) and Berrouk et al. (Stochastic modelling of inertial particle dispersion by subgrid motion for LES of high Reynolds number pipe flow, J. Turbul. 8 (2007), pp. 1–20) are analysed. The particle SGS models are assessed using both a priori and a posteriori simulations of inertial particles in a periodic box of decaying, homogeneous and isotropic turbulence with an initial Reynolds number of Re_λ = 74. The model results are compared with particle statistics from a direct numerical simulation (DNS). Particles with a large range of Stokes numbers are tested using various filter sizes and stochastic model constant values. Simulations with and without gravity are performed to evaluate the ability of the models to account for the crossing trajectory and continuity effects. The results show that ADM improves results but is only capable of recovering a portion of the SGS turbulent kinetic energy. Conversely, the stochastic models are able to recover sufficient SGS energy, but show a large range of results dependent on the Stokes number and filter size. The stochastic models generally perform best at small Stokes numbers, but are unable to predict preferential concentration.     

瓮模型中多粒子动力学的研究

研究了处于热库中的多颗粒在两个和多个瓮中的运动.通过求解含噪声项的一维朗之万方程,获得颗粒的位置和速度,并分析了其运动状态.研究发现，在高温下系统处于对称态的时间较长,反之系统将会出现多个定态.所有运动颗粒的速率分布都满足Gauss分布,非对称态的有效温度T₂与弹性恢复系数r有良好的指数关系. 关键词： 多颗粒 多瓮 速率分布 有效温度     

On the Relaxation of the Energy Distribution Function of Light Particles in Heavy Gases

A stochastic approach to the thermalization problem of light particles in heavy gases is discussed which presents a number of advantages with respect to more conventional techniques. The procedure is used to study the relaxation of the distribution function in cold gases in two situations in which: i) only first order terms are retained and ii) second order terms are also included, with respect to the ratio m/M between light-particle mass m and atomic mass M.     

New mechanism for the production of extremely fast light particles in heavy-ion collisions in the fermi energy domain

Employing a four-body classical model, various mechanisms responsible for the production of fast light particles in heavy-ion collisions at low and intermediate energies have been studied. It has been shown that, at energies lower than 50 A MeV, light particles of velocities of more than two times the projectile velocities are produced due to the acceleration of the target light particles by the mean field of the incident nucleus. It has also been shown that precision experimental reaction research in normal and inverse kinematics is likely to provide vital information about which mechanism is dominant in the production of fast light particles.     

Interactions between two-dimensional solitons in the diffractive-diffusive Ginzburg-Landau equation with the cubic-quintic nonlinearity

We report the results of systematic numerical analysis of collisions between two and three stable dissipative solitons in the two-dimensional (2D) complex Ginzburg-Landau equation (CGLE) with the cubic-quintic (CQ) combination of gain and loss terms. The equation may be realized as a model of a laser cavity which includes the spatial diffraction, together with the anomalous group-velocity dispersion (GVD) and spectral filtering acting in the temporal direction. Collisions between solitons are possible due to the Galilean invariance along the spatial axis. Outcomes of the collisions are identified by varying the GVD coefficient, β, and the collision “velocity” (actually, it is the spatial slope of the soliton’s trajectory). At small velocities, two or three in-phase solitons merge into a single standing one. At larger velocities, both in-phase soliton pairs and pairs of solitons with opposite signs suffer a transition into a delocalized chaotic state. At still larger velocities, all collisions become quasi-elastic. A new outcome is revealed by collisions between slow solitons with opposite signs: they self-trap into persistent wobbling dipoles, which are found in two modifications — horizontal at smaller β, and vertical if β is larger (the horizontal ones resemble “zigzag” bound states of two solitons known in the 1D CGL equation of the CQ type). Collisions between solitons with a finite mismatch between their trajectories are studied too.     

Energy Transport Through Rare Collisions

We study a one-dimensional Hamiltonian chain of masses perturbed by an energy conserving noise. The dynamics is such that, according to its Hamiltonian part, particles move freely in cells and interact with their neighbors through collisions, made possible by a small overlap of size ϵ>0 between near cells. The noise only randomly flips the velocity of the particles. If ϵ→0, and if time is rescaled by a factor 1/ϵ, we show that energy evolves autonomously according to a stochastic equation, which hydrodynamic limit is known in some cases. In particular, if only two different energies are present, the limiting process coincides with the simple symmetric exclusion process.     

Optical orientation of particles with a random g-factor in semiconductor nanostructures

In real quasi-two-dimensional semiconductor nanostructures (quantum wells, quantum dots), the transverse g-factor of holes is a stochastic quantity. This fact should be taken into account in analyzing the optical orientation and Hanle effect of holes. The Hall effect for an ensemble of particles with a “random” g-factor has been treated theoretically. In the case where the spin relaxation time of a hole with a characteristic g-factor is shorter than the hole lifetime, there can occur a narrowing of the depolarization contour and an increase in its amplitude. In the opposite case of long spin relaxation times (trions in quantum dots), a formula has been derived, which generalizes the previously obtained result to the case of an arbitrary tilt angle of the magnetic field with respect to the plane of the layer (Hanle effect in the tilted form).