Ergodic Properties of the Non-Markovian Langevin Equation

We discuss the dissipative dynamics of a classical particle coupled to an infinitely extended heat reservoir. We announce a number of results concerning the ergodic properties of this model. The novelty of our approach is that it extends beyond Markovian dynamics to the case where the Langevin equation is driven by colored noise. Our method works in arbitrary space dimension, and for fully nonlinear systems.     

Random integral equation formulation of a generalized Langevin equation

In this paper, the generalized Langevin equation introduced by Kubo and Mori is formulated as a random integral equation. We consider (1) the existence and uniqueness of the solution, (2) moments of the solution process, (3) a comparison theorem for solution processes, and (4) the Cauchy polygonal approximation to the solution.     

Analytical solution of a multidimensional Langevin equation at high friction limits and probability passing over a two-dimensional saddle

The analytical solution of a multidimensional Langevin equation at the overdamping limit is obtained and the probability of particles passing over a two-dimensional saddle point is discussed. These results may break a path for studying further the fusion in superheavy elements synthesis.     

Analytical solution of a multidimensional Langevin equation at high friction limits and probability passing over a two-dimensional saddle

The analytical solution of a multidimensional Langevin equation at the overdamping limit is obtained and the probability of particles passing over a two-dimensional saddle point is discussed. These results may break a path for studying further the fusion in superheavy elements synthesis.     

Effects of temperature on the relaxation to equilibrium and stationary nonequilibrium states of some Langevin systems

We investigate the effects of temperature on the properties of the time relaxation to equilibrium and nonequilibrium steady states of correlation functions of some Langevin harmonic systems. We consider commonly used dissipative and conservative Langevin dynamics, and show that the time relaxation rate depends on the temperature in the case of thermal reservoirs at different temperatures connected to the system, but it does not happen in the case of relaxation to equilibrium, i.e., if all the heat bath are at the same temperature. Our formalism maps the initial stochastic problem on a noncanonical quantum field theory, and the calculations of the relaxation rates are based on a perturbative analysis. We argue to show the reliability of the perturbative computation.     

Langevin equation for a free particle driven by power law type of noises

We study a generalized Langevin equation for a free particle driven by N internal noises. The mean square displacement and velocity autocorrelation function are derived in case of a mixture of Dirac delta, power law and Mittag-Leffler noises. Additionally, a frictional memory kernel of distributed order is considered. The long time limit and short time limit are analyzed, and the dominant contributions of noises on particle dynamics is discussed. Various different diffusive behaviors (subdiffusion, superdiffusion, normal diffusion, ultraslow diffusion) are obtained. The considered problem may be used in the theory of anomalous diffusion in complex environment.     

Return to equilibrium and stability of dynamics (semigroup dynamics case)

A study is presented of asymptotically normal dynamical semigroups for which there exists a faithful normal state satisfying the detailed balance condition. Such dynamics reveals a return to a stationary state if additionally a weak cluster property is assumed. The generalized stability condition and generalized wave operators are introduced. The theory is illustrated by models.     

朗之万方程及其在蛋白质折叠动力学中的应用

研究了朗之万方程的动力学性质,并用它模拟了蛋白质分子的折叠过程.首先在相空间中对朗之万方程做连续映射,发现做布朗运动的粒子在位置坐标上存在明显的概率分布,这表明蛋白质折叠过程中分子空间构型是非遍历的.此外,本文还通过数值模拟得到了去折叠态蛋白质的紧密度指标,并验证了它与实验结果以及其他理论方法的一致性.本文还提出了一种利用重整化方法研究熔球体状态蛋白质的理论模型,并提供了考虑疏水基影响的蛋白质折叠过程的模拟思路. 关键词： 朗之万方程 蛋白质折叠非遍历性 紧密度指标 重整化     

Numerical resolution of the modified Langevin equation using a differential expression: Application to the Jiles magnetostriction law of approach

The Langevin equation is classically used to model the anhysteretic magnetization curve. A modified version of this equation has been introduced by Jiles to take into account the effects of magnetostriction on the anhysteretic magnetization behavior when a ferromagnetic material undergoes mechanical stresses. The numerical resolution of the modified Langevin equation is usually performed with a root-finding algorithm. In this paper, a differential form of the modified Langevin equation is proposed, allowing a faster numerical resolution.     

Stochastic equations of the Langevin type under a weakly dependent perturbation

Asymptotic expansions for the probability density of the solution of a stochastic differential equation under a weakly dependent perturbation are proposed. In particular, linear partial differential equations for the first two terms of the correlation time expansion are derived. It is shown that in these expansions the boundary layer part appears and non-Gaussianity of the perturbation is important for the Fokker-Planck approximation correction.     

Understanding quantum entanglement by thermo field dynamics

We propose a new method to understand quantum entanglement using the thermo field dynamics (TFD) described by a double Hilbert space. The entanglement states show a quantum-mechanically complicated behavior. Our new method using TFD makes it easy to understand the entanglement states, because the states in the tilde space in TFD play a role of tracer of the initial states. For our new treatment, we define an extended density matrix on the double Hilbert space. From this study, we make a general formulation of this extended density matrix and examine some simple cases using this formulation. Consequently, we have found that we can distinguish intrinsic quantum entanglement from the thermal fluctuations included in the definition of the ordinary quantum entanglement at finite temperatures. Through the above examination, our method using TFD can be applied not only to equilibrium states but also to non-equilibrium states. This is shown using some simple finite systems in the present paper.     

Trend to equilibrium of weak solutions of the Boltzmann equation in a slab with diffusive boundary conditions

Recently R. Illner and the author proved that, under a physically realistic truncation on the collision kernel, the Boltzmann equation in the one-dimensional slab [0, 1] with general diffusive boundary conditions at 0 and 1 has a global weak solution in the traditional sense. Here it is proved that when the Maxwellians associated with the boundary conditions atx=0 andx=1 are the same MaxwellianM _w , then the solution is uniformly bounded and tends toM _w fort.     

The bobylev approach to the nonlinear Boltzmann equation

The Bobylev approach to the nonlinear Boltzmann equation is reviewed. The linearized problem is discussed and it is shown that eigenfunctions decaying like a negative power of the velocity are possible with Maxwell molecules only. The relaxation to equilibrium according to the nonlinear equation is discussed and the Krook-Wu conjecture on the status of the BKW mode is shown to be false in general. The buildup of the high-energy tails is considered and a phenomenon observed by Tjon is given a simple explanation. Finally, the method is illustrated with numerical calculations performed for two sets of initial conditions.     

Diffusive corrections to asymptotics of a strong-field quantum transport equation

The asymptotic analysis of a linear high-field Wigner-BGK equation is developed by a modified Chapman-Enskog procedure. By an expansion of the unknown Wigner function in powers of the Knudsen number ?, evolution equations are derived for the terms of zeroth and first order in ?. In particular, a quantum drift-diffusion equation for the position density of electrons, with an ?-order correction on the field terms, is obtained. Well-posedness and regularity of the approximate problems are established, and a rigorous proof that the difference between exact and asymptotic solutions is of order ?², uniformly in time and for arbitrary initial data is given.     

Construction of a Langevin model from time series with a periodical correlation function: Application to wind speed data

A Langevin-type equation for stochastic processes with a periodical correlation function is introduced. A procedure of reconstruction of the equation from time series is proposed and verified on simulated data. The method is applied to geophysical time series–hourly time series of wind speed measured in northern Italy–constructing the macroscopic model of the phenomenon.     

On weak and strong convergence to equilibrium for solutions to the linear Boltzmann equation

This paper considers the linear space-inhomogeneous Boltzmann equation for a distribution function in a bounded domain with general boundary conditions together with an external potential force. The paper gives results on strong convergence to equilibrium, whent, for general initial data; first in the cutoff case, and then for infinite-range collision forces. The proofs are based on the properties of translation continuity and weak convergence to equilibrium. To handle these problems generalH-theorems (concerning monotonicity in time of convex entropy functionals) are presented. Furthermore, the paper gives general results on collision invariants, i.e., on functions satisfying detailed balance relations in a binary collision.     

简谐速度噪声与简谐噪声环境中谐振子的动力学共振

通过求解简谐势场中的广义量子朗之万方程，得到平均能量的精确表达式.由于简谐速度噪声与简谐噪声功率谱的不同特点，两种内部噪声驱动的谐振子在简谐外力的作用下具有不同的共振特征.这些特征可用来检验两种噪声.