Staggered ladder spectra

We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd- and even-parity states. The ladders are staggered: the odd-even separation differs from even-odd. The Fokker-Planck equation corresponds, in the limit of weak damping, to a generalized Ornstein-Uhlenbeck process where the random force depends upon position as well as time. The process describes damped stochastic acceleration, and exhibits anomalous diffusion at short times and a stationary non-Maxwellian momentum distribution.     

Kink velocity in nonstationary external fields for the sine-Gordon model with allowance for dissipation effects

With the help of energy analysis suggested by McLaughlin and Scott for the sine-Gordon equation, evolution of kink velocity modeling the propagation of a local conformational perturbation along the DNA molecule under the simultaneous action of dissipation effects and special nonstationary external fields is investigated. For a harmonically time-dependent external force, the kink velocity is characterized by oscillations about a rather monotonically decreasing trend expressed by an explicit analytical formula. The trend velocity coincides with the results of calculations of the kink velocity averaged over the period on different time intervals. Similar results are obtained for a nonstationary force in the form of a step function. A numerical analysis, in particular, demonstrates that the trend velocity changes its behavior for certain values of rectangular pulse duration. __________ Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 1, pp. 77–84, January, 2008.     

Phase separation in binary systems with competing internal and external multiplicative noises

We have considered phase separation processes in binary stochastic systems with thermal diffusion and ballistic mixing representing irradiation influence. Introducing fluctuations of thermal flux and an external source of atom relocations due to ballistic diffusion into dynamics of a globally conserved field, we have shown that there are two competing mechanisms of phase transitions type of “order-disorder”: thermally assisted diffusion and irradiation induced atomic exchange. We have studied dynamics of the structure function at early stages of decomposition. In the framework of the mean field theory we have derived the effective Fokker-Planck equation to describe phase separation processes. It was shown that the ordering processes can be controlled by both regular and stochastic parts of external source influence. A reentrant behavior of a mean field order parameter versus the external noise intensity and fluctuations correlation radius is found.     

Kink dynamics in one-dimensional nonlinear systems

A certain class of nonlinear evolution equations of one space dimension which permits kink type solutions and includes one-dimensional time-dependent Ginzburg-Landau (TDGL) equations and certain nonlinear wave equations is studied in some strong coupling approximation where the problem can be reduced to the study of kink dynamics. A detailed study is presented for the case of TDGL equation with possible applications to the late stage kinetics of order-disorer phase transitions and spinodal decompositions. A special case of kink dynamics of nonlinear wave equations is found to reduce to the Toda lattice dynamics. A new conservation law for dissipative systems is found which corresponds to the momentum conservation law for wave equations.     

Wigner's pseudo-particle relativistic dynamics in external potential field

The Wigner's pseudo-particle formalism has been generalized to describe quantum dynamics of relativistic particle in external potential field. As a simplest application of the developed formalism the time evolution of the 1D relativistic quantum harmonic oscillator been considered. Due to the complex structure of the evolution equation for Wigner function, the only numerical treatment is possible by combining Monte Carlo and molecular dynamics methods. Relativistic dynamics results in appearance of the new physical effects as opposed to non-relativistic case. Interesting is the complete changing of the shape of the momentum and coordinate distribution functions as well as formation of ‘unexpected’ protuberances. To analyze the influence of relativistic effects on average values of quantum operators, the dependencies on time of average momentum, position, their dispersions and energy have been compared for the non-relativistic and relativistic dynamics.     

A statistical analysis of the kinetics of chain-branching chemical reactions with quadratic chain termination

Analytical and numerical simulations of stochastic phenomena in the kinetics of chain-branching reactions with linear and quadratic chain termination during fast changes in external conditions that cause sharp transitions of the governing parameter through the critical point were studied. A statistical analysis was performed based on nonlinear stochastic differential equations of Langevin type for the concentration of active species and on the corresponding Fokker-Planck equations for the probability distribution function of the concentration of these species. An expression for the statistical distribution of the induction period of the reaction and its mean and variance were calculated from an approximate analytical solution. The time evolution of the probability density function of the concentration of active species was presented graphically.     

On the validity of the Onsager-Machlup postulate for nonlinear stochastic processes

It is shown that: (i) the Onsager-Machlup postulate applies to nonlinear stochastic processes over a time scale that, while being much longer than the correlation times of the random forces, is still much shorter than the time it takes for the nonlinear distortion to become visible; (ii) these are also the conditions for the validity of the generalized Fokker-Planck equation; and (iii) when the fine details of the space-time structure of the stochastic processes are unimportant, the generalized Fokker-Planck equation can be replaced by the ordinary Fokker-Planck equation.     

The influence of a varying field on the non-Markovian migration of particles

The influence of an external varying field on the non-Markovian migration of particles described in the continuous-time random walk model (CTRWM) was analyzed theoretically. In terms of the Markovian representation for the CTRWM suggested earlier, a rigorous method for describing the influence of an external force was developed. This method reduced the problem to solving the non-Markovian stochastic Liouville equation (SLE) for the particle distribution function. An analysis of the derived SLE and its comparison with the earlier equations were performed. The method was used to study the characteristic features of the time dependence of the first and second moments of the distribution function for particles involved in subdiffusion motion in a uniform varying external field. Both oscillating and fluctuating fields were considered. In both cases, anomalously strong field effects on the second particle distribution moment (variance) were observed. This influence was especially strong for a fluctuating field, and in the limit of anomalously slow fluctuations at that.     

On the Feynman proof of the exact relation between a class of path sums and the general nonlinear Fokker-Planck equation

A simple sum over paths will be considered for the general nonlinear diffusion process described by complex coordinates. In order to derive the corresponding stochastic differential equation the Feynman method used in quantum mechanics will be generalised for the present case of a coordinate dependent variance or diffusion function by means of a nonlinear coordinate transformation. The resulting equation will be seen to be the general nonlinear Fokker-Planck equation. The relevance of the present formulation for nonequilibrium phenomena, such as for example those occuring in nonlinear quantum optics, will be discussed.     

Quantum systems in regular and stochastic fields. Creation and destruction of the coherence

The problem of the coherent state generation with definite parameters for multilevel quantum systems is investigated. The interaction with external environment and stochastic fields can destroy the coherence. The competition of these processes is considered on the basis of the Fokker-Planck equations approach, derived from the master equation for the density matrix of the system. Examples of the coherent states dynamics for two-level atoms in an external stochastic field in a nonideal resonator are considered. Average over the realizations of stochastic fields is performed for the case of the white Gaussian noise and the Kubo-Anderson process. Explicit formulas for probability and shape of radiation line are obtained. The text was submitted by the author in English.     

盐对DNA相变影响的非线性特性研究

在Prohofsky，Peyrard-Bishop等提出的描述DNA双螺旋分子结构模型以及实验测量的基础上 , 给出了与盐(指NaCl)浓度有关的哈密顿模型, 得到了非线性动力学方程及扭结孤波解.并 由此求出了DNA变性相变所需要的Peierls相变力. 进一步讨论了盐浓度对相界面和相变力的 影响, 得到的结果与实验测量一致. 关键词： DNA 盐浓度 相界面 相变力     

The Langevin equation on Lie algebras: Maxwell-Boltzmann is not always the equilibrium

We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner equation and the rigid body. We find that the Boltzmann distribution, although a static solution, is not normalizable when the algebra is not unimodular. This is because the invariant measure of integration in momentum space is not the standard one. We solve the special case of the upper half-plane (hyperboloid) explicitly: there is another equilibrium solution to the Fokker-Planck equation, which is integrable. It breaks rotation invariance.     

Role of defects in the kink mechanism of state switching

State switching occurring via the kink mechanism in linear systems has been described considering the effect of defects forming centers of enhanced kink pair nucleation and obstacles for kink propagation. An equation describing the switching kinetics has been derived considering the stochastic nature of kink pair formation in time and the random distribution of defects in space. Using this equation, the average switching time has been calculated as a function of the defect density and delay times caused by defects, and the ranges of parameters with domination of this or that defect type have been determined. The theory has been applicable to magnetic nanowires, dislocations, biological macromolecules, and many other systems.     

Stochastic dynamics of atoms in a resonant light field in the quasi-classical approximation

The stochastic dynamics of atoms with degenerate energy levels in a resonant nonuniformly polarized laser field is considered within the framework of the quasi-classical approach. The regular force entering into the Langevin equation and the correlation function of a random force are represented in the form of expansions in spatial gradients of the total light field. Specific features of kinetic distributions that are caused by the multiplicative character of noise, by anisotropy of dissipative processes, and by the presence of a vortex component in the light-induced force are considered for the example of a model system and a two-dimensional field configuration.     

Spin-torque shot noise in magnetic tunnel junctions

A spin polarized current may transfer angular momentum to a ferromagnet, resulting in a spin-torque phenomenon. At the same time the shot noise, associated with the current, leads to a nonequilibrium stochastic force acting on the ferromagnet. We derive a stochastic version of the Landau-Lifshitz-Gilbert equation for a magnetization of a "free" ferromagnetic layer in contact with a "fixed" ferromagnet. We solve the corresponding Fokker-Planck equation and show that the nonequilibrium noise yields to a nonmonotonic dependence of the precession spectrum linewidth on the current.     

Microscopic theory of brownian motion: III. The nonlinear Fokker-Planck equation

The nonlinear Fokker-Planck equation for the momentum distribution of a brownian particle of mass M in a bath of particles of mass m is derived. The contribution to this equation arising from initial deviation from bath equilibrium is analysed. This contribution is free of slow M-dependent decays and with certain restrictions leads to an effective shift in the initial value of the B particle momentum. The nonlinear Fokker-Planck equation for an initial bath equilibrium state is analyzed in terms of its predictions for momentum relaxation and mode coupling effects. It is found that in addition to nonlinear renormalization of the type previously found for the momentum correlation function, mode coupling leads to long-lived memory of the initial momentum state.     

Diffusion in a bistable potential: A comparative study of different methods of solution

The problem of diffusion in a bistable potential is studied by considering the associated nonlinear Langevin equation and its equivalent Fokker-Planck equation. Two numerically exact methods of solution, namely, the Monte Carlo solution of the nonlinear Langevin equation and the solution of the Fokker-Planck equation via the finite difference technique, are considered. The latter method has the advantage that it directly gives the evolution of the probability distribution function. Approximate analyses of the fluctuations using the system size expansion, the Gaussian decoupling procedure, and the scaling approach are also carried out. These investigations are performed on a representative problem for two specific cases: (1) evolution from intrinsically unstable states and (2) evolution from extensive regime. The fluctuations obtained using these approximate methods are compared with those obtained via the numerically exact methods. The study brings out the advantages and limitations of each of the methods considered.     

Statistical properties of random environment of 1<Emphasis Type="Italic">D</Emphasis> quantum <Emphasis Type="Italic">N</Emphasis>-particles system in external field

The investigation of 1D quantum N-particle system (PS) with relaxation in the random environment under the influence of external field is conducted within the framework of the stochastic differential equation of the Langevin—Schrödinger (L—Sch) type. Using L—Sch equation, the 2D second-order nonstationary partial differential equation is found, which describes the quantum distribution in the environment, depending on the energy of nonperturbed 1D quantum N-PS and on the external field parameters. It is shown that the average value of the interaction potential between 1D disordered quantum N-PS and the external field, has the ultraviolet divergence. This problem is solved by the renormalization of the equation for the function of quantum distribution. It is shown that it has a sense of dimensional renormalization which is characteristic for the quantum field theory. Critical properties of the environment are investigated in detail. The possibility of the first-order phase transition in the environment distribution depending on amplitude of an external field is been shown.     

A stochastic approach to nonequilibrium thermodynamics of chemical reaction system

Nonequilibrium thermodynamics is formulated by combining the nonlinear Fokker-Planck equation with the so-called Gibbs entropy postulate. The entropy production thus derived consists of two parts: one is of the same form as the usual entropy production and the other is the fluctuating part attendant on it. The evolution criterion can easily be verified in the stochastic framework. For illustration the system governed by the linear Fokker-Planck equation is in detail discussed.     

Influence of extreme fluctuations of impurity relief on the evolution of kink solitons in doped materials

The dynamics of kink solitons is very sensitive to random irregularities of the potential relief. The evolution of kinks after their generation is essentially modified by strong fluctuations of the potential. The stochastic nature of such modification is taken into account by the theory of extreme deviations on a random walk.