Fractional nonlinear diffusion equation and first passage time

We investigate the solutions and the first passage time for anomalous diffusion processes governed by the fractional nonlinear diffusion equation with a space- and time-dependent diffusion coefficient subject to absorbing boundaries and the initial condition. We obtain explicit analytical expression for the probability distribution, the first passage time distribution, the mean first passage time, and the mean squared displacement corresponding to different time-dependent diffusion coefficient. In addition, we compare our results for the first passage time distribution and the mean first passage time with the one obtained by usual linear diffusion equation with time-dependent diffusion coefficient.     

First passage time for a class of one-dimensional stochastic systems

We consider the time evolution of a class of stochastic systems of finite size with polynomial nearest neighbor transition rates. We obtain analytical expressions for the first passage time (FPT) and its moments. We show that the mean FPT, averaged over a uniform initial distribution, shows a simple asymptotoc behavior with the system size and the parameters of the transition rates.     

Some first passage time problems for shot noise processes

It has recently been shown that the first passage time problem for a certain class of one-dimensional processes that includes shot noise can be formulated in terms of a set of integral equations. These are found by exact enumeration of all possible trajectories. We show that the equations can be found by more direct means for processes described by the evolution equation , wheren(t) is time-localized shot noise.     

Solutions of fractional nonlinear diffusion equation and first passage time: Influence of initial condition and diffusion coefficient

We investigate the solutions and the first passage time for anomalous diffusion processes governed by the fractional nonlinear diffusion equation with diffusion coefficient separable in time and space, D(t,x)=D(t)|x|^−θ, subject to absorbing boundary condition and the conventional initial condition p(x,0)=δ(x−x₀). We obtain explicit analytical expressions for the probability distribution, the first passage time distribution, the mean first passage time and the mean squared displacement, and discuss their behavior corresponding to different time dependent diffusion coefficients.     

First passage time in a two-layer system

As a first step in the first passage problem for passive tracer in stratified porous media, we consider the case of a two-dimensional system consisting of two layers with different convection velocities. Using a lattice generating function formalism and a variety of analytic and numerical techniques, we calculate the asymptotic behavior of the first passage time probability distribution. We show analytically that the asymptotic distribution is a simple exponential in time for any choice of the velocities. The decay constant is given in terms of the largest eigenvalue of an operator related to a half-space Green's function. For the anti-symmetric case of opposite velocities in the layers, we show that the decay constant for system lengthL crosses over fromL ^–2 behavior in the diffusive limit toL ^–1 behavior in the convective regime, where the crossover lengthL ^* is given in terms of the velocities. We also have formulated a general self-consistency relation, from which we have developed a recursive approach which is useful for studying the short-time behavior.     

The mean first passage time of a three-level atomic optical bistable system subjected to noise

The transient properties of a three-level atomic optical bistable system in the presence of multiplicative and additive noises are investigated. The explicit expressions of the mean first-passage time (MFPT) of the transition from the high intracavity intensity state to the low one are obtained by numerical computations. The impacts of the intensities of the multiplicative noise D M and the additive noise D A , the intensity of correlation between two noises λ , and the intensity of the incident light y on the MFPT are discussed, respectively. Our results show: (i) for the case of no correlation between two noises (λ = 0.0), the increase in D M and D A can lead to an increase in the probability of the transition to the low intracavity intensity state, while the increase in y can lead to a retardation of the transition; and (ii) for the case of correlation between two noises (λ = 0.0), the increase in λ can cause an increase in the probability of the transition, and the increase in D A can cause a retardation of the transition firstly and then an increase in the probability of the transition, i.e., the noise-enhanced stability is observed for the case of correlation between two noises.     

On the first passage time and leapover properties of Lévy motions

We investigate two coupled properties of Lévy stable random motions: the first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly attracted any attention. Considering a particle that starts at the origin and performs random jumps with independent increments chosen from a Lévy stable probability law λ_α,β(x), the FPT measures how long it takes the particle to arrive at or cross a target. The FPL addresses a different question: given that the first passage jump crosses the target, then how far does it get beyond the target? These two properties are investigated for three subclasses of Lévy stable motions: (i) symmetric Lévy motions characterized by Lévy index α(0<α<2) and skewness parameter β=0, (ii) one-sided Lévy motions with 0<α<1, β=1, and (iii) two-sided skewed Lévy motions, the extreme case, 1<α<2, β=−1.     

A singular perturbation approach to first passage times for Markov jump processes

We introduce singular perturbation methods for constructing asymptotic approximations to the mean first passage time for Markov jump processes. Our methods are applied directly to the integrai equation for the mean first passage time and do not involve the use of diffusion approximations. An absorbing interval condition is used to properly account for the possible jumps of the process over the boundary which leads to a Wiener-Hopf problem in the neighborhood of the boundary. A model of unimolecular dissociation is considered to illustrate our methods.     

Mean first passage time of active Brownian particle in one dimension

We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modelled as a two state model; the particle moves with a constant propulsion strength but its orientation switches from one state to other as in a random telegraphic process. We study the influence of a finite resetting rate r on the mean first passage time to a fixed target of a single free active Brownian particle and map this result using an effective diffusion process. As in the case of a passive Brownian particle, we can find an optimal resetting rate r* for an active Brownian particle for which the target is found with the minimum average time. In the case of the presence of an external potential, we find good agreement between the theory and numerical simulations using an effective potential approach.     

First passage time and escape time distributions for continuous time random walks

We consider an arbitrary continuous time random walk (ctrw)via unbiased nearest-neighbour jumps on a linear lattice. Solutions are presented for the distributions of the first passage time and the time of escape from a bounded region. A simple relation between the conditional probability function and the first passage time distribution is analysed. So is the structure of the relation between the characteristic functions of the first passage time and escape time distributions. The mean first passage time is shown to diverge for all (unbiased)ctrw’s. The divergence of the mean escape time is related to that of the mean time between jumps. A class ofctrw’s displaying a self-similar clustering behaviour in time is considered. The exponent characterising the divergence of the mean escape time is shown to be (1−H), whereH(0<H<1) is the fractal dimensionality of thectrw.     

A first passage time problem for random walk occupancy

Two recent studies of diffusion and flow properties of polymers in a melt have suggested the problem of finding the average time form Brownian particles to leave a sphere for the first time, given that exited particles can also reenter the sphere. We prove that the asymptotic density (asm) for the time to first emptiness of the sphere for zero-mean Brownian motion is a delta function, characterized by the exit timea(m/lnm)^2/D ,a being a constant andD being the dimension. The presence of a field leaves the delta-function form for the density, but changes the time dependence toa lnm, with only the constanta depending on the dimension. Simulations of the process suggest that the value ofm needed for the validity of the asymptotic result is orders of magnitude greater than 1000.     

First passage time on a multifurcating hierarchical structure

Asymptotic behaviour of the moments of the first passage time (FPT) on a one-dimensional lattice holding a multifurcating hierarchy of teeth is studied. There is a transition from ordinary to anomalous diffusion when the parameter controlling the relative sizes of the teeth, is varied with respect to the furcating number of the hierarchy. The scaling behaviour of the moments of FPT with the linear dimensions of the lattice segment indicates that in the anomalcus phase the probability density of the FPT is multifractal.     

First passage time problems for one-dimensional random walks

This note contains a development of the theory of first passage times for one-dimensional lattice random walks with steps to nearest neighbor only. The starting point is a recursion relation for the densities of first passage times from the set of lattice points. When these densities are unrestricted, the formalism allows us to discuss first passage times of continuous time random walks. When they are negative exponential densities we show that the resulting equation is the adjoint of the master equation. This is the lattice analog of a correspondence well known for systems describable by a Fokker-Planck equation. Finally we discuss first passage problems for persistent random walks in which at each step the random walker continues in the same direction as the preceding step with probability a or reverses direction with probability 1–     

First passage time distribution in an oscillating field

Siegert's integral equation approach to calculate the first passage time distribution is generalized to the case of a one-dimensional diffusion process in an oscillating drift field. A simple algorithm to solve the integral equations is developed and numerical results are presented.     

First passage time distributions for finite one-dimensional random walks

We present closed expressions for the characteristic function of the first passage time distribution for biased and unbiased random walks on finite chains and continuous segments with reflecting boundary conditions. Earlier results on mean first passage times for one-dimensional random walks emerge as special cases. The divergences that result as the boundary is moved out to infinity are exhibited explicitly. For a symmetric random walk on a line, the distribution is an elliptic theta function that goes over into the known Lévy distribution with exponent 1/2 as the boundary tends to ∞.     

Coherent transfer by adiabatic passage in two-dimensional lattices

Coherent tunneling by adiabatic passage (CTAP) is a well-established technique for robust spatial transport of quantum particles in linear chains. Here we introduce two exactly-solvable models where the CTAP protocol can be extended to two-dimensional lattice geometries. Such bi-dimensional lattice models are synthesized from time-dependent second-quantization Hamiltonians, in which the bosonic field operators evolve adiabatically like in an ordinary three-level CTAP scheme thus ensuring adiabatic passage in Fock space.     

动态拉伸加载下高纯铝破坏的临界行为

以高纯铝(99.999%)作为延性金属的模拟材料，在一级气体炮上开展了一维应变平面冲击波加载实验.通过对不完全层裂的回收样品进行细观微损伤统计分析，讨论了高纯铝动态破坏时发生的临界行为.文中定义拉伸应力和拉伸作用时间的乘积为拉伸(作用)冲量，统计发现：随着拉伸冲量的增加，样品中的损伤呈现明显的临界行为特征：当拉伸冲量较小时，损伤以线性方式缓慢增长，当拉伸冲量足够大，且超过一定的临界阈值以后，损伤以幂指数形式快速增长.初步实验结果表明，高纯铝的拉伸冲量临界阈值约为0.34GPa·μs，对应的损伤临界值约为0.12.     

Critical behavior of two-dimensional spin models and charge asymmetry in the Coulomb gas

Many two-dimensional spin models can be transformed into Coulomb-gas systems in which charges interact via logarithmic potentials. For some models, such as the eight-vertex model and the Ashkin-Teller model, the Coulomb-gas representation has added significantly to the insight in the phase transitions. For other models, notably theXY model and the clock models, the equivalence has been instrumental for almost our entire understanding of the critical behavior. Recently it was shown that theq-state Potts model and then-vector model are equivalent to a Coulomb gas with an asymmetry between positive and negative charges. Fieldlike operators in these spin models transform noninteger charges and magnetic monopoles. With the aid of exactly solved models the Coulombgas representation allows analytic calculation of some critical indices.     

X分形晶格上Gauss模型的临界性质

采用实空间重整化群变换的方法,研究了2维和d(d>2)维X分形晶格上Gauss模型的临界性质.结果表明:这种晶格与其他分形晶格一样,在临界点处,其最近邻相互作用参量也可以表示为K=bqiqi(qi是格点i的配位数,bqi是格点i上自旋取值的Gauss分布常数)的形式;其关联长度临界指数v与空间维数d(或分形维数df)有关.这与Ising模型的结果存在很大的差异. 关键词： X分形晶格 重整化群 Gauss模型 临界性质     

输油管道压力时间序列混沌特性研究

输油管道压力波动的内在动态特征,采用非线性的分析方法探讨了实测输油管道压力波动中存在混沌动态特性的可能性. 以6个典型的输油管道压力实测数据集为研究对象,重构相空间、求得了分形维数和Lyapunov指数谱、验证了数据的平稳性和非线性. 通过对所得结果的分析,从理论上证明了输油管道压力信号具有严格混沌动态特性. 为基于输油管道压力时间序列的研究提供了混沌理论基础. 关键词： 压力时间序列 Lyapunov指数 分形维数 混沌