The projection operator approach to the Fokker-Planck equation. II. Dichotomic and nonlinear Gaussian noise

Two models for the Freedericksz transition in a fluctuating magnetic field are considered: one is based on a dichotomic and the other on a nonlinear Gaussian noise. Both noises are characterized by a finite correlation time. It is shown that the linear response assumption leading to the best Fokker-Planck approximation in the dichotomic and nonlinear Gaussian cases can be trusted only up to the order ¹ and ⁰, respectively. The role of the corrections to the linear response approximation is discussed and it is shown how to replace the non-Fokker-Planck terms stemming from these corrections with equivalent terms of standard type. This technique is shown to produce perfect agreement with the exact analytical results (dichotomic noise) and to satisfactorily fit the results of analog simulation (nonlinear Gaussian noise).     

The projection approach to the Fokker-Planck equation. I. Colored Gaussian noise

It is shown that the Fokker-Planck operator can be derived via a projection-perturbation approach, using the repartition of a more detailed operator into a perturbation ₁ and an unperturbed part ₀. The standard Fokker-Planck structure is recovered at the second order in ₁, whereas the perturbation terms of higher order are shown to provoke the breakdown of this structure. To get rid of these higher order terms, a key approximation, local linearization (LL), is made. In general, to evaluate at the second order in ₁ the exact expression of the diffusion coefficient which simulates the influence of a Gaussian noise with a finite correlation time, a resummation up to infinite order in must be carried out, leading to what other authors call the best Fokker-Planck approximation (BFPA). It is shown that, due to the role of terms of higher order in ₁, the BFPA leads to predictions on the equilibrium distributions that are reliable only up to the first order in t. The LL, on the contrary, in addition to making the influence of terms of higher order in ₁ vanish, results in a simple analytical expression for the term of second order that is formally coincident with the complete resummation over all the orders in t provided by the Fox theory. The corresponding diffusion coefficient in turn is shown to lead in the limiting case to exact results for the steady-state distributions. Therefore, over the whole range 0 the LL turns out to be an approximation much more accurate than the global linearization proposed by other authors for the same purpose of making the terms of higher order in ₁ vanish. In the short- region the LL leads to results virtually coincident with those of the BFPA. In the large- region the LL is a more accurate approximation than the BFPA itself. These theoretical arguments are supported by the results of both analog and digital simulation.     

Gaussian states as minimum uncertainty states

In bosonic fields, Gaussian states, which consist of a rather wide family of states including coherent states, squeezed states, thermal states, etc., have many classical-like features, and are usually defined from the mathematical perspective in terms of characteristic functions. It is well known that some special Gaussian states, such as coherent states, are minimum uncertainty states for the conventional Heisenberg uncertainty relation involving canonical pair of position and momentum observables. A natural question arises as whether all Gaussian states can be characterized as minimum uncertainty states. In this work, we show that indeed Gaussian states coincide with minimum uncertainty states for an information-theoretic refinement of the conventional uncertainty relation established in Luo (2005) [40]. This characterization puts Gaussian states on a novel basis of physical significance.     

Self-trapped dynamics of a hollow Gaussian beam in metamaterials

We present a systematic investigation on the dynamics of a hollow Gaussian beam (HGB) in metamaterials. We predict self-trapped propagation of HGBs and evolution of the beam is highly influenced by dimensionless dispersion coefficient (κ), which determines the strength of dispersion over diffraction. The evolutions of HGBs such as disappearance of single ringed intensity pattern and appearance of patterns with a central bright spot are achievable with less propagation distance in metamaterials with higher values of κ. On the other hand, metamaterials with low values of κ can preserve single ring intensity distribution over a long propagation distance without focusing. When the strength of dispersion over diffraction increases, it significantly influences the evolution of the beam and may lead to the formation of tightly focussed beam with high peak intensity at the center. The phenomenon of tight focussing is found to have some applications in trapping of nanosized particles.     

Effect of power-law nonlinearity on ${ \mathcal P }{ \mathcal T }$-symmetric optical system with fourth-order diffraction

Gaussian-type soliton solutions of the nonlinear Schrödinger (NLS) equation with fourth order dispersion, and power law nonlinearity in the novel parity-time (${ \mathcal P }{ \mathcal T }$)-symmetric quartic Gaussian potential are derived analytically and numerically. The exact analytical expressions of the solutions are obtained in the first two-dimensional (1D and 2D) power law NLS equations. By means of the linear stability analysis, the effect of power law nonlinearity on the stability of Gauss type solitons in different nonlinear media is carried out. Numerical investigations do confirm the stability of our soliton solutions in both focusing and defocusing cases, specially around the propagation parameters.     

Complexity-entropy causality plane: A useful approach for distinguishing songs

Nowadays we are often faced with huge databases resulting from the rapid growth of data storage technologies. This is particularly true when dealing with music databases. In this context, it is essential to have techniques and tools able to discriminate properties from these massive sets. In this work, we report on a statistical analysis of more than ten thousand songs aiming to obtain a complexity hierarchy. Our approach is based on the estimation of the permutation entropy combined with an intensive complexity measure, building up the complexity-entropy causality plane. The results obtained indicate that this representation space is very promising to discriminate songs as well as to allow a relative quantitative comparison among songs. Additionally, we believe that the here-reported method may be applied in practical situations since it is simple, robust and has a fast numerical implementation.     

Predicting vibration signals of automobile engine using chaos theory

Condition monitoring and life prediction of the vehicle engine is an important and urgent problem during the vehicle development process. The vibration signals that are closely associated with the engine running condition and its development trend are complex and nonlinear. The chaos theory is used to treat the nonlinear dynamical system recently. A novel chaos method in conjunction with SVD (singular value decomposition)denoising skill are used to predict the vibration time series. Two types of time series and their prediction errors are provided to illustrate the practical utility of the method.     

An intermediate distribution between Gaussian and Cauchy distributions

In this paper, we construct an intermediate distribution linking the Gaussian and the Cauchy distribution. We provide the probability density function and the corresponding characteristic function of the intermediate distribution. Because many kinds of distributions have no moment, we introduce weighted moments. Specifically, we consider weighted moments under two types of weighted functions: the cut-off function and the exponential function. Through these two types of weighted functions, we can obtain weighted moments for almost all distributions. We consider an application of the probability density function of the intermediate distribution on the spectral line broadening in laser theory. Moreover, we utilize the intermediate distribution to the problem of the stock market return in quantitative finance.     

Generalizations of Quantum Mechanics Induced by Classical Statistical Field Theory

No Heading We show that the Dirac-von Neumann formalism for quantum mechanics can be obtained as an approximation of classical statistical field theory. This approximation is based on the Taylor expansion (up to terms of the second order) of classical physical variables – maps f : Ω → R, where Ω is the infinite-dimensional Hilbert space. The space of classical statistical states consists of Gaussian measures ρ on Ω having zero mean value and dispersion σ²(ρ) ≈ h. This viewpoint to the conventional quantum formalism gives the possibility to create generalized quantum formalisms based on expansions of classical physical variables in the Taylor series up to terms of nth order and considering statistical states ρ having dispersion σ²(ρ) = hⁿ (for n = 2 we obtain the conventional quantum formalism).     

A revised many-body potential energy function for the description of the H3O+(H2O)n clusters

A revised potential energy function that has been fitted to the latest set of Kebarle and coworkers [1982, J. Am. chem. Soc, 104, 1462] entropy and enthalpy measurements at T = 300 K is presented. The model assumes a rigid hydronium unit and accounts for all orders of many-body interactions explicitly. The difference with the older function that had been based on earlier measurements by Kebarle and co-workers [1972, J. Am. chem. Soc, 94, 7627; 1967, J. Am. chem. Soc, 89, 6393] is that more compact clusters are generated. We have studied the structural properties of water clusters in the size range 5–80 at T = 250 K within the framework of the (μPT) Grand Canonical ensemble. Clusters with sizes less than about 10 water molecules consist of a four-coordinated first shell, where the fourth water molecule is hydrogen bonded to the oxygen atom of the hydronium ion. The hydration number goes through a minimum value ～1.6, for a cluster size around 50, and it starts increasing again with further cluster growth, to ～2.5 for a cluster size of 250 water molecules, which is the largest cluster examined. On the other hand the water molecule coordination number shows a monotonic increase with cluster size. In small clusters, less than 10, water molecules prefer to be arranged in a chain-like fashion; at sizes around 50, tri-coordinated clathrate-like structures dominate whereas with further size increase the coordination number eventually levels off to the experimental bulk value, at 4.6.