The nonlinear Fokker-Planck equation with state-dependent diffusion - a nonextensive maximum entropy approach

Nonlinear Fokker-Planck equations (e.g., the diffusion equation for porous medium) are important candidates for describing anomalous diffusion in a variety of systems. In this paper we introduce such nonlinear Fokker-Planck equations with general state-dependent diffusion, thus significantly generalizing the case of constant diffusion which has been discussed previously. An approximate maximum entropy (MaxEnt) approach based on the Tsallis nonextensive entropy is developed for the study of these equations. The MaxEnt solutions are shown to preserve the functional relation between the time derivative of the entropy and the time dependent solution. In some particular important cases of diffusion with power-law multiplicative noise, our MaxEnt scheme provides exact time dependent solutions. We also prove that the stationary solutions of the nonlinear Fokker-Planck equation with diffusion of the (generalized) Stratonovich type exhibit the Tsallis MaxEnt form. Received 26 February 1999     

莱维噪声诱发的速度双模分布

研究了非线性阻尼驱动的惯性莱维飞行在自由势场中的反常输运。通过引入依赖于速度的非线性阻尼,长程跳跃的莱维粒子被束缚,粒子的动力学行为由发散收敛为与时间呈正比的正常扩散。观察到在自由势场中莱维飞行的速度的定态概率分布呈双模分布形式,更为重要的是,观察到双模形式与莱维系数及非线性阻尼系数相关。     

莱维噪声诱发的速度双模分布

研究了非线性阻尼驱动的惯性莱维飞行在自由势场中的反常输运。通过引入依赖于速度的非线性阻尼,长程跳跃的莱维粒子被束缚,粒子的动力学行为由发散收敛为与时间呈正比的正常扩散。观察到在自由势场中莱维飞行的速度的定态概率分布呈双模分布形式,更为重要的是,观察到双模形式与莱维系数及非线性阻尼系数相关。     

非局域非线性介质中空间暗孤子的理论和实验研究

对非局域非线性介质中的空间暗孤子进行了研究.理论上运用牛顿迭代法求解非局域非线性薛定谔方程,得到了不同传播常数下的非局域空间暗孤子的数值解,发现在任何非局域程度以及任何传播常数条件下,都存在暗孤子的解,而且孤子的束宽与非局域程度存在一定的关系.实验上,在染料溶液中观测到了空间暗孤子在非局域非线性介质中的形成.利用输入功率所引起的非线性效应强度的变化,分析了背景光波形对暗孤子的影响,数值模拟结果与实验结果相符合. 关键词： 非局域非线性 空间暗孤子     

Density and current response functions in strongly disordered electron systems: diffusion,electrical conductivity and Einstein relation

We study noninteracting quantum charged particles (electron gas) subject to a strong random potential and perturbed by a weak classical electromagnetic field. We examine consequences of gauge invariance and charge conservation in the space of Bloch waves. We use two specific forms of the Ward identity between the one- and two-particle averaged Green functions to establish exact relations between the density and current response functions. In particular, we find precise conditions under which we can extract the current-current from the density-density correlation functions and vice versa. We use these results to prove a formula relating the density response and the electrical conductivity in strongly disordered systems. We introduce quantum diffusion as a response function that reduces to the diffusion constant in the static limit. We then derive Ficks law, a quantum version of the Einstein relation and prove the existence of the diffusion pole in the quasistatic limit of the zero-temperature electron-hole correlation function. We show that the electrical conductivity controls the long-range spatial fluctuations of the electron-hole correlation function only in the static limit.Received: 10 June 2003, Published online: 22 September 2003PACS: 72.10.Bg General formulation of transport theory - 72.15.Eb Electrical and thermal conduction in crystalline metals and alloys - 72.15.Qm Scattering mechanisms and Kondo effect     

Anomalous transport from holography: part II

This is a second study of chiral anomaly-induced transport within a holographic model consisting of anomalous \(U(1)_V\times U(1)_A\) Maxwell theory in Schwarzschild–AdS\(_5\) spacetime. In the first part, chiral magnetic/separation effects (CME/CSE) are considered in the presence of a static spatially inhomogeneous external magnetic field. Gradient corrections to CME/CSE are analytically evaluated up to third order in the derivative expansion. Some of the third order gradient corrections lead to an anomaly-induced negative \(B^2\)-correction to the diffusion constant. We also find modifications to the chiral magnetic wave nonlinear in B. In the second part, we focus on the experimentally interesting case of the axial chemical potential being induced dynamically by a constant magnetic and time-dependent electric fields. Constitutive relations for the vector/axial currents are computed employing two different approximations: (a) derivative expansion (up to third order) but fully nonlinear in the external fields, and (b) weak electric field limit but resuming all orders in the derivative expansion. A non-vanishing nonlinear axial current (CSE) is found in the first case. The dependence on magnetic field and frequency of linear transport coefficient functions is explored in the second.     

Fractional Brownian Motions and Enhanced Diffusion in a Unidirectional Wave-Like Turbulence

We study transport in random undirectional wave-like velocity fields with nonlinear dispersion relations. For this simple model, we have several interesting findings: (1) In the absence of molecular diffusion the entire family of fractional Brownian motions (FBMs), persistent or anti-persistent, can arise in the scaling limit. (2) The infrared cutoff may alter the scaling limit depending on whether the cutoff exceeds certain critical value or not. (3) Small, but nonzero, molecular diffusion can drastically change the scaling limit. As a result, some regimes stay intact; some (persistent) FBM regimes become non-Gaussian and some other FBM regimes become Brownian motions with enhanced diffusion coefficients. Moreover, in the particular regime where the scaling limit is a Brownian motion in the absence of molecular diffusion, the vanishing molecular diffusion limit of the enhanced diffusion coefficient is strictly larger than the diffusion coefficient with zero molecular diffusion. This is the first such example that we are aware of to demonstrate rigorously a nonperturbative effect of vanishing molecular diffusion on turbulent diffusion coefficient.     

输运过程的红外发散理论

本文基于低频涨落、耗散和弛豫现象的普适理论所提供的物理图象,探讨了非Markov过程的输运特点。发现:1.由于红外发散的影响、扩散系数、迁移率与粘滞系数以及它们之间所存在的广义Nernst-Einstein关系(以下简称MD关系)和广义DV关系(以下简称DV关系)一般说来都是色散的,色散的程度与表征物质内部结构差异的一个单参数——红外发散指数n有关。如果n=0,则所有的结果立即化为经典形式。2.在所讨论的模型中,按假设条件MV关系不依赖过程的性质和过程的结构。3.广义扩散系数与广义迁移率和MV,DV关系具 关键词：     

A spatiotemporal master equation model of morphogen transport: Local accumulation times,noise measurement and diffusion force

Morphogen, a class of signaling molecules to direct and control pattern formation of cell and tissue, is first synthesized in a local region and then conveyed to other regions or degraded. In the previous studies, this transport process was modeled by deterministic models of ordinary differential equations. In microcosmic environments, however, the process is often affected by stochastic fluctuations (or the noise). It remains unclear how this noise affects morphogen gradients. Here, we build a spatiotemporal master equation model for the process of morphogen transport in a finite developmental field, from which we derive the first-order moment equations of this master equation. We derive the analytical expression of the local accumulation time that the morphogens reach a steady state, and find that this time is nonlinear with respect to the cell positions. We also derive the approximate expressions of the steady-state variances, the Fano factors and the local accumulation time of the variance. Interestingly, we find that the local accumulation time for the variance of the morphogen number is shorter than that of its corresponding second-order moment. Moreover, the noise in the morphogen number is almost not affected by the distance from the cellular position to morphogen source. In addition, we further study some quantities (e.g., potential energy and diffusion force) from the view of physical-chemical mechanisms, and uncover that the diffusion force is a key factor for the formation of the morphogen gradient. Our results provide insights on morphogen diffusion.     

Sound modes in holographic hydrodynamics for charged AdS black hole

In the previous paper we studied the transport coefficients of quark–gluon plasma in finite temperature and finite density in vector and tensor modes. In this paper, we extend it to the scalar modes. We work out the decoupling problem and hydrodynamic analysis for the sound mode in charged AdS black hole and calculate the sound velocity, the charge susceptibility and the electrical conductivity. We find that Einstein relation among the conductivity, the diffusion constant and the susceptibility holds exactly.     

Anisotropic Diffusion in Driven Convection Arrays

We numerically investigate the transport of a Brownian colloidal particle in a square array of planar counter-rotating convection rolls at high Péclet numbers. We show that an external force produces huge excess peaks of the particle’s diffusion constant with a height that depends on the force orientation and intensity. In sharp contrast, the particle’s mobility is isotropic and force independent. We relate such a nonlinear response of the system to the advection properties of the laminar flow in the suspension fluid.     

Mathematical model of the Bloch NMR flow equations for the analysis of fluid flow in restricted geometries using the Boubaker polynomials expansion scheme

In this study, the Bloch NMR flow equations are modelled into diffusion equation with constant transport coefficient in terms of the NMR transverse magnetization. Mathematical conditions are established for the diffusion coefficients to be constant or spatially varied with direction. When these conditions are met, the diffusion coefficients can then be easily evaluated in terms of Boubaker polynomials for the study of flow in restricted geometries.     

Asymptotic Models of Diffusion Effects due to Nonlinear Resonant Interaction of Waves with Flows

We develop an asymptotic theory describing nonlocal effects caused by weak-diffusion processes in the case of resonant interaction of quasi-harmonic waves of small but finite amplitudes with flows of various physical nature in the case of an arbitrary relation between the nonlinearity and diffusion.We analyze the interaction of internal gravity waves with plane-parallel stratified shear flows in the nonlinearly-dissipative critical layer (CL) formed in the vicinity of the resonance level where the flow velocity is equal to the phase velocity of the wave. It is shown that the combined effect of the radiation force in the inner region of the CL and vorticity diffusion to the outer region results in the formation of a flow in which the asymptotic values of average vorticity at different sides of the CL are constant but different. If the criterion of the linear dynamic stability is satisfied (the Richardson number Ri>1/4), the resulting vorticity steps are comparable to the unperturbed vorticity. As a result, a wave reflected from the vorticity inhomogeneity in the CL is formed. As the amplitude of the incident wave increases, the average vorticity at the incidence side approaches the linear-stability threshold (Richardson number Ri > 1/4), and the reflection coefficient tends to -1.In the regime of nonlinear dissipative CL, we study the quasi-stationary asymptotic behavior of the flow formed by an internal gravity wave incident on a dynamically stable flow with velocity and density stratification, whose velocity at some level is equal to the phase velocity of the wave. It is shown that the vorticity diffusion results in the formation of a nonlocal transition region between the CL and the unperturbed flow, which we call the diffusive boundary layer (DBL). In this case, the CL is shifted toward the incident wave. We obtain a self-similar solution for the average fields, which is valid in the case of a constant vorticity step in the CL, and determine its parameters depending on the inner Reynolds number in the CL which describes the relation between the nonlinear and diffusive effects for the wave field in the resonance region. We determine the structure and temporal dynamics of the DBL formed by a rough surface streamlined by a stratified fluid whose velocity changes direction at some level.It is shown that in the case of the nonlinear resonance interaction of plasma electrons with a Langmuir wave, the electron diffusion in the velocity space leads to a significant nonlocal distortion of the electron distribution function outside the trapping region. We determine the distorted distribution function and calculate the rate of the nonlinear Landau damping of a finite-amplitude wave for an arbitrary ratio of the electron collision rate and the oscillation period of trapped electrons.     

Einstein Relation for a Tagged Particle in Simple Exclusion Processes

 It is known that the rescaled position of a tagged particle in symmetric simple exclusion processes converges to a diffusion. If now the tracer particle is driven by a small force, then it picks up a velocity. The Einstein relation states that in the limit, this velocity is proportional to the small force, and the constant of proportionality can be computed from the diffusion matrix of the tracer particle with no driving force. Such a relation is believed to be generally valid. In this article we establish its validity for all symmetric simple exclusion processes in dimension and we prove a density property for certain invariant states of the driven system. Received: 2 September 2001 / Accepted: 28 March 2002 Published online: 31 July 2002     

Anomalous diffusion in two-dimensional potentials with hexagonal symmetry

The diffusion process in a Hamiltonian dynamical system describing the motion of a particle in a two-dimensional (2D) potential with hexagonal symmetry is studied. It is shown that, depending on the energy of the particle, various transport processes can exist: normal (Brownian) diffusion, anomalous diffusion, and ballistic transport. The relationship between these transport processes and the underlying structure of the phase space of the Hamiltonian dynamical system is investigated. The anomalous transport is studied in detail in two particular cases: in the first case, inside the chaotic sea there exist self-similar structures with fractal properties while in the second case the transport takes place in the presence of multilayered structures. It is demonstrated that structures of the second type can lead to a physical situation in which the transport becomes ballistic. Also, it is shown that for all cases in which the diffusive transport is anomalous the trajectories of the diffusing particles contain long segments of regular motion, the length of these segments being described by Levy probability density functions. Finally, the numerical values of the parameters which describe the diffusion processes are compared with those predicted by existing theoretical models. (c) 2000 American Institute of Physics.     

Euler–Poincaré flows and leibniz structure of nonlinear reaction–diffusion type systems

In this paper we present Euler–Poincaré formulation of the Fisher, Fitzhugh–Nagumo, Burgers–Huxley and extended Fitzhugh–Nagumo and extended Burgers–Huxley type nonlinear reaction–diffusion systems. All these flows are related to infinite dimensional almost Poisson manifolds and the corresponding Lie–Poisson structures yield Leibniz brackets, a bracket endowed with both symmetric and skewsymmetric parts. The symmetric part contributes the diffusion part of the ssystem. The properties exhibited by the reaction–diffusion systems defined in this way are in general very different from the standard Hamiltonian mechanics since the dynamics are controlled by the standard Poisson brackets. Moreover, all the nonlinear reaction–diffusion systems under consideration are Euler–Poincaré flows on the dual of Kirillov’s superalgebra associated to the Bott–Virasoro group.     

Diffusive atom transport along step edges on Ag(1 1 1) at 295 K

The entropy-driven relaxation of a unique, non-equilibrium step edge configuration on the Ag(1 1 1) surface was observed using time-resolved STM imaging at room temperature. Using the Gibbs–Thomson relation, the relaxation process is quantitatively described as diffusive mass transport in terms of a gradient in the chemical potential along the monoatomic step edge. The STM data directly show that mass transport on Ag(1 1 1) is dominated by step edge diffusion at 295 K, and allow an estimate of the corresponding effective energy barrier. We obtain E_eff=0.49±0.05 eV and compare this value with recent results on island diffusion studies.     

Generation of the ballistic particle transport in a periodic Hamiltonian system subjected to small time-dependent perturbation

The problem of the motion of an ensemble of classical particles in a periodic potential field has been considered. A method is proposed for generating directed ballistic transport by means of a perturbation oscillating in time and space. This method makes it possible to significantly reduce the perturbation intensity required to generate a particle flux. In particular, it has been shown that, even if the ensemble of particles is initially near the stable-equilibrium states, a directed flux appears at a perturbation amplitude of about 10^?2 of the potential barrier height. The flux generation mechanism is associated with the creation of global chaotic diffusion due to resonances between spatial and time oscillations of perturbation. A nonlinear pendulum is considered as an example.     

非局域表面暗孤子及其稳定性分析

非局域体介质中的暗孤子及表面亮孤子由于在光通信领域的潜在应用而受到极大关注,然而到目前为止却没有对非局域表面暗孤子的研究.在线性介质和非局域非线性介质的分界面上,数值模拟得到了1+1维非局域基态和二阶表面暗孤子,研究了它们的波形与传播常数和介质非局域程度的关系,基于它们的稳定性分析进行了理论推导和数值模拟.稳定性分析结果表明:1+1维非局域基态表面暗孤子在其存在区域总是稳定的,而二阶表面暗孤子是区域不稳定的,其不稳定区域的宽度与传播常数以及介质的非局域程度有关系,且受传播常数的影响更大.加噪声的初始输入传输图验证了稳定性分析结果的正确性.     

Rotational effect in two-dimensional cooperative directed transport

In this review we investigate the rotation effect in the motion of coupled dimer in a two-dimensional asymmetric periodic potential. Free rotation does not generate directed transport in translational direction, while we find it plays an critical role in the motors motility when the dimer moves under the effect of asymmetry ratchet potential. In the presence of external force, we study the relation between the average current and the force numerically and theoretically. The numerical results show that only appropriate driving force could produce nonzero current and there are current transitions when the force is large enough. An analysis of stability analysis of limit cycles is applied to explain the occurrence of these transitions. Moreover, we numerically simulate the transport of this coupled dimer driven by the random fluctuations in the rotational direction. The existence of noise smooths the current transitions induced by the driving force and the resonance-like peaks which depend on the rod length emerge in small noise strength. Thanks to the noise in the rotational direction, autonomous motion emerges without the external force and large noise could make the current reversal happen. Eventually, the new mechanism to generate directed transport by the rotation is studied.