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.     

Majorana Transformation for Differential Equations

We present a method for reducing the order of ordinary differential equations satisfying a given scaling relation (Majorana scale-invariant equations). We also develop a variant of this method, aimed to reduce the degree of nonlinearity of the lower order equation. Some applications of these methods are carried out and, in particular, we show that second-order Emden–Fowler equations can be transformed into first-order Abel equations. The work presented here is a generalization of a method used by Majorana in order to solve the Thomas–Fermi equation.     

Nonsingular Collapse of a Perfect Fluid Sphere Within a Dilaton-Gravity Reformulation of the Oppenheimer Model

A generic four-dimensional dilaton gravity is considered as a basis for reformulating the paradigmatic Oppenheimer–Synder model of a gravitationally collapsing star modelled as a perfect fluid or dust sphere. Initially, the vacuum Einstein scalar-tensor equations are modified to Einstein–Langevin equations which incorporate a noise or micro-turbulence source term arising from Planck scale conformal, dilaton fluctuations which induce metric fluctuations. Coupling the energy-momentum tensor for pressureless dust or fluid to the Einstein–Langevin equations, a modification of the Oppenheimer–Snyder dust collapse model is derived. The Einstein–Langevin field equations for the collapse are of the form of a Langevin equation for a non-linear Brownian motion of a particle in a homogeneous noise bath. The smooth worldlines of collapsing matter become increasingly randomised Brownian motions as the star collapses, since the backreaction coupling to the fluctuations is non-linear; the input assumptions of the Hawking–Penrose singularity theorems are then violated. The solution of the Einstein–Langevin collapse equation can be found and is non-singular with the singularity being smeared out on the correlation length scale of the fluctuations, which is of the order of the Planck length. The standard singular Oppenheimer–Synder model is recovered in the limit of zero dilaton fluctuations.     

On the Klein–Gordon Equation in Higher Dimensions: Are Particle Masses Variable?

We consider ways to generalize the 4D Klein–Gordon equation of particle physics to higher dimensions. The most promising approach implies that the mass which appears in the 4D relation is a term in the source-free 5D relation. We check this explicitly for the case of exact solitonic and cosmological solutions of the Kaluza–Klein equations. In general, particle masses are variable; but are constant for the Schwarzschild and late-universe cases, in agreement with data from the solar system and astrophysics. Our results have significant implications for cosmology, and can easily be extended to 10D superstrings, 11D supergravity and higher dimensions.     

Resonant energy transfer in Bose–Einstein condensates

We consider the dynamics of a dilute, magnetically-trapped one-dimensional Bose–Einstein condensate whose scattering length is periodically modulated with a frequency that linearly increases in time. We show that the response frequency of the condensate locks to its eigenfrequency for appropriate ranges of the parameters. The locking sets in at resonance, i.e., when the effective frequency of driving field is equal to the eigenfrequency, and is accompanied by a sudden increase of the oscillations amplitude due to resonant energy transfer. We show that the dynamics of the condensate is given, to leading order, by a driven harmonic oscillator on the time-dependent part of the width of the condensate. This equation captures accurately both the locking and the resonant energy transfer as it is evidenced by comparison with direct numerical simulations of original Gross–Pitaevskii equation.     

Kinetic Models for Granular Flow

The generalization of the Boltzmann and Enskog kinetic equations to allow inelastic collisions provides a basis for studies of granular media at a fundamental level. For elastic collisions the significant technical challenges presented in solving these equations have been circumvented by the use of corresponding model kinetic equations. The objective here is to discuss the formulation of model kinetic equations for the case of inelastic collisions. To illustrate the qualitative changes resulting from inelastic collisions the dynamics of a heavy particle in a gas of much lighter particles is considered first. The Boltzmann–Lorentz equation is reduced to a Fokker–Planck equation and its exact solution is obtained. Qualitative differences from the elastic case arise primarily from the cooling of the surrounding gas. The excitations, or physical spectrum, are no longer determined simply from the Fokker–Planck operator, but rather from a related operator incorporating the cooling effects. Nevertheless, it is shown that a diffusion mode dominates for long times just as in the elastic case. From the spectral analysis of the Fokker–Planck equation an associated kinetic model is obtained. In appropriate dimensionless variables it has the same form as the BGK kinetic model for elastic collisions, known to be an accurate representation of the Fokker–Planck equation. On the basis of these considerations, a kinetic model for the Boltzmann equation is derived. The exact solution for states near the homogeneous cooling state is obtained and the transport properties are discussed, including the relaxation toward hydrodynamics. As a second application of this model, it is shown that the exact solution for uniform shear flow arbitrarily far from equilibrium can be obtained from the corresponding known solution for elastic collisions. Finally, the kinetic model for the dense fluid Enskog equation is described.     

The Homogeneous Hamilton–Jacobi and Bernoulli Equations Revisited, II

It is shown that the admissible solutions of the continuity and Bernoulli or Burgers' equations of a perfect one-dimensional liquid are conditioned by a relation established in 1949–1950 by Pauli, Morette, and Van Hove, apparently, overlooked so far, which, in our case, stipulates that the mass density is proportional to the second derivative of the velocity potential. Positivity of the density implies convexity of the potential, i.e., smooth solutions, no shock. Non-elementary and symmetric solutions of the above equations are given in analytical and numerical form. Analytically, these solutions are derived from the original Ansatz proposed in Ref. 1 and from the ensuing operations which show that they represent a particular case of the general implicit solutions of Burgers' equation. Numerically and with the help of an ad hoc computer program, these solutions are simulated for a variety of initial conditions called compatible if they satisfy the Morette–Van Hove formula and anti-compatible if the sign of the initial velocity field is reversed. In the latter case, singular behaviour is observed. Part of the theoretical development presented here is rephrased in the context of the Hopf–Lax formula whose domain of applicability for the solution of the Cauchy problem of the homogeneous Hamilton–Jacobi equation has recently been enlarged.     

Singularity Time Scale of the Kardar–Parisi–Zhang Equation in 2+1 Dimensions

A master equation for the Kardar–Parisi–Zhang (KPZ) equation in 2+1 dimensions is developed. In the fully nonlinear regime we determine the finite time scale of the singularity formation in terms of the characteristics of forcing. The exact probability density function of the one point height field is obtained correspondingly.     

On the assumption of initial factorization in the master equation for weakly coupled systems I: General framework

We analyze the dynamics of a quantum mechanical system in interaction with a reservoir when the initial state is not factorized. In the weak-coupling (van Hove) limit, the dynamics can be properly described in terms of a master equation, but a consistent application of Nakajima-Zwanzig’s projection method requires that the reference (not necessarily equilibrium) state of the reservoir be endowed with the mixing property.     

Electron and phonon relaxation in metal films perturbed by a femtosecond laser pulse

A theoretical investigation of the electron and phonon time-dependent distributions in an Ag film subjected to a femtosecond laser pulse has been carried out. A system of two coupled time-dependent Boltzmann equations, describing electron and phonon dynamics, has been numerically solved. In the electron Boltzmann equation, electron–electron and electron–phonon collision integrals are considered together with a source term for laser perturbation. In the phonon Boltzmann equation, only electron–phonon collisions are considered, neglecting laser perturbation and phonon–phonon collisions. Screening of the interactions has been accounted for in both the electron–electron and the electron–phonon collisions. The results show the simultaneous electron and phonon time-dependent distributions from the initial non-equilibrium behaviour up to the establishment of a new final equilibrium condition. PACS 72.10.-d; 71.10.Ca; 63.20.Kr     

Numerical algorithm for the time fractional Fokker–Planck equation

Anomalous diffusion is one of the most ubiquitous phenomena in nature, and it is present in a wide variety of physical situations, for instance, transport of fluid in porous media, diffusion of plasma, diffusion at liquid surfaces, etc. The fractional approach proved to be highly effective in a rich variety of scenarios such as continuous time random walk models, generalized Langevin equations, or the generalized master equation. To investigate the subdiffusion of anomalous diffusion, it would be useful to study a time fractional Fokker–Planck equation. In this paper, firstly the time fractional, the sense of Riemann–Liouville derivative, Fokker–Planck equation is transformed into a time fractional ordinary differential equation (FODE) in the sense of Caputo derivative by discretizing the spatial derivatives and using the properties of Riemann–Liouville derivative and Caputo derivative. Then combining the predictor–corrector approach with the method of lines, the algorithm is designed for numerically solving FODE with the numerical error O(k^min{1+2α,2})+O(h²), and the corresponding stability condition is got. The effectiveness of this numerical algorithm is evaluated by comparing its numerical results for α=1.0 with the ones of directly discretizing classical Fokker–Planck equation, some numerical results for time fractional Fokker–Planck equation with several different fractional orders are demonstrated and compared with each other, moreover for α=0.8 the convergent order in space is confirmed and the numerical results with different time step sizes are shown.     

Fokker–Planck Equations as Scaling Limits of Reversible Quantum Systems

We consider a quantum particle moving in a harmonic exterior potential and linearly coupled to a heat bath of quantum oscillators. Caldeira and Leggett derived the Fokker–Planck equation with friction for the Wigner distribution of the particle in the large-temperature limit; however, their (nonrigorous) derivation was not free of criticism, especially since the limiting equation is not of Lindblad form. In this paper we recover the correct form of their result in a rigorous way. We also point out that the source of the diffusion is physically restrictive under this scaling. We investigate the model at a fixed temperature and in the large-time limit, where the origin of the diffusion is a cumulative effect of many resonant collisions. We obtain a heat equation with a friction term for the radial process in phase space and we prove the Einstein relation in this case.     

On the AKSZ Formulation of the Poisson Sigma Model

We review and extend the Alexandrov–Kontsevich–Schwarz–Zaboronsky construction of solutions of the Batalin–Vilkovisky classical master equation. In particular, we study the case of sigma models on manifolds with boundary. We show that a special case of this construction yields the Batalin–Vilkovisky action functional of the Poisson sigma model on a disk. As we have shown in a previous paper, the perturbative quantization of this model is related to Kontsevich's deformation quantization of Poisson manifolds and to his formality theorem. We also discuss the action of diffeomorphisms of the target manifolds.     

Trace Formula for Noisy Flows

A trace formula is derived for the Fokker–Planck equation associated with Itô stochastic differential equations describing noisy time-continuous nonlinear dynamical systems. In the weak-noise limit, the trace formula provides estimations of the eigenvalues of the Fokker–Planck operator on the basis of the Pollicott–Ruelle resonances of the noiseless deterministic system, which is assumed to be non-bifurcating. At first order in the noise amplitude, the effect of noise on a periodic orbit is given in terms of the period and the derivative of the period with respect to the pseudo-energy of the Onsager–Machlup–Freidlin–Wentzell scheme.     

Bödeker’s effective theory: From Langevin dynamics to Dyson–Schwinger equations

The dynamics of weakly coupled, non-abelian gauge fields at high temperature is non-perturbative if the characteristic momentum scale is of order |k|g²T. Such a situation is typical for the processes of electroweak baryon number violation in the early Universe. Bödeker has derived an effective theory that describes the dynamics of the soft field modes by means of a Langevin equation. This effective theory has been used for lattice calculations so far [G.D. Moore, Nucl. Phys. B568 (2000) 367. Available from: <hep-ph/9810313>; G.D. Moore, Phys. Rev. D62 (2000) 085011. Available from: <hep-ph/0001216>]. In this work we provide a complementary, more analytic approach based on Dyson–Schwinger equations. Using methods known from stochastic quantitation, we recast Bödeker’s Langevin equation in the form of a field theoretic path integral. We introduce gauge ghosts in order to help control possible gauge artefacts that might appear after truncation, and which leads to a BRST symmetric formulation and to corresponding Ward identities. A second set of Ward identities, reflecting the origin of the theory in a stochastic differential equation, is also obtained. Finally, Dyson–Schwinger equations are derived.     

Quantum theory of dissipative processes: The Markov approximation revisited

Adopting the standard mathematical framework for describing reduced dynamics, we derive two formal identities for the density operator of an open quantum system. Each of these is equivalent to the old Nakajima-Zwanzig equation. The first identity is local in time. It contains the inverse of the dynamical map which govern the evolution of the density operator. We indicate a time interval on which this inverse exists. The second identity constitutes a suitable starting point for going beyond the Markov approximation in a controlled way. On the basis of the Bloch equations we argue once more that in studying quantum dissipation one has to pay attention to the von Neumann conditions. In the Nakajima-Zwanzig equation we make the first Born approximation. The ensuing master equation possesses the correct weak-coupling limit. While proving this rather obvious but at the same time important statement, we elucidate the mathematical methods which underlie the weak-coupling limit. Moving to a two-dimensional Hilbert space, we find that both for short and for long times our approximate master equation respects the von Neumann conditions. Assuming exponential decay for correlation functions, we propose a physical limit in which the solutions for the density operator become Markovian in character. We confirm the well-known statement that, as seen from a macroscopic standpoint, the system starts from an effective initial condition. The approach to equilibrium is exponential. The accessory relaxation constants can differ from the usual Bloch parameters and by more than 50%.     

Dynamics of a Fermi system with resonant dissipation and dynamical detailed balance

The dissipative dynamics of a system of Fermions is described in the framework of a resonance model—the quantum master equation describes two-body correlations of the system with the environment particles. This equation, with microscopic coefficients depending on the exactly known two-body potential between the system and the environment particles, is discussed in comparison with other master equations, obtained on axiomatic grounds, or derived from a coupling with an environment of harmonic oscillators without altering the quantum conditions. The asymptotic solution is in accordance with the detailed balance principle, and with other generally accepted conditions satisfied during the whole time-evolution: Pauli master equations for the diagonal elements of the density matrix, and damped Bloch–Feynman equations for the non-diagonal ones, that we call dynamical detailed balance. For a harmonic oscillator coupled with the electromagnetic field through dipole interaction, a master equation with transition operators between successive levels is obtained. As an application, the decay width of a quantum logic gate is calculated.     

A continuation BSOR-Lanczos–Galerkin method for positive bound states of a multi-component Bose–Einstein condensate

We develop a continuation block successive over-relaxation (BSOR)-Lanczos–Galerkin method for the computation of positive bound states of time-independent, coupled Gross–Pitaevskii equations (CGPEs) which describe a multi-component Bose–Einstein condensate (BEC). A discretization of the CGPEs leads to a nonlinear algebraic eigenvalue problem (NAEP). The solution curve with respect to some parameter of the NAEP is then followed by the proposed method. For a single-component BEC, we prove that there exists a unique global minimizer (the ground state) which is represented by an ordinary differential equation with the initial value. For a multi-component BEC, we prove that m identical ground/bound states will bifurcate into m different ground/bound states at a finite repulsive inter-component scattering length. Numerical results show that various positive bound states of a two/three-component BEC are solved efficiently and reliably by the continuation BSOR-Lanczos–Galerkin method.     

Adatom mobility for the solid-on-solid model

The relaxation of a crystal surface through surface diffusion is studied within the solid-on-solid model. Two types of (conserved) dynamics are considered. ForArrhenius dynamics we show that the relevant transport coefficient, the adatom mobility, has a simple analytic form: It is independent of orientation, and depends exponentially on the inverse temperature, for any surface dimensionalityd. Together with the expression for the orientation-dependent stiffness this completely determines the macroscopic evolution equation for the surface. The predictions of the macroscopic theory are checked against simulations of profile evolution and roughening ind=1. For one-dimensionalMetropolis dynamics we provide an upper bound on the adatom mobility and obtain numerical estimates of its actual value, which indicate a nontrivial orientation dependence in this case. An alternative derivation of the macroscopic dynamics directly from the master equation is presented and discussed in relation to previous approximate work.Dedicated to Professor H. Wagner on the occasion of his 60th birthday