Theory of external two-state Markov noise in the presence of internal fluctuations

A theory is presented to take into account internal fluctuations in the study of stochastically driven systems. Internal fluctuations are modeled by a master equation in which external noise is introduced. External noise is modeled by a two-state Markov process. A unified theory of internal and external fluctuations is described in terms of an effective integrodifferential master equation or its equivalent generating function representation. Two examples for which exact analytical results can be obtained are presented. A discussion of the white noise limit of the theory is also given.     

Solution methods for discrete-state Markovian initial value problems

Solution methods, both numerical and analytical, are considered for solving the Liouville master equation associated with discrete-state Markovian initial value problems. The numerical method, basically a moment (Galerkin) method, is very general and is validated and shown to converge rapidly by comparison with an earlier reported analytical result for the ensemble-averaged transmission of photons through a purely scattering statistical rod. An application of the numerical method to a simple problem in the extended kinetic theory of gases is given. It is also shown that for a certain restricted class of problems, the master equation can be solved analytically using standard Laplace transform techniques. This solution generalizes the analytical solution for the photon transmission problem to a wider class of statistical problems.     

Intensity fluctuations in a moving random medium

We consider the intensity fluctuations arising when a point source of radiation moves in a randomly inhomogeneous scattering medium. The medium itself can also move with a velocity whose component normal to the direction of propagation can have an arbitrary distribution. We derive an expression for the space–time autocorrelation function of the intensity fluctuations transverse to the direction of propagation. The result is analysed for some particular cases and it is shown how the resulting information can be useful in examining the behaviour of random media in situations of practical interest.     

Intensity fluctuations in a moving random medium

We consider the intensity fluctuations arising when a point source of radiation moves in a randomly inhomogeneous scattering medium. The medium itself can also move with a velocity whose component normal to the direction of propagation can have an arbitrary distribution. We derive an expression for the space-time autocorrelation function of the intensity fluctuations transverse to the direction of propagation. The result is analysed for some particular cases and it is shown how the resulting information can be useful in examining the behaviour of random media in situations of practical interest.     

Time relaxation of the solutions of master equations for large systems

The time relaxation behavior of the solutions of certain classes of discrete master equations is studied in the limit of an infinite number of states. Depending on the range of the transition matrix, a relaxation behavior is found reaching from at ^–1/2 law for short range, over enhanced relaxation to an exponential relaxation for the extreme long-range case. The behavior in the limit of a continuous family of states is also discussed.     

On a tilted Liouville-master equation of open quantum systems

A tilted Liouville-master equation in Hilbert space is presented for Markovian open quantum systems. We demonstrate that it is the unraveling of the tilted quantum master equation. The latter is widely used in the analysis and calculations of stochastic thermodynamic quantities in quantum stochastic thermodynamics.     

An asymptotic expansion of the nonlinear master equation

Recently, a nonlinear master equation has been suggested to account for the effect of diffusion in the fluctuations of nonlinear systems away from equilibrium. An asymptotic expansion of the solutions of this master equation in the inverse of the diffusion constant is presented. The applicability of the method is illustrated with several examples of model chemical reactions.     

Stochastic models of firstorder nonequilibrium phase transitions in chemical reactions

The steady states of a simple nonlinear chemical system kept far from equilibrium are analyzed. A standard macroscopic analysis shows that the nonlinearity introduces an instability causing a transition analogous to a thermodynamic first-order phase transition. Near this transition the system exhibits hysteresis between two alternative steady states. Fluctuations are introduced into this model using a stochastic master equation. The solution of this master equation is unique, preventing two alternative exactly stable states. However, a quasi-hysteresis occurs involving transitions between alternative metastable steady states on a time scale that is longer than that of the fluctuations around the mean steady state values by a factor of the forme , where ø is the height of a generalized thermodynamic potential barrier between the two states. In the thermodynamic limit this time scale tends to infinity and we have essentially two alternative stable steady states.     

Hamiltonian and Brownian systems with long-range interactions: V. Stochastic kinetic equations and theory of fluctuations

We developed a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic Smoluchowski equation governing the evolution of the fluctuating density field of Brownian particles, we determine the expression of the correlation function of the density fluctuations around a spatially homogeneous equilibrium distribution. In the stable regime, we find that the temporal correlation function of the Fourier components of density fluctuations decays exponentially rapidly, with the same rate as the one characterizing the damping of a perturbation governed by the deterministic mean field Smoluchowski equation (without noise). On the other hand, the amplitude of the spatial correlation function in Fourier space diverges at the critical point T=T_c (or at the instability threshold k=k_m) implying that the mean field approximation breaks down close to the critical point, and that the phase transition from the homogeneous phase to the inhomogeneous phase occurs sooner. By contrast, the correlations of the velocity fluctuations remain finite at the critical point (or at the instability threshold). We give explicit examples for the Brownian Mean Field (BMF) model and for Brownian particles interacting via the gravitational potential and via the attractive Yukawa potential. We also introduce a stochastic model of chemotaxis for bacterial populations generalizing the deterministic mean field Keller-Segel model by taking into account fluctuations and memory effects.     

Relativistic transport theory for simple fluids to first order in the gradients

In this paper we show how using a relativistic kinetic equation the ensuing expression for the heat flux can be cast in the form required by Classical Irreversible Thermodynamics. Indeed, it is linearly related to the temperature and number density gradients and not to the acceleration as the so called “first order in the gradients” theories propose. Since the specific expressions for the transport coefficients are irrelevant for our purposes, the BGK form of the kinetic equation is used. Moreover, from the resulting hydrodynamic equations it is readily seen that the equilibrium state is stable in the presence of the spontaneous fluctuations in the transverse hydrodynamic velocity mode of the simple relativistic fluid. The implications of this result are thoroughly discussed.     

Coherent Population Trapping and Partial Decoherence in the Stochastic Limit

We use the stochastic limit technique to predict a new phenomenon concerning a two-level atom with degenerate ground state interacting with a quantum field. We show, that the field drives the state of the atom to a stationary state, which is non-unique, but depends on the initial state of the system through some conserved quantities. This non uniqueness follows from the degeneracy of the ground state of the atom, and when the ground subspace is two-dimensional, the family of stationary states will depend on a one-dimensional parameter. Only one of the stationary states in this family is a pure state and it coincides with the known trapped state. This means that by controlling the initial state (input) we can control the final state (output). The quantum Markov semigroup obtained in the limit admits an invariant pure state, but it is not true that all the extremal invariant states are pure. This is an interesting phenomenon also from mathematical point of view and its meaning will be discussed in a future paper. PACS numbers: 31.15.-p, 31.15.Gy, 32.80.Pj, 32.80.Qk     

On the stationary distribution of a stochastic chemical process without detailed balance

An exact expression of the stationary distribution is found for a particular chemical model without detailed balance. An analytical approximation of this solution is obtained for small values of the concentration. It is shown that the WKB continuous approximation of the distribution is valid for all values of the concentration.     

The Three-Step Master Equation: Class of Parametric Stationary Solutions

We examine the three-step master equation from the standpoint of the general solution of the associated discrete Riccati equation. We report by this means stationary master solutions depending on a free constant parameter, denoted by D, that should be negative in order to assure the positivity of the solution. These solutions correspond to different discrete Markov processes characterized by the value of D, which is related to specific renormalizations of the transition rates of the chain of states.     

Some approximate solutions to the discrete master equation

Recent mathematical developments on approximate diffusionlike solutions to the master equation are summarized. The technique is applied to two master equations of physical interest-one that describes the phenomenon of superradiance and a second that characterizes generation-recombination noise in semiconductors. For this second case, some previously obtained equilibrium results are found and the extension of these results to finite times is given.     

The stochastic Boltzmann equation and hydrodynamic fluctuations

Based on the assumption of a kinetic equation in space, a stochastic differential equation of the one-particle distribution is derived without the use of the linear approximation. It is just the Boltzmann equation with a Langevin-fluctuating force term. The result is the general form of the linearized Boltzmann equation with fluctuations found by Bixon and Zwanzig and by Fox and Uhlenbeck. It reduces to the general Landau-Lifshitz equations of fluid dynamics in the presence of fluctuations in a similar hydrodynamic approximation to that used by Chapman and Enskog with respect to the Boltzmann equation.This work received financial support from the Alexander von Humboldt Foundation.     

Linear response theory for systems obeying the master equation

Linear response theory is developed for systems whose time dependence is described by a master equation. The fluctuation dissipation theorem expressing the linear response of the system in terms of fluctuation properties of the system in equilibrium is derived. The time-dependent Ising spin system in interaction with a heat bath, the Glauber model, is discussed as a particular case of the formalism.The work of one of the authors (D.B.) was supported in part by the National Science Foundation under Contract GP 10536.On leave of absence from the Institute of Physics, Belgrade, Yugoslavia.