Distribution functions for the Brownian motion of particles in a periodic potential driven by an external force

The stationary distribution functions for the Brownian motion of particles driven by an external force are calculated by expanding the velocity part into Hermite functions and the space part into a Fourier series. Insertion into the Fokker-Planck equation leads to a matrix continued fraction for the lowest two coefficients of the Hermite functions. Higher order terms are found by reverse iteration. Results are shown for a cosine potential. The good convergence allows the calculation in the full range of damping constants. For small friction the distribution function is in good agreement with previous results and the maxima are given by the solutions without noise.     

Optical bistability due to a two-photon absorption resonance with fluctuations

Using the intensity-dependent complex dielectric function for a two-photon absorption resonance we derive the Langevin equation for the fluctuating light-field in the non-linear resonator. The corresponding Fokker-Planck equation is solved by expanding the distribution function in terms of products of trigonometric functions and generalized Laguerre polynomials. The expansion coefficients are calculated using the method of matrix continued fractions. Numerical results for the stationary case are given.     

Systems under the influence of white and colored poisson noise

We deal in this paper with systems driven by white or colored Poisson noise. For a free Brownian particle under the influence of white Poisson noise an exact generalized master equation in position space is obtained. In the Gaussian and Smoluchowski limits, known results are recovered. For a general process defined by a stochastic differential equation, with colored Poisson noise, we find an approximate generalized master equation, including first order terms in the correlation time and the first correction to the gaussianity. Under a more restrictive approximation, the stationary distribution function is given. This is used to study the phase transition in the steady state for a Verhulst model. Corrections to the gaussianity are discussed in this case.     

Dynamical properties of colloidal systems: 1. Derivation of stochastic transport equations

To describe dynamical properties of a system of interacting Brownian particles stochastic transport equations are derived for the positions of the particles and their concentration fluctuations. This is achieved by an expansion of the Langevin equation for the momenta in terms of the reciprocal of the friction coefficient. As a by-product this procedure gives a new derivation of the generalized Smoluchowski equation. Using a local equilibrium approximation for the configurational distribution function a mode-mode coupling equation is derived for the local concentration, which still depends on the random forces of the solvent. For the interaction free case the relation to the ordinary diffusion approach is established.     

Correlation functions and correlation times for models with multiplicative white noise

Correlation functions and correlation times for the Stratonovich and Verhulst model are investigated. By transforming the Fourier transform of the corresponding Fokker-Planck equation into a tridiagonal vector recurrence relation, the Fourier transform of the correlation function and the correlation time are expressed in terms of matrix continued fractions or by similar iterations and are thus obtained numerically. By using the inverse Fourier transform, the correlation function itself is calculated. Furthermore an analytic expression in terms of an integral is obtained for the correlation time, which is evaluated exactly in the Verhulst model and asymptotically for large and weak noise strength in the Stratonovich model. A Padé expansion approximating the correlation time for all noise strength is also given.     

Fractional transport equations for Lévy stable processes

The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a system subjected to a Lévy stable random force. The corresponding classical transport equations for the Wigner function are then derived, both in the limits of weak and strong friction. These are fractional extensions of the Klein-Kramers and the Smoluchowski equations. It is shown that the fractional character acquired by the position in the Smoluchowski equation follows from the fractional character of the momentum in the Klein-Kramers equation. Connections among fractional transport equations recently proposed are clarified.     

HfO2/SiO2高反射膜的缺陷及其激光损伤

用原子力、Normaski和扫描电子显微镜等分析仪器,对高损伤阈值薄膜常采用的HfO2光损伤所形成的孔洞,与镀制过程中形成的孔洞形貌相似,激光再损伤能力也相似。低能量密度的激光把节瘤缺陷变为孔洞缺陷是激光预处理提高薄膜损伤阈值的原因之一。     

Eigenvalues for the extremely underdamped Brownian motion in an inclined periodic potential

The eigenvalues for the Brownian motion in a periodic potential with an additive constant force are investigated in the low friction limit. First the Fokker-Planck equation for the distribution function in velocity and position space is transformed to energy and position coordinates. By a proper averaging process over the position coordinate a differential equation for the distribution function depending on the energy only is obtained. Next the eigenvalues and eigenfunctions are calculated from this equation by a Runge-Kutta method. Finally the problem is formulated in terms of an integral equation from which the lowest non-zero eigenvalue is obtained analytically in the bistability region in the zero temperature limit.     

Transitions between wells and escape by diffusion in a one-dimensional potential landscape

The time-dependence of the occupation probabilities of neighboring wells due to diffusion in one dimension is formulated in terms of a set of generalized rate equations describing transitions between neighboring wells and escape across a final barrier. The equations contain rate coefficients, memory coefficients, and a long-time coefficient characterizing the amplitude of long-time decay. On a more microscopic level the stochastic process is described by a Smoluchowski equation for the one-dimensional probability distribution. A numerical procedure is presented which allows calculation of the transport coefficients in the set of generalized rate equations on the basis of the Smoluchowski equation.     

Derivation of Smoluchowski equations with corrections for Fokker-Planck and BGK collision models

The time evolution of the phase space distribution function for a classical particle in contact with a heat bath and in an external force field can be described by a kinetic equation. From this starting point, for either Fokker-Planck or BGK (Bhatnagar-Gross-Krook) collision models, we derive, with a projection operator technique, Smoluchowski equations for the configuration space density with corrections in reciprocal powers of the friction constant. For the Fokker-Planck model our results in Laplace space agree with Brinkman, and in the time domain, with Wilemski and Titulaer. For the BGK model, we find that the leading term is the familiar Smoluchowski equation, but the first correction term differs from the Fokker-Planck case primarily by the inclusion of a fourth order space derivative or super Burnett term. Finally, from the corrected Smoluchowski equations for both collision models, in the spirit of Kramers, we calculate the escape rate over a barrier to fifth order in the reciprocal friction constant, for a particle initially in a potential well.     

Solving the Boltzmann equation in a 2-D-configuration and2-D-velocity space for capacitively coupled RF discharges

A new kinetic scheme, the generalized Monte Carlo flux (GMCF) method, provides the electron particle distribution function in phase space, f(ν, μ, r, z, t) (ν: speed, μ: velocity angle, r: radial position, z: axial position, and t: time), for solving the Boltzmann equation in modeling capacitively coupled RP discharges. For a simulation with spatial- and temporal-varying fields in RF discharges, the GMCF method handles the collision terms of the Boltzmann equation by using one transition matrix to compute the collision transition between velocity space cells. An anti-diffusion flux transport scheme is developed to overcome the numerical diffusion in the velocity and configuration spaces. The major advantages of the GMCF method are the increase in resolution in the tail of distribution functions and the decrease of computation time. The GMCF calculation results in terms of microscopic electron distribution function and macroscopic quantities of density, electric field and ionization rate, are presented for RF discharges and compared with other kinetic and fluid simulation and experimental results. The effects of the induced radial electric field in the sheath close to the radial wall in a cylindrically symmetric parallel-plate geometry are discussed     

The Onsager-Casimir relations revisited

We study the fate of the Onsager-Casimir reciprocity relations for a continuous system when some of its variables are eliminated adiabatically. Just as for discrete systems, deviations appear in correction terms to the reduced evolution equation that are of higher order in the time scale ratio. The deviations are not removed by including correction terms to the coarse-grained thermodynamic potential. However, via a reformulation of the theory, in which the central role of the thermodynamic potential is taken over by an associated Lagrangian-type expression, we arrive at a modified form of the Onsager-Casimir relations that survives the adiabatic elimination procedure. There is a simple relation between the time evolution of the redefined thermodynamic forces and that of the basic thermodynamic variables; this relation also survives the adiabatic elimination. The formalism is illustrated by explicit calculations for the Klein-Kramers equation, which describes the phase space distribution of Brownian particles, and for the corrected Smoluchowski equation derived from it by adiabatic elimination of the velocity variable. The symmetry relation for the latter leads to a simple proof that the reality of the eigenvalues of the simple Smoluchowski equation is not destroyed by the addition of higher order corrections, at least not within the framework of a formal perturbation expansion in the time scale ratio.     

A Remark on the Kramers Problem

We present new point of view on the old problem, the Kramers problem. The passages from the Fokker–Planck equation to the Smoluchowski equation, including corrections to the Smoluchowski current, is treated through an asymptotic expansion of the solution of the stochastic dynamical equations. The case of an extremely weak force of friction is also discussed.     

Accuracy analysis of high-order lattice Boltzmann models for rarefied gas flows

In this work, we have theoretically analyzed and numerically evaluated the accuracy of high-order lattice Boltzmann (LB) models for capturing non-equilibrium effects in rarefied gas flows. In the incompressible limit, the LB equation is shown to be able to reduce to the linearized Bhatnagar–Gross–Krook (BGK) equation. Therefore, when the same Gauss–Hermite quadrature is used, LB method closely resembles the discrete velocity method (DVM). In addition, the order of Hermite expansion for the equilibrium distribution function is found not to be directly correlated with the approximation order in terms of the Knudsen number to the BGK equation for incompressible flows. Meanwhile, we have numerically evaluated the LB models for a standing-shear-wave problem, which is designed specifically for assessing model accuracy by excluding the influence of gas molecule/surface interactions at wall boundaries. The numerical simulation results confirm that the high-order terms in the discrete equilibrium distribution function play a negligible role in capturing non-equilibrium effect for low-speed flows. By contrast, appropriate Gauss–Hermite quadrature has the most significant effect on whether LB models can describe the essential flow physics of rarefied gas accurately. Our simulation results, where the effect of wall/gas interactions is excluded, can lead to conclusion on the LB modeling capability that the models with higher-order quadratures provide more accurate results. For the same order Gauss–Hermite quadrature, the exact abscissae will also modestly influence numerical accuracy. Using the same Gauss–Hermite quadrature, the numerical results of both LB and DVM methods are in excellent agreement for flows across a broad range of the Knudsen numbers, which confirms that the LB simulation is similar to the DVM process. Therefore, LB method can offer flexible models suitable for simulating continuum flows at the Navier–Stokes level and rarefied gas flows at the linearized Boltzmann model equation level.     

Strong friction limit in quantum mechanics: the quantum Smoluchowski equation

For a quantum system coupled to a heat bath environment the strong friction limit is studied starting from the exact path integral formulation. Generalizing the classical Smoluchowski limit to low temperatures, a time evolution equation for the position distribution is derived and the strong role of quantum fluctuations in this limit is revealed.     

Linear response theory of sedimentation and diffusion in a suspension of spherical particles

We discuss the problem of sedimentation and diffusion in a suspension of interacting spherical particles. We consider external forces acting on the particles and study the linear response of density and current on the basis of the generalized Smoluchowski equation. The theory leads to a natural distinction between a hydrodynamic and a diffusion current. Each of these is defined as an observable in terms of the generalized mobility matrix. We derive general relations for the response functions.     

Brownian diffusion in a nonuniform gas

An analysis is made of the effects on the diffusion of Brownian particles whose Knudsen number is large compared to unity, of nonuniformities in the host gas. As examples, in one type of nonuniformity of the host gas, the Chapman-Enskog velocity distribution function for the gas molecules is used; in the other, the host gas is a free-molecule Couette flow. In both cases, a new force on the Brownian particles appears. Two techniques are used (extending Kramers' method and utilizing the Chapman-Enskog method) to transform the new Fokker-Planck equation into generalized Smoluchowski and convective diffusion equations. In these equations, the diffusion coefficient appears as a second-order tensor. Thus, it is demonstrated that Brownian diffusion in a nonuniform gas is anisotropic.The work of Slinn was financially supported in part by Battelle Memorial Institute and in part by U.S. Atomic Energy Commission Contract AT(45-1)-1830. The work of Shen was supported in part by U.S. Air Force Office of Scientific Research Contract 49(638)-1346.     

广义随机KdV方程新的精确类孤子解

利用厄米(Hermite)变换求出了广义随机KdV方程新的类孤子解.这种方法的基本思想是通过厄米变换把Wick类型的广义随机KdV变成广义变系数KdV方程，利用特殊的截断展开方法求出 方程的解，然后通过厄米的逆变换求出方程的随机解. 关键词： 随机KdV方程 随机孤子解 白色噪音 截断展开方法 厄米变换     

Strict Kinetic Treatment of the Electron Response to Spatial Field Disturbances in Nonequilibrium Plasmas

In generalization of former approaches for the simplified solution of the inhomogeneous electron Boltzmann equation a higher order solution technique has been developed. This technique is based on a multi-term expansion of the electron velocity distribution function and allows a strict study of the electron kinetics in plasmas acted upon by space-dependent electric fields. This solution technique is used to investigate the response of the plasma electrons to spatially limited disturbances of the electric field in weakly ionized plasmas of helium and mercury. By solving the kinetic equation with increasing order of the multi-term expansion the convergent solution of the kinetic problem and thus the strict spatial behaviour of the velocity distribution and of significant macroscopic properties of the electrons has been determined and analysed. Furthermore, the impact of higher order terms of the expansion has been revealed and the falsification of the velocity distribution and of related macroscopic properties has been evaluated when instead of the multi-term solution the simpler two-term solution of the kinetic equation is used.