Metastability of Ginzburg-Landau model with a conservation law

The hydrodynamics of Ginzburg-Landau dynamics has previously been proved to be a nonlinear diffusion equation. The diffusion coefficient is given by the second derivative of the free energy and hence nonnegative. We consider in this paper the Ginzburg-Landau dynamics with long-range interactions. In this case the diffusion coefficient is nonnegative only in the metastable region. We prove that if the initial condition is in the metastable region, then the hydrodynamics is governed by a nonlinear diffusion equation with the diffusion coefficient given by the metastable curve. Furthermore, the lifetime of the metastable state is proved to be exponentially large.     

An asymptotic expansion of the nonlinear master equation

Recently, a nonlinear master equation has been suggested to account for the effect of diffusion in the fluctuations of nonlinear systems away from equilibrium. An asymptotic expansion of the solutions of this master equation in the inverse of the diffusion constant is presented. The applicability of the method is illustrated with several examples of model chemical reactions.     

A Finite Volume Method for the Approximation of Diffusion Operators on Distorted Meshes

A new finite volume method is presented for discretizing general linear or nonlinear elliptic second-order partial-differential equations with mixed boundary conditions. The advantage of this method is that arbitrary distorted meshes can be used without the numerical results being altered. The resulting algorithm has more unknowns than standard methods like finite difference or finite element methods. However, the matrices that need to be inverted are positive definite, so the most powerful linear solvers can be applied. The method has been tested on a few elliptic and parabolic equations, either linear, as in the case of the standard heat diffusion equation, or nonlinear, as in the case of the radiation diffusion equation and the resistive diffusion equation with Hall term.     

Hurst exponents for interacting random walkers obeying nonlinear Fokker-Planck equations

Anomalous diffusion of random walks has been extensively studied for the case of non-interacting particles. Here we study the evolution of nonlinear partial differential equations by interpreting them as Fokker-Planck equations arising from interactions among random walkers. We extend the formalism of generalized Hurst exponents to the study of nonlinear evolution equations and apply it to several illustrative examples. They include an analytically solvable case of a nonlinear diffusion constant and three nonlinear equations which are not analytically solvable: the usual Fisher equation which contains a quadratic nonlinearity, a generalization of the Fisher equation with density-dependent diffusion constant, and the Nagumo equation which incorporates a cubic rather than a quadratic nonlinearity. We estimate the generalized Hurst exponents.     

The nonlinear Fokker-Planck equation with state-dependent diffusion - a nonextensive maximum entropy approach

Nonlinear Fokker-Planck equations (e.g., the diffusion equation for porous medium) are important candidates for describing anomalous diffusion in a variety of systems. In this paper we introduce such nonlinear Fokker-Planck equations with general state-dependent diffusion, thus significantly generalizing the case of constant diffusion which has been discussed previously. An approximate maximum entropy (MaxEnt) approach based on the Tsallis nonextensive entropy is developed for the study of these equations. The MaxEnt solutions are shown to preserve the functional relation between the time derivative of the entropy and the time dependent solution. In some particular important cases of diffusion with power-law multiplicative noise, our MaxEnt scheme provides exact time dependent solutions. We also prove that the stationary solutions of the nonlinear Fokker-Planck equation with diffusion of the (generalized) Stratonovich type exhibit the Tsallis MaxEnt form. Received 26 February 1999     

Lie symmetries and conserved quantities for a two-dimensional nonlinear diffusion equation of concentration

The Lie symmetries and conserved quantities of a two-dimensional nonlinear diffusion equation of concentration are considered. Based on the invariance of the two-dimensional nonlinear diffusion equation of concentration under the infinitesimal transformation with respect to the generalized coordinates and time, the determining equations of Lie symmetries are presented. The Lie groups of transformation and infinitesimal generators of this equation are obtained. The conserved quantities associated with the nonlinear diffusion equation of concentration are derived by integrating the characteristic equations. Also, the solutions of the two-dimensional nonlinear diffusion equation of concentration can be obtained.     

Coefficients of diffusion and conductivity of semiconductor carbon nanotubes in an external electric field

The coefficients of electron diffusion and conductivity have been calculated for single-layer semiconducting carbon nanotubes in an external electric field with the strength vector directed along the nanotube axis. The evolution of the electronic system of the nanotubes has been described using the Boltzmann kinetic equation in terms of the quasi-classical approximation of relaxation time. An analytical expression of the electron diffusion coefficient has been obtained, and its nonlinear field dependence has been revealed.     

Fluctuations of one dimensional Ginzburg-Landau models in nonequilibrium

We study the fluctuation of one dimensional Ginzburg-Landau models in nonequilibrium along the hydrodynamic (diffusion) limit. The hydrodynamic limit has been proved to be a nonlinear diffusion equation by Fritz, Guo-Papanicolaou-Varadhan, etc. We proved that if the potential is uniformly convex then the fluctuation process is governed by an Ornstein-Uhlenbeck process whose drift term is obtained by formally linearizing the hydrodynamic equation.Work partially supported by the National Science Foundation under grant no. DMS 8806731 and DMS 9101196     

Theory of spinodal decomposition in alloys

A statistical theory of the thermally driven composition fluctuations in a binary alloy is developed for the purpose of studying the phenomenon of spinodal decomposition. The theory can be stated in the form of a Fokker-Planck equation, which reduces, upon taking a suitable moment, to the nonlinear generalized diffusion equation which has been the basis of recent work in this field. Using the full Fokker-Planck equation, it is possible to compute the lifetime of the stationary solutions of the diffusion equation, and thus to study the rate at which the structure of the alloy coarsens during aging.     

Stability of liquid film falling down a vertical non-uniformly heated wall

The main object in this paper is to study the stability of a viscous film flowing down a vertical non-uniformly heated wall under gravity. The wall temperature is assumed linearly distributed along the wall and the free surface is taken to be adiabatic. A long wave perturbation method is used to derive the nonlinear evolution equation for the falling film. Using the method of multiple scale, the nonlinear stability analysis is studied for travelling wave solution of the evolution equation. The complex Ginzburg-Landau equation is determined to discuss the bifurcation analysis of the evolution equation. The results indicate that the supercritical unstable region increases and the subcritical stable region decreases with the increase of Peclet number. It has been also shown that the spatial uniform solution corresponding to the sideband disturbance may be stable in the unstable region.     

分析完全电离等离子体扩散问题的边界单元法

一、扩散方程 完全电离等离子体的扩散问题,可归结为下面的微分方程定解问题。 在内; 在Γ_1上; 在Γ_2上; 式中,A=ηκB~Z/B~Z,n=n(r,t)是等离子体密度,κ是玻尔兹曼常数,T是绝对温度,B是磁感应强度,η是电导率,Ω是由Γ=Γ_1 Γ_2界定的区域,ω是边界的外法向方向,和是边界上的已知函数。     

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.     

Numerical simulation for two-dimensional Riesz space fractional diffusion equations with a nonlinear reaction term

Fractional differential equations have attracted considerable interest because of their ability to model anomalous transport phenomena. Space fractional diffusion equations with a nonlinear reaction term have been presented and used to model many problems of practical interest. In this paper, a two-dimensional Riesz space fractional diffusion equation with a nonlinear reaction term (2D-RSFDE-NRT) is considered. A novel alternating direction implicit method for the 2D-RSFDE-NRT with homogeneous Dirichlet boundary conditions is proposed. The stability and convergence of the alternating direction implicit method are discussed. These numerical techniques are used for simulating a two-dimensional Riesz space fractional Fitzhugh-Nagumo model. Finally, a numerical example of a two-dimensional Riesz space fractional diffusion equation with an exact solution is given. The numerical results demonstrate the effectiveness of the methods. These methods and techniques can be extended in a straightforward method to three spatial dimensions, which will be the topic of our future research.     

On nonlinear effects in condensation models with continuous and discrete descriptions of nucleation

A set of nonlinear equations for the evolution of the condensate fraction is suggested. The diffusion approximation to the Zel’dovich equation is shown to be fundamentally inapplicable for describing nonlinear effects. A diffusion equation with the applicability domain free of limitations due to supersaturation smallness is derived.     

The constructive technique and its application in solving a nonlinear reaction diffusion equation

A mathematical technique based on the consideration of a nonlinear partial differential equation together with an additional condition in the form of an ordinary differential equation is employed to study a nonlinear reaction diffusion equation which describes a real process in physics and in chemistry. Several exact solutions for the equation are acquired under certain circumstances.     

Energy Transfer in a Fast-Slow Hamiltonian System

We consider a finite region of a lattice of weakly interacting geodesic flows on manifolds of negative curvature and we show that, when rescaling the interactions and the time appropriately, the energies of the flows evolve according to a nonlinear diffusion equation. This is a first step toward the derivation of macroscopic equations from a Hamiltonian microscopic dynamics in the case of weakly coupled systems.     

Stability of nonlinear diffusion

The nonlinear diffusion equation in bounded geometry with time-independent boundary conditions has a uniquely determined stationary solution. We show that this solution is dynamically stable in the sense of Liapunov. Any initial distribution tends to the stationary one as time goes on. It is shown that the application of the Glansdorff-Prigogine stability criterion requires a more elaborate analysis. We develop a variational procedure which has application in a wide range of nonlinear transport problems.     

Periodic and solitary wave solutions of cubic–quintic nonlinear reaction-diffusion equation with variable convection coefficients

Attempts have been made to explore the exact periodic and solitary wave solutions of nonlinear reaction diffusion (RD) equation involving cubic–quintic nonlinearity along with time-dependent convection coefficients. Effect of varying model coefficients on the physical parameters of solitary wave solutions is demonstrated. Depending upon the parametric condition, the periodic, double-kink, bell and antikink-type solutions for cubic–quintic nonlinear reaction-diffusion equation are extracted. Such solutions can be used to explain various biological and physical phenomena.     

On the Feynman proof of the exact relation between a class of path sums and the general nonlinear Fokker-Planck equation

A simple sum over paths will be considered for the general nonlinear diffusion process described by complex coordinates. In order to derive the corresponding stochastic differential equation the Feynman method used in quantum mechanics will be generalised for the present case of a coordinate dependent variance or diffusion function by means of a nonlinear coordinate transformation. The resulting equation will be seen to be the general nonlinear Fokker-Planck equation. The relevance of the present formulation for nonequilibrium phenomena, such as for example those occuring in nonlinear quantum optics, will be discussed.     

Maxwell relaxation of excitons in double quantum wells

The spreading of dipolar excitons in double quantum wells is described by a nonlinear continuity equation. It has been shown that the law of corresponding states holds, which allows one to find the dependence of the characteristic process parameters on the amplitude and width of the initial distribution. In contrast to usual (linear) diffusion, the spreading occurs much faster in the one-dimensional case than in the two-dimensional case.