Thermodynamics and transport in an active Morse ring chain

We investigate the stochastic dynamics of an one-dimensional ring with N self-driven Brownian particles. In this model neighboring particles interact via conservative Morse potentials. The influence of the surrounding heat bath is modeled by Langevin-forces (white noise) and a constant viscous friction coefficient γ. The Brownian particles are provided with internal energy depots which may lead to active motions of the particles. The depots are realized by an additional nonlinearly velocity-dependent friction coefficient γ ₁(v) in the equations of motions. In the first part of the paper we study the partition functions of time averages and thermodynamical quantities (e.g. pressure) characterizing the stationary physical system. Numerically calculated non-equilibrium phase diagrams are represented. The last part is dedicated to transport phenomena by including a homogeneous external force field that breaks the symmetry of the model. Here we find enhanced mobility of the particles at low temperatures. Received 21 July 2001     

Exact propagator of the Fokker-Planck equation with a space-dependent diffusion coefficient and a time-dependent mean-reverting force

We have investigated the algebraic structure of the Fokker-Planck equation with a variable diffusion coefficient and a time-dependent mean-reverting force. Such a model could be useful to study the general problem of a Brownian walker with a space-dependent diffusion coefficient. We also show that this model is related to the Fokker-Planck equation with a constant diffusion coefficient and a time-dependent anharmonic potential of the form V(x, t) = ?a(t)x ² + b ln x, which has been widely applied to model different physical and biological phenomena, e.g. the study of neuron models and stochastic resonance in monostable nonlinear oscillators. Using the Lie algebraic approach we have derived the exact diffusion propagators for the Fokker-Planck equations associated with different boundary conditions, namely (i) the case of a single absorbing barrier, and (ii) the case of two absorbing barriers. These exact diffusion propagators enable us to study the time evolution of the corresponding stochastic systems. Received 23 October 2001 and Received in final form 24 December 2001     

Model-dependent nature of blowtorch effect on the escape and equilibration rates

We analyze the relaxation behavior of a bistable system when the background temperature profile is inhomogeneous due to the presence of a localized hot region (blowtorch) on one side of the potential barrier. Since the diffusion equation for inhomogeneous medium is model-dependent, we consider two physical models to study the kinetics of such system. Using a conventional stochastic method, we obtain the escape and equilibration rates of the system for the two physical models. For both models, we find that the hot region enhances the escape rate from the well where it is placed while it retards the escape rate from the other well. However, the value of the escape rate from the well where the hot region is placed differs for the two models while that of the escape rate from the other well is identical for both. This work, for the first time, gives a detailed report of the similarities and differences of the escape rates and, hence, exposes the common and distinct features of the two known physical models in determining the way the bistable system relaxes. Received 25 September 2001     

Escape of Brownian particles in an asymmetric bistable sawtooth potential driven by cross-correlated noises

The relative escape rate (RER) for Brownian particles in an asymmetric bistable sawtooth potential driven by cross correlations between multiplicative white noise and additive white noise is studied. A new expression of the mean first-passage time is derived under the condition of piecewise linear potentials and discontinuous diffusion function. Based on the results of RER numerically calculated, it is found that (i) under positively correlated noises action (i.e. λ > 0, and λ is the correlation strength), the escape rate exhibits the suppression platform as the intensity of multiplicative noise varies. The effect of suppression becomes more pronounced with the growth of height of the deterministic potential barrier for transition, and with the increase of λ. However, for the case of uncorrelated noises (λ = 0) and of negatively correlated noises (λ < 0), the suppression platform disappears. (ii) The positive correlation between noises amplifies the change of the escape rate with the height of barrier for transition, while the negative correlation between noises suppresses this change. Received 20 November 2002 / Received in final form 19 October 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: kmdcmei@public.km.yn.cn     

Parity and ruin in a stochastic game

We study an elementary two-player card game where in each round players compare cards and the holder of the card with the smaller value wins. Using the rate equations approach, we treat the stochastic version of the game in which cards are drawn randomly. We obtain an exact solution for arbitrary initial conditions. In general, the game approaches a steady state where the card value densities of the two players are proportional to each other. The leading small value behavior of the initial densities determines the corresponding proportionality constant, while the next correction governs the asymptotic time dependence. The relaxation toward the steady state exhibits a rich behavior, e.g., it may be algebraically slow or exponentially fast. Moreover, in ruin situations where one player eventually wins all cards, the game may even end in a finite time. Received 24 August 2001 and Received in final form 12 November 2001     

Directed transport of an asymmetric particle pair induced by non-equilibrium conditions

The hopping motion of a classical bounded pair of two particles along a chain is investigated. It is shown that in the asymmetric case of the system dynamics including excited states which differ from the respective ground states by the barrier to be overcome by one of the two particles, the over- and underpopulation of these excited states leads to a directed motion of the particle pair. Thereby, overpopulation results in one direction of motion, whereas underpopulation results in the opposite direction, and the mean velocity is determined by the amount of over-resp. underpopulation. For small deviations from equilibrium, the system exhibits linear response well known from other ratchet-type models. Possible generalizations and applications are discussed. Received 17 August 2001 and Received in final form 11 October 2001     

Localization-delocalization transition in one-dimensional system with long-range correlated diagonal disorder

We show that the electronic states in a one-dimensional (1D) Anderson model of diagonal disorder with long-range correlation proposed by de Moura and Lyra exhibit localization-delocalization phase transition in varying the energy of electrons. Using transfer matrix method, we calculate the average resistivity and investigate how it changes with the size of the system N. For given value of α (> 2) we find critical energies E_c1 and E_c2 such that the resistivity decreases with N as a power law ∝ N ^{- γ} for electron energies within the range of [E _c1, E _c2], and exponentially grows with N outside this range. Such behaviors persist in approaching the transition points and the exponent γ is in the range from 0.92 to 0.96. The origin of the delocalization in this 1D model is discussed. Received 18 December 2001 / Received in final form 2 May 2002 Published online 14 October 2002 RID="a" ID="a"e-mail: sjxiong@nju.edu.cn     

Measuring a colloidal particle's interaction with a flat surface under nonequilibrium conditions

A new and general approach is proposed to analyze the dynamics of a colloidal particle interacting with a nearby wall. This analysis can be used to determine the acting forces even when the system is non-stationary. As an illustration, we use total internal reflection microscopy to investigate the forces acting on a polystyrene sulfate latex particle as it is receding from a charged glass surface. Received 10 October 2002 Published online: 16 April 2003 RID="a" ID="a"Present address: Department of Polymer Physics, BASF Aktiengesellschaft, 67056 Ludwigshafen, Germany RID="b" ID="b"Present address: Arryx. Inc., Chicago, IL 60601, USA     

Quantum chemical construction of a reduced reaction Hamiltonian and T 1 -relaxation and pure T 2 -dephasing rates for the proton transfer in 3-chlorotropolone

Separating multidimensional problems into that of a relevant system which is coupled to a bath of harmonic oscillators is a common concept in condensed phase theory. Focusing on the specific problem of intramolecular proton transfer in an isolated tropolone derivative, we consider the reactive proton moving in the plane of the molecule as the system and the remaining substrate normal modes as the bath. An all-Cartesian system-plus-substrate Hamiltonian is constructed employing density functional theory. It is then used to determine the temperature-dependent effective reduced reaction Hamiltonian and the state-to-state dissipation rates induced via the system-substrate coupling up to the bi-quadratic order. The important substrate modes for the T₁-relaxation and the pure T₂-dephasing rates, which are either intra- or inter-well in nature, are identified numerically and analyzed physically with molecular details. Received 19 November 2001 and Received in final form 19 February 2002     

Frequency dependence of aging, rejuvenation and memory in a disordered ferroelectric

We characterize in details the aging properties of the ferroelectric phase of KTa_1-xNb_x O₃ (KTN), where both rejuvenation and (partial) memory are observed. In particular, we carefully examine the frequency dependence of several quantities that characterize aging, rejuvenation and memory. We find a marked subaging behaviour, with an a.c. dielectric susceptiblity scaling as ω, where t _w is the waiting time. We suggest an interpretation in terms of pinned domain walls, much along the lines proposed for aging in a disordered ferromagnet, where both domain wall reconformations and overall (cumulative) domain growth are needed to rationalize the experimental findings. Received 10 November 2000 and Received in final form 20 February 2001     

Random walks with imperfect trapping in the decoupled-ring approximation

We investigate random walks on a lattice with imperfect traps. In one dimension, we perturbatively compute the survival probability by reducing the problem to a particle diffusing on a closed ring containing just one single trap. Numerical simulations reveal this solution, which is exact in the limit of perfect traps, to be remarkably robust with respect to a significant lowering of the trapping probability. We demonstrate that for randomly distributed traps, the long-time asymptotics of our result recovers the known stretched exponential decay. We also study an anisotropic three-dimensional version of our model. We discuss possible applications of some of our findings to the decay of excitons in semiconducting organic polymer materials, and emphasize the crucial influence of the spatial trap distribution on the kinetics. Received 23 July 2001 / Received in final form 14 May 2002 Published online 13 August 2002     

Langevin dynamics of financial systems: A second-order analysis

We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat C_q, where q is an analogous temperature relating the moments of the generating partition function for the financial data signals. Due to non-linear and additive noise terms within the LD, we found that C_q can display a shoulder to the right of its main peak as also found in the S&P500 historical data which may resemble a classical phase transition at a critical point. Received 6 November 2000 and Received in final form 26 March 2001     

Nanoparticles superficial density of charge in electric double-layered magnetic fluid: A conductimetric and potentiometric approach

We analyze potentiometric and conductimetric measurements simultaneously performed on Electric Double-Layer Magnetic Fluid based on cobalt ferrite nanoparticles, in order to obtain the pH-dependence of the particle surface charge density. We propose a mechanism for the charging of the particle surface. This model considers the ferrofluid solution as a mixture of strong and weak diprotic acids. We show how an exact analytical treatment involving proton transfer between the particle surface and the bulk solution allows the construction of a speciation diagram of the charged superficial sites. The saturation value of the superficial density of charge is found to be equal to 0.326 ± 0.065 C m^-2. Received 9 May 2001 and Received in final form 17 July 2001     

Stochastic resonance in a model of opinion formation on small-world networks

We analyze the phenomenon of stochastic resonance in an Ising-like system on a small-world network. The system, which is subject to the combined action of noise and an external modulation, can be interpreted as a stylized model of opinion formation by imitation under the effects of a “fashion wave”. Both the amplitude threshold for the detection of the external modulation and the width of the stochastic-resonance peak show considerable variation as the randomness of the underlying small-world network is changed. Received 19 December 2001     

Coulomb repulsion versus Hubbard repulsion in a disordered chain

We study the difference between on site Hubbard and long range Coulomb repulsions for two interacting particles in a disordered chain. The system size L (in units of the lattice spacing) is of the order of the one particle localization length and the energies are taken near the band center. In the two cases, the limits of weak and strong interactions are characterized by uncorrelated energy levels and are separated by a crossover regime where the states are more extended and the spectra more rigid. U denoting the interaction strength and t the kinetic energy scale, the crossovers take place for interaction energy to kinetic energy ratios U/t and U/(2tL) of order one, for Hubbard and Coulomb repulsions respectively. While Hubbard repulsion can only yield weak critical chaos with intermediate spectral statistics, Coulomb repulsion can drive the two particle system to quantum chaos with Wigner-Dyson spectral statistics. The interaction matrix elements are studied to explain this difference. Received 21 March 2000 and Received in final form 5 February 2001     

Master and Langevin equations for electromagnetic dissipation and decoherence of density matrices

We set up a forward - backward path integral for a point particle in a bath of photons to derive a master equation for the density matrix which describes electromagnetic dissipation and decoherence. We also derive the associated Langevin equation. As an application, we recalculate the Wigner-Weisskopf formula for the natural line width of an atomic state at zero temperature and find, in addition, the temperature broadening caused by the decoherence term. Our master equation also yields the correct Lamb shift of atomic levels. The two equations may have applications to dilute interstellar gases or to few-particle systems in cavities. Received 29 November 2000 and Received in final form 11 February 2001     

Nonlinear diffusion under a time dependent external force: q-maximum entropy solutions

Nonlinear diffusion equations provide useful models for a number of interesting phenomena, such as diffusion processes in porous media. We study here a family of nonlinear Fokker-Planck equations endowed both with a power-law nonlinear diffusion term and a drift term with a time dependent force linear in the spatial variable. We show that these partial differential equations exhibit exact time dependent particular solutions of the Tsallis maximum entropy (q-MaxEnt) form. These results constitute generalizations of previous ones recently discussed in the literature [C. Tsallis, D.J. Bukman, Phys. Rev. E 54, R2197 (1996)], concerning q-MaxEnt solutions to nonlinear Fokker-Planck equations with linear, time independent drift forces. We also show that the present formalism can be used to generate approximate q-MaxEnt solutions for nonlinear Fokker-Planck equations with time independent drift forces characterized by a general spatial dependence. Received 25 April 2001 and Received in final form 6 June 2001     

Optimization of green-times at an isolated urban crossroads

We propose a model for the intersection of two urban streets. The traffic status of the crossroads is controlled by a set of traffic lights which periodically switch to red and green with a total period of T. Two different types of crossroads are discussed. The first one describes the intersection of two one-way streets, while the second type models the intersection of a two-way street with an one-way street. We assume that the vehicles approach the crossroads with constant rates in time which are taken as the model parameters. We optimize the traffic flow at the crossroads by minimizing the total waiting time of the vehicles per cycle of the traffic light. This leads to the determination of the optimum green-time allocated to each phase. Received 19 October 2000 and Received in final form 25 May 2001