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.     

Diffusion in a bistable potential

The problem of diffusion of a particle in a bistable potential is studied on the basis of the one-dimensional Smoluchowski equation for the space- and time-dependent probability distribution. The potential is modeled as two parabolic wells separated by a parabolic barrier. For the model potential the Smoluchowski equation is solved exactly by a Laplace transform with respect to time for the initial condition that at time zero the probability distribution is given by a thermal equilibrium distribution in one of the wells. In the limit of a high barrier the rate of transition to the other well is given by an asymptotic result due to Kramers. For a potential barrier of moderate height there are significant corrections to the asymptotic result.     

Matrix continued fraction solutions of the Kramers equation and their inverse friction expansions

The distribution function in position and velocity space for the Brownian motion of particles in an external field is determined by the Kramers equation, i.e., by a two variable Fokker-Planck equation. By expanding the distribution function in Hermite functions (velocity part) and in another complete set satisfying boundary conditions (position part) the Laplace transform of the initial value problem is obtained in terms of matrix continued fractions. An inverse friction expansion of the matrix continued fractions is used to show that the first Hermite expansion coefficient may be determined by a generalized Smoluchowski equation. The first terms of the inverse friction expansion of this generalized Smoluchowski operator and of the memory kernel are given explicitly. The inverse friction expansion of the equation determining the eigenvalues and eigenfunctions is also given and the connection with the result of Titulaer is 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.     

Diffusion of tagged interacting spherically symmetric polymers

We consider the diffusion of two species of spherically symmetric macromolecules in solution under the influence of short range central pair potential interactions as well as two body hydrodynamic interactions. Starting from the N-particle Smoluchowski equation and using Felderhof's approach we derive, to linear order in densities, a pair of coupled diffusion equations for the single particle number densities. There are two independent diffusional modes each with an effective diffusion constant dependent in general upon both the interparticle potentials as well as the hydrodynamic model used for each type of macromolecule. However, in the limit that one species is present at very low density compared with the other species, one of the effective diffusion constants is dominated by hydrodynamic interactions. By tagging these tracer particles to observe their diffusion by light scattering, one can test both the mixed stick-slip boundary condition model and the permeable sphere model of the macromolecules.     

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.     

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.     

Noise-induced transport with low randomness

We study the transport of overdamped Brownian particles in periodic potentials subject to a spatially modulated Gaussian white noise. We derive an analytical expression for the diffusion coefficient of particles. By means of velocity, diffusion coefficient, and their ratio (Péclet number) we discuss (a) symmetric potential and modulation of noise intensity and (b) a ratchet profile with strong noise modulation. It is shown that state dependent fluctuations may not only induce directed transport, but also a pronounced coherence of transport if the potential exhibits a strong asymmetry.     

Exact results on diffusion in a piecewise linear potential with a time-dependent sink

The Smoluchowski equation with a time-dependent sink term is solved exactly. In this method, knowing the probability distribution P(0, s) at the origin, allows deriving the probability distribution P(x, s) at all positions. Exact solutions of the Smoluchowski equation are also provided in different cases where the sink term has linear, constant, inverse, and exponential variation in time.     

Study of Pre-equilibrium Fission Based on Diffusion Model

In terms of numerical method of Smoluchowski equation the behavior of fission process in diffusion model has been described and analyzed, including the reliance upon time, as well as the deformation parameters at several nuclear temperatures in this paper. The fission rates and the residual probabilities inside the saddle point are calculated for fissile nucleus n+²³⁸U reaction and un-fissile nucleus p+²⁰⁸Pb reaction. The results indicate that there really exists a transient fission process, which means that the pre-equilibrium fission should be taken into account for the fissile nucleus at the high temperature. Oppositely, the pre-equilibrium fission could be neglected for the un-fissile nucleus. In the certain case the overshooting phenomenon of the fission rates will occur, which is mainly determined by the diffusive current at the saddle point. The higher the temperature is, the more obvious the overshooting phenomenon is. However, the emissions of the light particles accompanying the diffusion process may weaken or vanish the overshooting phenomenon.     

Quantum simulations of a particle in one-dimensional potentials using NMR

A quantum computer made up of a controllable set of quantum particles has the potential to efficiently simulate other quantum systems. In this work we studied quantum simulations of single particle Shrödinger equation for certain one-dimensional potentials. Using a five-qubit NMR system, we achieve space discretization with four qubits, and the other qubit is used for preparation of initial states as well as measurement of spatial probabilities. The experimental relative probabilities compare favourably with the theoretical expectations, thus effectively mimicking a small scale quantum simulator.     

Pulse propagation in a nonlinear dielectric slab waveguide

The evolution of an optical pulse in a single-mode, step index dielectric slab waveguide which is characterized by an intensity dependent dielectric function in the core and cladding regions is treated by means of differential equation techniques. A cubic order non-linearity is considered. The electromagnetic field distribution in the slab waveguide region satisfies a non-linear wave equation. This field can be represented in terms of even TE guided modes with a slowly varying envelope amplitude function.Then using the well known approximation, based on the slowly varying character of the amplitude function, a non linear partial differential equation is obtained for the amplitude function. As the coefficients of this equation depend on the distance across the transverse direction X, an averaging technique over x is applied to reduce the nonlinear partial differential equation into a form that is easily transformed to the so-called non-linear Scroedinger differential equation.This equation is then attacked by means of the well known Inverse Scattering method in the case of reflection less potentials. The single and double soliton solutions are obtained explicitly for a single-mode slab waveguide. Finally numerical results are presented in the time domain.     

Brownian particles with long- and short-range interactions

We develop the kinetic theory of Brownian particles with long- and short-range interactions. Since the particles are in contact with a thermal bath fixing the temperature T, they are described by the canonical ensemble. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean field Smoluchowski equation including a mean field potential due to long-range interactions and a generically nonlinear barotropic pressure due to short-range interactions. This equation describes various physical systems such as self-gravitating Brownian particles (Smoluchowski-Poisson system), bacterial populations experiencing chemotaxis (Keller-Segel model) and colloidal particles with capillary interactions. We also take into account the inertia of the particles and derive corresponding kinetic and hydrodynamic equations generalizing the usual Kramers, Jeans, Euler and Cattaneo equations. For each model, we provide the corresponding form of free energy and establish the H-theorem and the virial theorem. Finally, we show that the same hydrodynamic equations are obtained in the context of nonlinear mean field Fokker-Planck equations associated with generalized thermodynamics. However, in that case, the nonlinear pressure is due to the bias in the transition probabilities from one state to the other leading to non-Boltzmannian distributions while in the former case the distribution is Boltzmannian but the nonlinear pressure arises from the two-body correlation function induced by the short-range potential of interaction. As a whole, our paper develops connections between the topics of long-range interactions, short-range interactions, nonlinear mean field Fokker-Planck equations and generalized thermodynamics. It also justifies from a kinetic theory based on microscopic processes, the basic equations that were introduced phenomenologically to describe self-gravitating Brownian particles, chemotaxis and colloidal suspensions with attractive interactions.     

Model calculations of diffusion limited trapping dynamics in quantum well laser structures

We present a phenomenological theoretical model to treat the trapping of carriers into quantum wells of semiconductor laser structures. We consider explicitely the transport within the barrier layers by solving the continuity equation with the appropriate boundary conditions taking into account surface recombination, radiative and nonradiative recombination in the barrier layers and trapping of carriers into the quantum wells. The experimental findings for the trapping dynamics in GaAs/AlGaAs quantum well structures can be consistently interpreted by the model calculations.     

Escape by diffusion from a square well across a square barrier

The problem of escape of a particle by diffusion from a square potential well across a square barrier is studied on the basis of the one-dimensional Smoluchowski equation for the space- and time-dependent probability distribution. For the model potential the Smoluchowski equation is solved exactly by a Laplace transform with respect to time. In the limit of a high barrier the rate of escape is given by an asymptotic result similar to that derived by Kramers for a curved well and a curved barrier. An approximate analytic formula is derived for the outward time-dependent probability current in terms of the width and depth of the well and the width and height of the barrier. A similar expression holds for the complete probability distribution.     

微动条件下材料磨损率的一种计算分析方法

微动现象广泛存在于工程结构中,近年来越来越受到科研工作者的重视.为了对微动磨损进行深入研究,本文根据微动摩擦系统中摩擦副间的特点,针对微动磨损过程,提出不对称双势阱模型,建立了其中粒子的运动方程;利用非平衡统计思想建立了理论模型,得到了计算磨损率的新方法.以金属材料Mg和Fe组成的摩擦副系统为例进行了计算分析,得出磨损率随磨损时间和势阱宽度的变化,进一步分析了载荷正压力变化对磨损率的影响.计算分析结果表明,在其他条件均不变的情况下,材料磨损率随磨损时间的增大而减小,且随着摩擦副系统中势阱宽度和载荷正压力的减小,磨损率也呈减小趋势.最后,通过与试验结果比较,验证了该理论模型的适用性.     

具有调制分布复合中心的非晶半导体超晶格中载流子的弛豫过程

本文提出一种具有调制分布的复合中心的连续时间无规行走(以下称CTRW)模型,用以求解非晶半导体超晶格中载流子被复合的动力学过程。对不同类型的时间分布函数,我们得到了载流子的存活几率,从中可以分析周期型势阱和调制型掺杂等因素对这种材料的宏观输运性质的影响。 关键词：     

Exact probability distribution for soluble model with quadratic noise

A one-dimensional evolution equation transformable into a linear one coupled to a quadratic Smoluchowski (an Ornstein-Uhlenbeck) noise is considered. A one-dimensional probability distribution is obtained by way of a characteristic function which is expressed by functionals of the Smoluchowski process. It is shown that in the frame of the presented approach the probability density can be found only for a particular value of the damping constant in the linear-type relaxation equation. It is also shown that in a special case the white noise limit may be performed.Supported in part by the Polish Academy of Sciences under Contract No. MR 1-9.     

Hamiltonian and Brownian systems with long-range interactions: V. Stochastic kinetic equations and theory of fluctuations

We developed a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic Smoluchowski equation governing the evolution of the fluctuating density field of Brownian particles, we determine the expression of the correlation function of the density fluctuations around a spatially homogeneous equilibrium distribution. In the stable regime, we find that the temporal correlation function of the Fourier components of density fluctuations decays exponentially rapidly, with the same rate as the one characterizing the damping of a perturbation governed by the deterministic mean field Smoluchowski equation (without noise). On the other hand, the amplitude of the spatial correlation function in Fourier space diverges at the critical point T=T_c (or at the instability threshold k=k_m) implying that the mean field approximation breaks down close to the critical point, and that the phase transition from the homogeneous phase to the inhomogeneous phase occurs sooner. By contrast, the correlations of the velocity fluctuations remain finite at the critical point (or at the instability threshold). We give explicit examples for the Brownian Mean Field (BMF) model and for Brownian particles interacting via the gravitational potential and via the attractive Yukawa potential. We also introduce a stochastic model of chemotaxis for bacterial populations generalizing the deterministic mean field Keller-Segel model by taking into account fluctuations and memory effects.