Existence theory of the linear equations appearing in the Chapman-Enskog solutions to two kinetic equations for liquids

The linear operators appearing in the Chapman-Enskog solutions to Kirkwood's Fokker-Planck kinetic equation and to Rice and Allnatt's kinetic equation are studied in this article. Existence proofs are given for the linearized Chapman-Enskog equations involving either the Fokker-Planck or the Rice-Allnatt operators. It is shown that the Fokker-Planck and Rice-Allnatt operators, defined in the domain appropriate to kinetic theory, are essentially self-adjoint. It is also shown that the spectrum of either of these operators coincides with the spectrum of the self-adjoint extension of the corresponding operator.Sloan Foundation Fellow 1968–70. Guggenheim Fellow 1969–70.     

Perturbation Theory for a Stochastic Process with Ornstein-Uhlenbeck Noise

The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two dimensions. In the case of motion in the vicinity of an attractive fixed point, it is shown how the solution of this equation can be developed as a power series. The coefficients are determined exactly by using algebraic properties of a system of annihilation and creation operators.     

Statistical mechanics of nonlinear hydrodynamic fluctuations

The paper studies nonlinear hydrodynamic fluctuations by the methods of nonequilibrium statistical mechanics. The generalized Fokker-Planck equation for the distribution function of coarse-grained densities of conserved quantities is derived from the Liouville equation and then is investigated by using the gradient expansions in the flux correlation matrix. We have obtained the functional-differential Fokker-Planck equation describing the nonlinear hydrodynamic fluctuations in spatially nonuniform systems to second order in gradients of coarse-grained fluctuating fields. An outline of the derivation of Fokker-Planck equations containing the Burnett terms is also given. The explicit coordinate representation for the hydrodynamic Fokker-Planck equation is discussed in the case of one-component simple fluid. The general scheme of a change of coarse-grained functional variables is developed for hydrodynamic Fokker-Planck equations. The corresponding transformation rules are found for “drift” terms, “diffusion coefficients” and thermodynamic forces. The dynamical equations and stationary conditions for averages of functions (functionals) of hydrodynamic fields are discussed by using the Fokker-Planck operators acting on such functions. The explicit form of these operators are found for various sets of fluctuating fields. As an application of the formalism the calculation of the stationary correlation functions is presented for a simple nonequilibrium steady state.     

Functional Fokker-Planck treatment of electromagnetic field propagation in a thermal medium

The quantum statistics of continuous space time dependent electromagnetic fields is analyzed by means of functionals. The case of a field propagating in a thermal reservoir serves as a simple example to illustrate the succeeding steps: a masterequation is derived for the density operator which is a functional of the field operators. By means of the coherent state representation for continuous fields the masterequation is transformed into a functional differential equation in the function space, spanned by the coherent state amplitudes. This equation is of the Fokker-Planck type and determines a Gaussian process for a continuum of variables or a field. It is solved by determining the characteristics in function space of the associated equation of motion for the characteristic functional and subsequent functional integration. The solution is used to calculate some correlation functions and the spectral function of the field.     

On the quantum-mechanical Fokker-Planck and Kramers-Chandrasekhar equation

In the classical theory of Brownian motion we can consider the Langevin equation as an infinitesimal transformation between the coordinates and momenta of a Brownian particle, given probabilistically, since the impulse appearing is characterized by a Gaussian random process. This probabilistic infinitesimal transformation generates a streaming on the distribution function, expressed by the classical Fokker-Planck and Kramers-Chandrasekhar equations. If the laws obeyed by the Brownian particle are quantum mechanical, we can reinterpret the Langevin equation as an operator relation expressing an infinitesimal transformation of these operators. Since the impulses are independent of the coordinates and momenta we can think of them as c numbers described by a Gaussian random process. The so resulting infinitesimal operator transformation induces a streaming on the density matrix. We may associate, according to Weyl functions with operators. The function associated with the density matrix is the Wigner function. Expressing, then, these operator relations in terms of these functions we can express the streaming as a continuity equation of the Wigner function. We find that in this parametrization the extra terms which appear are the same as in the classical theory, augmenting the usual Wigner equation.     

Correlations in classical and quantum systems far from thermal equilibrium

We consider classical systems described by a Fokker-Planck equation or a generalized Fokker-Planck equation and quantum systems described by a density matrix equation or by a generalized Fokker-Planck equation using the principle of quantum classical correspondence. We split the corresponding operators of the equation of motion into a part which refers to the proper system and another one which describes the coupling of the proper system to the external world (reservoirs). We demonstrate that by use of conservation laws, referring to the proper systems, exact relations hold for certain moments, valid for all temperatures and coupling constants of the reservoirs. Using the concepts of a previous paper we describe then a perturbation theoretical approach which allows in a simple manner to determine a number of important correlation functions (moments of the total system). The time dependent case is briefly discussed. The applicability and usefulness of the present procedure is demonstrated by the example of the single-mode laser yielding e.g. expressions for the atom-field correlation.     

The underlying Brownian motion of nonrelativistic quantum mechanics

Nonrelativistic quantum mechanics can be derived from real Markov diffusion processes by extending the concept of probability measure to the complex domain. This appears as the only natural way of introducing formally classical probabilistic concepts into quantum mechanics. To every quantum state there is a corresponding complex Fokker-Planck equation. The particle drift is conditioned by an auxiliary equation which is obtained through stochastic energy conservation; the logarithmic transform of this equation is the Schrödinger equation. To every quantum mechanical operator there is a stochastic process; the replacement of operators by processes leads to all the well-known results of quantum mechanics, using stochastic calculus instead of formal quantum rules. Comparison is made with the classical stochastic approaches and the Feynman path integral formulation.     

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.     

Master Equation in Phase Space for a Uniaxial Spin System

A master equation, for the time evolution of the quasi-probability density function of spin orientations in the phase space representation of the polar and azimuthal angles is derived for a uniaxial spin system subject to a magnetic field parallel to the axis of symmetry. This equation is obtained from the reduced density matrix evolution equation (assuming that the spin-bath coupling is weak and that the correlation time of the bath is so short that the stochastic process resulting from it is Markovian) by expressing it in terms of the inverse Wigner-Stratonovich transformation and evaluating the various commutators via the properties of polarization operators and spherical harmonics. The properties of this phase space master equation, resembling the Fokker-Planck equation, are investigated, leading to a finite series (in terms of the spherical harmonics) for its stationary solution, which is the equilibrium quasi-probability density function of spin “orientations” corresponding to the canonical density matrix and which may be expressed in closed form for a given spin number. Moreover, in the large spin limit, the master equation transforms to the classical Fokker-Planck equation describing the magnetization dynamics of a uniaxial paramagnet.     

Method of projection operators in the theory of irreversible processes

The Zwanzig-Nakajima projection-operator method is extended to the case of time-dependent nonlinear projection operators. A method employing these operators is proposed for constructing the non-Markovian kinetic equation for a single-particle, time-dependent distribution function. An important assumption is made in the derivation of the equation regarding the factorization of the initial nonequilibrium distribution of the multi-particle system. An approximate kinetic equation is obtained for a slightly nonequilibrium system which asymptotically approaches the equilibrium canonical distribution at a fixed temperature. The effects of the self-consistent Vlasov field and the non-Markovian Fokker-Planck collision operator with a microscopic parameter appear in this equation. This is the first derivation of such an equation.     

The Fokker-Planck equation for arbitrary nonlinear noise

We present the Fokker-Planck equation for arbitrary nonlinear noise terms. The white noise limit is taken as the zero correlation time limit of the Ornstein-Uhlenbeck process. The drift and diffusion coefficients of the Fokker-Planck equation are given by triple integrals of the fluctuations. We apply the Fokker-Planck equation to the active rotator model with a fluctuating potential barrier which depends nonlinearly on an additive noise. We show that the nonlinearity may be transformed into the correlation of linear noise terms.     

A comment on the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations” by T.D. Frank

The purpose of this comment is to correct mistaken assumptions and claims made in the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations” by T. D. Frank [T.D. Frank, Stochastic feedback, non-linear families of Markov processes, and nonlinear Fokker-Planck equations, Physica A 331 (2004) 391]. Our comment centers on the claims of a “non-linear Markov process” and a “non-linear Fokker-Planck equation.” First, memory in transition densities is misidentified as a Markov process. Second, the paper assumes that one can derive a Fokker-Planck equation from a Chapman-Kolmogorov equation, but no proof was offered that a Chapman-Kolmogorov equation exists for the memory-dependent processes considered. A “non-linear Markov process” is claimed on the basis of a non-linear diffusion pde for a 1-point probability density. We show that, regardless of which initial value problem one may solve for the 1-point density, the resulting stochastic process, defined necessarily by the conditional probabilities (the transition probabilities), is either an ordinary linearly generated Markovian one, or else is a linearly generated non-Markovian process with memory. We provide explicit examples of diffusion coefficients that reflect both the Markovian and the memory-dependent cases. So there is neither a “non-linear Markov process”, nor a “non-linear Fokker-Planck equation” for a conditional probability density. The confusion rampant in the literature arises in part from labeling a non-linear diffusion equation for a 1-point probability density as “non-linear Fokker-Planck,” whereas neither a 1-point density nor an equation of motion for a 1-point density can define a stochastic process. In a closely related context, we point out that Borland misidentified a translation invariant 1-point probability density derived from a non-linear diffusion equation as a conditional probability density. Finally, in the Appendix A we present the theory of Fokker-Planck pdes and Chapman-Kolmogorov equations for stochastic processes with finite memory.     

Generalized Fokker-Planck equation: Derivation and exact solutions

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and Lévy stable noise, and show that it reproduces all Fokker-Planck equations that are known for these noises. Exact analytical, time-dependent and stationary solutions of the generalized Fokker-Planck equation are derived and analyzed in detail for the cases of a linear, a quadratic, and a tailored potential.     

Fokker-Planck Equation of a Stochastic System Driven by Spatially-Related Noises

In this paper we study a general stochastic system driven by the spatially-related Gaussian white noises. The corresponding Fokker-Planck equation is calculated; and some typical cases are analyzed. Finally, by the Fokker-Planck equation derived in the paper we study a single bistable kinetic process with spatially-related noise. The results obtained in the paper provide a correct foundation for the.treatment of the stochastic systems driven by spatially-related noises.     

On the quantum mechanical description of scattering by a dissipative and diffusive scattering centre

A partial integro-differential equation is formulated for the Wigner transform of the quantum mechanical reduced density operator describing the time evolution of a “macroscopic” coordinate under the influence of coupling to a large number of “intrinsic” degrees of freedom. The equation contains integral operators which lead to energy dissipation and diffusion and reduces to a transport equation of the Fokker-Planck type if the form factors in the integrands are treated in appropriate (harmonic) approximations. The stationary solution of the partial integro-differential equation is obtained numerically for scattering by a conservative potential and by a dissipative and diffusive scattering centre in one spatial dimension.     

Quantum noise generated by four-wave mixing process within a fiber ring resonator

We have analyzed the dissipative effect of the entangled photons generated by a nonlinear optical ring resonator from a non-degenerate four-wave mixing (FWM) process. The system and reservoir Hamiltonian are established in the interaction picture. To eliminate the reservoir operators, the Markov approximation is used and result them in a Linblad form in the master equation. Consequently, the positive P representation can recast this equation to the Fokker-Planck equation, and then the stochastic differential equations i.e., the entangled photon state equation of motion for photons propagating in the fiber, are obtained and easy to analyze numerically. Results obtained have shown that the entangled strength measurement depends on three main factors; first the nonlinear susceptibility of the third harmonic generation, second the damping rate that represents loss of energy from the system to the reservoir, and final the diffusion of fluctuations in the reservoir into the entangled photon modes.     

原子偶极矩变化行为对激光光场量子统计性质的决定性影响

采用有序化算符技术得到了封闭原子模型激光系统的Fokker-Planck方程，通过积分消元方法将其化简为只含场变量的方程，进而求出了激光光场的Q函数.通过对Q函数的分析，发现激光工作能级间的原子偶极矩在稳态值附近的变化行为对激光光场量子统计性质有决定性的影响，并给出了某些条件下这种影响的具体图像.所得结论适用于范围广泛的激光系统，包括无反转激光系统. 关键词：     

A stochastic approach to nonequilibrium thermodynamics of chemical reaction system

Nonequilibrium thermodynamics is formulated by combining the nonlinear Fokker-Planck equation with the so-called Gibbs entropy postulate. The entropy production thus derived consists of two parts: one is of the same form as the usual entropy production and the other is the fluctuating part attendant on it. The evolution criterion can easily be verified in the stochastic framework. For illustration the system governed by the linear Fokker-Planck equation is in detail discussed.     

On the validity of the Onsager-Machlup postulate for nonlinear stochastic processes

It is shown that: (i) the Onsager-Machlup postulate applies to nonlinear stochastic processes over a time scale that, while being much longer than the correlation times of the random forces, is still much shorter than the time it takes for the nonlinear distortion to become visible; (ii) these are also the conditions for the validity of the generalized Fokker-Planck equation; and (iii) when the fine details of the space-time structure of the stochastic processes are unimportant, the generalized Fokker-Planck equation can be replaced by the ordinary Fokker-Planck equation.