A comment on chemical Langevin equations

It is noted that the diffusion Langevin stochastic sources in chemical reaction-diffusion theories should really arise from a stochastic source term added to the deterministic form of Fick's law. This gives rise to results for correlation functions which agree with those from stochastic master equations provided parameters are appropriately chosen.Some authors use the term Langevin force. Sinceg _i(x,t) is dimensionally not a force, we shall eschew this dangerous terminology.     

Generalized master equations for continuous-time random walks

An equivalence is established between generalized master equations and continuous-time random walks by means of an explicit relationship between(t), which is the pausing time distribution in the theory of continuous-time random walks, and(t), which represents the memory in the kernel of a generalized master equation. The result of Bedeaux, Lakatos-Lindenburg, and Shuler concerning the equivalence of the Markovian master equation and a continuous-time random walk with an exponential distribution for(t) is recovered immediately. Some explicit examples of(t) and(t) are also presented, including one which leads to the equation of telegraphy.This study was partially supported by ARPA and monitored by ONR Contract No. (N00014-17-C-0308).For continuity, the reader is directed to the article entitled Random Walks on Lattices. IV. Continuous Time Walks and Influence of Absorbing Boundaries, by E. W. Montroll and H. Scher, which will appear in Volume 9, Number 2, of this journal, and which should precede the following article. Regrettably, the two articles were inadvertently switched during processing.     

Time relaxation of the solutions of master equations for large systems

The time relaxation behavior of the solutions of certain classes of discrete master equations is studied in the limit of an infinite number of states. Depending on the range of the transition matrix, a relaxation behavior is found reaching from at ^–1/2 law for short range, over enhanced relaxation to an exponential relaxation for the extreme long-range case. The behavior in the limit of a continuous family of states is also discussed.     

Stochastic analysis of a chemical reaction with spatial and temporal structures

A stochastic analysis of the spatial and temporal structures in the Prigogine-Lefever-Nicolis model (the Brusselator) is presented. The analysis is carried out through a Langevin equation derived from a multivariate master equation using the Poisson representation method, which is used to calculate the spatial correlation functions and the fluctuation spectra in the Gaussian approximation. The case of an infinite three-dimensional system is considered in detail. The calculations for the spatial correlation functions and the fluctuation spectra for a finite system subject to different kinds of boundary conditions are also given.     

New approach for analysing master equations of generalized phase diffusion models in the entangled state representation

By virtue of the well-behaved properties of the bipartite entangled states representation, this paper analyse and solves some master equations for generalized phase diffusion models, which seems concise and effective. This method can also be applied to solve other master equations.     

Correlations in stochastic theories of chemical reactions

A comprehensive study of correlations in linear and nonlinear chemical reactions is presented using coupled chemical and diffusion master equations. As a consequence of including correlations in linear reactions the approach to the steady-state Poisson distribution from an initial non-Poissonian distribution is given by a power law rather than the exponential predicted by neglecting correlations. In nonlinear reactions we show that a steadystate Poisson distribution is achieved in small volumes, whereas in large volumes a non-Poissonian distribution is built up via the correlation. The spatial correlation function is calculated for two examples, one which exhibits an instability, the other which exhibits a second-order phase transition, and correlation length and correlation time are calculated and shown to become infinite as the critical point is approached. The critical exponents are found to be classical.     

The poisson representation. II Two-time correlation functions

Basic formulas for the two-time correlation functions are derived using the Poisson representation method. The formulas for the chemical system in thermodynamic equilibrium are shown to relate directly to the fluctuationdissipation theorems, which may be derived from equilibrium statistical mechanical considerations. For nonequilibrium systems, the formulas are shown to be generalizations of these fluctuation-dissipation theorems, but containing an extra term which arises entirely from the nonequilibrium nature of the system. These formulas are applied to two representative examples of equilibrium reactions (without spatial diffusion) and to a nonequilibrium chemical reaction model (including the process of spatial diffusion) for which the first two terms in a systematic expansion for the two-time correlation functions are calculated. The relation between the Poisson representation method and Glauber-SudarshanP-representation used in quantum optics is discussed.     

Statistical mechanics of nonlinear wave equations. 3. Metric transitivity for hyperbolic sine-gordon

McKean and Vaninsky proved that the canonical measuree ^–H d Q d P based upon the Hamiltonian of the wave equation ² Q/t ² - ² Q/x ² +f(Q) = 0 with restoring forcef(Q)=F'(Q) is preserved by the associated flow ofQ andP =Q , and they conjectured that metric transitivity prevails,always on the whole line, and likewise on the circleunless f(Q)=Q orf(Q)=shQ. Here, the metric transitivity is proved for the whole line in the second case. The proof employs the beautiful d'Alembert formula of Krichever.     

Fluctuations in a one-dimensional mechanical system. I. The Euler limit

We prove the central limit theorem for the density fluctuation field of a one-dimensional mechanical system (hard rods with equal masses and lengths and elastic collisions) in the hydrodynamic limit on the Euler time scale. The limiting process is deterministic and is governed by the linearized Euler equations of the model.     

Analysis and Experiments for a Computational Model of a Heat Bath

A question of some interest in computational statistical mechanics is whether macroscopic quantities can be accurately computed without detailed resolution of the fastest scales in the problem. To address this question a simple model for a distinguished particle immersed in a heat bath is studied (due to Ford and Kac). The model yields a Hamiltonian system of dimension 2N+2 for the distinguished particle and the degrees of freedom describing the bath. It is proven that, in the limit of an infinite number of particles in the heat bath (N), the motion of the distinguished particle is governed by a stochastic differential equation (SDE) of dimension 2. Numerical experiments are then conducted on the Hamiltonian system of dimension 2N+2 (N1) to investigate whether the motion of the distinguished particle is accurately computed (i.e., whether it is close to the solution of the SDE) when the time step is small relative to the natural time scale of the distinguished particle, but the product of the fastest frequency in the heat bath and the time step is not small—the underresolved regime in which many computations are performed. It is shown that certain methods accurately compute the limiting behavior of the distinguished particle, while others do not. Those that do not are shown to compute a different, incorrect, macroscopic limit.     

A statistical derivation of the hydrodynamic equations of change for a system of ionized molecules. I. General equation of change and the Maxwell equations

Nonrelativistic, classical statistical mechanics is used to describe a dense fluid of molecules composed of nuclei and electrons with purely Coulomb interaction potentials. A general equation of change is derived for the time rate of change of any macroscopic (ensemble averaged) dynamical variable. From this general equation, Maxwell's equations in a medium are derived and expressed in terms of molecular properties, e.g., polarization and magnetization densities.This research was carried out in part under Grant NsG-275-62 from the National Aeronautics and Space Administration and in part under a grant from the National Science Foundation. This paper is based on a thesis submitted by R. J. B. to the Graduate School of the University of Wisconsin in partial fulfillment of the requirements for the Ph.D. degree.     

Bimodalities: A survey of experimental data and models

Bimodal distributions of some chosen variables measured in nuclear collisions were recently proposed as a non-ambiguous signature of a first-order phase transition in nuclei. This section presents a compilation of both theoretical and experimental studies on bimodalities performed so far, in relation with the liquid-gas phase transition in nuclear matter.