Stochastic equations of the Langevin type under a weakly dependent perturbation

Asymptotic expansions for the probability density of the solution of a stochastic differential equation under a weakly dependent perturbation are proposed. In particular, linear partial differential equations for the first two terms of the correlation time expansion are derived. It is shown that in these expansions the boundary layer part appears and non-Gaussianity of the perturbation is important for the Fokker-Planck approximation correction.     

Langevin equation with multi-Poissonian noise

A general master equation is shown to be equivalent to a Langevin equation whose noise is expressed as a linear superposition of Poissonian random variables (multi-Poissonian noise). As typical examples, a birth and death process and a Boltzmann-Langevin equation are given.     

The validity of nonlinear Langevin equations

In the presence of internal noise the variables describing a system are intrinsically stochastic. If they constitute a Markov process the expansion enables one to extract a deterministic macroscopic equation and to compute the fluctuations in successive approximations. In the lowest or linear noise approximation the fluctuations can be represented by a Langevin equation, provided it is handled appropriately. Higher orders cannot be described by any white noise Langevin equation. The question whether the equation has to be interpreted according to Itô or Stratonovich concerns these higher orders, for which the equation is not valid anyway.     

Temperature dependent fission fragment distribution in the Langevin equation

The temperature dependent width of the fission fragment distributions was simulated in the Langevin equation by taking two-parameter exponential form of the fission fragment mass variance at scission point for each fission event. The result can reproduce experimental data well, and it permits to make reliable estimate for unmeasured product yields near symmetry fission.     

Langevin equation for self-organized morphologies of thin heteroepitaxial films

The self-organization of nanostructures on strained epitaxial films is expressed as a Langevin equation obtained from an atomistic model of the growth kinetics. The transition rules are based on the incorporation of strain effects into environment-dependent detachment barriers. Comparisons are made with a previous approach based on continuum elasticity to provide an atomistic interpretation of the governing equation for the morphological evolution of strained films.     

Solving Langevin equation with the bicolour rooted tree method

Stochastic differential equations, especially the one called Langevin equation, play an important role in many fields of modern science. In this paper, we use the bicolour rooted tree method, which is based on the stochastic Taylor expansion, to get the systematic pattern of the high order algorithm for Langevin equation. We propose a popular test problem, which is related to the energy relaxation in the double well, to test the validity of our algorithm and compare our algorithm with other usually used algorithms in simulations. And we also consider the time-dependent Langevin equation with the Ornstein-Uhlenbeck noise as our second example to demonstrate the versatility of our method.     

Fractional generalized Langevin equation approach to single-file diffusion

Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short and long time behavior for the mean square displacement of single-file diffusion when appropriate choice of parameters associated with fractional generalized Langevin equation are used. By considering some special cases of the fractional generalized Langevin equation, a new class of closed analytic expressions for the mean square displacement of single-file diffusion can be obtained. The effective Fokker-Planck equation associated with single-file diffusion is briefly considered.     

Temperature dependent fission fragment distribution in the Langevin equation

The temperature dependent width of the fission fragment distributions was simulated in the Langevin equation by taking two-parameter exponential form of the fission fragment mass variance at scission point for each fission event. The result can reproduce experimental data well, and it permits to make reliable estimate for unmeasured product yields near symmetry fission.     

Landau-Ginzburg-Higgs方程的微扰理论

求出了一阶和二阶近似下微扰对Landau-Ginzburg-Higgs方程孤子解的影响，即求出了孤子参数随时间的缓慢变化关系及解的一阶修正和二阶修正的具体表达式. 关键词： Landau-Ginzburg-Higgs方程 孤子 微扰     

Random integral equation formulation of a generalized Langevin equation

In this paper, the generalized Langevin equation introduced by Kubo and Mori is formulated as a random integral equation. We consider (1) the existence and uniqueness of the solution, (2) moments of the solution process, (3) a comparison theorem for solution processes, and (4) the Cauchy polygonal approximation to the solution.     

An asymptotic expansion of the nonlinear master equation

Recently, a nonlinear master equation has been suggested to account for the effect of diffusion in the fluctuations of nonlinear systems away from equilibrium. An asymptotic expansion of the solutions of this master equation in the inverse of the diffusion constant is presented. The applicability of the method is illustrated with several examples of model chemical reactions.     

Diffusion described with quantum Langevin equation in tilted periodic potential

In this paper, diffusion behavior of Brownian particles moving in a 1D periodic potential landscape has been theoretically investigated by using the general quantum Langevin equation. At first, in the condition of weak disorder, some anomalous diffusive behaviors have been revealed in the process. Then, two types of mean square displacement, ensemble averaged and time averaged mean square displacement, have been investigated in a long time, and the weak ergodicity breaking phenomenon has been revealed. It is shown that the general quantum Langevin equation can exhibit some novel details of the experimental diffusion process.     

朗之万方程及其在蛋白质折叠动力学中的应用

研究了朗之万方程的动力学性质,并用它模拟了蛋白质分子的折叠过程.首先在相空间中对朗之万方程做连续映射,发现做布朗运动的粒子在位置坐标上存在明显的概率分布,这表明蛋白质折叠过程中分子空间构型是非遍历的.此外,本文还通过数值模拟得到了去折叠态蛋白质的紧密度指标,并验证了它与实验结果以及其他理论方法的一致性.本文还提出了一种利用重整化方法研究熔球体状态蛋白质的理论模型,并提供了考虑疏水基影响的蛋白质折叠过程的模拟思路. 关键词： 朗之万方程 蛋白质折叠非遍历性 紧密度指标 重整化     

Return to thermal equilibrium by the solution of a quantum Langevin equation

A quantum-mechanical treatment of the evolution of an anharmonic oscillator coupled to a heat bath is given. It is shown that for a certain class of anharmonic potentials the heat bath drives the oscillator to an equilibrium state, close to the quantum Gibbs state associated to the potential. Thus a partial proof is provided for a conjecture of R. Benguria and M. Kac.This paper contains part of the author's Ph.D. work, done at the Institute for Theoretical Physics of Groningen State University, Groningen, the Netherlands.     

Direct perturbation method for perturbed complex Burgers equation

So far, Lou's direct perturbation method has been applied successfully to solve the nonlinear Schr?dinger equation(NLSE) hierarchy, such as the NLSE, the coupled NLSE, the critical NLSE, and the derivative NLSE. But to our knowledge, this method for other types of perturbed nonlinear evolution equations has still been lacking. In this paper, Lou's direct perturbation method is applied to the study of perturbed complex Burgers equation. By this method, we calculate not only the zero-order adiabatic solution, but also the first order modification.     

Derivation of quantum Chernoff metric with perturbation expansion method

We investigate a measure of distinguishability defined by the quantum Chernoff bound, which naturally induces the quantum Chernoff metric over a manifold of quantum states. Based on a quantum statistical model, we alternatively derive this metric by means of perturbation expansion. Moreover, we show that the quantum Chernoff metric coincides with the infinitesimal form of the quantum Hellinger distance, and reduces to the variant version of the quantum Fisher information for the single-parameter case. We also give the exact form of the quantum Chernoff metric for a qubit system containing a single parameter.