A comment on the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations” by T.D. Frank

The purpose of this comment is to correct mistaken assumptions and claims made in the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations” by T. D. Frank [T.D. Frank, Stochastic feedback, non-linear families of Markov processes, and nonlinear Fokker-Planck equations, Physica A 331 (2004) 391]. Our comment centers on the claims of a “non-linear Markov process” and a “non-linear Fokker-Planck equation.” First, memory in transition densities is misidentified as a Markov process. Second, the paper assumes that one can derive a Fokker-Planck equation from a Chapman-Kolmogorov equation, but no proof was offered that a Chapman-Kolmogorov equation exists for the memory-dependent processes considered. A “non-linear Markov process” is claimed on the basis of a non-linear diffusion pde for a 1-point probability density. We show that, regardless of which initial value problem one may solve for the 1-point density, the resulting stochastic process, defined necessarily by the conditional probabilities (the transition probabilities), is either an ordinary linearly generated Markovian one, or else is a linearly generated non-Markovian process with memory. We provide explicit examples of diffusion coefficients that reflect both the Markovian and the memory-dependent cases. So there is neither a “non-linear Markov process”, nor a “non-linear Fokker-Planck equation” for a conditional probability density. The confusion rampant in the literature arises in part from labeling a non-linear diffusion equation for a 1-point probability density as “non-linear Fokker-Planck,” whereas neither a 1-point density nor an equation of motion for a 1-point density can define a stochastic process. In a closely related context, we point out that Borland misidentified a translation invariant 1-point probability density derived from a non-linear diffusion equation as a conditional probability density. Finally, in the Appendix A we present the theory of Fokker-Planck pdes and Chapman-Kolmogorov equations for stochastic processes with finite memory.     

Propagation of soliton waves in nonlinear dielectric slab waveguides of parabolic index of refraction

The pulse propagation in a non-linear slab waveguide of parabolic index of refraction is treated by using differential equation techniques. A graded index dielectric slab waveguide free of material dispersion with a cubic order non-linearity is considered. The electromagnetic wave inside the waveguide is described in terms of a non-linear equation. Slowly varying envelope function representation is employed to develop a non-linear partial differential equation for the unknown envelope function of the electric field. An averaging method over the transverse direction is applied to reduce the unknown envelope function non-linear differential equation into a form resembling the well known non-linear Schrödinger differential equation. This equation is solved by applying the Inverse Scattering Method. The N-soliton solution is developed and presented explicitly for the practical case of the single mode dielectric slab waveguide. Numerical results presenting single and double soliton propagation are also given.     

Some New Features of Linear Theory for Describing Non-linear Diffusion

The non-linear flux equation, the non-linear Fokker-Planck equation (or Smoluchowski equation), and the non-linear Langiven equation are the basicequations for describing particle diffusion in non-ideal system subjected totime-dependent external fields. Nevertheless, the exact solution of thoseequations is still a challenge because of their inherent complexity of thenon-linear mathematics. Li et al. found that, based on the defined apparentvariables, the non-linear Fokker-Planck equation and the non-linear flux equation could be transformed to linear forms under the condition of strong friction limit or local equilibrium assumption. In this paper, some new features of the theory were found: (i) The linear flux equation for describing non-linear diffusion can be obtained from the irreversible thermodynamic theory; (ii) The linear non-steady state diffusion equation for describing non-linear diffusion of the non-steady state, which was described by the non-linear Fokker-Planck equation, can be derived more consistently from the microscopic molecular statistical theory; (iii) In the theory, thenon-linear Langiven equation also bears a linear form; (iv) For some special cases, e.g. diffusion in a periodic total potential system, the local equilibrium assumption or the strong friction limit is not required in establishing the linear theory for describing non-linear diffusion, so the linear theory may be important in the study of Brown motor.     

一类高阶非线性波方程的李群分析、最优系统、精确解和守恒律

本文运用李群分析的方法研究了一类高阶非线性波方程,得到了五阶非线性波方程的对称以及方程的最优系统,进而运用幂级数的方法,求得了方程的精确幂级数解.最后,给出了五阶非线性波方程的一些守恒律.     

低Re数非线性绕流问题的一种算法

本文对低Re数非线性绕流问題提出了一种算法。做法是以Oseen线化方程为基础通过迭代修正来考虑非线性的惯性项的影响,即先将Navier-Stokes方程写作Oseen方程外加一"强迫函数"项的形式,然后用基本解‘Oseenlet’的积分形式给出其解式,它是一个含物面积分和流动空间积分的非线性积分微分方程。设沿边界上的‘Oseenlet’分布强度为待求量,由边条件加以确定。空间体积分由于有赖于流场,而它在求出解前是未知的,故采用迭代修正的做法进行处理。迭代过程从线性流场开始进行,直到算出达到规定精度要求的收敛解为止。作为算例,对圆柱绕流问題进行了计算,给出了圆柱阻力随Re数的变化规律,并同实验及有关计算资料做了比较。结果表明,本文方法是令人满意的。     

A quantum dissipative system in an anisotropic non-linear absorbing environment

A canonical quantization scheme is represented for a quantum system interacting with a non-linear absorbing environment. The environment is taken anisotropic and the main system is coupled to its environment through some coupling tensors of various ranks. The non-linear response equation of the environment against the motion of the main system is obtained. The non-linear Langevin-Schrödinger equation is concluded as the macroscopic equation of motion of the dissipative system. The effect of non-linearity of the environment is investigated on the spontaneous emission of an initially excited two-level atom imbedded in such an environment.     

The cauchy problem for non-linear Klein-Gordon equations

We consider in ⁿ⁺¹,n2, the non-linear Klein-Gordon equation. We prove for such an equation that there is a neighbourhood of zero in a Hilbert space of initial conditions for which the Cauchy problem has global solutions and on which there is asymptotic completeness. The inverse of the wave operator linearizes the non-linear equation. If, moreover, the equation is manifestly Poincaré covariant then the non-linear representation of the Poincaré Lie algebra, associated with the non-linear Klein-Gordon equation is integrated to a non-linear representation of the Poincaré group on an invariant neighbourhood of zero in the Hilbert space. This representation is linearized by the inverse of the wave operator. The Hilbert space is, in both cases, the closure of the space of the differentiable vectors for the linear representation of the Poincaré group, associated with the Klein-Gordon equation, with respect to a norm defined by the representation of the enveloping algebra.     

Stationary States for Nonlinear Schrödinger Equations with Periodic Potentials

In this paper we consider a one-dimensional non-linear Schrödinger equation with a periodic potential. In the semiclassical limit we prove the existence of stationary solutions by means of the reduction of the non-linear Schrödinger equation to a discrete non-linear Schrödinger equation. In particular, in the limit of large nonlinearity strength the stationary solutions turn out to be localized on a single lattice site of the periodic potential. A connection of these results with the Mott insulator phase for Bose–Einstein condensates in a one-dimensional periodic lattice is also discussed.     

Inverse scattering method and vector higher order non-linear Schrödinger equation

A generalized inverse scattering method has been developed for arbitrary n-dimensional Lax equations. Subsequently, the method has been used to obtain N-soliton solutions of a vector higher order non-linear Schrödinger equation, proposed by us. It has been shown that under a suitable reduction, the vector higher order non-linear Schrödinger equation reduces to the higher order non-linear Schrödinger equation. An infinite number of conserved quantities have been obtained by solving a set of coupled Riccati equations. Gauge equivalence is shown between the vector higher order non-linear Schrödinger equation and the generalized Landau–Lifshitz equation and the Lax pair for the latter equation has also been constructed in terms of the spin field, establishing direct integrability of the spin system.     

Non-linear vibration analysis of multilayer beams by incremental finite elements,Part I: Theory and numerical formulation

An incremental variational equation for non-linear motions of multilayer beams composed of n stiff layers and (n ? 1) soft cores is derived from the dynamic virtual work equation by an appropriate integration procedure. The kinematical hypotheses of Euler-Bernoulli and Timoshenko beam theories are used to describe the displacement fields of the stiff layers and cores respectively. An efficient solution procedure of incremental harmonic balance method type, with use of finite elements, is developed. To demonstrate its capability, some problems in free non-linear vibrations of multilayer beams are treated by using the procedure. Results are compared with those available in the literature. The effects of damping are also included in this investigation but are described in Part II [1] of this paper in which a number of undamped and damped forced non-linear vibration problems are studied. Results in the form of tables and plots are also presented and comparisons are made with those available in the literature.     

A POSSIBLE GENERALIZATION OF THE SCHRÖDINGER EQUATION BASED ON THE GAUSS PRINCIPLE OF LEAST SQUARES

The linear Schrödinger equation is generalized into non-linear equation based on the Gauss' principle of least squares. The weight function is assigned in such a way that it might be interpreted as occupation number density of hidden particles that obey the Fermi–Dirac stastistics. It is shown that the motion of a free particle, according to the so generalized non-linear equation, is described by a well behaved nondeforming wave packet moving with a constant velocity, in contrast to the always deforming wave packet according to the linear Schrödinger equation.     

Non-linear vibration analysis of multilayer beams by incremental finite elements,Part II: Damping and forced vibrations

The inclusion of simple damping of viscous type in the incremental variational equation governing the non-linear motions of multilayer beams is described. Various problems of forced non-linear response of three-layer sandwich beams are studied. Plots of the response curves reveal some complicated and interesting variation of the amplitudes of different harmonic terms, especially in the case of an unsymmetrically layered beam in which a quadratic type of non-linearity is observed.     

Efficient simulation of non-linear effects in 2D optical nanostructures to TM waves

We develop a theory to study stationary TM-type waves propagating in a nanostructured layer of 2D non-linear optical metamaterial or plasmonic device. It is assumed that the layer is inhomogeneous and contains non-linear isotropic elemental materials with non-linearity and loss mechanisms, including both linear and non-linear losses. While modeling of the non-linear propagation of the TE-type scalar waves is straightforward, the TM-type waves within the standard E-field formulations of non-linear optics cannot be treated in a purely scalar H-field context since an implicit equation for the non-linear dielectric functions should be resolved otherwise. A new formulation, which is built on the solution of the implicit equation for the non-linear dielectric function, is proposed. We use a general cubic non-linearity to illustrate all of the important features of the proposed approach. The general solution for scalar H-field waves is validated versus our previously tested particular cases, and important differences are shown between those cases and the general solution. These details, for example, include the link between linear and non-linear loss mechanisms, and connection between the linear and non-linear dielectric functions. The proposed approach is used for modeling a non-linear focusing device with optically controlled isotropic Kerr-type non-linearity; the simulation results prove the predicted functioning of the device.     

A SEMI-ANALYTICAL APPROACH TO THE NON-LINEAR DYNAMIC RESPONSE PROBLEM OF BEAMS AT LARGE VIBRATION AMPLITUDES, PART II: MULTIMODE APPROACH TO THE STEADY STATE FORCED PERIODIC RESPONSE

The semi-analytical approach to the non-linear dynamic response of beams based on multimode analysis has been presented in Part I of this series of papers (Azrar et al., 1999 Journal of Sound and Vibration224, 183-207 [1]). The mathematical formulation of the problem and single mode analysis have been studied. The objective of this paper is to take advantage of applying this semi-analytical approach to the large amplitude forced vibrations of beams. Various types of excitation forces such as harmonic distributed and concentrated loads are considered. The governing equation of motion is obtained and can be considered as a multi-dimensional form of the Duffing equation. Using the harmonic balance method, the equation of motion is converted into non-linear algebraic form. Techniques of solution based on iterative-incremental procedures are presented. The non-linear frequency and the non-linear modes are determined at large amplitudes of vibration. The basic function contribution coefficients to the displacement response for various beam boundary conditions are calculated. The percentage of participation for each mode in the response is presented in order to appraise the relation to higher modes contributing to the solution. Also, the percentage contributions of the higher modes to the bending moment near to the clamps are given, in order to determine accurately the error introduced in the non-linear bending stress estimated by different approximations. Solutions obtained in the jump phenomena region have been determined by a careful selection of the initial iteration at each frequency. The non-linear deflection shapes in various regions of the solution, the corresponding axial force ratios and the bending moments are presented in order to follow the behaviour of the beam at large vibration amplitudes. The numerical results obtained here for the non-linear forced response are compared with those from the linear theory, with available non-linear results, based on various approaches, and with the single mode analysis.     

NON-LINEAR FREE VIBRATION ANALYSIS OF A STRING UNDER BENDING MOMENT EFFECTS USING THE PERTURBATION METHOD

In this paper, the non-linear free vibration of a string with large amplitude is considered. The initial tension, lateral vibration amplitude, cross-section diameter and the modulus of elasticity of the string have main effects on its natural frequencies. Increasing the lateral vibration amplitude makes the assumption of constant initial tension invalid. Therefore, it is impossible to use the classical equation of transverse motion assuming a small amplitude. On the other hand, by increasing the string cross-sectional diameter, the bending moment effect will increase dramatically, and it will act as an impressive restoring moment. Considering the effects of the bending moments, the non-linear equation governing the large amplitude transverse vibration of a string is derived. The time-dependent portion of the governing equation has the form of the Duffing equation. Due to the complexity and non-linearity of the derived equation and the fact that there is no established exact solution method, the equation is solved using the perturbation method. The results of the analysis are shown in appropriate graphs, and the natural frequencies of the string due to the non-linear factors are compared with the natural frequencies of the linear vibration of a string without bending moment effects.     

Singular Hartree equation in fractional perturbed Sobolev spaces

We establish the local and global theory for the Cauchy problem of the singular Hartree equation in three dimensions, that is, the modification of the non-linear Schrödinger equation with Hartree non-linearity, where the linear part is now given by the Hamiltonian of point interaction. The latter is a singular, self-adjoint perturbation of the free Laplacian, modelling a contact interaction at a fixed point. The resulting non-linear equation is the typical effective equation for the dynamics of condensed Bose gases with fixed point-like impurities. We control the local solution theory in the perturbed Sobolev spaces of fractional order between the mass space and the operator domain. We then control the global solution theory both in the mass and in the energy space.     

A Theory of Non-Linear Elasticity Compatible With the Murnaghan Equation of State

We present an equation of state for a cubic non-linear elastic material in a general state of finite strain. For hydrostatic pressure, the predictions closely follow Murnaghan's well-known equation of state. At 170 kbar, our model differs from Murnaghan's equation by only 1.3%, which contrasts with the currently accepted non-linear elasticity theory that differs by 10% at this pressure. The theory is based on expressing the variation of the elastic constants as a linear function of stress rather than strain. We define a different set of third-order elastic constants, which involve a derivative with respect to stress, and relate these to the conventional third-order elastic constants. We apply the model to GaAs under hydrostatic pressure and we compare the predictions of the conventional non-linear theory with those of the model we present.     

Equations from non-linear chiral transformations

In comparison with theWT chiral identity which is indispensable for renormalization theory, relations deduced from the non-linear chiral transformation have a totally different physical significance. We wish to show that non-linear chiral transformations are powerful tools to deduce useful integral equations for propagators. In contrast to the case of linear chiral transformations, identities derived from non-linear ones contain more involved radiative effects and are rich in physical content. To demonstrate this fact we apply the simplest non-linear chiral transformation to the Nambu-Jona-Lasinio model, and show how our identity is related to the Dyson-Schwinger equation and Bethe-Salpeter amplitudes of the Higgs and π. Unlike equations obtained from the effective potential, our resultant equation is exact and can be used for events beyond the LEP energy.     

The renormalization group equation for the color glass condensate

We present an explicit and simple form of the renormalization group equation which governs the quantum evolution of the effective theory for the Color Glass Condensate (CGC). This is a functional Fokker–Planck equation for the probability density of the color field which describes the CGC in the covariant gauge. It is equivalent to the Euclidean time evolution equation for a second quantized current–current Hamiltonian in two spatial dimensions. The quantum corrections are included in the leading log approximation, but the equation is fully non-linear with respect to the generally strong background field. In the weak field limit, it reduces to the BFKL equation, while in the general non-linear case it generates the evolution equations for Wilson-line operators previously derived by Balitsky and Kovchegov within perturbative QCD.