Microscopic derivation of non-Markovian thermalization of a Brownian particle

In this paper, the first microscopic approach to Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended Boltzmann equation, which describes correctly the interaction with the fluid, we derive systematically via multiple-time-scale analysis a reduced equation controlling the thermalization of the B particle, i.e., the relaxation toward the Maxwell distribution in velocity space. In contradistinction to the Fokker-Planck equation, the derived new evolution equation is nonlocal both in time and in velocity space, owing to correlated recollision events between the fluid and particle B. In the long-time limit, it describes a non-Markovian generalized Ornstein-Uhlenbeck process. However, in spite of this complex dynamical behavior, the Stokes-Einstein law relating the friction and diffusion coefficients is shown to remain valid. A microscopic expression for the friction coefficient is derived, which acquires the form of the Stokes law in the limit where the meanfree path in the gas is small compared to the radius of particle B.Knowing the interest of Matthieu Ernst in the subtle and fundamental problems of kinetic theory, we have the pleasure to dedicate this study to him.     

带反馈的分数阶耦合布朗马达的定向输运

研究具有幂律记忆性的带反馈耦合布朗马达的定向输运现象, 引入分数阶理论, 建立了带反馈的分数阶耦合布朗马达模型, 利用分数阶差分法求得模型数值解并分析了模型参数对合作定向输运性质的影响. 仿真结果表明, 系统的记忆性通过影响带反馈的棘齿势的打开和闭合而影响粒子的定向输运, 即当系统的阶数在较小的范围内, 系统的记忆性会使带反馈的棘齿势的开关频率增加, 从而增大定向流速; 当系统其他参数(势垒高度、噪声强度等)固定时, 输运速度随着阶数的变化出现广义随机共振现象.     

A gas of Brownian particles in statistical dynamics

We consider a large number of particles on a one-dimensional latticel Z in interaction with a heat particle; the latter is located on the bond linking the position of the particle to the point to which it jumps. The energy of a single particle is given by a potentialV(x), x∈Z. In the continuum limit, the classical version leads to Brownian motion with drift. A quantum version leads to a local drift velocity which is independent of the applied force. Both these models obey Einstein's relation between drift, diffusion, and applied force. The system obeys the first and second laws of thermodynamics, with the time evolution given by a pair of coupled non linear heat equations, one for the density of the Brownian particles and one for the heat occupation number; the equation for a tagged Brownian particle can be written as a stochastic differential equation.     

Exact solution of Kramers' problem for piecewise parabolic potential profiles

This paper presents a general procedure for deducing exact time characteristics of Brownian diffusion in the high damping limit in piecewise parabolic pontential profiles.Our approach to solve this problem is based on the Laplace transform method for obtaining the desired time characteristics. For some concrete examples of piecewise parabolic profiles' exact values of metastable state decay times and bistable system relaxation times are found. These results are valid for any height of the potential barrier and coincide with Kramer's results for a high potential barrier. Conditions for the validity of Kramer's formula are also derived.     

Variance and Entropy Assignment for Continuous-Time Stochastic Nonlinear Systems

This paper investigates the randomness assignment problem for a class of continuous-time stochastic nonlinear systems, where variance and entropy are employed to describe the investigated systems. In particular, the system model is formulated by a stochastic differential equation. Due to the nonlinearities of the systems, the probability density functions of the system state and system output cannot be characterised as Gaussian even if the system is subjected to Brownian motion. To deal with the non-Gaussian randomness, we present a novel backstepping-based design approach to convert the stochastic nonlinear system to a linear stochastic process, thus the variance and entropy of the system variables can be formulated analytically by the solving Fokker–Planck–Kolmogorov equation. In this way, the design parameter of the backstepping procedure can be then obtained to achieve the variance and entropy assignment. In addition, the stability of the proposed design scheme can be guaranteed and the multi-variate case is also discussed. In order to validate the design approach, the simulation results are provided to show the effectiveness of the proposed algorithm.     

Dynamical inference of hidden biological populations

Population fluctuations in a predator-prey system are analyzed for the case where the number of prey could be determined, subject to measurement noise, but the number of predators was unknown. The problem of how to infer the unmeasured predator dynamics, as well as the model parameters, is addressed. Two solutions are suggested. In the first of these, measurement noise and the dynamical noise in the equation for predator population are neglected; the problem is reduced to a one-dimensional case, and a Bayesian dynamical inference algorithm is employed to reconstruct the model parameters. In the second solution a full-scale Markov Chain Monte Carlo simulation is used to infer both the unknown predator trajectory, and also the model parameters, using the one-dimensional solution as an initial guess.     

Self-tuning and stochastic resonance in a simple threshold system—a filter theory approach

Fully nonlinear filter theory is applied to a simple threshold system, which plays the role of an observer of input signals from a Brownian dynamical system. Our filtering results are discussed within the frameworks of both stochastic resonance and self-tuning of the threshold values, which gathers a lot of attention in relation to information processing in auditory systems.     

活性布朗粒子运动的稳态解

拟可积Hamilton系统随机平均法可以用来研究活性布朗粒子运动.介绍了该随机平均法，利用它详细求解了布朗粒子运动的动力学方程，该方程描述了活性布朗粒子在平面上的运动，粒子受到的激励是Gaussian白噪声，受到的阻尼是Schienbein-Gruler速度依赖的磨擦模型.通过与数字模拟和与实验数据的比较，证明所得稳态解正确.对于Rayleigh和Erdamnn速度依赖的磨擦模型，也给出了稳态解. 关键词： 活性布朗粒子 拟可积Hamilton系统随机平均法 可积性 稳态解     

Burgers equation with self-similar gaussian initial data: Tail probabilities

The statistical properties of solutions of the one-dimensional Burgers equation in the limit of vanishing viscosity are considered when the initial velocity potential is fractional Brownian motion (FBM). We establish the asymptotic power-law order for log-probability of large values, both velocity and shock (amplitude of velocity discontinuity). This confirms the conjecture of U. Frisch and his collaborators. Rigorous results for this problem were previously derived for the case of Brownian motion using Markov techniques. Our approach is based on the intrinsic properties of FBM and the theory of extreme values for Gaussian processes.     

Dynamical properties of colloidal systems: 1. Derivation of stochastic transport equations

To describe dynamical properties of a system of interacting Brownian particles stochastic transport equations are derived for the positions of the particles and their concentration fluctuations. This is achieved by an expansion of the Langevin equation for the momenta in terms of the reciprocal of the friction coefficient. As a by-product this procedure gives a new derivation of the generalized Smoluchowski equation. Using a local equilibrium approximation for the configurational distribution function a mode-mode coupling equation is derived for the local concentration, which still depends on the random forces of the solvent. For the interaction free case the relation to the ordinary diffusion approach is established.     

Dynamical correlations for circular ensembles of random matrices

Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of antisymmetric Hermitian matrix initial conditions, Brownian dynamics toward the unitary symmetry is analyzed. The dynamical correlation functions of arbitrary number of Brownian particles at arbitrary number of times are shown to be written in the forms of quaternion determinants, similarly as in the case of Hermitian random matrix models.     

Iterative approximation of limit cycles for a class of Abel equations

This article considers the analytical approximation of limit cycles that may appear in Abel equations written in the normal form. The procedure uses an iterative approach that takes advantage of the contraction mapping theorem. Thus, the obtained sequence exhibits uniform convergence to the target periodic solution. The effectiveness of the technique is illustrated through the approximation of an unstable limit cycle that appears in an Abel equation arising in a tracking control problem that affects an elementary, second-order bilinear power converter.     

Efficient Numerical Solution of Stochastic Differential Equations Using Exponential Timestepping

We present an exact timestepping method for Brownian motion that does not require Gaussian random variables to be generated. Time is incremented in steps that are exponentially-distributed random variables; boundaries can be explicitly accounted for at each timestep. The method is illustrated by numerical solution of a system of diffusing particles.     

Adiabatic elimination for systems of Brownian particles with nonconstant damping coefficients

We discuss the problem of eliminating the momentum variable in the phase space Langevin equations for a system of Brownian particles in two related situations: (i) position-dependent damping and (ii) existence of hydrodynamic interactions. We discuss the problems associated with the conventional elimination and we develop an alternative elimination procedure, in the Lagevin framework, which leads to the correct Smoluchowski equation. We give a heuristic argument on the basis of stochastic differential equations for the Smoluchowski limit and establish rigorously the limit for the general case of position-dependent friction and diffusion coefficents.     

Fluctuations in the Weakly Asymmetric Exclusion Process with Open Boundary Conditions

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered Gaussian field and we compute explicitly its covariance function. We use two approaches. The first method is dynamical and based on fluctuations around the hydrodynamic limit. We prove that the density fluctuations evolve macroscopically according to an autonomous stochastic equation, and we search for the stationary distribution of this evolution. The second approach, which is based on a representation of the steady state as a sum over paths, allows one to write the density fluctuations in the steady state as a sum over two independent processes, one of which is the derivative of a Brownian motion, the other one being related to a random path in a potential.     

Strategies for fluctuation renormalization in nonlinear transport theory

We are concerned here with the problems encountered in the derivation of nonlinear transport equations from a correspondingly nonlinear Langevin equation. A dynamical coupling between the time-dependent averages and the fluctuations must be accounted for by a procedure which leads to a renormalization of the nonlinear transport equation. Generalizing the familiar phenomenological approach to Brownian motion to nonlinear dynamics, we illustrate how the problem arises and show how the fluctuation renormalization can be obtained exactly by a formal procedure or approximately by more tractable methods.     

Hopf bifurcation control for a coupled nonlinear relative rotation system with time-delay feedbacks

This paper investigates the Hopf bifurcations resulting from time delay in a coupled relative-rotation system with time- delay feedbacks. Firstly, considering external excitation, the dynamical equation of relative rotation nonlinear dynamical system with primary resonance and 1：1 internal resonance under time-delay feedbacks is deduced. Secondly, the averaging equation is obtained by the multiple scales method. The periodic solution in a closed form is presented by a perturbation approach. At last, numerical simulations confirm that time-delay theoretical analyses have influence on the Hopf bifurcation point and the stability of periodic solution.