Theory of light scattering from a system of interacting Brownian particles

Starting from a N-particle diffusion equation for a system of N interacting spherical Brownian particles, a non-linear transport equation for concentration fluctuations δc(r, t) of the particles is derived. This dynamic equation is transformed into a hierarchy of equations for retarded propagators of increasing numbers of concentration fluctuations. A cluster expansion to lowest order in the average concentration results in a set of two coupled equations. The spectrum of light scattered by the interacting particles is in general not a Lorentzian, due to the non-linear term in the transport equation. For small scattering wave vectors k the width is D(ω)k², where ω is the transferred frequency. It is shown that D(0) = D_e, the effective diffusion coefficient. For a hardcore interaction potential the spectrum is Lorentzian and it is found that D_e = D₀(1 + φ), where D₀ is the diffusion constant for independent particles and φ the volume concentration of Brownian particles.     

The correlation function for a quantum oscillator in a low-temperature heat bath

The momentum autocorrelation function c(t) for a quantum oscillator coupled with harmonic forces to a heat bath of oscillators is calculated at low temperatures. It is found that c(t) contains two distinct terms: one, the zero-point contribution c₀(t), is temperature independent, and the other, c₁(t), does depend on temperature. We concentrate our attention on the low-temperature case. An expression for c₁(t) is obtained, which is valid for arbitrary strenghts of the coupling and for arbitrary times. It is shown that c₁(t) is governed by the low-frequency behaviour of F(λ) = A²(λ)ϱ(λ), where ϱ(λ) is the density of normal modes and A(λ) is the central-oscillator component of the λth normal mode; other details of the problem are irrelevant. It is found that c₁(t) decays in time as an inverse-power law, with a relaxation time t_q ≈ ħ/kT.     

Stochastic differential equations

In chapter I stochastic differential equations are defined and classified, and their occurrence in physics is reviewed. In chapter II it is shown for linear equation show a differential equation for the averaged solution is obtained by expanding in ατ_c, where α measures the size of the fluctuations and τ_c their autocorrelation time. This result is the underlying reason for the existence of “renormalized transport coefficients”. In chapter III the same treatment is adapted to nonlinear equations. In chapter IV an alternative treatment is described, applicable only in a special case, but not confined to small ατ_c.The emphasis is on physical usefulness rather than mathematical rigor. Throughout the text applications are given at the points where they appeared to serve best as illustrations of the method. The list of references is not complete, but hopefully representative of the literature.     

Non-Markovian diffusion equations and processes: Analysis and simulations

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation can be interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the memory kernel K(t). We develop several applications and derive the exact solutions. We consider different stochastic models for the given equations providing path simulations.     

Stability for the Korteweg-de Vries equation by inverse scattering theory

The stability problems for the Korteweg-de Vries equation, where linear stability fails, are investigated by the inverse scattering method. A rather general solution u(t, x) of the K-dV equation is shown to depend, for fixed time t, continuously on the initial condition u(0, x). For a continuum solution u_c(t, x), this continuity holds uniformly in t (stability), but for a soliton solution this is not true. A soliton solution can be uniquely decomposed into a continuum and discrete (soliton) part: u(t, x) = u_e(t, x) + u_d(t, x). Then the perturbed solution u is close to u after a suitable t-dependent “shift” of the soliton part (form stability).     

Exact results for two-dimensional coarsening

We consider the statistics of the areas enclosed by domain boundaries (‘hulls’) during the curvature-driven coarsening dynamics of a two-dimensional nonconserved scalar field from a disordered initial state. We show that the number of hulls per unit area, n _h (A, t)dA, with enclosed area in the range (A,A + dA), is described, for large time t, by the scaling form n _h (A, t) = 2c _h /(A + λ _h t)², demonstrating the validity of dynamical scaling in this system. Here $ c_h = {1 \mathord{\left/ {\vphantom {1 8}} \right. \kern-0em} 8}\pi \sqrt 3 $ is a universal constant associated with the enclosed area distribution of percolation hulls at the percolation threshold, and λ _h is a material parameter. The distribution of domain areas, n _d (A, t), is apparently very similar to that of hull areas up to very large values of A/λ _h t. Identical forms are obtained for coarsening from a critical initial state, but with c _h replaced by c _h /2. The similarity of the two distributions (of areas enclosed by hulls, and of domain areas) is accounted for by the smallness of c _h . By applying a ‘mean-field’ type of approximation we obtain the form n _d (A, t) ? 2c _d [λ _d (t+t ₀)] ^τ?2/[A+λ _d (t+t ₀)] ^τ , where t ₀ is a microscopic timescale and τ = 187/91 ? 2.055, for a disordered initial state, and a similar result for a critical initial state but with c _d → c _d /2 and τ → τ _c = 379/187 ? 2.027. We also find that c _d = c _h + O(c _h ² ) and λ _d = λ _h (1 + O(c _h )). These predictions are checked by extensive numerical simulations and found to be in good agreement with the data.     

The stochastic method for numerical simulations:: Higher order corrections

We derive discrete versions of stochastic differential equations governing the evolution of some random variable x(t) to arbitrary order in Δt, giving explicit formulae to second order. These are tested in the static case by examples where x takes values in the groups U(1) and SU(2).     

Grazing incidence diffraction of X-rays in semiconductor heterostructures: Application of the integral mode

The grazing incidence diffraction (GID) of X-rays enables to characterize thin subsurface layers in semiconductor heterostructures having a thickness smaller than 100 nm. The dynamical theory of X-ray diffraction is extended for the case of identical in plane lattice parameters at the heterointerface. Especially the variation in the specular diffracted (220) Bragg intensity measured with open detector (integral mode) is evaluated in dependence on the grazing angle Φ₀ of the primary beam with respect to the (001) surface. Using a parallel beam an oscillation behaviour occurs at the high angle side Θ _c < Φ₀≦0.5⁰(Θ _c is the angle of total external reflection) of the diffraction curveI(Φ₀) which can be related to the thickness of the perfect crystalline part of the epilayert _K . Having an incident beam divergence and a small difference in the effective refractive indices of the layer and the substrate the oscillations are almost leveled. They are further visible in case of a minute inclination of the (220) lattice plane with respect to the surface normal. In the interval 0 < Φ₀<Θ _c the slope of the integral curve depends on the thickness of the subsurface layert _A which does not contribute to the Bragg diffraction. The integral mode is sensitive for layers of about 0<t _A <15 nm and 15<t _K <80 nm. The proposed theory working principally for multilayer structures is presently suplicated to interpret GID curves ofA ^III B ^v heterostructures.     

Asymptotic behavior of orbits of C 0-semigroups and solutions of linear and semilinear abstract differential equations

In this paper, we study the asymptotic behavior of solutions of semilinear abstract differential equations (*) u′(t) = Au(t) + t ⁿ f(t, u(t)), where A is the generator of a C ₀-semigroup (or group) T(·), f(·, x) ∈ A for each x ∈ X, A is the class of almost periodic, almost automorphic or Levitan almost periodic Banach space valued functions ϕ: ℝ → X and n ∈ {0, 1, 2, ...}. We investigate the linear case when T(·)x is almost periodic for each x ∈ X; and the semilinear case when T(·) is an asymptotically stable C ₀-semigroup, n = 0 and f(·, x) satisfies a Lipschitz condition. Also, in the linear case, we investigate (*) when ϕ belongs to a Stepanov class S ^p-A defined similarly to the case of S ^p-almost periodic functions. Under certain conditions, we show that the solutions of (*) belong to A _u:= A ∩ BUC(ℝ, X) if n = 0 and to t ⁿ A _u ⊕ w _n C ₀ (ℝ, X) if n ∈ ℕ, where w _n(t) = (1 + |t|)ⁿ. The results are new for the case n ∈ ℕ and extend many recent ones in the case n = 0. Dedicated to the memory of B. M. Levitan     

The long-time behaviour of the electric-field autocorrelation function in a finite photon gas

We investigate an autocorrelation function of a soluble three-dimensional system, namely the temporal coherence functionC _E(t)∝<E(0)E(t)> of the thermal radiation field in a cube-shaped cavity for the stochastic electrical fieldE. In the thermodynamic limit,C _E(t) relaxes exponentially at intermediate times, but a “long-tail” behaviourC ₀(t)=At^?4 withA<0 is predominant for long times. In the case of a finite, but not too small, cavity lengthL obeyingΛ=hc/k _BT?L and at timest withct?L, C _E(t) is described by an asymptotic expansion in powers ofL ^?1 using generalized Riemann zeta functions. Surface-and shape-effects enhance the long-tail. In the case of very small cavities withL«Λ, we calculate an expansion ofC _E(t) in terms of exp(?L ^?1) and cosines. An oscillatory, but not strictly periodic, long-time behaviour is observed in this case.     

Monodromy preserving deformation of linear ordinary differential equations with rational coefficients: I. General theory and τ-function

A general theory of monodromy preserving deformation is developed for a system of linear ordinary differential equations $\text{d}\text{Y}\text{d}\text{x}\text{=A(x)Y}$, where A(x) is a rational matrix. The non-linear deformation equations are derived and their complete integrability is proved. An explicit formula is found for a 1-form ω, expressed rationally in terms of the coefficients of A(x), that has the property dω=0 for each solution of the deformation equations. Examples corresponding to the “soliton” and “rational” solutions are discussed.     

A Markov Process Associated with a Boltzmann Equation Without Cutoff and for Non-Maxwell Molecules

Tanaka,⁽¹⁸⁾ showed a way to relate the measure solution {P _t } _t of a spatially homogeneous Boltzmann equation of Maxwellian molecules without angular cutoff to a Poisson-driven stochastic differential equation: {P _t } is the flow of time marginals of the solution of this stochastic equation. In the present paper, we extend this probabilistic interpretation to much more general spatially homogeneous Boltzmann equations. Then we derive from this interpretation a numerical method for the concerned Boltzmann equations, by using easily simulable interacting particle systems.     

Higher order field equations II; Limit properties of green's functions

In a previous paper wave propagation was studied according to a sixth-order partial differential equation involving a complex mass M. The corresponding Yang-Feldman integral equations (indicated as SM-YF-equations), were formulated using modified Green's functions G^M_R(x) and G^M_A(x), which then incorporate the partial differential equation together with certain boundary conditions. In this paper certain limit properties of these modified Green's functions are derived: (a) It is shown that for |M| → ∞ the Green's functions G^M_R(x) and G^M_A(x) approach the Green's functions Δ_R(x) and Δ_A(x) of the corresponding KG-equation (Klein-Gordon equation). (b) It is further shown that the asymptotic behaviour of G^M_A(x) and G^M_A(x) is the same as of Δ_R(x) and Δ_A(x) - and also the same as for D_R(x) and D_A(x) for t→ ± ∞, where D_R and D_A are the Green n's functions for the KG-equation with mass zero. It is essential to take limits in the sense of distribution theory in both cases (a) and (b). The property (b) indicates that the wave propagation properties of the SM-YF-equations, the KG-equation with finite mass and the KG-equation with mass zero are closely related in an asymptotic sense.     

Diffusion Effects on the Breakdown of a Linear Amplifier Model Driven by the Square of a Gaussian Field

We investigate solutions to the equation ? _t ?? $\mathcal{D}$ Δ?=λS ²?, where S(x, t) is a Gaussian stochastic field with covariance C(x?x′, t, t′), and x∈ $\mathbb{R}$ ^d . It is shown that the coupling λ _cN (t) at which the N-th moment <? ^N (x, t)> diverges at time t, is always less or equal for $\mathcal{D}$ >0 than for $\mathcal{D}$ =0. Equality holds under some reasonable assumptions on C and, in this case, λ _cN (t)=Nλ _c (t) where λ _c (t) is the value of λ at which <exp[λ ∫ ^t ₀ S ²(0, s) ds]> diverges. The $\mathcal{D}$ =0 case is solved for a class of S. The dependence of λ _cN (t) on d is analyzed. Similar behavior is conjectured when diffusion is replaced by diffraction, $\mathcal{D}$ →i $\mathcal{D}$ , the case of interest for backscattering instabilities in laser-plasma interaction.     

A stochastic derivation of the Sivashinsky equation for the self-turbulent motion of a free particle

Within the framework of the Kershaw approach and of a hypothesis on spatial stochasticity, the relativistic equations of Lehr and Park, Guerra and Ruggiero, and Vigier for stochastic Nelson mechanics are obtained. In our model there is another set of equations of the hydrodynamical type for the drift velocityv _i(x _j,t) and stochastic velocityu _i(x _j,t) of a particle. Taking into account quadratic terms in l, the universal length, we obtain from these equations the Sivashinsky equations forv _i(x _j,t) in the caseu _i →0. In the limit l →0, these equations acquire the Newtonian form.     

On the initial-boundary value problems for soliton equations

We present a novel approach to solving initial-boundary value problems on the segment and the half line for soliton equations. Our method is illustrated by solving a prototypal and widely applied dispersive soliton equation—the celebrated nonlinear Schroedinger equation. It is well known that the basic difficulty associated with boundaries is that some coefficients of the evolution equation of the (x) scattering matrix S(k, t) depend on unknown boundary data. In this paper, we overcome this difficulty by expressing the unknown boundary data in terms of elements of the scattering matrix itself to obtain a nonlinear integrodifferential evolution equation for S(k, t). We also sketch an alternative approach in the semiline case on the basis of a nonlinear equation for S(k, t), which does not contain unknown boundary data; in this way, the “linearizable” boundary value problems correspond to the cases in which S(k, t) can be found by solving a linear Riemann-Hilbert problem.     

The derivative nonlinear Schrödinger equation on the half-line

We analyze the derivative nonlinear Schrödinger equation on the half-line using the Fokas method. Assuming that the solution q(x,t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter ζ. The jump matrix has explicit x,t dependence and is given in terms of the spectral functions a(ζ), b(ζ) (obtained from the initial data q₀(x)=q(x,0)) as well as A(ζ), B(ζ) (obtained from the boundary values g₀(t)=q(0,t) and g₁(t)=q_x(0,t)). The spectral functions are not independent, but related by a compatibility condition, the so-called global relation. Given initial and boundary values {q₀(x),g₀(t),g₁(t)} such that there exist spectral functions satisfying the global relation, we show that the function q(x,t) defined by the above Riemann-Hilbert problem exists globally and solves the derivative nonlinear Schrödinger equation with the prescribed initial and boundary values.     

Convergence to SPDEs in Stratonovich Form

We consider the perturbation of parabolic operators of the form ∂ _t  + P(x, D) by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the solution to the random equation is affected by the randomness at the leading order. We show that, when the dimension is smaller than the order of the elliptic pseudo-differential operator P(x, D), the perturbed parabolic equation admits a solution given by a Duhamel expansion. Moreover, as the correlation length of the potential vanishes, we show that the latter solution converges in distribution to the solution of a stochastic parabolic equation with multiplicative noise that should be interpreted in the Stratonovich sense. The theory of mild solutions for such stochastic partial differential equations is developed. The behavior described above should be contrasted to the case of dimensions larger than or equal to the order of the elliptic pseudo-differential operator P(x, D). In the latter case, the solution to the random equation converges strongly to the solution of a homogenized (deterministic) parabolic equation as is shown in [2]. A stochastic limit is obtained only for sufficiently small space dimensions in this class of parabolic problems.     

Superconductivity in the t-J model in the large-N limit

Using a 1/N expansion for X-operators the leading contributions to the linearized equation for the superconducting gap of the t-J model are derived and the gap equation solved numerically on a square lattice. We find a strong instability towards superconductivity only in the d-wave (T ₃) channel with T _c/│t│ ～ 0:01 where T _c is the transition temperature and t the nearest-neighbor hopping integral. The underlying effective interaction consists of an attractive, instantaneous term with the band width, and a retarded term due to charge and spin fluctuations with ～ J, as energy scale.