Selection rules,causality, and unitarity in statistical and quantum physics

The integrodifferential equations satisfied by the statistical frequency functions for physical systems undergoing stochastic transitions are derived by application of a causality principle and selection rules to the Markov chain equations. The result equations can be viewed as generalizations of the diffusion equation, but, unlike the latter, they have a direct bearing onactive transport problems in biophysics andcondensation aggregation problems of astrophysics and phase transition theory. Simple specific examples of the effects of severe selection rules, such as the relaxational Boltzmann transport equation and the diffusion equation, are also given. Finally, partial differential equations for the probability amplitudes of quantum mechanics are derived, usingunitarity instead of causality, and a selection rule is applied directly to obtain ageneralization of the Dirac equation in which infinite transitions between states arenot allowed.     

Random walk on hierarchical comb structures

This paper examines random walks on an exactly solvable comb model of percolation clusters. The study shows that diffusion along the structure’s axis is anomalous. Generalized diffusion equations with fractional-order time derivatives are derived, and a generalization to the multidimensional case is carried out. The relationship between this problem and that of diffusion in a medium with traps is examined, and equations that describe diffusion in a medium with traps are derived. The paper also discusses the transition to ordinary diffusion due to the introduction of comb teeth of finite length, and analyzes the case of N teeth of different length. It is shown that the solution of this problem leads to the emergence of an N-channel diffusion equation. Finally, equations describing the diffusion of interacting electrons are derived. Zh. éksp. Teor. Fiz. 115, 1285–1296 (April 1999)     

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     

On the multicomponent surface phase balance equations

The system of the field equations is formulated at the phenomenologically modelledn-component surface phase (e.g. interface, solidification front, shock wave, membrane etc.). The surface phase balance equations then constitute a closed set of the general boundary conditions of the appropriate balance equations of volume phases (as, for example, the heat conduction or diffusion equations etc.).     

Lie-Backlund vector fields for the nonlinear system,Q t=AQxx+F(Qx,Q)

We have analyzed the class of nonlinear second-order equations written asQ _t=AQ_xx +F(Qx, Q) withQ =( _v ^u ) andA, F are, respectively, matrix and vector functions depending onQ, Q _x, from the point of view of Lie-Backlund vector fields. When the vector functionF does not depend onQ _x, these equation set reduces to the coupled diffusion equations discussed by Steeb. But our generalized system encompasses a large class of physically meaning full nonlinear equations, such as (i) dispersive water waves and (ii) a completely anisotropic Heisenberg spin chain. We also exhibit a new nonlinear coupled system which do have nontrivial Lie-Backlund vector fields. Also our approach yields more information about the symmetry generators for a wider class of nonlinear equations than the function space approach of Fuchsteiner in a much simpler way.     

A nonextensive maximum entropy approach to a family of nonlinear reaction–diffusion equations

We consider a monoparametric family of reaction–diffusion equations endowed with both a nonlinear diffusion term and a nonlinear reaction one that possess exact time-dependent particular solutions of the Tsallis’ maximum entropy (MaxEnt) form. The evolution of these solutions is governed by a system of three coupled nonlinear ordinary differential equations that are integrated numerically. A simple population dynamics interpretation provides a qualitative understanding of the behaviour of the q-MaxEnt solutions. When the reaction term vanishes the time-dependent distributions studied here reduce to the previously known Tsallis’ MaxEnt solutions for the nonlinear diffusion equation.     

Anomalous viscosity exponent in a discretized model for a chain diffusion in one dimension

We present a one-dimensional Monte Carlo simulation for the diffusion motion of a chain of N beads. We found that the scaling exponent for the viscosity can be smaller or greater than 3. This anomalous behavior cannot be attributed to the diffusivity scaling or the length fluctuations but is due to the chain dynamics details during diffusion in which the end beads play the key role. The viscosity exponent 3 and its expected relation with the diffusivity exponent are recovered in the asymptotic regime (N ↦∞). Received 24 September 2001 and Received in final form 28 January 2002     

Thermodynamics of the anisotropic spin-1/2 Heisenberg chain and related quantum chains

The free energy and correlation lengths of the spin-1/2XYZ chain are studied at finite temperature. We use the quantum transfer matrix approach and derive non-linear integral equations for all eigenvalues. Analytic results are presented for the low-temperature asymptotics, in particular for the criticalXXZ chain in an external magnetic field. These results are compared to predictions by conformal field theory. The integral equations are solved numerically for the non-criticalXXZ chain and the related spin-1 biquadratic chain at arbitrary temperature.Work performed within the research program of the Sonderforschungsbereich 341, Köln-Aachen-Jülich     

Stochastic Porous Media Equations and Self-Organized Criticality

The existence and uniqueness of nonnegative strong solutions for stochastic porous media equations with noncoercive monotone diffusivity function and Wiener forcing term is proven. The finite time extinction of solutions with high probability is also proven in 1-D. The results are relevant for self-organized criticality behavior of stochastic nonlinear diffusion equations with critical states.     

Perturbative approach to anA+B→C reaction-diffusion system

The hierarchy of kinetic equations for diffusion-reaction processes are rederived using a Fock space formalism for the Master equation. In the diffusion dominated case the reactive part can be analyzed perturbationally. In according to the experimental situation the behaviour of the system is governed by one space dimension. The summation of a whole class of terms in a perturbative serie yields the scaling behaviour of the production rate of the C particle. The solution depends on the ratio of the diffusion constantsD=D _A /D _B and the ratio of the characteristic time scales for reaction and diffusion, respectively. Various special cases and approximations are discussed in terms ofD. The analytical results can be supported by numerical simulations.     

Renormalized diffusion coefficients for electron-hole plasmas in crossed fields

The diffusion and drift of an excess plasma in a semiconductor is described with magnetohydrodynamic two-fluid equations including the fluctuating electric field produced by the equilibrium plasma in the sample. Using the weak coupling limit an equation of motion for the mean density of the excess plasma is established with renormalized drift and diffusion coefficients. With the aid of the fluctuation dissipation theorem these coefficients are expressed in terms of the dielectric function and discussed in detail for stable systems. The renormalized diffusion coefficient differs from the bare one by an additional term with thet ^–3/2-long time dependence. It is shown that this term in addition represents an anomalous diffusion rate proportionalB ^–1 which overweights the classical ambipolar diffusion for sufficiently strong fields, but decreases with increasing external electric field. The results are compared with experimental data.     

Some linear Bäcklund transformations

Dirac's equation is a first-order auto-Bäcklund transformation for the Klein-Gordon equation in 4 variables, this equation being second-order in each of the 4 variables. Here first-order auto-Bäcklund transformations are given for any linear equation of arbitrary (possibly different) order in each of n variables (n arbitrary). This class of equations includes, for example, any of the linearised versions of the KdV hierarchy or equations, and the n-dimensional diffusion equation.     

Diffusive Toda chains in models of nonlinear waves in active media

A class of models of autowaves in the form of nonlinear diffusion equations, which are closely related to the Liouville equation and two-dimensionalized Toda chains, is investigated. Exact solutions of these equations are constructed and analyzed. A simple method for constructing diffusive Toda chain models from known basic models is proposed. Zh. éksp. Teor. Fiz. 114, 1897–1914 (November 1998)     

Hydrodynamics of Brownian particles

When considering the hydrodynamics of Brownian particles, one is confronted to a difficult closure problem. One possibility to close the hierarchy of hydrodynamic equations is to consider a strong friction limit. This leads to the Smoluchowski equation that reduces to the ordinary diffusion equation in the absence of external forces. Unfortunately, this equation has infinite propagation speed leading to some difficulties. Another possibility is to make a Local Thermodynamic Equilibrium (L.T.E) assumption. This leads to the damped Euler equation with an isothermal equation of state. However, this approach is purely phenomenological. In this paper, we provide a preliminary discussion of the validity of the L.T.E assumption. To that purpose, we consider the case of free Brownian particles and harmonically bound Brownian particles for which exact analytical results can be obtained [S. Chandrasekhar, Rev. Mod. Phys. 15, 1 (1943)]. For these systems, we find that the L.T.E. assumption is not unreasonable and that it can be improved by introducing a time dependent kinetic temperature T_kin(t)=γ(t)T instead of the bath temperature T. We also compare hydrodynamic equations and generalized diffusion equations with time dependent diffusion coefficients.     

Nuclear magnetic relaxation due to slow molecular reorientation and fast internal rotation interference

The relaxation of the two-proton system longitudinal magnetization M_z(t) is considered theoretically, using the Bloch equations with a diffusion term. The condition dd> τ_c ≥ 1, dd> τ ? 1 is fulfilled here, where dd> is the energy of the proton dipole-dipole interaction, τ is the correlation time of molecular diffusion rotation and τ is the correlation time for the proton rotation relative to the molecule. Unlike the ordinary Bloch equations a two-exponential law for the evolution of M_z(t) is obtained for definite values dd>, τ_c and τ. The results of the present work may be useful for the consideration of the system having mobile proton groups in viscous media.     

Fourier’s Law for a Microscopic Model of Heat Conduction

We consider a chain of N harmonic oscillators perturbed by a conservative stochastic dynamics and coupled at the boundaries to two gaussian thermostats at different temperatures. The stochastic perturbation is given by a diffusion process that exchange momentum between nearest neighbor oscillators conserving the total kinetic energy. The resulting total dynamics is a degenerate hypoelliptic diffusion with a smooth stationary state. We prove that the stationary state, in the limit as N→ ∞, satisfies Fourier’s law and the linear profile for the energy average     

Collisional Relaxation of Luminescence Anisotropy in Rarefied Gases in the Condensed Phase

The orientational relaxation of optically induced anisotropy in rarefied gases and at a damped rotation has been investigated. It has been found that the anisotropy relaxation in rarefied gases is described by a reduced kinetic equation depending only on free rotation integrals. The behavior of the integral anisotropy of luminescence for free symmetric and asymmetric top molecules has been elucidated. The law of luminescence depolarization has been obtained for asymmetric top molecules in the Gordon J-diffusion model. It represents the sum of two Stern–Volmer-type dependences, whose relative contribution is determined by the orientation of the dipole moments of transitions with absorption and emission of light in the molecular coordinate system and by the principal moments of inertia of the molecular top. It has been established that in the limit of a strongly damped rotation, kinetic equations of the general form reduce to equations of rotational diffusion. A number of modified diffusion equations correctly describing the contribution of inertial effects to the orientational relaxation of anisotropy have been obtained.     

On the anisotropy of a heterogeneous medium with respect to the diffusion of neutrons I

Equations are derived for the diffusion of monoenergetic neutrons in a stratified heterogeneous medium. The neutron sources are plane and are located at infinity. The problem of homogenization and anisotropy of the heterogeneous medium is solved on the assumption of microscopic isotropy of scattering of the neutrons. The problem is solved quite generally (general position of the source, active and inactive medium). It confirms the conclusions reached in paper [3]from the more general point of view and is again in disagreement with the conclusions of paper [8].This disagreement is explained by the use of equations of the kinetic theory of the diffusion of neutrons.     

Proton Diffusion andT1Relaxation in Polyacrylamide Gels: A Unified Approach Using Volume Averaging

The structure of polyacrylamide gels was studied using proton spin–lattice relaxation and PFG diffusion methods. Polyacrylamide gels, with total polymer concentrations ranging from 0.25 to 0.35 g/ml and crosslinker concentrations from 0 to 10% by weight, were studied. The data showed no effect of the crosslinker concentration on the diffusion of water molecules. The Ogston–Morris and Mackie–Meares models fit the general trends observed for water diffusion in gels. The diffusion coefficients from the volume averaging method also fit the data, and this theory was able to account for the effects of water-gel interactions that are not accounted for in the other two theories. The averaging theory also did not require the physically unrealistic assumption, required in the other two theories, that the acrylamide fibers are of similar size to water molecules. Contrary to the diffusion data,T₁relaxation measurements showed a significant effect of crosslinker concentration on the relaxation of water in gels. The model developed using the Bloch equations and the volume averaging method described the effects of water adsorption on the gel medium on both the diffusion coefficients and the relaxation measurements. In the proposed model the gel medium was assumed to consist of three phases (i.e., bulk water, uncrosslinked acrylamide fibers, and a bisacrylamide crosslinker phase). The effects of the crosslinker concentration were accounted for by introducing the proton partition coefficient,K^eq, between the bulk water and crosslinker phase. The derived relaxation equations were successful in fitting the experimental data. The partition coefficient,K^eq, decreased significantly as the crosslinker concentration increased from 5 to 10% by weight. This trend is consistent with the idea that bisacrylamide tends to form hydrophobic regions with increasing crosslinker concentration.     

Momentum Space Diffusion from Spatially Amplified Waves in a Plasma in a Magnetic Field

Quasilinear equations for relativistic plasmas in external magnetic fields are derived for the case of spatially growing wave turbulence. This generalizes the well-known quasilinear approach to an amplifying relativistic plasma. The equations can be cast in condensed momentum-space diffusive form. The diffusion tensor is given. As a result an inhomogeneity is produced in the space charge distribution giving rise to the development of a second-order field-aligned dc electric field. A general formula for the electrostatic potential is presented, which is specialised to the case of ion-cyclotron turbulence. Here the field points out of the interaction region.