Langevin equation with multi-Poissonian noise

A general master equation is shown to be equivalent to a Langevin equation whose noise is expressed as a linear superposition of Poissonian random variables (multi-Poissonian noise). As typical examples, a birth and death process and a Boltzmann-Langevin equation are given.     

Thermo-Quantum Diffusion

A new approach to the thermo-quantum diffusion is proposed and a nonlinear quantum Smoluchowski equation is derived, which describes classical diffusion in the field of the Bohm quantum potential. A nonlinear thermo-quantum expression for the diffusion front is obtained, being a quantum generalization of the classical Einstein law. The quantum diffusion at zero temperature is also described and a new dependence of the position dispersion on time is derived. A stochastic Bohm-Langevin equation is also proposed.     

Solving Langevin equation with the bicolour rooted tree method

Stochastic differential equations, especially the one called Langevin equation, play an important role in many fields of modern science. In this paper, we use the bicolour rooted tree method, which is based on the stochastic Taylor expansion, to get the systematic pattern of the high order algorithm for Langevin equation. We propose a popular test problem, which is related to the energy relaxation in the double well, to test the validity of our algorithm and compare our algorithm with other usually used algorithms in simulations. And we also consider the time-dependent Langevin equation with the Ornstein-Uhlenbeck noise as our second example to demonstrate the versatility of our method.     

Non-Markovian Diffusion Over a Saddle with a Generalized Langevin Equation

The diffusion over a simple parabolic barrier is exactly solved with a non-Markovian Generalized Langevin Equation. For a short relaxation time, the problem is shown to be similar to a Markovian one, with a smaller effective friction. But for longer relaxation time, the average trajectory starts to oscillate and the system can have a very fast first passage over the barrier. For very long relaxation times, the solution tends to a zero-friction limit. PACS: 02.50.EY, 05.40.−a, 25.70.Jj     

Return to thermal equilibrium by the solution of a quantum Langevin equation

A quantum-mechanical treatment of the evolution of an anharmonic oscillator coupled to a heat bath is given. It is shown that for a certain class of anharmonic potentials the heat bath drives the oscillator to an equilibrium state, close to the quantum Gibbs state associated to the potential. Thus a partial proof is provided for a conjecture of R. Benguria and M. Kac.This paper contains part of the author's Ph.D. work, done at the Institute for Theoretical Physics of Groningen State University, Groningen, the Netherlands.     

Temperature dependent fission fragment distribution in the Langevin equation

The temperature dependent width of the fission fragment distributions was simulated in the Langevin equation by taking two-parameter exponential form of the fission fragment mass variance at scission point for each fission event. The result can reproduce experimental data well, and it permits to make reliable estimate for unmeasured product yields near symmetry fission.     

Fractional generalized Langevin equation approach to single-file diffusion

Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short and long time behavior for the mean square displacement of single-file diffusion when appropriate choice of parameters associated with fractional generalized Langevin equation are used. By considering some special cases of the fractional generalized Langevin equation, a new class of closed analytic expressions for the mean square displacement of single-file diffusion can be obtained. The effective Fokker-Planck equation associated with single-file diffusion is briefly considered.     

Temperature dependent fission fragment distribution in the Langevin equation

The temperature dependent width of the fission fragment distributions was simulated in the Langevin equation by taking two-parameter exponential form of the fission fragment mass variance at scission point for each fission event. The result can reproduce experimental data well, and it permits to make reliable estimate for unmeasured product yields near symmetry fission.     

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.     

Langevin equation for self-organized morphologies of thin heteroepitaxial films

The self-organization of nanostructures on strained epitaxial films is expressed as a Langevin equation obtained from an atomistic model of the growth kinetics. The transition rules are based on the incorporation of strain effects into environment-dependent detachment barriers. Comparisons are made with a previous approach based on continuum elasticity to provide an atomistic interpretation of the governing equation for the morphological evolution of strained films.     

Novel perturbation expansion for the Langevin equation

We discuss the randomly driven systemdx/dt= -W(x) +f(t), wheref(t) is a Gaussian random function or stirring force withf(t)f(t)=2(t–t), andW(x) is of the formgx ¹⁺². The parameter is a measure of the nonlinearity of the equation. We show how to obtain the correlation functionsx(t)f(t)···x(t( n)) _f as a power series in. We obtain three terms in the expansion and show how to use Padé approximants to analytically continue the answer in the variable. By using scaling relations, we show how to get a uniform approximation to the equal-time correlation functions valid for allg and.     

Diffusion Coefficient of a Brownian Particle with a Friction Function Given by a Power Law

Nonequilibrium biological systems like moving cells or bacteria have been phenomenologically described by Langevin equations of Brownian motion in which the friction function depends on the particle’s velocity in a nonlinear way. An important subclass of such friction functions is given by power laws, i.e., instead of the Stokes friction constant γ ₀ one includes a function γ(v)∼v ^2α . Here I show using a recent analytical result as well as a dimension analysis that the diffusion coefficient is proportional to a simple power of the noise intensity D like D ^{(1−α)/(1+α)} (independent of spatial dimension). In particular the diffusion coefficient does not depend on the noise intensity at all, if α=1, i.e., for a cubic friction F _fric=−γ(v)v∼v ³. The exact prefactor is given in the one-dimensional case and a fit formula is proposed for the multi-dimensional problem. All results are confirmed by stochastic simulations of the system for α=1, 2, and 3 and spatial dimension d=1, 2, and 3. Conclusions are drawn about the strong noise behavior of certain models of self-propelled motion in biology.     

Residence Time Statistics for Normal and Fractional Diffusion in a Force Field

We investigate statistics of occupation times for an over-damped Brownian particle in an external force field, using a backward Fokker–Planck equation introduced by Majumdar and Comtet. For an arbitrary potential field the distribution of occupation times is expressed in terms of solutions of the corresponding first passage time problem. This general relationship between occupation times and first passage times, is valid for normal Markovian diffusion and for non-Markovian sub-diffusion, the latter modeled using the fractional Fokker–Planck equation. For binding potential fields we find in the long time limit ergodic behavior for normal diffusion, while for the fractional framework weak ergodicity breaking is found, in agreement with previous results of Bel and Barkai on the continuous time random walk on a lattice. For non-binding cases, rich physical behaviors are obtained, and classification of occupation time statistics is made possible according to whether or not the underlying random walk is recurrent and the averaged first return time to the origin is finite. Our work establishes a link between fractional calculus and ergodicity breaking.     

Spectrum of certain non-self-adjoint operators and solutions of Langevin equations with complex drift

As part of a program to evaluate expectations in complex distributions by longterm averages of solutions to Langevin equations with complex dirft, a simple one-dimensional example is examined in some detail. The validity and rate of convergence of this scheme depends on the spectrum of an associated non-selfadjoint Hamiltonian which is found numerically. In the regime where the stochastic evaluation should be accurate numerical solution of the Langevin equation shows this to be the case.     

Electron Transfer Between Molecules: Study with Langevin Equations

In this paper, we investigate the electron transfer （ET） in donor-acceptor model. The Langevin equation with random forces is used. The oscillations of the primary states observed in experimental data have been shown with this approach. And other features on the dependence of the rate of ET on temperature, free energy, and reorganization energy have also been clearly shown.     

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     

Diffusion in a periodic potential with a local perturbation

We consider the diffusion of a particle at X_t in a drift field derived from a smooth potential of the formV+B, whereV is periodic andB is a bump of compact support. With no bump,B=0, the mean squared displacementE(t) E |X _t – X₀|² =D(V)t +C +O(e ^–t ),>0, in any dimension. WhenB0, we establish in one dimension the asymptotic expansion , 0, ast. Our analysis relies on the Nash estimates developed in previous work for the transition density of the process and their consequences for the analytic structure,of the Laplace transform ofE(t).