Generalized Fokker–Planck equations derived from generalized linear nonequilibrium thermodynamics

Recently, Compte and Jou derived nonlinear diffusion equations by applying the principles of linear nonequilibrium thermodynamics to the generalized nonextensive entropy proposed by Tsallis. In line with this study, stochastic processes in isolated and closed systems characterized by arbitrary generalized entropies are considered and evolution equations for the process probability densities are derived. It is shown that linear nonequilibrium thermodynamics based on generalized entropies naturally leads to generalized Fokker–Planck equations.     

Saturation and universality in QCD at small x

We find approximate solutions to the renormalization group equation which governs the quantum evolution of the effective theory for the Color Glass Condensate. This is a functional Fokker–Planck equation which generates in particular the non-linear evolution equations previously derived by Balitsky and Kovchegov within perturbative QCD. In the limit where the transverse momentum of the external probe is large compared to the saturation momentum, our approximations yield the Gaussian ansatz for the effective action of the McLerran–Venugopalan model. In the opposite limit, of a small external momentum, we find that the effective theory is governed by a scale-invariant universal action which has the correct properties to describe gluon saturation.     

Direct quadrature method of moments solution of the Fokker–Planck equation

The direct quadrature method of moments is presented as an efficient and accurate means of numerically computing solutions of the Fokker–Planck equation corresponding to stochastic nonlinear dynamical systems. The theoretical details of the solution procedure are first presented. The method is then used to solve Fokker–Planck equations for both 1D and 2D (noisy van der Pol oscillator) processes which possess nonlinear stochastic differential equations. Higher-order moments of the stationary solutions are computed and prove to be very accurate when compared to analytic (1D process) and Monte Carlo (2D process) solutions.     

Effect of mode non-orthogonality on statistical properties of light generated by circular grating DBR laser

The aim of this paper is to analyze the influence of mode non-orthogonality on statistical properties of light in circular grating distributed Bragg reflector laser (CG-DBR). The semiclassical approach based on stationary and time-dependent solution of the Fokker–Planck equation has been applied. Numerical results obtained for CG-DBR structure reveal the behavior of statistical parameters of light such as the mean intensity, intensity fluctuations and the laser linewidth as a function of the characteristic parameters of the CG-DBR laser.     

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.     

Statistical mechanics of geophysical turbulence: application to jovian flows and Jupiter’s great red spot

We propose a parameterization of 2D geophysical turbulence in the form of a relaxation equation similar to a generalized Fokker–Planck equation [P.H. Chavanis, Phys. Rev. E 68 (2003) 036108]. This equation conserves circulation and energy and increases a generalized entropy functional determined by a prior vorticity distribution fixed by small-scale forcing [R. Ellis, K. Haven, B. Turkington, Nonlinearity 15 (2002) 239]. We discuss applications of this formalism to jovian atmosphere and Jupiter’s great red spot. We show that, in the limit of small Rossby radius where the interaction becomes short-range, our relaxation equation becomes similar to the Cahn–Hilliard equation describing phase ordering kinetics. This strengthens the analogy between the jet structure of the great red spot and a “domain wall”. Our relaxation equation can also serve as a numerical algorithm to construct arbitrary nonlinearly dynamically stable stationary solutions of the 2D Euler equation. These solutions can represent jets and vortices that emerge in 2D turbulent flows as a result of violent relaxation. Due to incomplete relaxation, the statistical prediction may fail and the system can settle on a stationary solution of the 2D Euler equation which is not the most mixed state. In that case, it can be useful to construct more general nonlinearly dynamically stable stationary solutions of the 2D Euler equation in an attempt to reproduce observed phenomena.     

A nonlinear Fokker–Planck equation approach for interacting systems: Anomalous diffusion and Tsallis statistics

We investigate the solutions for a set of coupled nonlinear Fokker–Planck equations coupled by the diffusion coefficient in presence of external forces. The coupling by the diffusion coefficient implies that the diffusion of each species is influenced by the other and vice versa due to this term, which represents an interaction among them. The solutions for the stationary case are given in terms of the Tsallis distributions, when arbitrary external forces are considered. We also use the Tsallis distributions to obtain a time dependent solution for a linear external force. The results obtained from this analysis show a rich class of behavior related to anomalous diffusion, which can be characterized by compact or long-tailed distributions.     

Kinetic Models for Granular Flow

The generalization of the Boltzmann and Enskog kinetic equations to allow inelastic collisions provides a basis for studies of granular media at a fundamental level. For elastic collisions the significant technical challenges presented in solving these equations have been circumvented by the use of corresponding model kinetic equations. The objective here is to discuss the formulation of model kinetic equations for the case of inelastic collisions. To illustrate the qualitative changes resulting from inelastic collisions the dynamics of a heavy particle in a gas of much lighter particles is considered first. The Boltzmann–Lorentz equation is reduced to a Fokker–Planck equation and its exact solution is obtained. Qualitative differences from the elastic case arise primarily from the cooling of the surrounding gas. The excitations, or physical spectrum, are no longer determined simply from the Fokker–Planck operator, but rather from a related operator incorporating the cooling effects. Nevertheless, it is shown that a diffusion mode dominates for long times just as in the elastic case. From the spectral analysis of the Fokker–Planck equation an associated kinetic model is obtained. In appropriate dimensionless variables it has the same form as the BGK kinetic model for elastic collisions, known to be an accurate representation of the Fokker–Planck equation. On the basis of these considerations, a kinetic model for the Boltzmann equation is derived. The exact solution for states near the homogeneous cooling state is obtained and the transport properties are discussed, including the relaxation toward hydrodynamics. As a second application of this model, it is shown that the exact solution for uniform shear flow arbitrarily far from equilibrium can be obtained from the corresponding known solution for elastic collisions. Finally, the kinetic model for the dense fluid Enskog equation is described.     

Stability of fundamental solitons of coupled nonlinear Schrödinger equations

We present analytical stability criteria for the fundamental solitons of two coupled nonlinear Schrödinger equations. The derived stability criteria are applied to the coupled fundamental soliton states in isotropic nonlinear media, in birefringent fibres and in nonlinear couplers. The predictions from the analytical stability criteria are consistent with numerical results.     

Stability of stationary solutions of the discrete self-trapping equation

The discrete self-trapping equation is a model coupled oscillator system with applications in many areas including the dynamics of small molecules and the study of solitions on alpha-helix proteins. Some simple stability criteria for stationary solutions of this equation are presented, together with some example calculations.     

Nonlinear analysis of the gradient drift instability

An analytical study of the gradient drift instability in the equatorial electrojet of wavelengths in the order of one kilometer is presented. Different mechanisms, linear, non-local and turbulent, are found in the literature to explain the predominance of the 1 km wavelength in the electrojet. In the present work a simplified model is proposed in which the nonlinear evolution of three coupled modes is followed. By considering that one of the modes attains the stationary state, the evolution of the other two is obtained, and it is found that they follow equations of the Lotka–Volterra type. A stable stationary nonlinear solution for these equations is also found, and the conditions under which periodic solutions are possible are analyzed.     

The weakly nonlocal limit of a one-population Wilson-Cowan model

We derive the weakly nonlocal limit of a one-population neuronal field model of the Wilson-Cowan type in one spatial dimension. By transforming this equation to an equation in the firing rate variable, it is shown that stationary periodic solutions exist by appealing to a pseudo-potential analysis. The solutions of the full nonlocal equation obey a uniform bound, and the stationary periodic solutions in the weakly nonlocal limit satisfying the same uniform bound are characterized by finite ranges of pseudo energy constants. The time dependent version of the model is reformulated as a Ginzburg-Landau-Khalatnikov type of equation in the firing rate variable where the maximum (minimum) points correspond stable (unstable) homogeneous solutions of the weakly nonlocal limit. Based on this formulation it is also conjectured that the stationary periodic solutions are unstable. We implement a numerical method for the weakly nonlocal limit of the Wilson-Cowan type of model based on the wavelet-Galerkin approach. We perform some numerical tests to illustrate the stability of homogeneous solutions and the evolution of the bumps.     

Three-dimensional stationary cyclic symmetric Einstein–Maxwell solutions; black holes

From a general metric for stationary cyclic symmetric gravitational fields coupled to Maxwell electromagnetic fields within the (2 + 1)-dimensional gravity the uniqueness of wide families of exact solutions is established. Among them, all uniform electromagnetic solutions possessing electromagnetic fields with vanishing covariant derivatives, all fields having constant electromagnetic invariants F_μνF^μν and T_μνT^μν, the whole classes of hybrid electromagnetic solutions, and also wide classes of stationary solutions are derived for a third-order nonlinear key equation. Certain of these families can be thought of as black hole solutions. For the most general set of Einstein–Maxwell equations, reducible to three nonlinear equations for the three unknown functions, two new classes of solutions – having anti-de Sitter spinning metric limit – are derived. The relationship of various families with those reported by different authors’ solutions has been established. Among the classes of solutions with cosmological constant a relevant place is occupied by the electrostatic and magnetostatic Peldan solutions, the stationary uniform and spinning Clement classes, the constant electromagnetic invariant branches with the particular Kamata–Koikawa solution, the hybrid cyclic symmetric stationary black hole fields, and the non-less important solutions generated via SL(2,R)-transformations where the Clement spinning charged solution, the Martinez–Teitelboim–Zanelli black hole solution, and Dias–Lemos metric merit mention.     

Nonsingular Collapse of a Perfect Fluid Sphere Within a Dilaton-Gravity Reformulation of the Oppenheimer Model

A generic four-dimensional dilaton gravity is considered as a basis for reformulating the paradigmatic Oppenheimer–Synder model of a gravitationally collapsing star modelled as a perfect fluid or dust sphere. Initially, the vacuum Einstein scalar-tensor equations are modified to Einstein–Langevin equations which incorporate a noise or micro-turbulence source term arising from Planck scale conformal, dilaton fluctuations which induce metric fluctuations. Coupling the energy-momentum tensor for pressureless dust or fluid to the Einstein–Langevin equations, a modification of the Oppenheimer–Snyder dust collapse model is derived. The Einstein–Langevin field equations for the collapse are of the form of a Langevin equation for a non-linear Brownian motion of a particle in a homogeneous noise bath. The smooth worldlines of collapsing matter become increasingly randomised Brownian motions as the star collapses, since the backreaction coupling to the fluctuations is non-linear; the input assumptions of the Hawking–Penrose singularity theorems are then violated. The solution of the Einstein–Langevin collapse equation can be found and is non-singular with the singularity being smeared out on the correlation length scale of the fluctuations, which is of the order of the Planck length. The standard singular Oppenheimer–Synder model is recovered in the limit of zero dilaton fluctuations.     

Spatial structure,regression to steady states based on a coupled random walk process

Based on a simple model of coupled random walks, coupled Fokker-Planck equations are derived. It is shown that their steady state solutions exhibit spatial structures. The condition for regressive solutions, the stability condition are expressed in terms of jumping probabilities.On leave of absence from Tohoku University, Department of Applied Science, Faculty of Engineering, Sendai 980 Japan     

Kinetic theory in the weak-coupling approximation: I. Formal theory and application to classical open systems

A general formalism, where irreversible processes are related to singularities of the resolvent of the Liouville operator, is applied to classical open systems. For a system weakly coupled to a thermal reservoir, a kinetic equation is derived. It is shown that the method leads to equations defining a positivity-preserving semigroup with the Maxwell-Boltzmann distribution as a stationary solution and obeying an H-theory. It is pointed out that these properties are not always shared by irreversible equations obtained as asymptotic approximations of the so-called generalized master equation.     

Bifurcations and loss of orbital stability in nonlinear viscoelastic beam arrays subject to parametric actuation

The collective dynamic response of microbeam arrays is governed by nonlinear effects, which have not yet been fully investigated and understood. This work employs a nonlinear continuum-based model in order to investigate the nonlinear dynamic behavior of an array of N nonlinearly coupled micro-electromechanical beams that are parametrically actuated. Investigations focus on the behavior of small size arrays in the one-to-one internal resonance regime, which is generated for low or zero DC voltages. The dynamic equations of motion of a two-element system are solved analytically using the asymptotic multiple-scales method for the weakly nonlinear system. Analytically obtained results are verified numerically and complemented by a numerical analysis of a three-beam array. The dynamic responses of the two- and three-beam systems reveal coexisting periodic and aperiodic solutions. The stability analysis enables construction of a detailed bifurcation structure, which reveals coexisting stable periodic and aperiodic solutions. For zero DC voltage only quasi-periodic and no evidence for the existence of chaotic solutions are observed. This study of small size microbeam arrays yields design criteria, complements the understanding of nonlinear nearest-neighbor interactions, and sheds light on the fundamental understanding of the collective behavior of finite-size arrays.     

Decoherence effects in Bose–Einstein condensate interferometry I. General theory

The present paper outlines a basic theoretical treatment of decoherence and dephasing effects in interferometry based on single component Bose–Einstein condensates in double potential wells, where two condensate modes may be involved. Results for both two mode condensates and the simpler single mode condensate case are presented. The approach involves a hybrid phase space distribution functional method where the condensate modes are described via a truncated Wigner representation, whilst the basically unoccupied non-condensate modes are described via a positive P representation. The Hamiltonian for the system is described in terms of quantum field operators for the condensate and non-condensate modes. The functional Fokker–Planck equation for the double phase space distribution functional is derived. Equivalent Ito stochastic equations for the condensate and non-condensate fields that replace the field operators are obtained, and stochastic averages of products of these fields give the quantum correlation functions that can be used to interpret interferometry experiments. The stochastic field equations are the sum of a deterministic term obtained from the drift vector in the functional Fokker–Planck equation, and a noise field whose stochastic properties are determined from the diffusion matrix in the functional Fokker–Planck equation. The stochastic properties of the noise field terms are similar to those for Gaussian–Markov processes in that the stochastic averages of odd numbers of noise fields are zero and those for even numbers of noise field terms are the sums of products of stochastic averages associated with pairs of noise fields. However each pair is represented by an element of the diffusion matrix rather than products of the noise fields themselves, as in the case of Gaussian–Markov processes. The treatment starts from a generalised mean field theory for two condensate modes, where generalised coupled Gross–Pitaevskii equations are obtained for the modes and matrix mechanics equations are derived for the amplitudes describing possible fragmentations of the condensate between the two modes. These self-consistent sets of equations are derived via the Dirac–Frenkel variational principle. Numerical studies for interferometry experiments would involve using the solutions from the generalised mean field theory in calculations for the stochastic fields from the Ito stochastic field equations.     

Spectral/hp least-squares finite element formulation for the Navier–Stokes equations

We consider the application of least-squares finite element models combined with spectral/hp methods for the numerical solution of viscous flow problems. The paper presents the formulation, validation, and application of a spectral/hp algorithm to the numerical solution of the Navier–Stokes equations governing two- and three-dimensional stationary incompressible and low-speed compressible flows. The Navier–Stokes equations are expressed as an equivalent set of first-order equations by introducing vorticity or velocity gradients as additional independent variables and the least-squares method is used to develop the finite element model. High-order element expansions are used to construct the discrete model. The discrete model thus obtained is linearized by Newton’s method, resulting in a linear system of equations with a symmetric positive definite coefficient matrix that is solved in a fully coupled manner by a preconditioned conjugate gradient method. Spectral convergence of the L₂ least-squares functional and L₂ error norms is verified using smooth solutions to the two-dimensional stationary Poisson and incompressible Navier–Stokes equations. Numerical results for flow over a backward-facing step, steady flow past a circular cylinder, three-dimensional lid-driven cavity flow, and compressible buoyant flow inside a square enclosure are presented to demonstrate the predictive capability and robustness of the proposed formulation.     

Coupled Klein–Gordon equations and energy exchange in two-component systems

A system of coupled Klein–Gordon equations is proposed as a model for one-dimensional nonlinear wave processes in two-component media (e.g., long longitudinal waves in elastic bi-layers, where nonlinearity comes only from the bonding material). We discuss general properties of the model (Lie group classification, conservation laws, invariant solutions) and special solutions exhibiting an energy exchange between the two physical components of the system. To study the latter, we consider the dynamics of weakly nonlinear multi-phase wavetrains within the framework of two pairs of counter-propagating waves in a system of two coupled Sine–Gordon equations, and obtain a hierarchy of asymptotically exact coupled evolution equations describing the amplitudes of the waves. We then discuss modulational instability of these weakly nonlinear solutions and its effect on the energy exchange.