A model of concentrated polymers described by generalized random walks

A model for concentrated polymer system is proposed. Dynamics of the chain segments is described by a discrete Langevin equation. The Langevin equation has the same structure as the recursion relation for the generalized random walks (GRW). Motions of the chain segments described by the GRW have two different types of jumping probabilities: rapidly varying parts and slowly varying parts. Based on a postulate for the recursion relation, an interplay between the motions arisen from these characteristic behaviors is given explicitly and studied.     

Transformation of recursion relations for generalized random walks

It is shown that recursion relation for the generalized random walks (GRW) or correlated random walks can be directly transformed into the recursion relation for the usual random walks. The recursion relation for the GRW is expressed by a non-linear difference equation. To transform the non-linear difference equation, the Hopf-Cole transformation is modified and expressed in a discrete form. Formal solution of the GRW is obtained in an integral representation.     

Stationary waves described by a generalized KdV-burgers equation

We have obtained solutions in the form of stationary waves within the framework of the generalized KdV-Burgers equation, which contains nonconservative terms of linear pump, linear HF dissipation, and nonlinear dissipation. Both periodic and solitary waves are analyzed. Institute of Applied Physics of the Russian Academy of Sciences, Nizhny Novgorod, Russia. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 40, No. 10, pp. 1241–1248, October, 1997.     

Exact generalized Fokker-Planck equation for arbitrary dissipative and nondissipative quantum-systems

We start from a density matrix equation in its most general form. It comprises the action of external fields on the system, internal interactions, as well as the action of dissipative mechanisms (heat-baths or reservoirs), which may be Markoffian or non-Markoffian. We then define a distribution function of a type introduced previously byHaken, Risken, Weidlich for atoms. This distribution function,f, which is now formulated quite generally with aid of projection operators,P _ik , establishes a connection between theP _ik 's and classical variablesv _ik . By means off it is possible to exactly calculate all quantum mechanical expectation values by purec-number procedures. If the basic density matrix equation is Markoffian, it is even possible to calculate all time-ordered multitime averages byc-number procedures usingf, as had been demonstrated byHaken, Risken andWeidlich. In the present paper we derive in an explicit way an exactc-number partial differential equation forf. It contains derivatives of arbitrarily high order. In important classes of problems, it can be reduced to an ordinary FokkerPlanck equation, however. Our new equation has many applications, e.g. in the quantum theory of lasers, nonlinear quantum optics, spinresonance, and spin-wave-theory, as will be demonstrated in forthcoming papers. We wish to thank Prof. W.Weidlich and Dipl. Phys. H.Vollmer for several valuable discussions. In addition, H.Vollmer has kindly checked our calculations.     

On the derivation of the Fokker-Planck equation from generalized kinetic equations

The Fokker-Planck equation is obtained using the matrix representation of the Liouville equation introduced by Balescu in the general theory of irreversible processes developed by the Brussels group. It is shown that the phenomenological equation is valid when the mass and density of the Brownian particle are large compared to the mass and density of the bath. The relation with previous work is discussed.     

From continuous time random walks to the fractional fokker-planck equation

We generalize the continuous time random walk (CTRW) to include the effect of space dependent jump probabilities. When the mean waiting time diverges we derive a fractional Fokker-Planck equation (FFPE). This equation describes anomalous diffusion in an external force field and close to thermal equilibrium. We discuss the domain of validity of the fractional kinetic equation. For the force free case we compare between the CTRW solution and that of the FFPE.     

Half-range completeness for the Fokker-Planck equation

Half-range completeness theorems are proved for eigenfunctions associated to the one-dimensional Fokker-Planck equation in a semi-infinite medium. Existence and uniqueness results for perfectly absorbing, partially absorbing, and purely specularly reflecting boundary conditions are deduced for the stationary and time-dependent problems. Similar results are obtained for a slab geometry.     

Fokker-Planck equation for a periodic potential

The Fokker-Planck equation in one dimension has been solved for a system in a periodic potential and linearly perturbed by a time- and space- varying external electric field. The solution is not exact, but we believe it is less approximate than any attempted previously on this problem. We have calculated the frequency and wave-vector dependent mobility and discussed its behaviour in some limiting cases.The application of our model to various physical situations is discussed.     

Fractional Fokker-Planck equation for fractal media

We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions. Using fractional integrals, we derive the fractional generalization of the Chapman-Kolmogorov equation (Smolukhovski equation). In this paper fractional Fokker-Planck equation for fractal media is derived from the fractional Chapman-Kolmogorov equation. Using the Fourier transform, we get the Fokker-Planck-Zaslavsky equations that have fractional coordinate derivatives. The Fokker-Planck equation for the fractal media is an equation with fractional derivatives in the dual space.     

Energy dissipation and violation of the fluctuation-response relation for harmonic oscillators described by the generalized Langevin equation

The generalized Langevin equation (GLE) satisfied by harmonic oscillators coupled to a heat bath is transformed into an equality between the rate of energy dissipation and an extent of violation of the fluctuation-response relation. Its significance is discussed. When the system reaches a stationary state and a single harmonic oscillator’s frequency is set to zero, the equality reduces to a fluctuation-dissipation relation, which is slightly different from the usual Kubo’s formalism.     

Non-homogeneous random walks, generalised master equations, fractional Fokker-Planck equations, and the generalised Kramers-Moyal expansion

A generalised random walk scheme for random walks in an arbitrary external potential field is investigated. From this concept which accounts for the symmetry breaking of homogeneity through the external field, a generalised master equation is constructed. For long-tailed transfer distance or waiting time distributions we show that this generalised master equation is the genesis of apparently different fractional Fokker-Planck equations discussed in literature. On this basis, we introduce a generalisation of the Kramers-Moyal expansion for broad jump length distributions that combines multiples of both ordinary and fractional spatial derivatives. However, it is shown that the nature of the drift term is not changed through the existence of anomalous transport statistics, and thus to first order, an external potential Φ(x) feeds back on the probability density function W through the classical term ∝/ x (x)W(x, t), i.e., even for Lévy flights, there exists a linear infinitesimal generator that accounts for the response to an external field. Received 30 June 2000 and Received in final form 12 November 2000     

The Fokker-Planck equation for arbitrary nonlinear noise

We present the Fokker-Planck equation for arbitrary nonlinear noise terms. The white noise limit is taken as the zero correlation time limit of the Ornstein-Uhlenbeck process. The drift and diffusion coefficients of the Fokker-Planck equation are given by triple integrals of the fluctuations. We apply the Fokker-Planck equation to the active rotator model with a fluctuating potential barrier which depends nonlinearly on an additive noise. We show that the nonlinearity may be transformed into the correlation of linear noise terms.     

Scaling relationships for anisotropic random walks

Aspects of transport in a highly multiple-scattering environment are investigated by examining random walkers moving in media having anisotropic angular scattering cross sections (turn-angle distributions). A general expression is obtained for the mean square displacement x² of a random walker executing ann-step walk in an infinite homogeneous material, and results are used to predict scaling relations for the probability() that a walker returns to the planar surface of a semi-infinite medium at a distance from the point of its insertion.