Dynamics of normal and anomalous diffusion in nonlinear Fokker-Planck equations

Consequences of the connection between nonlinear Fokker-Planck equations and entropic forms are investigated. A particular emphasis is given to the feature that different nonlinear Fokker-Planck equations can be arranged into classes associated with the same entropic form and its corresponding stationary state. Through numerical integration, the time evolution of the solution of nonlinear Fokker-Planck equations related to the Boltzmann-Gibbs and Tsallis entropies are analyzed. The time behavior in both stages, in a time much smaller than the one required for reaching the stationary state, as well as towards the relaxation to the stationary state, are of particular interest. In the former case, by using the concept of classes of nonlinear Fokker-Planck equations, a rich variety of physical behavior may be found, with some curious situations, like an anomalous diffusion within the class related to the Boltzmann-Gibbs entropy, as well as a normal diffusion within the class of equations related to Tsallis’ entropy. In addition to that, the relaxation towards the stationary state may present a behavior different from most of the systems studied in the literature.     

Solitary waves in a nonlinear oppositely directed coupler

The propagation of pulses in the system of two tunnel-coupled optical waveguides from optically nonlinear materials one of which has a negative refractive index, while the other one, positive, is investigated theoretically. The propagation of nonlinear waves in this structure is studied based on the model of coupled modes. For linear waves, this pair of coupled waveguides behaves as a mirror resulting in the change of direction of the energy flow upon penetration of radiation from one waveguide to the other. The solutions to the system of nonlinear equations describing the stationary propagation of the solitary wave, the gap soliton, in a particular direction are found. This soliton is formed by the coupled pair of wave packets each localized in the corresponding waveguide.     

Stationary dark localized modes: discrete nonlinear Schrödinger equations

Various kinds of stationary dark localized modes in discrete nonlinear Schr?dinger equations are considered. A criterion for the existence of such excitations is introduced and an estimation of a localization region is provided. The results are illustrated in examples of the deformable discrete nonlinear Schr?dinger equation, of the model of Frenkel excitons in a chain of two-level atoms, and of the model of a one-dimensional Heisenberg ferromagnetic in the stationary phase approximation. The three models display essentially different properties. It is shown that at an arbitrary amplitude of the background it is impossible to reach strong localization of dark modes. In the meantime, in the model of Frenkel excitons, exact dark compacton solutions are found.     

Zur Quantentheorie der stimulierten RAMAN-Streuung in Molekülkristallen. II. Spezielle Fälle eines stationären RAMAN-Oszillators

Two kinds of stationary RAMAN oscillators are investigated theoretically for molecular crystals. The calculations are done firstly for the generation of one first order anti-STOKES mode and secondly for the generation of one second order STOKES mode. By using a quantum theoretical model described in an earlier paper for treatment of molecular crystals RAMAN scattering is assumed to be polariton scattering. Within this framework coupled nonlinear equations for the polariton operators of the excited modes are derived, stationary occupation numbers for the different modes and threshold conditions are calculated. The influence of phase fluctuations of the pump wave on the line widths of the RAMAN modes are investigated.     

Solitary waves in a binary nonlinear waveguide array

Based on the coupled-mode theory, the propagation of light pulses is studied analytically for a system of an infinite number of tunnel-coupled parallel equidistant waveguides of optically nonlinear materials; in the considered system, waveguides with a positive refractive index alternate with waveguides with a negative refractive index. Partial solutions to a system of nonlinear equations describing the evolution of these pulses are found in the case in which fields in adjacent waveguides differ only in the phase factor. For a solitary wave formed by coupled wave packets localized each in its own waveguide, these solutions describe the stationary propagation in a definite direction. It is shown that the coupling strength between waveguides has an effect on the propagation rate of the obtained stationary pulses.     

Generalized Ginzburg-Landau equations for phase transition-like phenomena in lasers,nonlinear optics,hydrodynamics and chemical reactions

The recently found close analogies between the continuous mode laser, the Bénard instability, and chemical instabilities with respect to their phase transition-like behaviour are shown to have a common root. We start from equations of motion containing fluctuations. We first assume external parameters permitting only stable solutions and linearize the equations, which define a set of modes. When the external parameters are changed the modes getting unstable are taken as order parameters. Since their relaxation time tends to infinity the damped modes can be eliminated adiabatically leaving us with a set of nonlinear coupled order parameter equations resembling the time dependent Ginzburg-Landau equations with fluctuating forces. In two and three dimensions additional terms occur which allow for e.g. hexagonal spatial structures. We also treat the hard mode instability and obtain the stationary distribution function as solution of the Fokker-Planck equation. Our procedure has immediate applications to the Taylor instability, to various chemical reaction models, to the parametric oscillator in nonlinear optics and to some biological models. Furthermore, it allows us to treat analytically the onset of laser pulses, higher instabilities in the Bénard and Taylor problems and chemical oscillations including fluctuations.     

Exact steady states to a nonlinear surface growth model

We report on exact stationary solutions to a nonlinear evolution equation describing the collective step meander on a vicinal surface subject to the Bales-Zangwill growth instability [O. Pierre-Louis et al., Phys. Rev. Lett. 80, 4221 (1998)]. Firstly, attention is focused on periodic solutions (steady states) which admit vertical points (or diverging local slopes). Such solutions, which are determined by a theoretical analysis, reveal that the nonlinear evolution equation may admit a non stationary solution with spike singularities or/and caps (dead-core solution) at maxima or/and minima. In a second part, steady states are, mathematically, generalized to a family of evolution equations. Finally, the effect of smoothening by step-edge diffusion is also revisited.     

Bifurcation to fully nonlinear synchronized structures in slowly varying media

The selection of fully nonlinear extended oscillating states is analyzed in the context of one-dimensional nonlinear evolution equations with slowly spatially varying coefficients on a doubly infinite domain. Two types of synchronized structures referred to as steep and soft global modes are shown to exist. Steep global modes are characterized by the presence of a sharp stationary front at a marginally absolutely unstable station and their frequency is determined by the corresponding linear absolute frequency, as in Dee–Langer propagating fronts. Soft global modes exhibit slowly varying amplitude and wave number over the entire domain and their frequency is determined by the application of a saddle point condition to the local nonlinear dispersion relation. The two selection criteria are compared and shown to be mutually exclusive. The onset of global instability first gives rise to a steep global mode via a saddle-node bifurcation as soon as local linear absolute instability is reached somewhere in the medium. As a result, such self-sustained structures may be observed while the medium is still globally stable in a strictly linear approximation. Soft global modes only occur further above global onset and for sufficiently weak advection. The entire bifurcation scenario and state diagram are described in terms of three characteristic control parameters. The complete spatial structure of nonlinear global modes is analytically obtained in the framework of WKBJ approximations.     

Nonlinear fluctuation-dissipation relations and stochastic models in nonequilibrium thermodynamics: I. Generalized fluctuation-dissipation theorem

The paper is devoted to the theory of thermal fluctuations in nonlinear macroscopic systems and to the derivation of variational principles of nonlinear nonequilibrium thermodynamics. In the first part of the paper rigorous universal fluctuation-dissipation relations for nonlinear classical and quantum systems, subjected to dynamic as well as thermodynamic perturbations, are derived and analyzed. General expressions for dissipative fluxes and nonlinear transfer coefficients with the help of fluctuation cumulants are found. The canonical structure of nonlinear evolution equations of macrovariables is derived and the rule of introducing langevinian random forces into these equations, in accordance with fluctuation-dissipation relations. A Markovian theory of fluctuations in a stationary nonequilibrium state is constructed.     

Imperfection sensitivity of interacting hopf and steady-state bifurcations and their classification

The bifurcation problem of interacting time-periodic and stationary solutions of nonlinear evolution equations with double degeneracy is discussed in terms of singularity and imperfect bifurcation theory. A complete classification, up to symmetry-covariant contact equivalence and codimension three, of generic perturbations of interacting Hopf and steady-state bifurcations is presented. The sensitivity of the bifurcation diagrams to imperfections is analyzed. Normal forms describing sequences of secondary and tertiary bifurcations leading to motions on tori are determined. A variety of phenomena, such as gaps in Hopf branches, periodic motions not stably connected to steady states and the formation of islands, is discovered, which one can expect to find in perturbed evolution equations on pure geometric grounds. Implications for physical systems are discussed.     

Nonlinear Wavepackets in Kelvin-Helmholtz Instability in Hydromagnetics

The instability of small but finite amplitude waves propagating at the interface of two layers of highly conducting incompressible fluids in relative motion in presence of external uniform magnetic field is studied. Using the method of multiple scales nonlinear evolution equations are derived for both linearly stable and marginally stable cases. It is found that in the linearly stable case both the modes are modulationally unstable. The nonlinear cut-off wavenumbers are determined.     

Stability, mobility and power currents in a two-dimensional model for waveguide arrays with nonlinear coupling

A two-dimensional nonlinear Schrödinger lattice with nonlinear coupling, modelling a square array of weakly coupled linear optical waveguides embedded in a nonlinear Kerr material, is studied. We find that despite a vanishing energy difference (Peierls-Nabarro barrier) of fundamental stationary modes the mobility of localized excitations is very poor. This is attributed to a large separation in parameter space of the bifurcation points of the involved stationary modes. At these points the stability of the fundamental modes is changed and an asymmetric intermediate solution appears that connects the points. The control of the power flow across the array when excited with plane waves is also addressed and shown to exhibit great flexibility that may lead to applications for power-coupling devices. In certain parameter regimes, the direction of a stable propagating plane-wave current is shown to be continuously tunable by amplitude variation (with fixed phase gradient). More exotic effects of the nonlinear coupling terms like compact discrete breathers and vortices, and stationary complex modes with nontrivial phase relations are also briefly discussed. Regimes of dynamical linear stability are found for all these types of solutions.     

From microscopic taxation and redistribution models to macroscopic income distributions

We present here a general framework, expressed by a system of nonlinear differential equations, suitable for the modeling of taxation and redistribution in a closed society. This framework allows one to describe the evolution of income distribution over the population and to explain the emergence of collective features based on knowledge of the individual interactions. By making different choices of the framework parameters, we construct different models, whose long-time behavior is then investigated. Asymptotic stationary distributions are found, which enjoy similar properties as those observed in empirical distributions. In particular, they exhibit power law tails of Pareto type and their Lorenz curves and Gini indices are consistent with some real world ones.     

Localized modes in a one-dimensional sphalerite-structure lattice with anharmonicity

The nonlinear localized vibrational modes of a one-dimensional atomic chain with two periodically alternating masses and force constants are analytically investigated using a discrete multiple-scale expansion method. This model simulates a row of atoms in the <1 1 1>-direction of sphalerite, or zinc blende, crystals. Owing to the structural asymmetry, the vibrational amplitude is governed by a perturbed nonlinear Schr?dinger equation instead of the standard one found in one-dimensional lattices with two alternating masses but uniform force constant. Although the stationary localized modes with carrier wavevector at the Brillouin-zone boundary are similar to those of ionic lattices, the moving localized modes with wavevectors within the zone are different owing to the perturbation. The calculation shows that the height of the moving localized modes in this lattice dampens with time. Received 14 May 2001 and Received in final form 12 July 2001     

Strongly nonlinear convection in binary fluids: minimal model using symmetry decomposed modes

Spatially extended stationary and traveling states in the strongly nonlinear regime of convection in layers of binary fluid mixtures heated from below are described by a few-mode-model. It is derived from the proper hydrodynamic balance equations including experimentally relevant boundary conditions with a non-standard Galerkin approximation that uses numerically obtained, symmetry decomposed modes. Properties of the model are elucidated and compared with full numerical solutions of the field equations.     

Theory of nonlinear dispersive waves and selection of the ground state

A theory of time-dependent nonlinear dispersive equations of the Schr?dinger or Gross-Pitaevskii and Hartree type is developed. The short, intermediate and large time behavior is found, by deriving nonlinear master equations (NLME), governing the evolution of the mode powers, and by a novel multitime scale analysis of these equations. The scattering theory is developed and coherent resonance phenomena and associated lifetimes are derived. Applications include Bose-Einstein condensate large time dynamics and nonlinear optical systems. The theory reveals a nonlinear transition phenomenon, "selection of the ground state," and NLME predicts the decay of excited state, with half its energy transferred to the ground state and half to radiation modes. Our results predict the recent experimental observations of Mandelik et al. in nonlinear optical waveguides.     

Coupled scalar field equations for nonlinear wave modulations in dispersive media

A review of the generic features as well as the exact analytical solutions of a class of coupled scalar field equations governing nonlinear wave modulations in dispersive media like plasmas is presented. The equations are derivable from a Hamiltonian function which, in most cases, has the unusual property that the associated kinetic energy is not positive definite. To start with, a simplified derivation of the nonlinear Schrödinger equation for the coupling of an amplitude modulated high-frequency wave to a suitable low-frequency wave is discussed. Coupled sets of time-evolution equations like the Zakharov system, the Schrödinger-Boussinesq system and the Schrödinger-Korteweg-de Vries system are then introduced. For stationary propagation of the coupled waves, the latter two systems yield a generic system of a pair of coupled, ordinary differential equations with many free parameters. Different classes of exact analytical solutions of the generic system of equations are then reviewed. A comparison between the various sets of governing equations as well as between their exact analytical solutions is presented. Parameter regimes for the existence of different types of localized solutions are also discussed. The generic system of equations has a Hamiltonian structure, and is closely related to the well-known Hénon-Heiles system which has been extensively studied in the field of nonlinear dynamics. In fact, the associated generic Hamiltonian is identically the same as the generalized Hénon-Heiles Hamiltonian for the case of coupled waves in a magnetized plasma with negative group dispersion. When the group dispersion is positive, there exists a novel Hamiltonian which is structurally same as the generalized Hénon-Heiles Hamiltonian but with indefinite kinetic energy. The above correspondence between the two systems has been exploited to obtain the parameter regimes for the complete integrability of the coupled waves. There exists a direct one-to-one correspondence between the known integrable cases of the generic Hamiltonian and the stationary Hamiltonian flows associated with the only integrable nonlinear evolution equations (of polynomial and autonomous type) with a scale-weight of seven. The relevance of the generic system to other equations like the self-dual Yang-Mills equations, the complex Korteweg-de Vries equation and the complexified classical dynamical equations has also been discussed.     

Bilinear Bcklund transformation and explicit solutions for a nonlinear evolution equation

The bilinear form of two nonlinear evolution equations are derived by using Hirota derivative. The B\"{a}cklund transformation based on the Hirota bilinear method for these two equations are presented, respectively. As an application, the explicit solutions including soliton and stationary rational solutions for these two equations are obtained.     

Lienard Equation and Exact Solutions for Some Soliton-Producing Nonlinear Equations

In this paper, we first consider exact solutions for Lienard equation with nonlinear terms of any order. Then, explicit exact bell and kink profile solitary-wave solutions for many nonlinear evolution equations are obtained by means of results of the Lienard equation and proper deductions, which transform original partial differential equations into the Lienard one. These nonlinear equations include compound KdV, compound KdV-Burgers, generalized Boussinesq, generalized KP and Ginzburg-Landau equation. Some new solitary-wave solutions are found.     

线性塞曼劈裂对自旋-轨道耦合玻色-爱因斯坦凝聚体中亮孤子动力学的影响

利用变分近似及基于Gross-Pitaevskii方程的直接数值模拟方法,研究了自旋-轨道耦合玻色-爱因斯坦凝聚体中线性塞曼劈裂对亮孤子动力学的影响,发现线性塞曼劈裂将导致体系具有两个携带有限动量的静态孤子,以及它们在微扰下存在一个零能的Goldstone激发模和一个频率与线性塞曼劈裂有关的谐振激发模.同时给出了描述孤子运动的质心坐标表达式,发现线性塞曼劈裂明显影响孤子的运动速度和振荡周期.