A Bohmian approach to the non-Markovian non-linear Schrödinger–Langevin equation
Vargas, Andrés F.; Morales-Durán, Nicolás; Bargueño, Pedro, E-mail: p.bargueno@uniandes.edu.co
2015-05-15
In this work, a non-Markovian non-linear Schrödinger–Langevin equation is derived from the system-plus-bath approach. After analyzing in detail previous Markovian cases, Bohmian mechanics is shown to be a powerful tool for obtaining the desired generalized equation.
Non- Markovian Quantum Stochastic Equation For Two Coupled Oscillators
Alpomishev, E X
2016-01-01
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical expressions for transport coefficients was found. Generalized Langevin equations and fluctuation-dissipation relations are derived for the case of a nonlinear non-Markovian noise. The explicit expressions for the time-dependent friction and diffusion coefficients are presented for the case of linear couplings in the coordinate between the collective two coupled harmonic oscillators and heat bath.
Exact Closed Master Equation for Gaussian Non-Markovian Dynamics.
Ferialdi, L
2016-03-25
Non-Markovian master equations describe general open quantum systems when no approximation is made. We provide the exact closed master equation for the class of Gaussian, completely positive, trace preserving, non-Markovian dynamics. This very general result allows us to investigate a vast variety of physical systems. We show that the master equation for non-Markovian quantum Brownian motion is a particular case of our general result. Furthermore, we derive the master equation unraveled by a non-Markovian, dissipative stochastic Schrödinger equation, paving the way for the analysis of dissipative non-Markovian collapse models.
Non-Markovian diffusion equations and processes: analysis and simulations
Mura, Antonio; Mainardi, Francesco
2007-01-01
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation can be interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the memory kernel K(t). We develop several applications and derive the exact solutions. We consider different stochastic models for the given equations providing path simulations.
Wen, Kai; Sakata, Fumihiko; Li, Zhu-Xia; Wu, Xi-Zhen; Zhang, Ying-Xun; Zhou, Shan-Gui
2013-07-05
Macroscopic parameters as well as precise information on the random force characterizing the Langevin-type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual nucleons by exploiting the numerical simulation of the improved quantum molecular dynamics. It turns out that the dissipation dynamics of the relative motion between two fusing nuclei is caused by a non-Gaussian distribution of the random force. We find that the friction coefficient as well as the time correlation function of the random force takes particularly large values in a region a little bit inside of the Coulomb barrier. A clear non-Markovian effect is observed in the time correlation function of the random force. It is further shown that an emergent dynamics of the fusion process can be described by the generalized Langevin equation with memory effects by appropriately incorporating the microscopic information of individual nucleons through the random force and its time correlation function.
Using non-Markovian measures to evaluate quantum master equations for photosynthesis
Chen, Hong-Bin; Lambert, Neill; Cheng, Yuan-Chung; Chen, Yueh-Nan; Nori, Franco
2015-08-01
When dealing with system-reservoir interactions in an open quantum system, such as a photosynthetic light-harvesting complex, approximations are usually made to obtain the dynamics of the system. One question immediately arises: how good are these approximations, and in what ways can we evaluate them? Here, we propose to use entanglement and a measure of non-Markovianity as benchmarks for the deviation of approximate methods from exact results. We apply two frequently-used perturbative but non-Markovian approximations to a photosynthetic dimer model and compare their results with that of the numerically-exact hierarchy equation of motion (HEOM). This enables us to explore both entanglement and non-Markovianity measures as means to reveal how the approximations either overestimate or underestimate memory effects and quantum coherence. In addition, we show that both the approximate and exact results suggest that non-Markonivity can, counter-intuitively, increase with temperature, and with the coupling to the environment.
Bifurcation dynamics of the tempered fractional Langevin equation
Zeng, Caibin; Yang, Qigui; Chen, YangQuan
2016-08-01
Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.
Bifurcation dynamics of the tempered fractional Langevin equation.
Zeng, Caibin; Yang, Qigui; Chen, YangQuan
2016-08-01
Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.
Bifurcation dynamics of the tempered fractional Langevin equation
Zeng, Caibin, E-mail: macbzeng@scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China); Chen, YangQuan, E-mail: ychen53@ucmerced.edu [MESA LAB, School of Engineering, University of California, Merced, 5200 N. Lake Road, Merced, California 95343 (United States)
2016-08-15
Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.
Exact non-Markovian master equation for the spin-boson and Jaynes-Cummings models
Ferialdi, L.
2017-02-01
We provide the exact non-Markovian master equation for a two-level system interacting with a thermal bosonic bath, and we write the solution of such a master equation in terms of the Bloch vector. We show that previous approximated results are particular limits of our exact master equation. We generalize these results to more complex systems involving an arbitrary number of two-level systems coupled to different thermal baths, providing the exact master equations also for these systems. As an example of this general case we derive the master equation for the Jaynes-Cummings model.
Using non-Markovian measures to evaluate quantum master equations for photosynthesis
Chen, Hong-Bin; Lambert, Neill; Cheng, Yuan-Chung; Chen, Yueh-Nan; Nori, Franco
2015-01-01
When dealing with system-reservoir interactions in an open quantum system, such as a photosynthetic light-harvesting complex, approximations are usually made to obtain the dynamics of the system. One question immediately arises: how good are these approximations, and in what ways can we evaluate them? Here, we propose to use entanglement and a measure of non-Markovianity as benchmarks for the deviation of approximate methods from exact results. We apply two frequently-used perturbative but non-Markovian approximations to a photosynthetic dimer model and compare their results with that of the numerically-exact hierarchy equation of motion (HEOM). This enables us to explore both entanglement and non-Markovianity measures as means to reveal how the approximations either overestimate or underestimate memory effects and quantum coherence. In addition, we show that both the approximate and exact results suggest that non-Markonivity can, counter-intuitively, increase with temperature, and with the coupling to the environment. PMID:26238479
Quasirelativistic Langevin equation.
Plyukhin, A V
2013-11-01
We address the problem of a microscopic derivation of the Langevin equation for a weakly relativistic Brownian particle. A noncovariant Hamiltonian model is adopted, in which the free motion of particles is described relativistically while their interaction is treated classically, i.e., by means of action-to-a-distance interaction potentials. Relativistic corrections to the classical Langevin equation emerge as nonlinear dissipation terms and originate from the nonlinear dependence of the relativistic velocity on momentum. On the other hand, similar nonlinear dissipation forces also appear as classical (nonrelativistic) corrections to the weak-coupling approximation. It is shown that these classical corrections, which are usually ignored in phenomenological models, may be of the same order of magnitude, if not larger than, relativistic ones. The interplay of relativistic corrections and classical beyond-the-weak-coupling contributions determines the sign of the leading nonlinear dissipation term in the Langevin equation and thus is qualitatively important.
Bhattacharya, Samyadeb; Misra, Avijit; Mukhopadhyay, Chiranjib; Pati, Arun Kumar
2017-01-01
An exact canonical master equation of the Lindblad form is derived for a central spin interacting uniformly with a sea of completely unpolarized spins. The Kraus operators for the dynamical map are also derived. The non-Markovianity of the dynamics in terms of the divisibility breaking of the dynamical map and the increase of the trace distance fidelity between quantum states is shown. Moreover, it is observed that the irreversible entropy production rate is always negative (for a fixed initial state) whenever the dynamics exhibits non-Markovian behavior. In continuation with the study of witnessing non-Markovianity, it is shown that the positive rate of change of the purity of the central qubit is a faithful indicator of the non-Markovian information backflow. Given the experimental feasibility of measuring the purity of a quantum state, a possibility of experimental demonstration of non-Markovianity and the negative irreversible entropy production rate is addressed. This gives the present work considerable practical importance for detecting the non-Markovianity and the negative irreversible entropy production rate.
V.V.Ignatyuk
2004-01-01
Full Text Available Non-Markovian kinetic equations in the second Born approximation are derived for a two-zone semiconductor excited by a short laser pulse. Both collision dynamics and running nonequilibrium correlations are taken into consideration. The energy balance and relaxation of the system to equilibrium are discussed. Results of numerical solution of the kinetic equations for carriers and phonons are presented.
Entropy production in non-equilibrium systems described by the generalized Langevin equation
Sevilla, Francisco J.; Piña-Perez, Omar
2014-03-01
The generalized Langevin equation for a charged particle under the influence of time-dependent external fields, is employed to study the effects of non-Markovian dissipative terms in the entropy production of non-equilibrium states exhibiting non-zero mass flux. We present results for the case in which the fluctuation-dissipation relation holds. FJS and OPP acknowledge financial support from PAPIIT-IN113114 and PAEP-UNAM respectively.
Manufactured Turbulence with Langevin equations
Mishra, Aashwin
2016-01-01
By definition, Manufactured turbulence(MT) is purported to mimic physical turbulence rather than model it. The MT equations are constrained to be simple to solve and provide an inexpensive surrogate to Navier-Stokes based Direct Numerical Simulations (DNS) for use in engineering applications or theoretical analyses. In this article, we investigate one approach in which the linear inviscid aspects of MT are derived from a linear approximation of the Navier-Stokes equations while the non-linear and viscous physics are approximated via stochastic modeling. The ensuing Langevin MT equations are used to compute planar, quadratic turbulent flows. While much work needs to be done, the preliminary results appear promising.
Non-Markovian Diffusive Unravellings of Entanglement
Corn, Brittany; Yu, Ting
2011-01-01
The fully quantized model of two qubits coupled to a common bath is solved using the quantum state diffusion (QSD) approach in the non-Markovian regime. We have established an explicit time-local non-Markovian QSD equation for the two-qubit dissipative model. Diffusive quantum trajectories are applied to the entanglement estimation of two-qubit systems in a non-Markovian regime. In another interesting example, we have also considered exact entanglement unravellings for a dephasing model. In both cases, non-Markovian features of entanglement evolution are revealed through quantum diffusive unravellings in the qubit state space.
The Entropy Production Distribution in Non-Markovian Thermal Baths
José Inés Jiménez-Aquino
2014-03-01
Full Text Available In this work we study the distribution function for the total entropy production of a Brownian particle embedded in a non-Markovian thermal bath. The problem is studied in the overdamped approximation of the generalized Langevin equation, which accounts for a friction memory kernel characteristic of a Gaussian colored noise. The problem is studied in two physical situations: (i when the particle in the harmonic trap is subjected to an arbitrary time-dependent driving force; and (ii when the minimum of the harmonic trap is arbitrarily dragged out of equilibrium by an external force. By assuming a natural non Markovian canonical distribution for the initial conditions, the distribution function for the total entropy production becomes a non Gaussian one. Its characterization is then given through the first three cumulants.
Brett, Tobias; Galla, Tobias
2013-06-21
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation; instead it is based upon a dynamical generating functional describing the probability measure over all possible paths of the dynamics. We derive general expressions for the chemical Langevin equation for a broad class of non-Markovian systems with distributed delay. Exemplars of a model of gene regulation with delayed autoinhibition and a model of epidemic spread with delayed recovery provide evidence of the applicability of our results.
Non-Markovian quantum Brownian motion of a harmonic oscillator
Tang, J.
1994-02-01
We apply the density-matrix method to the study of quantum Brownian motion of a harmonic oscillator coupled to a heat bath, a system investigated previously by Caldeira and Leggett using a different method. Unlike the earlier work, in our derivation of the master equation the non-Markovian terms are maintained. Although the same model of interaction is used, discrepancy is found between their results and our equation in the Markovian limit. We also point out that the particular interaction model used by both works cannot lead to the phenomenological generalized Langevin theory of Kubo.
Numerical simulation of the fractional Langevin equation
Guo Peng
2012-01-01
Full Text Available In this paper, we study the fractional Langevin equation, whose derivative is in Caputo sense. By using the derived numerical algorithm, we obtain the displacement and the mean square displacement which describe the dynamic behaviors of the fractional Langevin equation.
Brett, Tobias; Galla, Tobias
2014-03-28
We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.
Singh, Navinder
2011-01-01
A direct numerical algorithm for solving the time-nonlocal non-Markovian master equation in the second Born approximation is introduced and the range of utility of this approximation, and of the Markov approximation, is analyzed for the traditional dimer system that models excitation energy transfer in photosynthesis. Specifically, the coupled integro-differential equations for the reduced density matrix are solved by an efficient auxiliary function method in both the energy and site representations. In addition to giving exact results to this order, the approach allows us to computationally assess the range of the reorganization energy and decay rates of the phonon auto-correlation function for which the Markovian Redfield theory and the second order approximation is valid. For example, the use of Redfield theory for $\\lambda> 10 \\textrm{cm}^{-1}$ in systems like Fenna-Mathews-Olson (FMO) type systems is shown to be in error. In addition, analytic inequalities are obtained for the regime of validity of the M...
Panja, D.
2010-01-01
Any first course on polymer physics teaches that the dynamics of a tagged monomer of a polymer is anomalously subdiffusive, i.e., the mean-square displacement of a tagged monomer increases as tα for some α < 1 until the terminal relaxation time τ of the polymer. Beyond time τ the motion of the tagge
The complex chemical Langevin equation
Schnoerr, David [School of Biological Sciences, University of Edinburgh (United Kingdom); School of Informatics, University of Edinburgh (United Kingdom); Sanguinetti, Guido [School of Informatics, University of Edinburgh (United Kingdom); Grima, Ramon [School of Biological Sciences, University of Edinburgh (United Kingdom)
2014-07-14
The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE’s main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative quantities whenever the molecule numbers become sufficiently small. We show that this issue is not a numerical integration problem, rather in many systems it is intrinsic to all representations of the CLE. Various methods of correcting the CLE have been proposed which avoid its break down. We show that these methods introduce undesirable artefacts in the CLE’s predictions. In particular, for unimolecular systems, these correction methods lead to CLE predictions for the mean concentrations and variance of fluctuations which disagree with those of the chemical master equation. We show that, by extending the domain of the CLE to complex space, break down is eliminated, and the CLE’s accuracy for unimolecular systems is restored. Although the molecule numbers are generally complex, we show that the “complex CLE” predicts real-valued quantities for the mean concentrations, the moments of intrinsic noise, power spectra, and first passage times, hence admitting a physical interpretation. It is also shown to provide a more accurate approximation of the chemical master equation of simple biochemical circuits involving bimolecular reactions than the various corrected forms of the real-valued CLE, the linear-noise approximation and a commonly used two moment-closure approximation.
The complex chemical Langevin equation.
Schnoerr, David; Sanguinetti, Guido; Grima, Ramon
2014-07-14
The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE's main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative quantities whenever the molecule numbers become sufficiently small. We show that this issue is not a numerical integration problem, rather in many systems it is intrinsic to all representations of the CLE. Various methods of correcting the CLE have been proposed which avoid its break down. We show that these methods introduce undesirable artefacts in the CLE's predictions. In particular, for unimolecular systems, these correction methods lead to CLE predictions for the mean concentrations and variance of fluctuations which disagree with those of the chemical master equation. We show that, by extending the domain of the CLE to complex space, break down is eliminated, and the CLE's accuracy for unimolecular systems is restored. Although the molecule numbers are generally complex, we show that the "complex CLE" predicts real-valued quantities for the mean concentrations, the moments of intrinsic noise, power spectra, and first passage times, hence admitting a physical interpretation. It is also shown to provide a more accurate approximation of the chemical master equation of simple biochemical circuits involving bimolecular reactions than the various corrected forms of the real-valued CLE, the linear-noise approximation and a commonly used two moment-closure approximation.
Non-Markovian Fermionic Stochastic Schr\\"{o}dinger Equation for Open System Dynamics
Shi, Wufu; Yu, Ting
2012-01-01
In this paper we present an exact Grassmann stochastic Schr\\"{o}dinger equation for the dynamics of an open fermionic quantum system coupled to a reservoir consisting of a finite or infinite number of fermions. We use this stochastic approach to derive the exact master equation for a fermionic system strongly coupled to electronic reservoirs. The generality and applicability of this Grassmann stochastic approach is justified and exemplified by several quantum open system problems concerning quantum decoherence and quantum transport for both vacuum and finite-temperature fermionic reservoirs. We show that the quantum coherence property of the quantum dot system can be profoundly modified by the environment memory.
c -number quantum generalized Langevin equation for an open system
Kantorovich, L.; Ness, H.; Stella, L.; Lorenz, C. D.
2016-11-01
We derive a c -number generalized Langevin equation (GLE) describing the evolution of the expectation values xixit of the atomic position operators xi of an open system. The latter is coupled linearly to a harmonic bath kept at a fixed temperature. The equations of motion contain a non-Markovian friction term with the classical kernel [L. Kantorovich, Phys. Rev. B 78, 094304 (2008), 10.1103/PhysRevB.78.094304] and a zero mean non-Gaussian random force with correlation functions that depend on the initial preparation of the open system. We used a density operator formalism without assuming that initially the combined system was decoupled. The only approximation made in deriving quantum GLE consists of assuming that the Hamiltonian of the open system at time t can be expanded up to the second order with respect to operators of atomic displacements ui=xi-t (the "harmonization" approximation). The noise is introduced to ensure that sampling many quantum GLE trajectories yields exactly the average one. An explicit expression for the pair correlation function of the noise, consistent with the classical limit, is also proposed. Unlike the usually considered quantum operator GLE, the proposed c -number quantum GLE can be used in direct molecular dynamic simulations of open systems under general equilibrium or nonequilibrium conditions.
Relativistic Langevin equation for runaway electrons
Mier, J. A.; Martin-Solis, J. R.; Sanchez, R.
2016-10-01
The Langevin approach to the kinetics of a collisional plasma is developed for relativistic electrons such as runaway electrons in tokamak plasmas. In this work, we consider Coulomb collisions between very fast, relativistic electrons and a relatively cool, thermal background plasma. The model is developed using the stochastic equivalence of the Fokker-Planck and Langevin equations. The resulting Langevin model equation for relativistic electrons is an stochastic differential equation, amenable to numerical simulations by means of Monte-Carlo type codes. Results of the simulations will be presented and compared with the non-relativistic Langevin equation for RE electrons used in the past. Supported by MINECO (Spain), Projects ENE2012-31753, ENE2015-66444-R.
Self-guided Langevin dynamics via generalized Langevin equation.
Wu, Xiongwu; Brooks, Bernard R; Vanden-Eijnden, Eric
2016-03-05
Self-guided Langevin dynamics (SGLD) is a molecular simulation method that enhances conformational search and sampling via acceleration of the low frequency motions of the system. This acceleration is produced via introduction of a guiding force which breaks down the detailed-balance property of the dynamics, implying that some reweighting is necessary to perform equilibrium sampling. Here, we eliminate the need of reweighing and show that the NVT and NPT ensembles are sampled exactly by a new version of self-guided motion involving a generalized Langevin equation (GLE) in which the random force is modified so as to restore detailed-balance. Through the examples of alanine dipeptide and argon liquid, we show that this SGLD-GLE method has enhanced conformational sampling capabilities compared with regular Langevin dynamics (LD) while being of comparable computational complexity. In particular, SGLD-GLE is fully size extensive and can be used in arbitrarily large systems, making it an appealing alternative to LD. © 2015 Wiley Periodicals, Inc.
Nonergodic solutions of the generalized Langevin equation.
Plyukhin, A V
2011-06-01
It is known that in the regime of superlinear diffusion, characterized by zero integral friction (vanishing integral of the memory function), the generalized Langevin equation may have nonergodic solutions that do not relax to equilibrium values. It is shown that the equation may have nonergodic (nonstationary) solutions even if the integral of the memory function is finite and diffusion is normal.
Langevin equation path integral ground state.
Constable, Steve; Schmidt, Matthew; Ing, Christopher; Zeng, Tao; Roy, Pierre-Nicholas
2013-08-15
We propose a Langevin equation path integral ground state (LePIGS) approach for the calculation of ground state (zero temperature) properties of molecular systems. The approach is based on a modification of the finite temperature path integral Langevin equation (PILE) method (J. Chem. Phys. 2010, 133, 124104) to the case of open Feynman paths. Such open paths are necessary for a ground state formulation. We illustrate the applicability of the method using model systems and the weakly bound water-parahydrogen dimer. We show that the method can lead to converged zero point energies and structural properties.
Non-Markovian dynamics for bipartite systems
2008-01-01
We analyze the appearance of non-Markovian effects in the dynamics of a bipartite system coupled to a reservoir, which can be described within a class of non-Markovian equations given by a generalized Lindblad structure. A novel master equation, which we term quantum Bloch-Boltzmann equation, is derived, describing both motional and internal states of a test particle in a quantum framework. When due to the preparation of the system or to decoherence effects one of the two degrees of freedom i...
Langevin equation with two fractional orders
Lim, S.C. [Faculty of Engineering, Multimedia University, Jalan Multimedia, Cyberjaya 63100, Selangor Darul Ehsan (Malaysia)], E-mail: sclim@mmu.edu.my; Li Ming [School of Information Science and Technology, East China Normal University, No. 500, Dong-Chuan Road, Shanghai 200241 (China)], E-mail: mli@ee.ecnu.edu.cn; Teo, L.P. [Faculty of Information Technology, Multimedia University, Jalan Multimedia, Cyberjaya 63100, Selangor Darul Ehsan (Malaysia)], E-mail: lpteo@mmu.edu.my
2008-10-13
A new type of fractional Langevin equation of two different orders is introduced. The solutions for this equation, known as the fractional Ornstein-Uhlenbeck processes, based on Weyl and Riemann-Liouville fractional derivatives are obtained. The basic properties of these processes are studied. An example of the spectral density of ocean wind speed which has similar spectral density as that of Weyl fractional Ornstein-Uhlenbeck process is given.
Closing the hierarchy for non-Markovian magnetization dynamics
Tranchida, J., E-mail: julien.tranchida@cea.fr [CEA/DAM/Le Ripault, BP 16, F-37260 Monts (France); CNRS-Laboratoire de Mathématiques et Physique Théorique (UMR 7350), Fédération de Recherche “Denis Poisson” (FR2964), Département de Physique, Université de Tours, Parc de Grandmont, F-37200 Tours (France); Thibaudeau, P., E-mail: pascal.thibaudeau@cea.fr [CEA/DAM/Le Ripault, BP 16, F-37260 Monts (France); Nicolis, S., E-mail: stam.nicolis@lmpt.univ-tours.fr [CNRS-Laboratoire de Mathématiques et Physique Théorique (UMR 7350), Fédération de Recherche “Denis Poisson” (FR2964), Département de Physique, Université de Tours, Parc de Grandmont, F-37200 Tours (France)
2016-04-01
We propose a stochastic approach for the description of the time evolution of the magnetization of nanomagnets, that interpolates between the Landau–Lifshitz–Gilbert and the Landau–Lifshitz–Bloch approximations, by varying the strength of the noise. In addition, we take into account the autocorrelation time of the noise and explore the consequences, when it is finite, on the scale of the response of the magnetization, i.e. when it may be described as colored, rather than white, noise and non-Markovian features become relevant. We close the hierarchy for the moments of the magnetization, by introducing a suitable truncation scheme, whose validity is tested by direct numerical solution of the moment equations and compared to the average deduced from a numerical solution of the corresponding stochastic Langevin equation. In this way we establish a general framework that allows both coarse-graining simulations and faster calculations beyond the truncation approximation used here.
Non-Markovianity assisted Steady State Entanglement
Huelga, Susana F; Plenio, Martin B
2011-01-01
We analyze the dependence of steady state entanglement in a dimer system with a coherent exchange interaction and subject to local dephasing on the degree of Markovianity of the system-environment interaction. We demonstrate that non-Markovianity of the system-environment interaction is an essential resource that may support the formation of steady state entanglement whereas purely Markovian dynamics governed by Lindblad master equations results in separable steady states. This result illustrates possible mechanisms leading to long lived entanglement in purely decohering local environments. A feasible experimental demonstration of this non-Markovianity assisted steady state entanglement using a system of trapped ions is presented.
Langevin Equations for Reaction-Diffusion Processes
Benitez, Federico; Duclut, Charlie; Chaté, Hugues; Delamotte, Bertrand; Dornic, Ivan; Muñoz, Miguel A.
2016-09-01
For reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically tractable, exact Langevin equations that govern a stochastic variable related to the response field in field theory. Using duality relations, we show how the particle number and other quantities of interest can be computed. Our work clarifies long-standing conceptual issues encountered in field-theoretical approaches and paves the way for systematic numerical and theoretical analyses of reaction-diffusion problems.
Generalized Langevin equation with tempered memory kernel
Liemert, André; Sandev, Trifce; Kantz, Holger
2017-01-01
We study a generalized Langevin equation for a free particle in presence of a truncated power-law and Mittag-Leffler memory kernel. It is shown that in presence of truncation, the particle from subdiffusive behavior in the short time limit, turns to normal diffusion in the long time limit. The case of harmonic oscillator is considered as well, and the relaxation functions and the normalized displacement correlation function are represented in an exact form. By considering external time-dependent periodic force we obtain resonant behavior even in case of a free particle due to the influence of the environment on the particle movement. Additionally, the double-peak phenomenon in the imaginary part of the complex susceptibility is observed. It is obtained that the truncation parameter has a huge influence on the behavior of these quantities, and it is shown how the truncation parameter changes the critical frequencies. The normalized displacement correlation function for a fractional generalized Langevin equation is investigated as well. All the results are exact and given in terms of the three parameter Mittag-Leffler function and the Prabhakar generalized integral operator, which in the kernel contains a three parameter Mittag-Leffler function. Such kind of truncated Langevin equation motion can be of high relevance for the description of lateral diffusion of lipids and proteins in cell membranes.
The Fractional Langevin Equation: Brownian Motion Revisited
Mainardi, Francesco
2008-01-01
We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the Brownian motion more realistically than the usual one based on the classical Langevin equation, in that it takes into account also the retarding effects due to hydrodynamic backflow, i.e. the added mass and the Basset memory drag. On the basis of the two fluctuation-dissipation theorems and of the techniques of the Fractional Calculus we have provided the analytical expressions of the correlation functions (both for the random force and the particle velocity) and of the mean squared particle displacement. The random force has been shown to be represented by a superposition of the usual white noise with a "fractional" noise. The velocity correlation function is no longer expressed by a simple exponential but exhibits a slower decay, proportional to $t^{-3/2}$ as $t \\to \\infty...
Non-Markovian expansion in quantum Brownian motion
Fraga, Eduardo S.; Krein, Gastão; Palhares, Letícia F.
2014-01-01
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications to results obtained using the traditional (Markovian) Langevin approach in the case of the exponential kernel and analyze the case of the non-Markovian Brownian motion. We present detailed results for the free and the quadratic cases, which can be compared to exact solutions to test the convergence of the method, and discuss potentials of a general nonlinear form.
Non-Markovian expansion in quantum dissipative systems
Fraga, E S; Palhares, L F
2009-01-01
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications to results obtained using the traditional (Markovian) Langevin approach in the case of the exponential kernel and analyze the case of the non-Markovian Brownian motion.
Kawai, Shinnosuke; Komatsuzaki, Tamiki
2010-12-21
A framework recently developed for the extraction of a dynamic reaction coordinate to mediate reactions buried in a multidimensional Langevin equation is extended to the generalized Langevin equations without a priori assumption of the forms of the potential (in general, nonlinearly coupled systems) and the friction kernel. The equation of motion with memory effect can be transformed into an equation without memory at the cost of an increase in the dimensionality of the system, and hence the theoretical framework developed for the (nonlinear) Langevin formulation can be generalized to the non-Markovian process with colored noise. It is found that the increased dimension can be physically interpreted as effective modes of the fluctuating environment. As an illustrative example, we apply this theory to a multidimensional generalized Langevin equation for motion on the Müller-Brown potential surface with an exponential friction kernel. Numerical simulations find a boundary between the highly reactive region and the less reactive region in the space of initial conditions. The location of the boundary is found to depend significantly on both the memory kernel and the nonlinear couplings. The theory extracts a reaction coordinate whose sign determines the fate of the reaction taking into account thermally fluctuating environments, memory effect, and nonlinearities. It is found that the location of the boundary of reactivity is satisfactorily reproduced as the zero of the statistical average of the new reaction coordinate, which is an analytical functional of both the original position coordinates and velocities of the system, and of the properties of the environment.
General non-Markovian dynamics of open quantum systems.
Zhang, Wei-Min; Lo, Ping-Yuan; Xiong, Heng-Na; Tu, Matisse Wei-Yuan; Nori, Franco
2012-10-26
We present a general theory of non-Markovian dynamics for open systems of noninteracting fermions (bosons) linearly coupled to thermal environments of noninteracting fermions (bosons). We explore the non-Markovian dynamics by connecting the exact master equations with the nonequilibirum Green's functions. Environmental backactions are fully taken into account. The non-Markovian dynamics consists of nonexponential decays and dissipationless oscillations. Nonexponential decays are induced by the discontinuity in the imaginary part of the self-energy corrections. Dissipationless oscillations arise from band gaps or the finite band structure of spectral densities. The exact analytic solutions for various non-Markovian thermal environments show that non-Markovian dynamics can be largely understood from the environmental-modified spectra of open systems.
Olivares-Rivas, Wilmer; Colmenares, Pedro J.
2016-09-01
The non-static generalized Langevin equation and its corresponding Fokker-Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external force was obtained analytically. The non-Markovian stochastic differential equation, associated to the dynamics of the position under a colored noise, was then applied to the description of the dynamics and persistence time of particles constrained within absorbing barriers. Comparisons with molecular dynamics were very satisfactory.
Non-Markovian Brownian motion in a magnetic field and time-dependent force fields
Hidalgo-Gonzalez, J. C.; Jiménez-Aquino, J. I.; Romero-Bastida, M.
2016-11-01
This work focuses on the derivation of the velocity and phase-space generalized Fokker-Planck equations for a Brownian charged particle embedded in a memory thermal bath and under the action of force fields: a constant magnetic field and arbitrary time-dependent force fields. To achieve the aforementioned goal we use a Gaussian but non-Markovian generalized Langevin equation with an arbitrary friction memory kernel. In a similar way, the generalized diffusion equation in the zero inertia limit is also derived. Additionally we show, in the absence of the time-dependent external forces, that, if the fluctuation-dissipation relation of the second kind is valid, then the generalized Langevin dynamics associated with the charged particle reaches a stationary state in the large-time limit. The consistency of our theoretical results is also verified when they are compared with those derived in the absence of the force fields and in the Markovian case.
Another derivation of generalized Langevin equations
Dengler, R
2015-01-01
The formal derivation of Langevin equations (and, equivalently Fokker-Planck equations) with projection operator techniques of Mori, Zwanzig, Kawasaki and others can well be called a pearl of theoretical physics. The derivation relies on classical mechanics, and encompasses everything an omnipotent engineer can construct from point particles and potentials: solids, liquids, liquid crystals, conductors, polymers, systems with spin-like degrees of freedom ... Einstein relations and Onsager reciprocity theorem come for free. It apparently not has widely found its way into textbooks, but has been reproduced dozens of times on the fly with many references to the literature and without adding much substantially new. Here we follow the tradition, but strive to produce a self-contained text. Furthermore, we address questions that naturally arise in the derivation. Among other things the meaning of the divergence of the Poisson brackets is explained, and the role of nonlinear damping coefficients is clarified.
Li, Zhen; Lee, Hee Sun; Darve, Eric; Karniadakis, George Em
2017-01-07
Memory effects are often introduced during coarse-graining of a complex dynamical system. In particular, a generalized Langevin equation (GLE) for the coarse-grained (CG) system arises in the context of Mori-Zwanzig formalism. Upon a pairwise decomposition, GLE can be reformulated into its pairwise version, i.e., non-Markovian dissipative particle dynamics (DPD). GLE models the dynamics of a single coarse particle, while DPD considers the dynamics of many interacting CG particles, with both CG systems governed by non-Markovian interactions. We compare two different methods for the practical implementation of the non-Markovian interactions in GLE and DPD systems. More specifically, a direct evaluation of the non-Markovian (NM) terms is performed in LE-NM and DPD-NM models, which requires the storage of historical information that significantly increases computational complexity. Alternatively, we use a few auxiliary variables in LE-AUX and DPD-AUX models to replace the non-Markovian dynamics with a Markovian dynamics in a higher dimensional space, leading to a much reduced memory footprint and computational cost. In our numerical benchmarks, the GLE and non-Markovian DPD models are constructed from molecular dynamics (MD) simulations of star-polymer melts. Results show that a Markovian dynamics with auxiliary variables successfully generates equivalent non-Markovian dynamics consistent with the reference MD system, while maintaining a tractable computational cost. Also, transient subdiffusion of the star-polymers observed in the MD system can be reproduced by the coarse-grained models. The non-interacting particle models, LE-NM/AUX, are computationally much cheaper than the interacting particle models, DPD-NM/AUX. However, the pairwise models with momentum conservation are more appropriate for correctly reproducing the long-time hydrodynamics characterised by an algebraic decay in the velocity autocorrelation function.
Witnessing non-Markovianity of quantum evolution
Chruściński, Dariusz; Kossakowski, Andrzej
2014-01-01
We provide further characterization of non-Markovian quantum dynamics based on the concept of divisible dynamical maps. In analogy to entanglement witness we propose a non-Markovianity witness and introduce the corresponding measure of non-Markovianity. We also provide characterization of non-Markovianity in terms of Wigner-Yanase-Dyson skew information.
Critical exponent of the fractional Langevin equation.
Burov, S; Barkai, E
2008-02-22
We investigate the dynamical phase diagram of the fractional Langevin equation and show that critical exponents mark dynamical transitions in the behavior of the system. For a free and harmonically bound particle the critical exponent alpha(c)=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase. The critical exponent alpha(R)=0.441... marks a transition to a resonance phase, when an external oscillating field drives the system. Physically, we explain these behaviors using a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing the underdamped, the overdamped and critical frequencies of the fractional oscillator, recently used to model single protein experiments, show behaviors vastly different from normal.
Kinetics of self-induced aggregation of Brownian particles: non-Markovian and non-Gaussian features
Ghosh, Pulak Kumar; Bag, Bidhan Chandra
2012-01-01
In this paper we have studied a model for self-induced aggregation in Brownian particle incorporating the non-Markovian and non-Gaussian character of the associated random noise process. In this model the time evolution of each individual is guided by an over-damped Langevin equation of motion with a non-local drift resulting from the local unbalance distributions of the other individuals. Our simulation result shows that colored nose can induce the cluster formation even at large noise strength. Another observation is that critical noise strength grows very rapidly with increase of noise correlation time for Gaussian noise than non Gaussian one. However, at long time limit the cluster number in aggregation process decreases with time following a power law. The exponent in the power law increases remarkable for switching from Markovian to non Markovian noise process.
Non-Markovian Quantum Jumps in Excitonic Energy Transfer
Rebentrost, Patrick; Aspuru-Guzik, Alan
2009-01-01
We utilize the novel non-Markovian quantum jump (NMQJ) approach to stochastically simulate exciton dynamics derived from a time-convolutionless master equation. For relevant parameters and time scales, the time-dependent, oscillatory decoherence rates can have negative regions, a signature of non-Markovian behavior and of the revival of coherences. This can lead to non-Markovian population beatings for a dimer system at room temperature. We show that strong exciton-phonon coupling to low frequency modes can considerably modify transport properties. We observe increased exciton transport, which can be seen as an extension of recent environment-assisted quantum transport (ENAQT) concepts to the non-Markovian regime. Within the NMQJ method, the Fenna-Matthew-Olson protein is investigated as a prototype for larger photosynthetic complexes.
Deriving Langevin equations in curved spacetime
Ramos, Rudnei O.; Tavares, Romulo F. [Universidade do Estado do Rio de Janeiro (UERJ), Rio de Janeiro, RJ (Brazil)
2013-07-01
Full text: Warm inflation is an inflationary scenario where the interactions between the inflaton and other degrees of freedom are considered. The effective equation of motion for the inflaton is in general of the form of a Langevin equation, that includes both quantum and thermal effects and where these effects manifest in the form of dissipation and stochastic noise terms, which are related by a generalized fluctuation-dissipation relation. The dissipation term is related to the interactions of the inflaton with other degrees of freedom of the thermal bath that can be obtained from the appropriate Feynman propagators. As the inflaton evolves into an expanding metric, these effects have to be taken into account when calculating the Green functions and consequently the Feynman propagators. In this work we present the considerations that must be made to calculate the Green functions in curved space (expanding metric) and in the presence of radiation in order to proper derive the effective evolution of the inflaton in the warm-inflation scenario. (author)
Conditions for the validity of the quantum Langevin equation.
Frenkel, J; Taylor, J C
2012-01-01
From microscopic models, a Langevin equation can, in general, be derived only as an approximation. Two possible conditions to validate this approximation are studied. One is, for a linear Langevin equation, that the frequency of the Fourier transform should be close to the natural frequency of the system. The other is by the assumption of "slow" variables. We test this method by comparison with an exactly soluble model and point out its limitations. We base our discussion on two approaches. The first is a direct, elementary treatment of Senitzky. The second is via a generalized Langevin equation as an intermediate step.
Non-Markovian Dynamics of Quantum Systems
Chruściński, Dariusz; Kossakowski, Andrzej
2011-01-01
We analyze a local approach to the non-Markovian evolution of open quantum systems. It turns out that any dynamical map representing evolution of such a system may be described either by non-local master equation with memory kernel or equivalently by equation which is local in time. The price one pays for the local approach is that the corresponding generator might be highly singular and it keeps the memory about the starting point 't0'. Remarkably, singularities of generator may lead to interesting physical phenomena like revival of coherence or sudden death and revival of entanglement.
Fractional Langevin equation and Riemann-Liouville fractional derivative.
Sau Fa, Kwok
2007-10-01
In this present work we consider a fractional Langevin equation with Riemann-Liouville fractional time derivative which modifies the classical Newtonian force, nonlocal dissipative force, and long-time correlation. We investigate the first two moments, variances and position and velocity correlation functions of this system. We also compare them with the results obtained from the same fractional Langevin equation which uses the Caputo fractional derivative.
Scaling of ballistic deposition from a Langevin equation.
Haselwandter, Christoph A; Vvedensky, Dimitri D
2006-04-01
An exact lattice Langevin equation is derived for the ballistic deposition model of surface growth. The continuum limit of this equation is dominated by the Kardar-Parisi-Zhang (KPZ) equation at all length and time scales. For a one-dimensional substrate the solution of the exact lattice Langevin equation yields the KPZ scaling exponents without any extrapolation. For a two-dimensional substrate the scaling exponents are different from those found from computer simulations. This discrepancy is discussed in relation to analytic approaches to the KPZ equation in higher dimensions.
Fluctuation theorems for total entropy production in generalized Langevin systems
Ghosh, Bappa; Chaudhury, Srabanti
2017-01-01
The validity of the fluctuation theorems for total entropy production of a colloidal particle embedded in a non-Markovian heat bath driven by a time-dependent force in a harmonic potential is probed here. The dynamics of the system is modeled by the generalized Langevin equation with colored noise. The distribution function of the total entropy production is calculated and the detailed fluctuation theorem contains a renormalized temperature term which arises due to the non-Markovian characteristics of the thermal bath.
Non-Markovianity-assisted steady state entanglement.
Huelga, Susana F; Rivas, Ángel; Plenio, Martin B
2012-04-20
We analyze the steady state entanglement generated in a coherently coupled dimer system subject to dephasing noise as a function of the degree of Markovianity of the evolution. By keeping fixed the effective noise strength while varying the memory time of the environment, we demonstrate that non-Markovianity is an essential, quantifiable resource that may support the formation of steady state entanglement whereas purely Markovian dynamics governed by Lindblad master equations lead to separable steady states. This result illustrates possible mechanisms leading to long-lived entanglement in purely decohering, possibly local, environments. We present a feasible experimental demonstration of this noise assisted phenomenon using a system of trapped ions.
Jiménez-Aquino, J. I.; Romero-Bastida, M.
2016-09-01
In this paper we derive the non-Markovian barotropic-type and Hall-type fluctuation relations for noninteracting charged Brownian particles embedded in a memory heat bath and under the action of crossed electric and magnetic fields. We first obtain a more general non-Markovian fluctuation relation formulated within the context of a generalized Langevin equation with arbitrary friction memory kernel and under the action of a constant magnetic field and an arbitrary time-dependent electric field. It is shown that this fluctuation relation is related to the total amount of an effective work done on the charged particle as it is driven out of equilibrium by the applied time-dependent electric field. Both non-Markovian barotropic- and Hall-type fluctuation relations are then derived when the electric field is assumed to be also a constant vector pointing along just one axis. In the Markovian limit, we show explicitly that they reduce to the same results reported in the literature.
Langevin equation for systems with a preferred spatial direction
Belousov, Roman; Cohen, E. G. D.; Rondoni, Lamberto
2016-09-01
In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an external force. To do this, we extend the Langevin equation to include a bias, which is introduced by an external force and alters the Gaussian structure of the system's fluctuations. In addition, by solving this extended equation, we provide a physical interpretation for the statistical properties of the fluctuations in these systems. Connections of the extended Langevin equation with the theory of active Brownian motion are discussed as well.
Non-Markovian dynamics of a superconducting qubit in an open multimode resonator
Malekakhlagh, Moein; Petrescu, Alexandru; Türeci, Hakan E.
2016-12-01
We study the dynamics of a transmon qubit that is capacitively coupled to an open multimode superconducting resonator. Our effective equations are derived by eliminating resonator degrees of freedom while encoding their effect in the Green's function of the electromagnetic background. We account for the dissipation of the resonator exactly by employing a spectral representation for the Green's function in terms of a set of non-Hermitian modes and show that it is possible to derive effective Heisenberg-Langevin equations without resorting to the rotating-wave, two-level, Born, or Markov approximations. A well-behaved time-domain perturbation theory is derived to systematically account for the nonlinearity of the transmon. We apply this method to the problem of spontaneous emission, capturing accurately the non-Markovian features of the qubit dynamics, valid for any qubit-resonator coupling strength.
Numerical simulation of generalized Langevin equation with arbitrary correlated noise.
Lü, Kun; Bao, Jing-Dong
2005-12-01
A generalized Langevin equation with arbitrary correlated noise and associated frequency-dependent friction is simulated, which can lead to anomalous diffusion. The algorithm is realized by using the Fourier transform technique to generate noise and the stochastic Runge-Kutta method to solve the whole equation. Application to an acoustic phonon model, initial preparation-dependent ballistic diffusion, is shown.
Langevin equation model of dispersion in the convective boundary layer
Nasstrom, J S
1998-08-01
This dissertation presents the development and evaluation of a Lagrangian stochastic model of vertical dispersion of trace material in the convective boundary layer (CBL). This model is based on a Langevin equation of motion for a fluid particle, and assumes the fluid vertical velocity probability distribution is skewed and spatially homogeneous. This approach can account for the effect of large-scale, long-lived turbulent structures and skewed vertical velocity distributions found in the CBL. The form of the Langevin equation used has a linear (in velocity) deterministic acceleration and a skewed randomacceleration. For the case of homogeneous fluid velocity statistics, this ""linear-skewed" Langevin equation can be integrated explicitly, resulting in a relatively efficient numerical simulation method. It is shown that this approach is more efficient than an alternative using a "nonlinear-Gaussian" Langevin equation (with a nonlinear deterministic acceleration and a Gaussian random acceleration) assuming homogeneous turbulence, and much more efficient than alternative approaches using Langevin equation models assuming inhomogeneous turbulence. "Reflection" boundary conditions for selecting a new velocity for a particle that encounters a boundary at the top or bottom of the CBL were investigated. These include one method using the standard assumption that the magnitudes of the particle incident and reflected velocities are positively correlated, and two alternatives in which the magnitudes of these velocities are negatively correlated and uncorrelated. The constraint that spatial and velocity distributions of a well-mixed tracer must be the same as those of the fluid, was used to develop the Langevin equation models and the reflection boundary conditions. The two Langevin equation models and three reflection methods were successfully tested using cases for which exact, analytic statistical properties of particle velocity and position are known, including well
Langevin equation approach to diffusion magnetic resonance imaging.
Cooke, Jennie M; Kalmykov, Yuri P; Coffey, William T; Kerskens, Christian M
2009-12-01
The normal phase diffusion problem in magnetic resonance imaging (MRI) is treated by means of the Langevin equation for the phase variable using only the properties of the characteristic function of Gaussian random variables. The calculation may be simply extended to anomalous diffusion using a fractional generalization of the Langevin equation proposed by Lutz [E. Lutz, Phys. Rev. E 64, 051106 (2001)] pertaining to the fractional Brownian motion of a free particle coupled to a fractal heat bath. The results compare favorably with diffusion-weighted experiments acquired in human neuronal tissue using a 3 T MRI scanner.
Solvent fluctuations induce non-Markovian kinetics in hydrophobic pocket-ligand binding
Weiß, R Gregor; Dzubiella, Joachim
2016-01-01
We investigate the impact of water fluctuations on the key-lock association kinetics of a hydrophobic ligand (key) binding to a hydrophobic pocket (lock) by means of a minimalistic stochastic model system. It describes the collective hydration behavior of the pocket by bimodal fluctuations of a water-pocket interface that dynamically couples to the diffusive motion of the approaching ligand via the hydrophobic interaction. This leads to a set of overdamped Langevin equations in 2D-coordinate-space, that is Markovian in each dimension. Numerical simulations demonstrate locally increased friction of the ligand, decelerated binding kinetics, and local non-Markovian (memory) effects in the ligand's reaction coordinate as found previously in explicit-water molecular dynamics studies of model hydrophobic pocket-ligand binding [1,2]. Our minimalistic model elucidates the origin of effectively enhanced friction in the process that can be traced back to long-time decays in the force-autocorrelation function induced by...
Nuclear fission problem and Langevin equation
M Sakhaee
2011-12-01
Full Text Available A combined dynamical and statistical model for fission was employed in our calculation. There is no doubt that a Langevin description plus a Monte Carlo treatment of the evaporation processes provide the most adequate dynamical description. In this paper, we would consider a strongly shaped dependent friction force and we use the numerical method rather than the analytical one. The objective of this article is to calculate the time dependent fission widths of the 224Th nucleus. The fission widths were calculated with both chaos-weighted wall friction (CWWF and wall friction (WF dissipations. The calculations are repeated for 100000 trajectories. The result was compared to the others' work. We use nuclear elongation coordinate with time and it is necessary to repeat the small steps many times to improve the accuracy.
Supersymmetric Langevin equation to explore free-energy landscapes.
Mossa, Alessandro; Clementi, Cecilia
2007-04-01
The recently discovered supersymmetric generalizations of the Langevin dynamics and Kramers equation can be utilized for the exploration of free-energy landscapes of systems whose large time-scale separation hampers the usefulness of standard molecular dynamics techniques. The first realistic application is here presented. The system chosen is a minimalist model for a short alanine peptide exhibiting a helix-coil transition.
Temperature dependent fission fragment distribution in the Langevin equation
WANG Kun; MA Yu-Gang; ZHENG Qing-Shan; CAI Xiang-Zhou; FANG De-Qing; FU Yao; LU Guang-Cheng; TIAN Wen-Dong; WANG Hong-Wei
2009-01-01
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.
Generalized Langevin equation formulation for anomalous polymer dynamics
Panja, D.
2010-01-01
For reproducing the anomalous—i.e., sub-diffusive or super-diffusive—behavior in some stochastic dynamical systems, the generalized Langevin equation (GLE) has gained considerable popularity in recent years. Motivated by the question of whether or not a system with anomalous dynamics can have the GL
Data-driven parameterization of the generalized Langevin equation
Lei, Huan; Baker, Nathan A.; Li, Xiantao
2016-11-29
We present a data-driven approach to determine the memory kernel and random noise of the generalized Langevin equation. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. Further, we show that such an approximation can be constructed to arbitrarily high order. Within these approximations, the generalized Langevin dynamics can be embedded in an extended stochastic model without memory. We demonstrate how to introduce the stochastic noise so that the fluctuation-dissipation theorem is exactly satisfied.
Phase-space geometry of the generalized Langevin equation.
Bartsch, Thomas
2009-09-28
The generalized Langevin equation is widely used to model the influence of a heat bath upon a reactive system. This equation will here be studied from a geometric point of view. A dynamical phase space that represents all possible states of the system will be constructed, the generalized Langevin equation will be formally rewritten as a pair of coupled ordinary differential equations, and the fundamental geometric structures in phase space will be described. It will be shown that the phase space itself and its geometric structure depend critically on the preparation of the system: A system that is assumed to have been in existence forever has a larger phase space with a simpler structure than a system that is prepared at a finite time. These differences persist even in the long-time limit, where one might expect the details of preparation to become irrelevant.
Non-Markovian Quantum State Diffusion
Diósi, L; Strunz, W T
1998-01-01
We present a nonlinear stochastic Schroedinger equation for pure states describing non-Markovian diffusion of quantum trajectories. It provides an unravelling of the evolution of a quantum system coupled to a finite or infinite number of harmonic oscillators, without any approximation. Its power is illustrated by several examples, including measurement-like situations, dissipation, and quantum Brownian motion. In some examples, we treat the environment phenomenologically as an infinite reservoir with fluctuations of arbitrary correlation. In other examples the environment consists of a finite number of oscillators. In these quasi-periodic cases we see the reversible decay of a `Schroedinger cat' state. Finally, our description of open systems is compatible with different positions of the `Heisenberg cut' between system and environment.
Non-Markovianity during quantum Zeno effect
Thilagam, A
2013-01-01
We examine the Zeno and anti-Zeno effects in the context of non-Markovian dynamics in entangled spin-boson systems in contact with noninteracting reservoirs. We identify enhanced non-Markovian signatures in specific two-qubit partitions of a Bell-like initial state, with results showing that the intra-qubit Zeno effect or anti-Zeno effect occurs in conjunction with inter-qubit non-Markovian dynamics for a range of system parameters. The time domain of effective Zeno or anti-Zeno dynamics is about the same order of magnitude as the non-Markovian time scale of the reservoir correlation dynamics, and changes in decay rate due to the Zeno mechanism appears coordinated with information flow between specific two-qubit partitions. We extend our analysis to examine the Zeno mechanism-non-Markovianity link using the tripartite states arising from a donor-acceptor-sink model of photosynthetic biosystems.
Langevin and diffusion equation of turbulent fluid flow
Brouwers, J. J. H.
2010-08-01
A derivation of the Langevin and diffusion equations describing the statistics of fluid particle displacement and passive admixture in turbulent flow is presented. Use is made of perturbation expansions. The small parameter is the inverse of the Kolmogorov constant C 0 , which arises from Lagrangian similarity theory. The value of C 0 in high Reynolds number turbulence is 5-6. To achieve sufficient accuracy, formulations are not limited to terms of leading order in C0 - 1 including terms next to leading order in C0 - 1 as well. Results of turbulence theory and statistical mechanics are invoked to arrive at the descriptions of the Langevin and diffusion equations, which are unique up to truncated terms of O ( C0 - 2 ) in displacement statistics. Errors due to truncation are indicated to amount to a few percent. The coefficients of the presented Langevin and diffusion equations are specified by fixed-point averages of the Eulerian velocity field. The equations apply to general turbulent flow in which fixed-point Eulerian velocity statistics are non-Gaussian to a degree of O ( C0 - 1 ) . The equations provide the means to calculate and analyze turbulent dispersion of passive or almost passive admixture such as fumes, smoke, and aerosols in areas ranging from atmospheric fluid motion to flows in engineering devices.
Non-Markovian time evolution of an accelerated qubit
Moustos, Dimitris
2016-01-01
We present a new method for evaluating the response of a moving qubit detector interacting with a scalar field in Minkowski spacetime. We treat the detector as an open quantum system, but we do not invoke the Markov approximation. The evolution equations for the qubit density matrix are valid at all times, for all qubit trajectories and they incorporate non-Markovian effects. We analyze in detail the case of uniform acceleration, providing a detailed characterization of all regimes where non-Markovian effects are significant. We argue that the most stable characterization of acceleration temperature refers to the late time behavior of the detector, because interaction with the field vacuum brings the qubit to a thermal state at the Unruh temperature. In contrast, the early-time transition rate, that is invoked in most discussions of acceleration temperature, does not exhibit a thermal behavior when non-Markovian effects are taken into account. Finally, we note that the non-Markovian evolution derived here als...
Bashir Ahmad
2010-01-01
Full Text Available We study a Dirichlet boundary value problem for Langevin equation involving two fractional orders. Langevin equation has been widely used to describe the evolution of physical phenomena in fluctuating environments. However, ordinary Langevin equation does not provide the correct description of the dynamics for systems in complex media. In order to overcome this problem and describe dynamical processes in a fractal medium, numerous generalizations of Langevin equation have been proposed. One such generalization replaces the ordinary derivative by a fractional derivative in the Langevin equation. This gives rise to the fractional Langevin equation with a single index. Recently, a new type of Langevin equation with two different fractional orders has been introduced which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. The contraction mapping principle and Krasnoselskii's fixed point theorem are applied to prove the existence of solutions of the problem in a Banach space.
Isoscaling of the Fission Fragments with Langevin Equation
WANG Kun; TIAN Wen-Dong; ZHONG Chen; ZHOU Xing-Fei; MA Yu-Gang; WEI Yi-Bin; CAI Xiang-Zhou; CHEN Jin-Gen; FANG De-Qing; GUO Wei; MA Guo-Liang; SHEN Wen-Qing
2005-01-01
@@ The Langevin equation is used to simulate the fission process of 112Sn + 112Sn and 116Sn + 116Sn. The mass distribution of the fission fragments are given by assuming the process of symmetric fission or asymmetric fission with the Gaussian probability sampling. The isoscaling behaviour has been observed from the analysis of fission fragments of both the reactions, and the isoscaling parameter α seems to be sensitive to the width of fission probability and the beam energy.
An adaptive stepsize method for the chemical Langevin equation.
Ilie, Silvana; Teslya, Alexandra
2012-05-14
Mathematical and computational modeling are key tools in analyzing important biological processes in cells and living organisms. In particular, stochastic models are essential to accurately describe the cellular dynamics, when the assumption of the thermodynamic limit can no longer be applied. However, stochastic models are computationally much more challenging than the traditional deterministic models. Moreover, many biochemical systems arising in applications have multiple time-scales, which lead to mathematical stiffness. In this paper we investigate the numerical solution of a stochastic continuous model of well-stirred biochemical systems, the chemical Langevin equation. The chemical Langevin equation is a stochastic differential equation with multiplicative, non-commutative noise. We propose an adaptive stepsize algorithm for approximating the solution of models of biochemical systems in the Langevin regime, with small noise, based on estimates of the local error. The underlying numerical method is the Milstein scheme. The proposed adaptive method is tested on several examples arising in applications and it is shown to have improved efficiency and accuracy compared to the existing fixed stepsize schemes.
Transient aging in fractional Brownian and Langevin-equation motion.
Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf
2013-12-01
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.
An Analysis of Vehicular Traffic Flow Using Langevin Equation
Çağlar Koşun
2015-08-01
Full Text Available Traffic flow data are stochastic in nature, and an abundance of literature exists thereof. One way to express stochastic data is the Langevin equation. Langevin equation consists of two parts. The first part is known as the deterministic drift term, the other as the stochastic diffusion term. Langevin equation does not only help derive the deterministic and random terms of the selected portion of the city of Istanbul traffic empirically, but also sheds light on the underlying dynamics of the flow. Drift diagrams have shown that slow lane tends to get congested faster when vehicle speeds attain a value of 25 km/h, and it is 20 km/h for the fast lane. Three or four distinct regimes may be discriminated again from the drift diagrams; congested, intermediate, and free-flow regimes. At places, even the intermediate regime may be divided in two, often with readiness to congestion. This has revealed the fact that for the selected portion of the highway, there are two main states of flow, namely, congestion and free-flow, with an intermediate state where the noise-driven traffic flow forces the flow into either of the distinct regimes.
Data-driven parameterization of the generalized Langevin equation.
Lei, Huan; Baker, Nathan A; Li, Xiantao
2016-12-13
We present a data-driven approach to determine the memory kernel and random noise in generalized Langevin equations. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. We show that such an approximation can be constructed to arbitrarily high order and the resulting generalized Langevin dynamics can be embedded in an extended stochastic model without explicit memory. We demonstrate how to introduce the stochastic noise so that the second fluctuation-dissipation theorem is exactly satisfied. Results from several numerical tests are presented to demonstrate the effectiveness of the proposed method.
Data-driven parameterization of the generalized Langevin equation
Lei, Huan; Li, Xiantao
2016-01-01
We present a data-driven approach to determine the memory kernel and random noise in generalized Langevin equations. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. We show that such an approximation can be constructed to arbitrarily high order and the resulting generalized Langevin dynamics can be embedded in an extended stochastic model without explicit memory. We demonstrate how to introduce the stochastic noise so that the second fluctuation-dissipation theorem is exactly satisfied. Results from several numerical tests are presented to demonstrate the effectiveness of the proposed method.
Non-Markovian Quantum Dynamics: Local versus Nonlocal
Chruściński, Dariusz; Kossakowski, Andrzej
2010-02-01
We analyze non-Markovian evolution of open quantum systems. It is shown that any dynamical map representing the evolution of such a system may be described either by a nonlocal master equation with a memory kernel or equivalently by an equation which is local in time. These two descriptions are complementary: if one is simple, the other is quite involved, or even singular, and vice versa. The price one pays for the local approach is that the corresponding generator keeps the memory about the starting point “t0.” This is the very essence of non-Markovianity. Interestingly, this generator might be highly singular; nevertheless, the corresponding dynamics is perfectly regular. Remarkably, the singularities of the generator may lead to interesting physical phenomena such as the revival of coherence or sudden death and revival of entanglement.
Non-Markovian quantum dynamics: local versus non-local
Chruscinski, Dariusz
2009-01-01
We analyze non-Markovian evolution of open quantum systems. It is shown that any dynamical map representing evolution of such a system may be described either by non-local master equation with memory kernel or equivalently by equation which is local in time. Theses two descriptions are complementary: if one is simple the other is quite involved, or even singular, and vice versa. The price one pays for the local approach is that the corresponding generator keeps the memory about the starting point `t_0'. This is the very essence of non-Markovianity. Interestingly, this generator might be highly singular, nevertheless, the corresponding dynamics is perfectly regular. Remarkably, singularities of generator may lead to interesting physical phenomena like revival of coherence or sudden death and revival of entanglement.
Non-Markovian entanglement dynamics in coupled superconducting qubit systems
Cui, Wei; Pan, Yu
2010-01-01
We theoretically analyze the entanglement generation and dynamics by coupled Josephson junction qubits. Considering a current-biased Josephson junction (CBJJ), we generate maximally entangled states. In particular, the entanglement dynamics is considered as a function of the decoherence parameters, such as the temperature, the ratio $r\\equiv\\omega_c/\\omega_0$ between the reservoir cutoff frequency $\\omega_c$ and the system oscillator frequency $\\omega_0$, % between $\\omega_0$ the characteristic frequency of the %quantum system of interest, and $\\omega_c$ the cut-off frequency of %Ohmic reservoir and the energy levels split of the superconducting circuits in the non-Markovian master equation. We analyzed the entanglement sudden death (ESD) and entanglement sudden birth (ESB) by the non-Markovian master equation. Furthermore, we find that the larger the ratio $r$ and the thermal energy $k_BT$, the shorter the decoherence. In this superconducting qubit system we find that the entanglement can be controlled and t...
Reconstruction of the modified discrete Langevin equation from persistent time series.
Czechowski, Zbigniew
2016-05-01
The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.
Open system dynamics with non-Markovian quantum trajectories
Strunz, W T; Gisin, Nicolas; Strunz, Walter T; Diosi, Lajos; Gisin, Nicolas
1999-01-01
A non-Markovian stochastic Schroedinger equation for a quantum system coupled to an environment of harmonic oscillators is presented. Its solutions, when averaged over the noise, reproduce the standard reduced density operator without any approximation. We illustrate the power of this approach with several examples, including exponentially decaying bath correlations and extreme non-Markovian cases, where the `environment' consists of only a single oscillator. The latter case shows the decay and revival of a `Schroedinger cat' state. For strong coupling to a dissipative environment with memory, the asymptotic state can be reached in a finite time. Our description of open systems is compatible with different positions of the `Heisenberg cut' between system and environment.
Comparisons of different witnesses of non-Markovianity
Zuo, Wei; Qian, Xiao-Qing; Liang, Xian-Ting
2017-01-01
In this paper, the evolutions of two kinds of witnesses of the non-Markovianity and their rates of changes with time are investigated and compared. Four definitions, the trace distance, fidelity, quantum relative entropy, and quantum Fisher information are used for the first kind of witnesses which are based on the completely positive maps (CPM). Three definitions, the quantum entanglement, quantum mutual information, and quantum discord are used for the second kind of witnesses, and they are based on the local completely positive maps (LCPM). An open two-level quantum system model and a numerically quantum dissipative dynamics method, hierarchy equation of motion (HEM) are used in the investigations. It is shown that the evolutions of the witnesses and their rates of the changes calculated with different definitions clearly show the characteristics of the non-Markovianity and they are in agreement with each other.
Self-consistent generalized Langevin equation for colloidal mixtures.
Chávez-Rojo, Marco Antonio; Medina-Noyola, Magdaleno
2005-09-01
A self-consistent theory of collective and tracer diffusion in colloidal mixtures is presented. This theory is based on exact results for the partial intermediate scattering functions derived within the framework of the generalized Langevin equation formalism, plus a number of conceptually simple and sensible approximations. The first of these consists of a Vineyard-like approximation between collective and tracer diffusion, which writes the collective dynamics in terms of the memory function related to tracer diffusion. The second consists of interpolating this only unknown memory function between its two exact limits at small and large wave vectors; for this, a phenomenologically determined, but not arbitrary, interpolating function is introduced: a Lorentzian with its inflection point located at the first minimum of the partial static structure factor. The small wave-vector exact limit involves a time-dependent friction function, for which we take a general approximate result, previously derived within the generalized Langevin equation formalism. This general result expresses the time-dependent friction function in terms of the partial intermediate scattering functions, thus closing the system of equations into a fully self-consistent scheme. This extends to mixtures a recently proposed self-consistent theory developed for monodisperse suspensions [Yeomans-Reyna and Medina-Noyola, Phys. Rev. E 64, 066114 (2001)]. As an illustration of its quantitative accuracy, its application to a simple model of a binary dispersion in the absence of hydrodynamic interactions is reported.
Connecting two jumplike unravelings for non-Markovian open quantum systems
Luoma, Kimmo; Piilo, Jyrki
2011-01-01
The development and use of Monte Carlo algorithms plays a visible role in the study of non-Markovian quantum dynamics due to the provided insight and powerful numerical methods for solving the system dynamics. In the Markovian case, the connections between the various types of methods are fairly well-understood while for non-Markovian case there has so far been only a few studies. We focus here on two jumplike unravelings of non-Markovian dynamics, the non-Markovian quantum jump (NMQJ) method and the property state method by Gambetta, Askerud, and Wiseman (GAW). The results for simple quantum optical systems illustrate the connections between the realizations of the two methods and also highlight how the probability currents between the system and environment, or between the property states of the total system, associate to the decay rates of time-local master equations, and consequently to the jump rates of the NMQJ method.
On the environmental modes for the generalized Langevin equation.
Kawai, Shinnosuke
2015-09-07
The generalized Langevin equation (GLE) is used widely in molecular science and time series analysis as it offers a convenient low-dimensional description for large systems. There the dynamical effect of the environment interacting with the low-dimensional system is expressed as friction and random force. The present paper aims to investigate explicit dynamical variables to describe the dynamical modes in the environment that are derived from the GLE and defined solely in terms of the time series of the observed variable. The formulation results in equations of motion without a memory term and hence offers a more intuitive description than the GLE. The framework provided by the present study is expected to elucidate a multi-dimensional dynamics hidden behind the time series of the observed quantity.
Generalized elastic model yields a fractional Langevin equation description.
Taloni, Alessandro; Chechkin, Aleksei; Klafter, Joseph
2010-04-23
Starting from a generalized elastic model which accounts for the stochastic motion of several physical systems such as membranes, (semi)flexible polymers, and fluctuating interfaces among others, we derive the fractional Langevin equation (FLE) for a probe particle in such systems, in the case of thermal initial conditions. We show that this FLE is the only one fulfilling the fluctuation-dissipation relation within a new family of fractional Brownian motion equations. The FLE for the time-dependent fluctuations of the donor-acceptor distance in a protein is shown to be recovered. When the system starts from nonthermal conditions, the corresponding FLE, which does not fulfill the fluctuation-dissipation relation, is derived.
Correlations in a generalized elastic model: fractional Langevin equation approach.
Taloni, Alessandro; Chechkin, Aleksei; Klafter, Joseph
2010-12-01
The generalized elastic model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, and growing interfaces. On the other hand a probe (tracer) particle in these systems performs a fractional Brownian motion due to the spatial interactions with the other system's components. The tracer's anomalous dynamics can be described by a fractional Langevin equation (FLE) with a space-time correlated noise. We demonstrate that the description given in terms of GEM coincides with that furnished by the relative FLE, by showing that the correlation functions of the stochastic field obtained within the FLE framework agree with the corresponding quantities calculated from the GEM. Furthermore we show that the Fox H -function formalism appears to be very convenient to describe the correlation properties within the FLE approach.
Quantum Metrology in Non-Markovian Environments
Chin, Alex W; Plenio, Martin B
2011-01-01
We analyze optimal bounds for precision spectroscopy in the presence of general, non-Markovian phase noise. We demonstrate that the metrological equivalence of product and maximally entangled states that holds under Markovian dephasing fails in the non-Markovian case. Using an exactly solvable model of a physically realistic finite band-width dephasing environment, we show that the ensuing non-Markovian dynamics enables quantum correlated states to outperform metrological strategies based on uncorrelated states but otherwise identical resources. We show that this conclusion is a direct result of the coherent dynamics of the global state of the system and environment and, as a result, possesses general validity that goes beyond specific models.
Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation
Ditlevsen, Ove Dalager
2004-01-01
The standard Langevin equation is a first order stochastic differential equation where the driving noise term is a Brownian motion. The marginal probability density is a solution to a linear partial differential equation called the Fokker-Planck equation. If the Brownian motion is replaced by so...... to a corresponding Langevin difference equation. Similar doubt can be traced in Grigoriu's work [Stochastic Calculus(2002)].......-called alpha-stable noise (or Levy noise) the Fokker-Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. In stead it has been attempted to formulate an equation for the characteristic function (the Fourier transform...
On fractional Langevin equation involving two fractional orders
Baghani, Omid
2017-01-01
In numerical analysis, it is frequently needed to examine how far a numerical solution is from the exact one. To investigate this issue quantitatively, we need a tool to measure the difference between them and obviously this task is accomplished by the aid of an appropriate norm on a certain space of functions. For example, Sobolev spaces are indispensable part of theoretical analysis of partial differential equations and boundary integral equations, as well as are necessary for the analysis of some numerical methods for the solving of such equations. But most of articles that appear in this field usually use ‖.‖∞ in the space of C[a, b] which is very restrictive. In this paper, we introduce a new norm that is convenient for the fractional and singular differential equations. Using this norm, the existence and uniqueness of initial value problems for nonlinear Langevin equation with two different fractional orders are studied. In fact, the obtained results could be used for the classical cases. Finally, by two examples we show that we cannot always speak about the existence and uniqueness of solutions just by using the previous methods.
Fractional Langevin equation: overdamped, underdamped, and critical behaviors.
Burov, S; Barkai, E
2008-09-01
The dynamical phase diagram of the fractional Langevin equation is investigated for a harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents are found. (i) alpha_{c}=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase, (ii) alpha_{R}=0.441... marks a transition to a resonance phase when an external oscillating field drives the system, and (iii) alpha_{chi_{1}}=0.527... and (iv) alpha_{chi_{2}}=0.707... mark transitions to a double-peak phase of the "loss" when such an oscillating field present. As a physical explanation we present a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing over and underdamped regimes, with or without resonances, show behaviors different from normal.
Recovering hidden dynamical modes from the generalized Langevin equation
Kawai, Shinnosuke; Miyazaki, Yusuke
2016-09-01
In studying large molecular systems, insights can better be extracted by selecting a limited number of physical quantities for analysis rather than treating every atomic coordinate in detail. Some information may, however, be lost by projecting the total system onto a small number of coordinates. For such problems, the generalized Langevin equation (GLE) is shown to provide a useful framework to examine the interaction between the observed variables and their environment. Starting with the GLE obtained from the time series of the observed quantity, we perform a transformation to introduce a set of variables that describe dynamical modes existing in the environment. The introduced variables are shown to effectively recover the essential information of the total system that appeared to be lost by the projection.
On Non-Markovian Quantum Evolution
Chruściński, Dariusz; Kossakowski, Andrzej
2013-01-01
We analyze two measures of non-Markovianity: one based on the mathematical concept of divisibility of the dynamical map and the other one based on distinguishability of quantum states. We provide a simple example of qubit dynamic to show that these two measures need not agree. In addition, we discuss possible generalizations and intricate relations between these measures.
Zhao, Xinyu; Corn, Brittany; Yu, Ting; 10.1103/PhysRevA.84.032101
2011-01-01
Non-Markovian dynamics is studied for two interacting quibts strongly coupled to a dissipative bosonic environment. For the first time, we have derived the non-Markovian quantum state diffusion (QSD) equation for the coupled two-qubit system without any approximations, and in particular, without the Markov approximation. As an application and illustration of our derived time-local QSD equation, we investigate the temporal behavior of quantum coherence dynamics. In particular, we find a strongly non-Markovian regime where entanglement generation is significantly modulated by the environmental memory. Additionally, we studied the residual entanglement in the steady state by analyzing the steady state solution of the QSD equation. Finally, we have discussed an approximate QSD equation.
Derivation of the generalized Langevin equation in nonstationary environments.
Kawai, Shinnosuke; Komatsuzaki, Tamiki
2011-03-21
The generalized Langevin equation (GLE) is extended to the case of nonstationary bath. The derivation starts with the Hamiltonian equation of motion of the total system including the bath, without any assumption on the form of Hamiltonian or the distribution of the initial condition. Then the projection operator formulation is utilized to obtain a low-dimensional description of the system dynamics surrounded by the nonstationary bath modes. In contrast to the ordinary GLE, the mean force becomes a time-dependent function of the position and the velocity of the system. The friction kernel is found to depend on both the past and the current times, in contrast to the stationary case where it only depends on their difference. The fluctuation-dissipation theorem, which relates the statistical property of the random force to the friction kernel, is also derived for general nonstationary cases. The resulting equation of motion is as simple as the ordinary GLE, and is expected to give a powerful framework to analyze the dynamics of the system surrounded by a nonstationary bath.
Description of quantum noise by a Langevin equation
Metiu, H.; Schon, G.
1984-01-01
General features of the quantum noise problem expressed as the equations of motion for a particle coupled to a set of oscillators are investigated analytically. Account is taken of the properties of the companion oscillators by formulating quantum statistical correlation Langevin equations (QSLE). The frequency of the oscillators is then retained as a natural cut-off for the quantum noise. The QSLE is further extended to encompass the particle trajectory and is bounded by initial and final states of the oscillator. The states are expressed as the probability of existence at the moment of particle collision that takes the oscillator into a final state. Two noise sources then exist: a statistical uncertainty of the initial state and the quantum dynamical uncertainty associated with a transition from the initial to final state. Feynman's path-integral formulation is used to characterize the functional of the particle trajectory, which slows the particle. It is shown that the energy loss may be attributed to friction, which satisfies energy conservation laws.
Non-Markovian Reactivation of Quantum Relays
Pirandola, Stefano; Jacobsen, Christian S; Spedalieri, Gaetana; Braunstein, Samuel L; Gehring, Tobias; Andersen, Ulrik L
2015-01-01
We consider a quantum relay which is used by two parties to perform several continuous-variable protocols: Entanglement swapping, distillation, quantum teleportation, and quantum key distribution. The theory of these protocols is extended to a non-Markovian model of decoherence characterized by correlated Gaussian noise. Even if bipartite entanglement is completely lost at the relay, we show that the various protocols can progressively be reactivated by the separable noise-correlations of the environment. In fact, above a critical amount, these correlations are able to restore the distribution of quadripartite entanglement, which can be localized into an exploitable bipartite form by the action of the relay. Our findings are confirmed by a proof-of-principle experiment and show the potential advantages of non-Markovian effects in a quantum network architecture.
Non-Markovianity of Gaussian Channels.
Torre, G; Roga, W; Illuminati, F
2015-08-14
We introduce a necessary and sufficient criterion for the non-Markovianity of Gaussian quantum dynamical maps based on the violation of divisibility. The criterion is derived by defining a general vectorial representation of the covariance matrix which is then exploited to determine the condition for the complete positivity of partial maps associated with arbitrary time intervals. Such construction does not rely on the Choi-Jamiolkowski representation and does not require optimization over states.
Quantum metrology in non-Markovian environments.
Chin, Alex W; Huelga, Susana F; Plenio, Martin B
2012-12-07
We analyze precision bounds for a local phase estimation in the presence of general, non-Markovian phase noise. We demonstrate that the metrological equivalence of product and maximally entangled states that holds under strictly Markovian dephasing fails in the non-Markovian case. Using an exactly solvable model of a physically realistic finite bandwidth dephasing environment, we demonstrate that the ensuing non-Markovian dynamics enables quantum correlated states to outperform metrological strategies based on uncorrelated states using otherwise identical resources. We show that this conclusion is a direct result of the coherent dynamics of the global state of the system and environment and therefore the obtained scaling with the number of particles, which surpasses the standard quantum limit but does not achieve Heisenberg resolution, possesses general validity that goes beyond specific models. This is in marked contrast with the situation encountered under general Markovian noise, where an arbitrarily small amount of noise is enough to restore the scaling dictated by the standard quantum limit.
Smarandache F.
2010-04-01
Full Text Available In this article, we find out some analytical and numerical solutions to the problem of barrier tunneling for cluster deuterium, in particular using Langevin method to solve the time-independent Schroedinger equation.
Chen Yi
2011-01-01
Full Text Available We study a boundary value problem to Langevin equation involving two fractional orders. The Banach fixed point theorem and Krasnoselskii's fixed point theorem are applied to establish the existence results.
On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator
Figueiredo Camargo, R.; Capelas de Oliveira, E.; Vaz, J.
2009-12-01
The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.
Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect.
Schmidt, Julian; Meistrenko, Alex; van Hees, Hendrik; Xu, Zhe; Greiner, Carsten
2015-03-01
We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function, and then we study numerically the impact of time-correlated noise on the time evolution of a (1+1)-dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.
Optical signatures of non-Markovian behavior in open quantum systems
McCutcheon, Dara
2016-01-01
for the correlation functions, making only a second-order expansion in the system-environment coupling strength and invoking the Born approximation at a fixed initial time. The results are used to investigate a driven semiconductor quantum dot coupled to an acoustic phonon bath, where we find the non-Markovian nature......We derive an extension to the quantum regression theorem which facilitates the calculation of two-time correlation functions and emission spectra for systems undergoing non-Markovian evolution. The derivation exploits projection operator techniques, with which we obtain explicit equations of motion...
Langevin equation with fluctuating diffusivity: A two-state model.
Miyaguchi, Tomoshige; Akimoto, Takuma; Yamamoto, Eiji
2016-07-01
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool.
Long-time memory in non-Markovian evolutions
Chruściński, Dariusz; Kossakowski, Andrzej; Pascazio, Saverio
2010-03-01
If the dynamics of an open quantum system is non-Markovian, its asymptotic state strongly depends on the initial conditions, even if the dynamics possesses an invariant state. This is the very essence of memory effects. In particular, the asymptotic state can remember and partially preserve its initial entanglement. Interestingly, even if the non-Markovian evolution relaxes to an equilibrium state, this state needs not be invariant. Therefore, the noninvariance of equilibrium becomes a clear sign of non-Markovianity.
Non-Markovianity hinders Quantum Darwinism
Galve, Fernando; Zambrini, Roberta; Maniscalco, Sabrina
2016-01-01
We investigate Quantum Darwinism and the emergence of a classical world from the quantum one in connection with the spectral properties of the environment. We use a microscopic model of quantum environment in which, by changing a simple system parameter, we can modify the information back flow from environment into the system, and therefore its non-Markovian character. We show that the presence of memory effects hinders the emergence of classical objective reality, linking these two apparently unrelated concepts via a unique dynamical feature related to decoherence factors.
Non-Markovian dynamics in the theory of full counting statistics
Flindt, Christian; Braggio, A.; Novotny, Tomas
2007-01-01
generating function corresponding to the resulting non-Markovian rate equation and find that the measured current cumulants behave significantly differently compared to those of a Markovian transport process. Our findings provide a novel interpretation of noise suppression found in a number of systems....
Entanglement and non-markovianity of quantum evolutions.
Rivas, Angel; Huelga, Susana F; Plenio, Martin B
2010-07-30
We address the problem of quantifying the non-markovian character of quantum time evolutions of general systems in contact with an environment. We introduce two different measures of non-markovianity that exploit the specific traits of quantum correlations and are suitable for opposite experimental contexts. When complete tomographic knowledge about the evolution is available, our measure provides a necessary and sufficient condition to quantify strictly the non-markovianity. In the opposite case, when no information whatsoever is available, we propose a sufficient condition for non-markovianity. Remarkably, no optimization procedure underlies our derivation, which greatly enhances the practical relevance of the proposed criteria.
Viana, A., E-mail: Antoine.Viana@g2elab.grenoble-inp.f [Grenoble Electrical Engineering Lab (CNRS UMR5269), Universite de Grenoble, ENSE3, BP 46, 38402 Saint Martin d' Heres (France); Coulomb, J.-L.; Rouve, L.-L.; Cauffet, G. [Grenoble Electrical Engineering Lab (CNRS UMR5269), Universite de Grenoble, ENSE3, BP 46, 38402 Saint Martin d' Heres (France)
2010-01-15
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.
Non-Markovian closure models for large eddy simulations using the Mori-Zwanzig formalism
Parish, Eric J.; Duraisamy, Karthik
2017-01-01
This work uses the Mori-Zwanzig (M-Z) formalism, a concept originating from nonequilibrium statistical mechanics, as a basis for the development of coarse-grained models of turbulence. The mechanics of the generalized Langevin equation (GLE) are considered, and insight gained from the orthogonal dynamics equation is used as a starting point for model development. A class of subgrid models is considered which represent nonlocal behavior via a finite memory approximation [Stinis, arXiv:1211.4285 (2012)], the length of which is determined using a heuristic that is related to the spectral radius of the Jacobian of the resolved variables. The resulting models are intimately tied to the underlying numerical resolution and are capable of approximating non-Markovian effects. Numerical experiments on the Burgers equation demonstrate that the M-Z-based models can accurately predict the temporal evolution of the total kinetic energy and the total dissipation rate at varying mesh resolutions. The trajectory of each resolved mode in phase space is accurately predicted for cases where the coarse graining is moderate. Large eddy simulations (LESs) of homogeneous isotropic turbulence and the Taylor-Green Vortex show that the M-Z-based models are able to provide excellent predictions, accurately capturing the subgrid contribution to energy transfer. Last, LESs of fully developed channel flow demonstrate the applicability of M-Z-based models to nondecaying problems. It is notable that the form of the closure is not imposed by the modeler, but is rather derived from the mathematics of the coarse graining, highlighting the potential of M-Z-based techniques to define LES closures.
Conformally-related Einstein-Langevin equations for metric fluctuations in stochastic gravity
Satin, Seema; Hu, Bei Lok
2016-01-01
For a conformally-coupled scalar field we obtain the conformally-related Einstein-Langevin equations, using appropriate transformations for all the quantities in the equations between two conformally-related spacetimes. In particular, we analyze the transformations of the influence action, the stress energy tensor, the noise kernel and the dissipation kernel. In due course the fluctuation-dissipation relation is also discussed. The analysis in this paper thereby facilitates a general solution to the Einstein-Langevin equation once the solution of the equation in a simpler, conformally-related spacetime is known. For example, from the Minkowski solution of Martin and Verdaguer, those of the Einstein-Langevin equations in conformally-flat spacetimes, especially for spatially-flat Friedmann-Robertson-Walker models, can be readily obtained.
Conformally related Einstein-Langevin equations for metric fluctuations in stochastic gravity
Satin, Seema; Cho, H. T.; Hu, Bei Lok
2016-09-01
For a conformally coupled scalar field we obtain the conformally related Einstein-Langevin equations, using appropriate transformations for all the quantities in the equations between two conformally related spacetimes. In particular, we analyze the transformations of the influence action, the stress energy tensor, the noise kernel and the dissipation kernel. In due course the fluctuation-dissipation relation is also discussed. The analysis in this paper thereby facilitates a general solution to the Einstein-Langevin equation once the solution of the equation in a simpler, conformally related spacetime is known. For example, from the Minkowski solution of Martín and Verdaguer, those of the Einstein-Langevin equations in conformally flat spacetimes, especially for spatially flat Friedmann-Robertson-Walker models, can be readily obtained.
Grothaus, Martin
2012-01-01
In this article we develop geometric versions of the classical Langevin equation on regular submanifolds in euclidean space in an easy, natural way and combine them with a bunch of applications. The equations are formulated as Stratonovich stochastic differential equations on manifolds. The first version of the geometric Langevin equation has already been detected before by Leli\\`evre, Rousset and Stoltz with a different derivation. We propose an additional extension of the models, the geometric Langevin equations with velocity of constant absolute value. The latters are seemingly new and provide a galaxy of new, beautiful and powerful mathematical models. Up to the authors best knowledge there are not many mathematical papers available dealing with geometric Langevin processes. We connect the first version of the geometric Langevin equation via proving that its generator coincides with the generalized Langevin operator proposed by Soloveitchik, Jorgensen and Kolokoltsov. All our studies are strongly motivate...
Dynamics of non-Markovianity in the presence of a driving field
Mandani Somayeh; Sarbishaei Mohsen; Javidan Kurosh
2016-03-01
We investigate a two-level system in a cavity QED by considering the effects ofamplitude damping, phase damping and driving field. We have studied the non-Markovianity in resonance and non-resonance limits in the presence of these effects using Breuer–Laine–Piilo (BLP) non-Markovianity measure ($N_{\\rm BLP}$). The evolution of the system is derived using the time convolutionless (TCL) master equation. In some conditions, it is shown that in the presence of a driving field, the $N_{\\rm BLP} increases in the resonance and non-resonance limits. We have also found the exact solution of the master equation in order to investigate the effect of temperature- and environment excited states. We have shown that the behaviour of non-Markovianity is very different from what one can see from the TCL approach. We have also presented some explanation about the behaviour of non-Markovianity in the exact solution using quantum discord (QD).
C. S. Leung; J. Y. Wei; T. Harko; Z. Kovacs
2011-03-01
In this paper, we introduce a simplified model for explaining the observations of optical intra-day variability (IDV) of the BL Lac Objects. We assume that the source of the IDV are the stochastic oscillations of an accretion disk around a supermassive black hole. The stochastic fluctuations on the vertical direction of the accretion disk are described by using a Langevin type equation with a damping term and a random, white noise type force. Furthermore, preliminary numerical simulation results are presented, which are based on the numerical analysis of the Langevin stochastic differential equation.
Kirchner, Jens; Meyer, Wolfgang; Elsholz, Markus; Hensel, Bernhard
2007-08-01
Using the Langevin equation we develop the model of a stochastic process subject to a given time-dependent regulatory mechanism. The effects of this nonstationarity on the statistical properties of the time series, i.e., on global and conditional probability densities and on the moments of the distribution, are derived. Application of these results on simple model trends allows one to approximate cardiological data and thus to explain effects recently observed in the reconstruction of the deterministic part of the Langevin equation for time series of heart rate.
Solving non-Markovian open quantum systems with multi-channel reservoir coupling
Broadbent, Curtis J; Yu, Ting; Eberly, Joseph H
2011-01-01
We extend the non-Markovian quantum state diffusion (QSD) equation to open quantum systems which exhibit multi-channel coupling to a harmonic oscillator reservoir. Open quantum systems which have multi-channel reservoir coupling are those in which canonical transformation of reservoir modes cannot reduce the number of reservoir operators appearing in the interaction Hamiltonian to one. We show that the non-Markovian QSD equation for multi-channel reservoir coupling can, in some cases, lead to an exact master equation which we derive. We then derive the exact master equation for the three-level system in a vee-type configuration which has multi-channel reservoir coupling and give the analytical solution. Finally, we examine the evolution of the three-level vee-type system with generalized Ornstein-Uhlenbeck reservoir correlations numerically.
Solving non-Markovian open quantum systems with multi-channel reservoir coupling
Broadbent, Curtis J.; Jing, Jun; Yu, Ting; Eberly, Joseph H.
2012-08-01
We extend the non-Markovian quantum state diffusion (QSD) equation to open quantum systems which exhibit multi-channel coupling to a harmonic oscillator reservoir. Open quantum systems which have multi-channel reservoir coupling are those in which canonical transformation of reservoir modes cannot reduce the number of reservoir operators appearing in the interaction Hamiltonian to one. We show that the non-Markovian QSD equation for multi-channel reservoir coupling can, in some cases, lead to an exact master equation which we derive. We then derive the exact master equation for the three-level system in a vee-type configuration which has multi-channel reservoir coupling and give the analytical solution. Finally, we examine the evolution of the three-level vee-type system with generalized Ornstein-Uhlenbeck reservoir correlations numerically.
Fokker-Planck description for a linear delayed Langevin equation with additive Gaussian noise
Giuggioli, Luca; McKetterick, Thomas John; Kenkre, V. M.; Chase, Matthew
2016-09-01
We construct an equivalent probability description of linear multi-delay Langevin equations subject to additive Gaussian white noise. By exploiting the time-convolutionless transform and a time variable transformation we are able to write a Fokker-Planck equation (FPE) for the 1-time and for the 2-time probability distributions valid irrespective of the regime of stability of the Langevin equations. We solve exactly the derived FPEs and analyze the aging dynamics by studying analytically the conditional probability distribution. We discuss explicitly why the initially conditioned distribution is not sufficient to describe fully out a non-Markov process as both preparation and observation times have bearing on its dynamics. As our analytic procedure can also be applied to linear Langevin equations with memory kernels, we compare the non-Markov dynamics of a one-delay system with that of a generalized Langevin equation with an exponential as well as a power law memory. Application to a generalization of the Green-Kubo formula is also presented.
Datta, Sambhu N
2005-12-22
A quantum mechanical form of the Langevin equation is derived from an explicit consideration of the molecule-medium interaction, as advocated by Simons in 1978, and by using two identities in the interaction picture. This can be easily reduced to the classical regime, and further simplified to the macroscopic Langevin equation by considering the stochastic Langevin force autocorrelation function. One of the so-called Einstein relations appears as a byproduct. By following the methodology proposed by Simons, an exact expression for the momentum autocorrelation function is obtained. The latter can be used to calculate the zero-frequency macroscopic diffusion coefficient that is observed to satisfy the second Einstein relation. The formalism described above gives rise to the possibility of explicitly computing the transport characteristics such as friction constant and diffusion coefficient from the corresponding quantum statistical mechanical expressions. A discussion on the Langevin equation becomes complete only when the corresponding Fokker-Planck equation is obtained. Therefore, the probability of the evolution of states with a particular absolute magnitude of linear momentum from those of another momentum eigenvalue is quantum mechanically defined. This probability appears as a special average value of a projection operator and as a special projection operator correlation function. A classical identity is introduced that is shown to be valid also for the quantum mechanically defined probability function. By using this identity, the so-called Fokker-Planck equation for the evolution probability is easily established.
Langevin equation for the extended Rayleigh model with an asymmetric bath.
Plyukhin, Alexander V; Schofield, Jeremy
2004-02-01
In this paper a one-dimensional model of two infinite gases separated by a movable heavy piston is considered. The nonlinear Langevin equation for the motion of the piston is derived from first principles for the case when the thermodynamic parameters and/or the molecular masses of gas particles on the left and right sides of the piston are different. Microscopic expressions involving time correlation functions of the force between bath particles and the piston are obtained for all parameters appearing in the nonlinear Langevin equation. It is demonstrated that the equation has stationary solutions corresponding to directional fluctuation-induced drift in the absence of systematic forces. In the case of ideal gases interacting with the piston via a quadratic repulsive potential, the model is exactly solvable and explicit expressions for the kinetic coefficients in the nonlinear Langevin equation are derived. The transient solution of the nonlinear Langevin equation is analyzed perturbatively and it is demonstrated that previously obtained results for systems with the hard-wall interaction are recovered.
Trajectory approach to the Schrödinger–Langevin equation with linear dissipation for ground states
Chou, Chia-Chun, E-mail: ccchou@mx.nthu.edu.tw
2015-11-15
The Schrödinger–Langevin equation with linear dissipation is integrated by propagating an ensemble of Bohmian trajectories for the ground state of quantum systems. Substituting the wave function expressed in terms of the complex action into the Schrödinger–Langevin equation yields the complex quantum Hamilton–Jacobi equation with linear dissipation. We transform this equation into the arbitrary Lagrangian–Eulerian version with the grid velocity matching the flow velocity of the probability fluid. The resulting equation is simultaneously integrated with the trajectory guidance equation. Then, the computational method is applied to the harmonic oscillator, the double well potential, and the ground vibrational state of methyl iodide. The excellent agreement between the computational and the exact results for the ground state energies and wave functions shows that this study provides a synthetic trajectory approach to the ground state of quantum systems.
Non-Markovian dynamics of open quantum systems
Fleming, Chris H.
An open quantum system is a quantum system that interacts with some environment whose degrees of freedom have been coarse grained away. This model describes non-equilibrium processes more general than scattering-matrix formulations. Furthermore, the microscopically-derived environment provides a model of noise, dissipation and decoherence far more general than Markovian (white noise) models. The latter are fully characterized by Lindblad equations and can be motivated phenomenologically. Non-Markovian processes consistently account for backreaction with the environment and can incorporate effects such as finite temperature and spatial correlations. We consider linear systems with bilinear coupling to the environment, or quantum Brownian motion, and nonlinear systems with weak coupling to the environment. For linear systems we provide exact solutions with analytical results for a variety of spectral densities. Furthermore, we point out an important mathematical subtlety which led to incorrect master-equation coefficients in earlier derivations, given nonlocal dissipation. For nonlinear systems we provide perturbative solutions by translating the formalism of canonical perturbation theory into the context of master equations. It is shown that unavoidable degeneracy causes an unfortunate reduction in accuracy between perturbative master equations and their solutions. We also extend the famous theorem of Lindblad, Gorini, Kossakowski and Sudarshan on completely positivity to non-Markovian master equations. Our application is primarily to model atoms interacting via a common electromagnetic field. The electromagnetic field contains correlations in both space and time, which are related to its relativistic (photon-mediated) nature. As such, atoms residing in the same field experience different environmental effects depending upon their relative position and orientation. Our more accurate solutions were necessary to assess sudden death of entanglement at zero temperature
Solving non-Markovian open quantum systems with multi-channel reservoir coupling
Broadbent, Curtis J., E-mail: curtis.broadbent@rochester.edu [Rochester Theory Center, and Department of Physics and Astronomy, University of Rochester, Rochester, NY 14627 (United States); Jing, Jun; Yu, Ting [Center for Controlled Quantum Systems, and the Department of Physics and Engineering Physics, Stevens Institute of Technology, Hoboken, NJ 07030 (United States); Eberly, Joseph H. [Rochester Theory Center, and Department of Physics and Astronomy, University of Rochester, Rochester, NY 14627 (United States)
2012-08-15
We extend the non-Markovian quantum state diffusion (QSD) equation to open quantum systems which exhibit multi-channel coupling to a harmonic oscillator reservoir. Open quantum systems which have multi-channel reservoir coupling are those in which canonical transformation of reservoir modes cannot reduce the number of reservoir operators appearing in the interaction Hamiltonian to one. We show that the non-Markovian QSD equation for multi-channel reservoir coupling can, in some cases, lead to an exact master equation which we derive. We then derive the exact master equation for the three-level system in a vee-type configuration which has multi-channel reservoir coupling and give the analytical solution. Finally, we examine the evolution of the three-level vee-type system with generalized Ornstein-Uhlenbeck reservoir correlations numerically. - Highlights: Black-Right-Pointing-Pointer The concept of multi-channel vs. single-channel reservoir coupling is rigorously defined. Black-Right-Pointing-Pointer The non-Markovian quantum state diffusion equation for arbitrary multi-channel reservoir coupling is derived. Black-Right-Pointing-Pointer An exact time-local master equation is derived under certain conditions. Black-Right-Pointing-Pointer The analytical solution to the three-level system in a vee-type configuration is found. Black-Right-Pointing-Pointer The evolution of the three-level system under generalized Ornstein-Uhlenbeck noise is plotted for many parameter regimes.
Light with Tunable Non-Markovian Phase Imprint
Fischer, Robert; Vidal, Itamar; Gilboa, Doron; Correia, Ricardo R. B.; Ribeiro-Teixeira, Ana C.; Prado, Sandra D.; Hickman, Jandir; Silberberg, Yaron
2015-08-01
We introduce a simple and flexible method to generate spatially non-Markovian light with tunable coherence properties in one and two dimensions. The unusual behavior of this light is demonstrated experimentally by probing the far field and by recording its diffraction pattern after a double slit: In both cases we observe, instead of a central intensity maximum, a line- or cross-shaped dark region, whose width and profile depend on the non-Markovian coherence properties. Because these properties can be controlled and easily reproduced in experiment, the presented approach lends itself to serving as a test bed to study and gain a deeper understanding of non-Markovian processes.
Light with tunable non-Markovian phase imprint
Fischer, Robert; Gilboa, Doron; Correia, Ricardo R B; Ribeiro-Teixeira, Ana C; Prado, Sandra D; Hickman, Jandir; Silberberg, Yaron
2015-01-01
We introduce a simple and flexible method to generate spatially non-Markovian light with tunable coherence properties in one and two dimensions. The unusual behavior of this light is demonstrated experimentally by probing the far field and recording its diffraction pattern after a double slit: In both cases we observe instead of a central intensity maximum a line or cross shaped dark region, whose width and profile depend on the non-Markovian coherence properties. Since these properties can be controlled and easily reproduced in experiment, the presented approach lends itself to serve as a testbed to gain a deeper understanding of non-Markovian processes.
Perturbative and non-perturbative aspects non-Abelian Boltzmann-Langevin equation
Boedeker, Dietrich. E-mail: bodeker@physik.uni-bielefeld.de
2002-12-30
We study the Boltzmann-Langevin equation which describes the dynamics of hot Yang-Mills fields with typical momenta of order of the magnetic screening scale g{sup 2}T. It is transformed into a path integral and Feynman rules are obtained. We find that the leading log Langevin equation can be systematically improved in a well behaved expansion in log(1/g){sup -1}. The result by Arnold and Yaffe that the leading log Langevin equation is still valid at next-to-leading-log order is confirmed. We also confirm their result for the next-to-leading-log damping coefficient, or color conductivity, which is shown to be gauge fixing independent for a certain class of gauges. The frequency scale g{sup 2}T does not contribute to this result, but it does contribute, by power counting, to the transverse gauge field propagator. Going beyond a perturbative expansion we find 1-loop ultraviolet divergences which cannot be removed by renormalizing the parameters in the Boltzmann-Langevin equation.
A Langevin-Type Stochastic Differential Equation on a Space of Generalized Functionals
1988-08-01
Acknowledgements. The authors wish to thank Professors D. Dawson and L. Gorostiza for valuable discussions of the problems studied in this paper. The second...Convergence of Probability Measures, Wiley. New York-London-Sydney-Toronto, 1968. [2] T. Bojdecki and L.G. Gorostiza : Langevin equation for V’-valued Caussian
A simple model for Brownian motion leading to the Langevin equation
Grooth, de Bart G.
1999-01-01
A simple one-dimensional model is presented for the motion of a Brownian particle. It is shown how the collisions between a Brownian particle and its surrounding molecules lead to the Langevin equation, the power spectrum of the stochastic force, and the equipartition of kinetic energy.
Langevin equation with stochastic damping - Possible application to critical binary fluid
Jasnow, D.; Gerjuoy, E.
1975-01-01
We solve the familiar Langevin equation with stochastic damping to represent the motion of a Brownian particle in a fluctuating medium. A connection between the damping and the random driving forces is proposed which preserves quite generally the Einstein relation between the diffusion and mobility coefficients. We present an application to the case of a Brownian particle in a critical binary mixture.
Menezes, G.; Svaiter, N.F. E-mail: gsm@cbpf.br; nfuxsvai@cbpf.br
2006-04-15
We use the method of stochastic quantization in a topological field theory defined in an Euclidean space, assuming a Langevin equation with a memory kernel. We show that our procedure for the Abelian Chern-Simons theory converges regardless of the nature of the Chern-Simons coefficient. (author)
Savović, Svetislav; Djordjevich, Alexandar
2002-05-20
The power-flow equation is approximated by the Fokker-Planck equation that is further transformed into a stochastic differential (Langevin) equation, resulting in an efficient method for the estimation of the state of mode coupling along step-index optical fibers caused by their intrinsic perturbation effects. The inherently stochastic nature of these effects is thus fully recognized mathematically. The numerical integration is based on the computer-simulated Langevin force. The solution matches the solution of the power-flow equation reported previously. Conceptually important steps of this work include (i) the expression of the power-flow equation in a form of the diffusion equation that is known to represent the solution of the stochastic differential equation describing processes with random perturbations and (ii) the recognition that mode coupling in multimode optical fibers is caused by random perturbations.
Baczewski, Andrew D
2013-01-01
Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive phenomena. Molecular dynamics (MD) simulations that include GLD in conjunction with external and/or pairwise forces require the development of numerical integrators that are efficient, stable, and have known convergence properties. In this article, we derive a family of extended variable integrators for the Generalized Langevin equation (GLE) with a positive Prony series memory kernel. Using stability and error analysis, we identify a superlative choice of parameters and implement the corresponding numerical algorithm in the LAMMPS MD software package. Salient features of the algorithm include exact conservation of the first and second moments of the equilibrium velocity distribution in some important cases, stable behavior in the limit of conventional Langevin dynamics, and the ...
On Non-Markovian Time Evolution in Open Quantum Systems
Kossakowski, Andrzej; Rebolledo, Rolando
2008-03-01
Non-Markovian reduced dynamics of an open system is investigated. In the case the initial state of the reservoir is the vacuum state, an approximation is introduced which makes possible to construct a reduced dynamics which is completely positive.
Quantum non-Markovianity: characterization, quantification and detection.
Rivas, Ángel; Huelga, Susana F; Plenio, Martin B
2014-09-01
We present a comprehensive and up-to-date review of the concept of quantum non-Markovianity, a central theme in the theory of open quantum systems. We introduce the concept of a quantum Markovian process as a generalization of the classical definition of Markovianity via the so-called divisibility property and relate this notion to the intuitive idea that links non-Markovianity with the persistence of memory effects. A detailed comparison with other definitions presented in the literature is provided. We then discuss several existing proposals to quantify the degree of non-Markovianity of quantum dynamics and to witness non-Markovian behavior, the latter providing sufficient conditions to detect deviations from strict Markovianity. Finally, we conclude by enumerating some timely open problems in the field and provide an outlook on possible research directions.
Non-Markovian spontaneous emission from a single quantum dot
Madsen, Kristian Høeg; Ates, Serkan; Lund-Hansen, Toke;
2011-01-01
We observe non-Markovian dynamics of a single quantum dot when tuned into resonance with a cavity mode. Excellent agreement between experiment and theory is observed providing the first quantitative description of such a system....
Decision-Theoretic Planning with non-Markovian Rewards
Gretton, C; Price, D; Slaney, J; Thiebaux, S
2011-01-01
A decision process in which rewards depend on history rather than merely on the current state is called a decision process with non-Markovian rewards (NMRDP). In decision-theoretic planning, where many desirable behaviours are more naturally expressed as properties of execution sequences rather than as properties of states, NMRDPs form a more natural model than the commonly adopted fully Markovian decision process (MDP) model. While the more tractable solution methods developed for MDPs do not directly apply in the presence of non-Markovian rewards, a number of solution methods for NMRDPs have been proposed in the literature. These all exploit a compact specification of the non-Markovian reward function in temporal logic, to automatically translate the NMRDP into an equivalent MDP which is solved using efficient MDP solution methods. This paper presents NMRDPP (Non-Markovian Reward Decision Process Planner), a software platform for the development and experimentation of methods for decision-theoretic planning...
Entanglement and non-Markovianity of quantum evolutions
Rivas, Ángel; Plenio, Martin B
2009-01-01
We address the problem of quantifying the non-Markovian character of quantum time-evolutions of general systems in contact with an environment. We introduce two different measures of non-Markovianity that exploit the specific traits of quantum correlations and are suitable for opposite experimental contexts, one requiring complete tomographic knowledge about the evolution and the other one requiring no knowledge at all. Remarkably, no optimization procedure underlies our derivation, which greatly enhances the practical relevance of the proposed criteria.
MU Wei-Hua; OU-YANG Zhong-Can; Li Xiao-Qing
2011-01-01
The stochastic systems without detailed balance are common in various chemical reaction systems, such as metabolic network systems. In studies of these systems, the concept of potential landscape is useful. However, what are the sufficient and necessary conditions of the existence of the potential function is still an open problem. Use Hodge decomposition theorem in differential form theory, we focus on the general chemical Langevin equations, which reflect complex chemical reaction systems. We analysis the conditions for the existence of potential landscape of the systems.By mapping the stochastic differential equations to a Hamiltonian mechanical system, we obtain the Fokker-Planck equation of the chemical reaction systems. The obtained Fokker-Planck equation can be used in further studies of other steady properties of complex chemical reaction systems, such as their steady state entropies.
Variable time-stepping in the pathwise numerical solution of the chemical Langevin equation.
Ilie, Silvana
2012-12-21
Stochastic modeling is essential for an accurate description of the biochemical network dynamics at the level of a single cell. Biochemically reacting systems often evolve on multiple time-scales, thus their stochastic mathematical models manifest stiffness. Stochastic models which, in addition, are stiff and computationally very challenging, therefore the need for developing effective and accurate numerical methods for approximating their solution. An important stochastic model of well-stirred biochemical systems is the chemical Langevin Equation. The chemical Langevin equation is a system of stochastic differential equation with multidimensional non-commutative noise. This model is valid in the regime of large molecular populations, far from the thermodynamic limit. In this paper, we propose a variable time-stepping strategy for the numerical solution of a general chemical Langevin equation, which applies for any level of randomness in the system. Our variable stepsize method allows arbitrary values of the time-step. Numerical results on several models arising in applications show significant improvement in accuracy and efficiency of the proposed adaptive scheme over the existing methods, the strategies based on halving/doubling of the stepsize and the fixed step-size ones.
Jeon, Jae-Hyung; Metzler, Ralf
2010-02-01
Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.
General Laser Intensity Langevin Equation in a Single-Mode Laser Model
KE Sheng-Zhi; CAO Li; WU Da-Jin; YAO Kai-Lun
2001-01-01
A two-dimensional single-mode laser model is investigated, with cross-correlations between the real and imaginary parts of the quantum noise as well as the pump noise. The general closed form of the laser intensity Langevin equation (GILE) is obtained under a stable locked phase resulting from the cross-correlation λq between the real and imaginary parts of the quantum noise. Because of the presence of a new term containing λq, we can unify the two opposite intensity Langevin equations which correspond to the two special cases for ｜λq｜ → 0 and ｜λq｜ → 1 in the GILE. It is expected that the transient and stationary properties of the laser model can be changed qualitatively when λq varies.
Harko, Tiberiu; Mocanu, Gabriela
2014-01-01
We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise, which accounts for the general memory and retarded effects of the frictional force, and on the fluctuation-dissipation theorem. The presence of the memory effects influences the response of the disk to external random interactions, and modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The Power Spectral Distribution (PSD) of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the Intra...
JAGHOURI HAKIMEH; SARBISHAEI MOHSEN; JAVIDAN KUROSH
2016-05-01
We solve the Nakajima–Zwanzig (NZ) non-Markovian master equation to study the dynamics of different types of three-level atomic systems interacting with bosonic Lorentzian reservoirs at zero temperature. Von Neumann entropy (S) is used to show the evolution of the degree of entanglement of the subsystems. The results presented are also compared with some recently published reports.
Viñales, A. D.; Despósito, M. A.
2006-01-01
We study the effect of a disordered or fractal environment in the irreversible dynamics of a harmonic oscillator. Starting from a generalized Langevin equation and using Laplace analysis, we derive exact expressions for the mean values, variances, and velocity autocorrelation function of the particle in terms of generalized Mittag-Leffler functions. The long-time behaviors of these quantities are obtained and the presence of a whip-back effect is analyzed.
Jessada Tariboon
2014-01-01
Full Text Available We study existence and uniqueness of solutions for a problem consisting of nonlinear Langevin equation of Hadamard-Caputo type fractional derivatives with nonlocal fractional integral conditions. A variety of fixed point theorems are used, such as Banach’s fixed point theorem, Krasnoselskii’s fixed point theorem, Leray-Schauder’s nonlinear alternative, and Leray-Schauder’s degree theory. Enlightening examples illustrating the obtained results are also presented.
Chou, Chia-Chun
2017-02-01
The Schrödinger-Langevin equation is approximately solved by propagating individual quantum trajectories for barrier transmission problems. Equations of motion are derived through use of the derivative propagation method, which leads to a hierarchy of coupled differential equations for the amplitude of the wave function and the spatial derivatives of the complex action along each trajectory. Computational results are presented for a one-dimensional Eckart barrier and a two-dimensional system involving either a thick or thin Eckart barrier along the reaction coordinate coupled to a harmonic oscillator. Frictional effects on the trajectory, the transmitted wave packet, and the transmission probability are analyzed.
Foundation of fractional Langevin equation: harmonization of a many-body problem.
Lizana, Ludvig; Ambjörnsson, Tobias; Taloni, Alessandro; Barkai, Eli; Lomholt, Michael A
2010-05-01
In this study we derive a single-particle equation of motion, from first principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential. Using a harmonization technique, we show that the resulting dynamical equation belongs to the class of fractional Langevin equations, a stochastic framework which has been proposed in a large body of works as a means of describing anomalous dynamics. Our work sheds light on the fundamental assumptions of these phenomenological models and a relation derived by Kollmann.
A Langevin equation approach to electron transfer reactions in the diabatic basis.
Song, XiaoGeng; Wang, Haobin; Van Voorhis, Troy
2008-10-14
A linear Langevin equation that governs the population dynamics of electron transfer reactions is derived. The noise in the Langevin equation is eliminated by treating the diabatic population fluctuations as the relevant variables, leaving only the memory kernel responsible for the population relaxation. Within the memory kernel, the diabatic coupling is treated perturbatively and a second order expansion is found to give a simple closed form expression for the kernel. The accuracy of the second order truncation is maximized by performing a fixed rotation of the diabatic electronic states that minimizes the first order free energy of the system and thus minimizes the effect of the perturbation on the thermodynamics. The resulting two-hop Langevin equation (THLE) is then validated by applying it to a simple spin-boson model, where exact results exist. Excellent agreement is found in a wide parameter range, even where the perturbation is moderately strong. Results obtained in the rotated electronic basis are found to be consistently more accurate than those from the unrotated basis. These benchmark calculations also allow us to demonstrate the advantage of treating the population fluctuations instead of the populations as the relevant variables, as only the former lead to reliable results at long time. Thus, the THLE appears to provide a viable alternative to established methods--such as Ehrenfest dynamics or surface hopping--for the treatment of nonadiabatic effects in electron transfer simulations.
Non-Markovian linear response theory for quantum open systems and its applications.
Shen, H Z; Li, D X; Yi, X X
2017-01-01
The Kubo formula is an equation that expresses the linear response of an observable due to a time-dependent perturbation. It has been extended from closed systems to open systems in recent years under the Markovian approximation, but is barely explored for open systems in non-Markovian regimes. In this paper, we derive a formula for the linear response of an open system to a time-independent external field. This response formula is available for both Markovian and non-Markovian dynamics depending on parameters in the spectral density of the environment. As an illustration of the theory, the Hall conductance of a two-band system subjected to environments is derived and discussed. With the tight-binding model, we point out the Hall conductance changes from Markovian to non-Markovian dynamics by modulating the spectral density of the environment. Our results suggest a way to the controlling of the system response, which has potential applications for quantum statistical mechanics and condensed matter physics.
Non-Markovian random walks and nonlinear reactions: Subdiffusion and propagating fronts
Fedotov, Sergei
2010-01-01
The main aim of the paper is to incorporate the nonlinear kinetic term into non-Markovian transport equations described by a continuous time random walk (CTRW) with nonexponential waiting time distributions. We consider three different CTRW models with reactions. We derive nonlinear Master equations for the mesoscopic density of reacting particles corresponding to CTRW with arbitrary jump and waiting time distributions. We apply these equations to the problem of front propagation in the reaction-transport systems with Kolmogorov-Petrovskii-Piskunov kinetics and anomalous diffusion. We have found an explicit expression for the speed of a propagating front in the case of subdiffusive transport.
Effect of memory in non-Markovian Boolean networks
Ebadi, Haleh; Ausloos, Marcel; Jafari, GholamReza
2016-01-01
One successful model of interacting biological systems is the Boolean network. The dynamics of a Boolean network, controlled with Boolean functions, is usually considered to be a Markovian (memory-less) process. However, both self organizing features of biological phenomena and their intelligent nature should raise some doubt about ignoring the history of their time evolution. Here, we extend the Boolean network Markovian approach: we involve the effect of memory on the dynamics. This can be explored by modifying Boolean functions into non-Markovian functions, for example, by investigating the usual non-Markovian threshold function, - one of the most applied Boolean functions. By applying the non-Markovian threshold function on the dynamical process of a cell cycle network, we discover a power law memory with a more robust dynamics than the Markovian dynamics.
A path-integral Langevin equation treatment of low-temperature doped helium clusters.
Ing, Christopher; Hinsen, Konrad; Yang, Jing; Zeng, Toby; Li, Hui; Roy, Pierre-Nicholas
2012-06-14
We present an implementation of path integral molecular dynamics for sampling low temperature properties of doped helium clusters using Langevin dynamics. The robustness of the path integral Langevin equation and white-noise Langevin equation [M. Ceriotti, M. Parrinello, T. E. Markland, and D. E. Manolopoulos, J. Chem. Phys. 133, 124104 (2010)] sampling methods are considered for those weakly bound systems with comparison to path integral Monte Carlo (PIMC) in terms of efficiency and accuracy. Using these techniques, convergence studies are performed to confirm the systematic error reduction introduced by increasing the number of discretization steps of the path integral. We comment on the structural and energetic evolution of He(N)-CO(2) clusters from N = 1 to 20. To quantify the importance of both rotations and exchange in our simulations, we present a chemical potential and calculated band origin shifts as a function of cluster size utilizing PIMC sampling that includes these effects. This work also serves to showcase the implementation of path integral simulation techniques within the molecular modelling toolkit [K. Hinsen, J. Comp. Chem. 21, 79 (2000)], an open-source molecular simulation package.
Study of dissipative dynamics in fission of hot nuclei using Langevin equation
Chaudhuri, G
2004-01-01
The fission of highly excited compound nuclei formed in heavy ion induced fusion reactions has emerged as a topic of considerable interest in the recent years. Dissipative dynamical models based on the Langevin equation were developed and were applied successfully for fission dynamics of highly excited heavy nuclei. However, Wall Friction(WF), the standard version of nuclear friction when incorporated in the Langevin dynamical model was not able to reproduce simultaneously experimental data for both prescission neutron multiplicity and fission probability. Consequently, an empirical reduction in the strength of the wall friction was found necessary to reproduce the experimental numbers by many workers. Interestingly, a modification of the wall friction was proposed recently where the reduction was achieved microscopically. This modified version is known as the chaos weighted wall friction(CWWF) which takes into account non-integrability of single particle motion. The work in my thesis aims at using this stron...
Fast Ice Detection for Wind Turbine Blades via the Langevin Equation
Fang, Haijun; Wang, Linpeng
2016-09-01
In this paper, a software-based algorithm for fast detection of ice on wind turbine blades is developed. The Langevin equation is used to create an entire or partial power curve with the high frequency data of wind speed and electrical power. Such a power curve is called the Langevin Power Curve (LPC). The LPC is obtained periodically. The period can be adjusted to be from 1 minute to 1 hour. For our application, the period is set to 5 minutes to allow enough data to generate an entire or partial LPC and then ice may be detected within a short period of time. The obtained LPC is compared to a reference power curve and then an ice index is calculated given that the condition for ice accretion is met. If the ice index is much higher or lower than 1, it may be concluded that there is ice on the anemometer or the blades of a wind turbine.
Decoherence of Josephson charge qubit in non-Markovian environment
Qiu, Qing-Qian; Zhou, Xing-Fei; Liang, Xian-Ting, E-mail: liangxianting@nbu.edu.cn
2016-05-15
In this paper we investigate the decoherence of Josephson charge qubit (JCQ) by using a time-nonlocal (TNL) dynamical method. Three kinds of environmental models, described with Ohmic, super-Ohmic, and sub-Ohmic spectral density functions are considered. It is shown that the TNL method can effectively include the non-Markovian effects in the dynamical solutions. In particular, it is shown that the sub-Ohmic environment has longer correlation time than the Ohmic and super-Ohmic ones. And the Markovian and non-Markovian dynamics are obviously different for the qubit in sub-Ohmic environment.
Programmable entanglement oscillations in a non Markovian channel
Cialdi, Simone; Tesio, Enrico; Paris, Matteo G A
2010-01-01
We suggest and demonstrate an all-optical experimental setup to observe and engineer entanglement oscillations of a pair of polarization qubits in a non-Markovian channel. We generate entangled photon pairs by spontaneous parametric downconversion (SPDC), and then insert a programmable spatial light modulator in order to impose a polarization dependent phase-shift on the spatial domain of the SPDC output and to create an effective non-Markovian environment. Modulation of the enviroment spectrum is obtained by inserting a spatial grating on the signal arm. In our experiment, programmable oscillations of entanglement are achieved, with the maximally revived state that violates Bell's inequality by 17 standard deviations.
The Schr\\"odinger-Langevin equation with and without thermal fluctuations
Katz, Roland
2015-01-01
The Schr\\"odinger-Langevin (SL) equation is considered as an effective open quantum system formalism suitable for phenomenological applications. We focus on two open issues relative to its solutions. We first show that the Madelung/polar transformation of the wavefunction leads to a nonzero friction for the excited states of the quantum subsystem. We then study analytically and numerically the SL equation ability to bring a quantum subsystem to the thermal equilibrium of statistical mechanics. To do so, concepts about statistical mixed states, quantum noises and their production are discussed and a detailed analysis is carried with two kinds of noise and potential.
Anomalous diffusion in nonhomogeneous media: time-subordinated Langevin equation approach.
Srokowski, Tomasz
2014-03-01
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Lévy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process subordinated to a random time: it separately takes into account effects related to the medium structure and the memory. Density distributions and moments are derived from the solutions of the corresponding Langevin equation and compared with the numerical calculations for the exact problem. Both subdiffusion and enhanced diffusion are predicted. Distribution of the process satisfies the fractional Fokker-Planck equation.
Implicit numerical schemes for the stochastic Liouville equation in Langevin form.
Håkansson, Pär; Nair, Prasanth B
2011-05-28
We present and numerically test implicit as well as explicit numerical schemes for solving the Stochastic Liouville Equation in Langevin form. It is found that implicit schemes provide significant gain in robustness, for example, when nonsecular Hamiltonian terms cannot be ignored in electron and nuclear spin resonance. Implicit schemes open up several spectroscopic relaxation problems for direct interpretation using the Stochastic Liouville Equation. To illustrate the proposed numerical schemes, studies are presented for an electron paramagnetic resonance problem involving a coordinated copper complex and a fluorescence problem.
Langevin equation with colored noise for constant-temperature molecular dynamics simulations.
Ceriotti, Michele; Bussi, Giovanni; Parrinello, Michele
2009-01-16
We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics. Since the equations of motion are linear in nature, it is easy to predict the response of a Hamiltonian system to such a thermostat and to tune at will the relaxation time of modes of different frequency. This allows one to optimize the time needed for equilibration and to generate independent configurations. We show how this frequency-dependent response can be exploited to control the temperature of Car-Parrinello-like dynamics without affecting the adiabatic separation of the electronic degrees of freedom from the vibrations of the ions.
Kwok, Sau Fa, E-mail: kwok@dfi.uem.br
2012-08-15
A Langevin equation with multiplicative white noise and its corresponding Fokker-Planck equation are considered in this work. From the Fokker-Planck equation a transformation into the Wiener process is provided for different orders of prescription in discretization rule for the stochastic integrals. A few applications are also discussed. - Highlights: Black-Right-Pointing-Pointer Fokker-Planck equation corresponding to the Langevin equation with mul- tiplicative white noise is presented. Black-Right-Pointing-Pointer Transformation of diffusion processes into the Wiener process in different prescriptions is provided. Black-Right-Pointing-Pointer The prescription parameter is associated with the growth rate for a Gompertz-type model.
Laws of large numbers and langevin approximations for stochastic neural field equations.
Riedler, Martin G; Buckwar, Evelyn
2013-01-23
In this study, we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson-Cowan equation can be obtained as the limit in uniform convergence on compacts in probability for a sequence of microscopic models when the number of neuron populations distributed in space and the number of neurons per population tend to infinity. This result also allows to obtain limits for qualitatively different stochastic convergence concepts, e.g., convergence in the mean. Further, we present a central limit theorem for the martingale part of the microscopic models which, suitably re-scaled, converges to a centred Gaussian process with independent increments. These two results provide the basis for presenting the neural field Langevin equation, a stochastic differential equation taking values in a Hilbert space, which is the infinite-dimensional analogue of the chemical Langevin equation in the present setting. On a technical level, we apply recently developed law of large numbers and central limit theorems for piecewise deterministic processes taking values in Hilbert spaces to a master equation formulation of stochastic neuronal network models. These theorems are valid for processes taking values in Hilbert spaces, and by this are able to incorporate spatial structures of the underlying model.Mathematics Subject Classification (2000): 60F05, 60J25, 60J75, 92C20.
Baczewski, Andrew D; Bond, Stephen D
2013-07-28
Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive phenomena. Molecular dynamics (MD) simulations that include GLD in conjunction with external and/or pairwise forces require the development of numerical integrators that are efficient, stable, and have known convergence properties. In this article, we derive a family of extended variable integrators for the Generalized Langevin equation with a positive Prony series memory kernel. Using stability and error analysis, we identify a superlative choice of parameters and implement the corresponding numerical algorithm in the LAMMPS MD software package. Salient features of the algorithm include exact conservation of the first and second moments of the equilibrium velocity distribution in some important cases, stable behavior in the limit of conventional Langevin dynamics, and the use of a convolution-free formalism that obviates the need for explicit storage of the time history of particle velocities. Capability is demonstrated with respect to accuracy in numerous canonical examples, stability in certain limits, and an exemplary application in which the effect of a harmonic confining potential is mapped onto a memory kernel.
Baczewski, Andrew D.; Bond, Stephen D.
2013-07-01
Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive phenomena. Molecular dynamics (MD) simulations that include GLD in conjunction with external and/or pairwise forces require the development of numerical integrators that are efficient, stable, and have known convergence properties. In this article, we derive a family of extended variable integrators for the Generalized Langevin equation with a positive Prony series memory kernel. Using stability and error analysis, we identify a superlative choice of parameters and implement the corresponding numerical algorithm in the LAMMPS MD software package. Salient features of the algorithm include exact conservation of the first and second moments of the equilibrium velocity distribution in some important cases, stable behavior in the limit of conventional Langevin dynamics, and the use of a convolution-free formalism that obviates the need for explicit storage of the time history of particle velocities. Capability is demonstrated with respect to accuracy in numerous canonical examples, stability in certain limits, and an exemplary application in which the effect of a harmonic confining potential is mapped onto a memory kernel.
Non-Markovian dissipative quantum mechanics with stochastic trajectories
Koch, Werner
2010-09-09
All fields of physics - be it nuclear, atomic and molecular, solid state, or optical - offer examples of systems which are strongly influenced by the environment of the actual system under investigation. The scope of what is called ''the environment'' may vary, i.e., how far from the system of interest an interaction between the two does persist. Typically, however, it is much larger than the open system itself. Hence, a fully quantum mechanical treatment of the combined system without approximations and without limitations of the type of system is currently out of reach. With the single assumption of the environment to consist of an internally thermalized set of infinitely many harmonic oscillators, the seminal work of Stockburger and Grabert [Chem. Phys., 268:249-256, 2001] introduced an open system description that captures the environmental influence by means of a stochastic driving of the reduced system. The resulting stochastic Liouville-von Neumann equation describes the full non-Markovian dynamics without explicit memory but instead accounts for it implicitly through the correlations of the complex-valued noise forces. The present thesis provides a first application of the Stockburger-Grabert stochastic Liouville-von Neumann equation to the computation of the dynamics of anharmonic, continuous open systems. In particular, it is demonstrated that trajectory based propagators allow for the construction of a numerically stable propagation scheme. With this approach it becomes possible to achieve the tremendous increase of the noise sample count necessary to stochastically converge the results when investigating such systems with continuous variables. After a test against available analytic results for the dissipative harmonic oscillator, the approach is subsequently applied to the analysis of two different realistic, physical systems. As a first example, the dynamics of a dissipative molecular oscillator is investigated. Long time
Long-time memory in non-Markovian evolutions
Chruściński, Dariusz; Pascazio, Saverio
2009-01-01
If the dynamics of an open quantum systems is non-Markovian, its asymptotic state strongly depends on the initial conditions, even if the dynamics possesses an invariant state. This is the very essence of memory effects. In particular, the asymptotic state can remember and partially preserve its initial entanglement.
On measures of non-Markovianity: divisibility vs. Markovianity
Chruściński, Dariusz
2011-01-01
We analyze two recently proposed measure of non-Markovianity: one based on the concept of divisibility of the dynamical map and the other one based on distinguishability of quantum states. We provide a toy model to show that these two measures need not agree. Finally, we discuss possible generalizations and intricate relations between these measures.
Measures of non-Markovianity: Divisibility versus backflow of information
Chruściński, Dariusz; Kossakowski, Andrzej; Rivas, Ángel
2011-05-01
We analyze two recently proposed measures of non-Markovianity: one based on the concept of divisibility of the dynamical map and the other one based on distinguishability of quantum states. We provide a model to show that these two measures need not agree. In addition, we discuss possible generalizations and intricate relations between these measures.
Non-Markovian character in human mobility: Online and offline
Zhao, Zhi-Dan; Cai, Shi-Min; Lu, Yang
2015-06-01
The dynamics of human mobility characterizes the trajectories that humans follow during their daily activities and is the foundation of processes from epidemic spreading to traffic prediction and information recommendation. In this paper, we investigate a massive data set of human activity, including both online behavior of browsing websites and offline one of visiting towers based mobile terminations. The non-Markovian character observed from both online and offline cases is suggested by the scaling law in the distribution of dwelling time at individual and collective levels, respectively. Furthermore, we argue that the lower entropy and higher predictability in human mobility for both online and offline cases may originate from this non-Markovian character. However, the distributions of individual entropy and predictability show the different degrees of non-Markovian character between online and offline cases. To account for non-Markovian character in human mobility, we apply a protype model with three basic ingredients, namely, preferential return, inertial effect, and exploration to reproduce the dynamic process of online and offline human mobilities. The simulations show that the model has an ability to obtain characters much closer to empirical observations.
Counting statistics of non-markovian quantum stochastic processes
Flindt, Christian; Novotny, T.; Braggio, A.
2008-01-01
We derive a general expression for the cumulant generating function (CGF) of non-Markovian quantum stochastic transport processes. The long-time limit of the CGF is determined by a single dominating pole of the resolvent of the memory kernel from which we extract the zero-frequency cumulants of t...
Quantum non-Markovianity induced by Anderson localization
Lorenzo, Salvatore; Lombardo, Federico; Ciccarello, Francesco; Palma, G. Massimo
2017-02-01
As discovered by P. W. Anderson, excitations do not propagate freely in a disordered lattice, but, due to destructive interference, they localise. As a consequence, when an atom interacts with a disordered lattice, one indeed observes a non-trivial excitation exchange between atom and lattice. Such non-trivial atomic dynamics will in general be characterised also by a non-trivial quantum information backflow, a clear signature of non-Markovian dynamics. To investigate the above scenario, we consider a quantum emitter, or atom, weakly coupled to a uniform coupled-cavity array (CCA). If initially excited, in the absence of disorder, the emitter undergoes a Markovian spontaneous emission by releasing all its excitation into the CCA (initially in its vacuum state). By introducing static disorder in the CCA the field normal modes become Anderson-localized, giving rise to a non-Markovian atomic dynamics. We show the existence of a functional relationship between a rigorous measure of quantum non-Markovianity and the CCA localization. We furthermore show that the average non-Markovianity of the atomic dynamics is well-described by a phenomenological model in which the atom is coupled, at the same time, to a single mode and to a standard - Markovian - dissipative bath.
Quantum non-Markovianity induced by Anderson localization
Lorenzo, Salvatore; Lombardo, Federico; Ciccarello, Francesco; Palma, G. Massimo
2017-01-01
As discovered by P. W. Anderson, excitations do not propagate freely in a disordered lattice, but, due to destructive interference, they localise. As a consequence, when an atom interacts with a disordered lattice, one indeed observes a non-trivial excitation exchange between atom and lattice. Such non-trivial atomic dynamics will in general be characterised also by a non-trivial quantum information backflow, a clear signature of non-Markovian dynamics. To investigate the above scenario, we consider a quantum emitter, or atom, weakly coupled to a uniform coupled-cavity array (CCA). If initially excited, in the absence of disorder, the emitter undergoes a Markovian spontaneous emission by releasing all its excitation into the CCA (initially in its vacuum state). By introducing static disorder in the CCA the field normal modes become Anderson-localized, giving rise to a non-Markovian atomic dynamics. We show the existence of a functional relationship between a rigorous measure of quantum non-Markovianity and the CCA localization. We furthermore show that the average non-Markovianity of the atomic dynamics is well-described by a phenomenological model in which the atom is coupled, at the same time, to a single mode and to a standard - Markovian - dissipative bath. PMID:28205542
Zeng, H. S.; Tang, N.; Zheng, Y. P.; Xu, T. T.
2012-10-01
By use of the recently presented two measures, the indivisibility and the backflow of information, we study the non-Markovianity of the dynamics for a two-level system interacting with a zero-temperature structured environment without using rotating wave approximation (RWA). In the limit of weak coupling between the system and its reservoir, and by expanding the time-convolutionless (TCL) generator to the forth order with respect to the coupling strength, the time-local non-Markovian master equation for the reduced state of the system is derived. Under the secular approximation, the exact analytic solution is obtained and the sufficient and necessary conditions for the indivisibility and the backflow of information for the system dynamics are presented. In the more general case, we investigate numerically the properties of the two measures for the case of Lorentzian reservoir. Our results show the importance of the counter-rotating terms to the short-time-scale non-Markovian behavior of the system dynamics, further expose the relation between the two measures and their rationality as non-Markovian measures. Finally, the complete positivity of the dynamics of the considered system is discussed.
Chen, Yu; Zou, Jian; Yang, Zi-Yi; Li, Longwu; Li, Hai; Shao, Bin
2016-08-01
The dynamics of N-qubit GHZ state quantum Fisher information (QFI) under phase noise lasers (PNLs) driving is investigated in terms of non-Markovian master equation. We first investigate the non-Markovian dynamics of the QFI of N-qubit GHZ state and show that when the ratio of the PNL rate and the system-environment coupling strength is very small, the oscillations of the QFIs decay slower which corresponds to the non-Markovian region; yet when it becomes large, the QFIs monotonously decay which corresponds to the Markovian region. When the atom number N increases, QFIs in both regions decay faster. We further find that the QFI flow disappears suddenly followed by a sudden birth depending on the ratio of the PNL rate and the system-environment coupling strength and the atom number N, which unveil a fundamental connection between the non-Markovian behaviors and the parameters of system-environment couplings. We discuss two optimal positive operator-valued measures (POVMs) for two different strategies of our model and find the condition of the optimal measurement. At last, we consider the QFI of two atoms with qubit-qubit interaction under random telegraph noises (RTNs).
Satin, Seema
2015-01-01
We attempt to introduce an new approach towards study of certain interesting issues in classical gravity. This can be done for few confined, but interesting and meaningful physical situations, which can be modeled by a classical stochastic Einstein equation. The Einstein equation can be looked upon as an equation of motion, while introducing to it a classical stochastic source or classical fluctuations as driving source. This is analogous to the Langevin equation formalism, in Brownian motion studies. A justification for the validity of such an ansatz for classical gravity is given. The regime of validity of such an approach and the consequences and possible outcomes of this formulation are discussed. We also mention, further relevant directions and applications of the same,that act as motivation towards the new proposal. This field of study can be seen to emerge out of well established ideas and results in Brownian motion theory as well as the Stochastic Semiclassical Gravity (which is already an active area...
Leung, Chun Sing; Harko, Tiberiu
2013-01-01
We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects based on the generalized Langevin equation, which accounts for the general retarded effects of the frictional force, and on the fluctuation-dissipation theorems. The vertical displacements, velocities and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The Power Spectral Distribution of the luminosity it is also obtained, and it is shown that it has non-standard values. The theoretical predictions of the model are compared with the observational data for the luminosity time variation of the BL Lac S5 0716+714 object.
Generalized Langevin Equation Description of Stochastic Oscillations of General Relativistic Disks
Chun Sing Leung; Gabriela Mocanu; Tiberiu Harko
2014-09-01
We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects based on the generalized Langevin equation, which accounts for the general retarded effects of the frictional force, and on the fluctuation–dissipation theorems. The vertical displacements, velocities and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and Kerr cases. The power spectral distribution of the luminosity is also obtained, and it is shown that it has non-standard values. The theoretical predictions of the model are compared with the observational data for the luminosity time variation of the BL Lac S5 0716+714 object.
Wang Zhi-Yun; Chen Pei-Jie
2016-06-01
A generalized Langevin equation driven by fractional Brownian motion is used to describe the vertical oscillations of general relativistic disks. By means of numerical calculation method, the displacements, velocities and luminosities of oscillating disks are explicitly obtained for different Hurst exponent $H$. The results show that as $H$ increases, the energies and luminosities of oscillating disk are enhanced, and the spectral slope at high frequencies of the power spectrum density of disk luminosity is also increased. This could explain the observational features related to the Intra Day Variability of the BL Lac objects.
Yang, Bo; Zhang, Xiao; Zhang, Lu; Luo, Mao-Kang
2016-08-01
The long-time collective behavior of globally coupled Langevin equations in a dichotomous fluctuating potential driven by a periodic source is investigated. By describing the collective behavior using the moments of the mean field and single-particle displacements, we study stochastic resonance and synchronization using the exact steady-state solutions and related stability criteria. Based on the simulation results and the criterion of the stationary regime, the notable differences between the stationary and nonstationary regimes are demonstrated. For the stationary regime, stochastic resonance with synchronization is discussed, and for the nonstationary regime, the volatility clustering phenomenon is observed.
Approach to Quantum Kramers' Equation and Barrier Crossing Dynamics
Banerjee, Dhruba; Banik, S K; Ray, D S; Banerjee, Dhruba; Bag, Bidhan Chandra; Banik, Suman Kumar; Ray, Deb Shankar
2002-01-01
We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical mean values of their co-ordinates and momenta we have derived a $c$-number generalized quantum Langevin equation. The approach allows us to implement the method of classical non-Markovian Brownian motion to realize an exact generalized non-Markovian quantum Kramers' equation. The equation is valid for arbitrary temperature and friction. We have solved this equation in the spatial diffusion-limited regime to derive quantum Kramers' rate of barrier crossing and analyze its variation as a function of temperature and friction. While almost all the earlier theories rest on quasi-probability distribution functions (like Wigner function) and path integral methods, the present work is based on {\\it true probability distribution functions} and is independent of path integral technique...
Naqvi, K R
2005-01-01
Ornstein and his coauthors, who constructed a dynamical theory of Brownian motion, taking the equation $mdv/dt =-\\zeta v+X$ as their starting point, usually named the equation after Einstein alone or after both Einstein and Langevin; furthermore, Ornstein, who was the first to extract from this equation the correct expression for $\\bar{\\Delta^2}$, the mean-squared distance covered by a Brownian particle, credited de Haas-Lorentz, rather than Langevin, for finding the stationary limit of $\\bar{\\Delta^2}$. A glance at Einstein's 1907 paper, titled ``Theoretical remarks on Brownian motion'', should suffice to convince one that it is not unfair to attribute the {\\it conception} of the above equation, now universally known as the Langevin equation, to Einstein. Langevin's avowed aim in his 1908 article was to recover, through a route that was `infinitely more simple', Einstein's 1905 expression for the diffusion coefficient, but a careful reading of Langevin's paper shows that--depending on how one interprets his ...
On the Generalized Langevin Equation for a Rouse Bead in a Nonequilibrium Bath
Vandebroek, Hans; Vanderzande, Carlo
2017-04-01
We present the reduced dynamics of a bead in a Rouse chain which is submerged in a bath containing a driving agent that renders it out-of-equilibrium. We first review the generalized Langevin equation of the middle bead in an equilibrated bath. Thereafter, we introduce two driving forces. Firstly, we add a constant force that is applied to the first bead of the chain. We investigate how the generalized Langevin equation changes due to this perturbation for which the system evolves towards a steady state after some time. Secondly, we consider the case of stochastic active forces which will drive the system to a nonequilibrium state. Including these active forces results in an extra contribution to the second fluctuation-dissipation relation. The form of this active contribution is analysed for the specific case of Gaussian, exponentially correlated active forces. We also discuss the resulting rich dynamics of the middle bead in which various regimes of normal diffusion, subdiffusion and superdiffusion can be present.
How accurate are the nonlinear chemical Fokker-Planck and chemical Langevin equations?
Grima, Ramon; Thomas, Philipp; Straube, Arthur V
2011-08-28
The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order Ω(-3∕2) for reaction systems which do not obey detailed balance and at least accurate to order Ω(-2) for systems obeying detailed balance, where Ω is the characteristic size of the system. Hence, the chemical Fokker-Planck equation turns out to be more accurate than the linear-noise approximation of the chemical master equation (the linear Fokker-Planck equation) which leads to mean concentration estimates accurate to order Ω(-1∕2) and variance estimates accurate to order Ω(-3∕2). This higher accuracy is particularly conspicuous for chemical systems realized in small volumes such as biochemical reactions inside cells. A formula is also obtained for the approximate size of the relative errors in the concentration and variance predictions of the chemical Fokker-Planck equation, where the relative error is defined as the difference between the predictions of the chemical Fokker-Planck equation and the master equation divided by the prediction of the master equation. For dimerization and enzyme-catalyzed reactions, the errors are typically less than few percent even when the steady-state is characterized by merely few tens of molecules.
Usang, M. D.; Ivanyuk, F. A.; Ishizuka, C.; Chiba, S.
2016-10-01
Nuclear fission is treated by using the Langevin dynamical description with macroscopic and microscopic transport coefficients (mass and friction tensors), and it is elucidated how the microscopic (shell and pairing) effects in the transport coefficients, especially their dependence on temperature, affects various fission observables. We found that the microscopic transport coefficients, calculated by linear response theory, change drastically as a function of temperature: in general, the friction increases with growing temperature while the mass tensor decreases. This temperature dependence brings a noticeable change in the mass distribution and kinetic energies of fission fragments from nuclei around 236U at an excitation energy of 20 MeV. The prescission kinetic energy decreases from 25 MeV at low temperature to about 2.5 MeV at high temperature. In contrast, the Coulomb kinetic energy increases as the temperature increases. Interpolating the microscopic transport coefficients among the various temperatures enabled our Langevin equation to use the microscopic transport coefficients at a deformation-dependent local temperature of the dynamical evolution. This allowed us to compare directly the fission observables of both macroscopic and microscopic calculations, and we found almost identical results under the conditions considered in this work.
Mélykúti, Bence; Burrage, Kevin; Zygalakis, Konstantinos C
2010-04-28
The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when simulating (bio)chemical kinetics. The CLE model is valid in the regime where molecular populations are abundant enough to assume their concentrations change continuously, but stochastic fluctuations still play a major role. The contribution of this work is that we observe and explore that the CLE is not a single equation, but a parametric family of equations, all of which give the same finite-dimensional distribution of the variables. On the theoretical side, we prove that as many Wiener processes are sufficient to formulate the CLE as there are independent variables in the equation, which is just the rank of the stoichiometric matrix. On the practical side, we show that in the case where there are m(1) pairs of reversible reactions and m(2) irreversible reactions there is another, simple formulation of the CLE with only m(1) + m(2) Wiener processes, whereas the standard approach uses 2(m(1) + m(2)). We demonstrate that there are considerable computational savings when using this latter formulation. Such transformations of the CLE do not cause a loss of accuracy and are therefore distinct from model reduction techniques. We illustrate our findings by considering alternative formulations of the CLE for a human ether a-go-go related gene ion channel model and the Goldbeter-Koshland switch.
Elizondo-Aguilera, L F; Zubieta Rico, P F; Ruiz-Estrada, H; Alarcón-Waess, O
2014-11-01
A self-consistent generalized Langevin-equation theory is proposed to describe the self- and collective dynamics of a liquid of linear Brownian particles. The equations of motion for the spherical harmonics projections of the collective and self-intermediate-scattering functions, F_{lm,lm}(k,t) and F_{lm,lm}^{S}(k,t), are derived as a contraction of the description involving the stochastic equations of the corresponding tensorial one-particle density n_{lm}(k,t) and the translational (α=T) and rotational (α=R) current densities j_{lm}^{α}(k,t). Similar to the spherical case, these dynamic equations require as an external input the equilibrium structural properties of the system contained in the projections of the static structure factor, denoted by S_{lm,lm}(k). Complementing these exact equations with simple (Vineyard-like) approximate relations for the collective and the self-memory functions we propose a closed self-consistent set of equations for the dynamic properties involved. In the long-time asymptotic limit, these equations become the so-called bifurcation equations, whose solutions (the nonergodicity parameters) can be written, extending the spherical case, in terms of one translational and one orientational scalar dynamic order parameter, γ_{T} and γ_{R}, which characterize the possible dynamical arrest transitions of the system. As a concrete illustrative application of this theory we determine the dynamic arrest diagram of the dipolar hard-sphere fluid. In qualitative agreement with mode coupling theory, the present self-consistent equations also predict three different regions in the state space spanned by the macroscopic control parameters η (volume fraction) and T* (scaled temperature): a region of fully ergodic states, a region of mixed states, in which the translational degrees of freedom become arrested while the orientational degrees of freedom remain ergodic, and a region of fully nonergodic states.
From generalized Langevin equations to Brownian dynamics and embedded Brownian dynamics
Ma, Lina; Li, Xiantao; Liu, Chun
2016-09-01
We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar fluctuation-dissipation theorem still holds at this level. We study the approximation by the typical Brownian dynamics as a first approximation. Our numerical test indicates how the intrinsic frequency of the kernel function influences the accuracy of this approximation. In the case when such an approximate is inadequate, further approximations can be derived by embedding the nonlocal model into an extended dynamics without memory. By imposing noises in the auxiliary variables, we show how the second fluctuation-dissipation theorem is still exactly satisfied.
Aronowitz, S.; Chang, S.
1980-01-01
The Langevin equation was used to explore an adsorbate desorption mechanism. Calculations were performed using iterative extended Hueckel on a silica model site with various small adsorbates, e.g., H, CH, OH, NO, CO. It was found that barriers to free traversal from one site to another are substantial (about 3-10 eV). A bootstrap desorption mechanism for some molecules in the process of forming at a site also became apparent from the calculations. The desorption mechanisms appear to be somewhat balanced by a counterforce - the attraction of sites for the newly desorbed molecule. The order of attraction to a silica grain site for the diatomic molecules considered was OH greater than CH greater than CO greater than NO, when these entities were sufficiently distant. The nature of the silica grain and that of the 'cold' desorption mechanism, when considered together, suggest that the abundance of very small grains might be less common than anticipated.
Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.
Dunkel, Jörn; Hänggi, Peter
2006-11-01
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy pointlike Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, nonrelativistic LE is deduced from this model, by taking into account the nonrelativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still delta correlated (white noise) but no longer corresponds to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.
Protein Conformational Change Based on a Two-dimensional Generalized Langevin Equation
Ying-xi Wang; Shuang-mu Linguang; Nan-rong Zhao; Yi-jing Yan
2011-01-01
A two-dimensional generalized Langevin equation is proposed to describe the protein conformational change,compatible to the electron transfer process governed by atomic packing density model.We assume a fractional Gaussian noise and a white noise through bond and through space coordinates respectively,and introduce the coupling effect coming from both fluctuations and equilibrium variances.The general expressions for autocorrelation functions of distance fluctuation and fluorescence lifetime variation are derived,based on which the exact conformational change dynamics can be evaluated with the aid of numerical Laplace inversion technique.We explicitly elaborate the short time and long time approximations.The relationship between the two-dimensional description and the one-dimensional theory is also discussed.
Accelerating the convergence of path integral dynamics with a generalized Langevin equation.
Ceriotti, Michele; Manolopoulos, David E; Parrinello, Michele
2011-02-28
The quantum nature of nuclei plays an important role in the accurate modelling of light atoms such as hydrogen, but it is often neglected in simulations due to the high computational overhead involved. It has recently been shown that zero-point energy effects can be included comparatively cheaply in simulations of harmonic and quasiharmonic systems by augmenting classical molecular dynamics with a generalized Langevin equation (GLE). Here we describe how a similar approach can be used to accelerate the convergence of path integral (PI) molecular dynamics to the exact quantum mechanical result in more strongly anharmonic systems exhibiting both zero point energy and tunnelling effects. The resulting PI-GLE method is illustrated with applications to a double-well tunnelling problem and to liquid water.
Yu, Hsiu-Yu; Eckmann, David M; Ayyaswamy, Portonovo S; Radhakrishnan, Ravi
2015-05-01
We present a composite generalized Langevin equation as a unified framework for bridging the hydrodynamic, Brownian, and adhesive spring forces associated with a nanoparticle at different positions from a wall, namely, a bulklike regime, a near-wall regime, and a lubrication regime. The particle velocity autocorrelation function dictates the dynamical interplay between the aforementioned forces, and our proposed methodology successfully captures the well-known hydrodynamic long-time tail with context-dependent scaling exponents and oscillatory behavior due to the binding interaction. Employing the reactive flux formalism, we analyze the effect of hydrodynamic variables on the particle trajectory and characterize the transient kinetics of a particle crossing a predefined milestone. The results suggest that both wall-hydrodynamic interactions and adhesion strength impact the particle kinetics.
Aronowitz. Sheldon
1980-01-01
The Langevin equation was used to explore an adsorbate desorption mechanism. Calculations were performed using iterative extended Huckel on a silica model site with various small adsorbates, e.g., H, CH, OH, NO, CO. It was found that barriers to free traversal from one site to another are substantial (approximately 3 - 10 eV). A bootstrap desorption mechanism for some molecules in the process of forming at a site also became apparent from the calculations. The desorption mechanisms appear to be somewhat balanced by a counterforce--the attraction of sites for the newly desorbed molecule. The order of attraction to a silica grain site for the diatomic molecules considered was OH > CH > CO > NO, when these entities were sufficiently distant. The nature of the silica grain and that of the "cold" desorption mechanism, when considered together, suggest that the abundance of very small grains might be less common than anticipated.
Grebenkov, Denis S; Vahabi, Mahsa
2014-01-01
We consider a generalized Langevin equation that can be used to describe thermal motion of a tracer in a viscoelastic medium by accounting for inertial and hydrodynamic effects at short times, subdiffusive scaling at intermediate times, and eventual optical trapping at long times. We derive a Laplace-type integral representation for the linear response function that governs the diffusive dynamics. This representation is particularly well suited for rapid numerical computation and theoretical analysis. In particular, we deduce explicit formulas for the mean and variance of the time averaged (TA) mean square displacement (MSD) and velocity autocorrelation function (VACF). The asymptotic behavior of the TA MSD and TA VACF is investigated at different time scales. Some biophysical and microrheological applications are discussed, with an emphasis on the statistical analysis of optical tweezers' single-particle tracking experiments in polymer networks and living cells.
Internal noise-driven generalized Langevin equation from a nonlocal continuum model.
Sarkar, Saikat; Chowdhury, Shubhankar Roy; Roy, Debasish; Vasu, Ram Mohan
2015-08-01
Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a single displacement degree of freedom, is derived. The GLE features a memory-dependent multiplicative or internal noise, which appears upon recognizing that the microrotation variables possess randomness owing to an uncertainty principle. Unlike its classical version, the present GLE qualitatively reproduces the experimentally measured fluctuations in the steady-state mean square displacement of scattering centers in a polyvinyl alcohol slab. The origin of the fluctuations is traced to nonlocal spatial interactions within the continuum, a phenomenon that is ubiquitous across a broad class of response regimes in solids and fluids. This renders the proposed GLE a potentially useful model in such cases.
Wang, Hao-Tian; Zou, Yang; Ge, Rong-Chun; Guo, Guang-Can
2010-01-01
We present a detailed study of the entanglement dynamics of a two-qubit system coupled to independent non-Markovian environments, employing hierarchy equations. This recently developed theoretical treatment can conveniently solve non-Markovian problems and take into consideration the correlation between the system and bath in an initial state. We concentrate on calculating the death and rebirth time points of the entanglement to obtain a general view of the concurrence curve and explore the behavior of entanglement dynamics with respect to the coupling strength, the characteristic frequency of the noise bath and the environment temperature.
XING Yong-Zhong
2009-01-01
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.
Non-Markovian Dynamics in Chiral Quantum Networks with Spins and Photons
Ramos, Tomás; Hauke, Philipp; Pichler, Hannes; Zoller, Peter
2016-01-01
We study the dynamics of chiral quantum networks consisting of nodes coupled by unidirectional or asymmetric bidirectional quantum channels. In contrast to the familiar photonic networks consisting of driven two-level atoms exchanging photons via 1D photonic nanostructures, we propose and study a setup where interactions between the atoms are mediated by spin excitations (magnons) in 1D XX-spin chains representing a spin waveguide. While Markovian quantum network theory eliminates quantum channels as structureless reservoirs in a Born-Markov approximation to obtain a master equation for the nodes, we are interested in non-Markovian dynamics. This arises from the nonlinear character of the dispersion with band-edge effects, and from finite spin propagation velocities leading to time delays in interactions. To account for the non-Markovian dynamics we treat the quantum degrees of freedom of the nodes and connecting channel as a composite spin system with the surrounding of the quantum network as a Markovian bat...
Non-Markovian transmission through two quantum dots connected by a continuum
Cao, Yunshan [School of Physics, Peking University, Beijing 100871 (China); Department of Physics, Beijing Normal University, Beijing 100875 (China); Xu, Luting; Meng, Jianyu [Department of Physics, Beijing Normal University, Beijing 100875 (China); Li, Xin-Qi, E-mail: lixinqi@bnu.edu.cn [Department of Physics, Beijing Normal University, Beijing 100875 (China)
2012-10-01
We consider a transport setup that contains a double-dot connected by a continuum. Via an exact solution of the time-dependent Schrödinger equation, we demonstrate a highly non-Markovian quantum-coherence-mediated transport through this dot–continuum–dot (DCD) system, which is in contrast with the common premise since in typical case a quantum particle does not reenter the system of interest once it irreversibly decayed into a continuum (such as the spontaneous emission of a photon). We also find that this DCD system supports an unusual steady state with unequal source and drain currents, owing to electrons irreversibly entering the continuum and floating there. -- Highlights: ► We analyze the non-Markovian transmission through a double-dot connected by a continuum. ► We convert the many-electron problem into a single-particle approach and find an exact solution. ► We reveal some interesting behaviors associated with quantum-coherence-assisted transmission through a continuum.
Jafari, G Reza; Sahimi, Muhammad; Rasaei, M Reza; Tabar, M Reza Rahimi
2011-02-01
Several methods have been developed in the past for analyzing the porosity and other types of well logs for large-scale porous media, such as oil reservoirs, as well as their permeability distributions. We developed a method for analyzing the porosity logs ϕ(h) (where h is the depth) and similar data that are often nonstationary stochastic series. In this method one first generates a new stationary series based on the original data, and then analyzes the resulting series. It is shown that the series based on the successive increments of the log y(h)=ϕ(h+δh)-ϕ(h) is a stationary and Markov process, characterized by a Markov length scale h(M). The coefficients of the Kramers-Moyal expansion for the conditional probability density function (PDF) P(y,h|y(0),h(0)) are then computed. The resulting PDFs satisfy a Fokker-Planck (FP) equation, which is equivalent to a Langevin equation for y(h) that provides probabilistic predictions for the porosity logs. We also show that the Hurst exponent H of the self-affine distributions, which have been used in the past to describe the porosity logs, is directly linked to the drift and diffusion coefficients that we compute for the FP equation. Also computed are the level-crossing probabilities that provide insight into identifying the high or low values of the porosity beyond the depth interval in which the data have been measured.
Colloquium: Non-Markovian dynamics in open quantum systems
Breuer, Heinz-Peter; Laine, Elsi-Mari; Piilo, Jyrki; Vacchini, Bassano
2016-04-01
The dynamical behavior of open quantum systems plays a key role in many applications of quantum mechanics, examples ranging from fundamental problems, such as the environment-induced decay of quantum coherence and relaxation in many-body systems, to applications in condensed matter theory, quantum transport, quantum chemistry, and quantum information. In close analogy to a classical Markovian stochastic process, the interaction of an open quantum system with a noisy environment is often modeled phenomenologically by means of a dynamical semigroup with a corresponding time-independent generator in Lindblad form, which describes a memoryless dynamics of the open system typically leading to an irreversible loss of characteristic quantum features. However, in many applications open systems exhibit pronounced memory effects and a revival of genuine quantum properties such as quantum coherence, correlations, and entanglement. Here recent theoretical results on the rich non-Markovian quantum dynamics of open systems are discussed, paying particular attention to the rigorous mathematical definition, to the physical interpretation and classification, as well as to the quantification of quantum memory effects. The general theory is illustrated by a series of physical examples. The analysis reveals that memory effects of the open system dynamics reflect characteristic features of the environment which opens a new perspective for applications, namely, to exploit a small open system as a quantum probe signifying nontrivial features of the environment it is interacting with. This Colloquium further explores the various physical sources of non-Markovian quantum dynamics, such as structured environmental spectral densities, nonlocal correlations between environmental degrees of freedom, and correlations in the initial system-environment state, in addition to developing schemes for their local detection. Recent experiments addressing the detection, quantification, and control of
Mélykúti, Bence
2010-01-01
The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when simulating (bio)chemical kinetics. The CLE model is valid in the regime where molecular populations are abundant enough to assume their concentrations change continuously, but stochastic fluctuations still play a major role. The contribution of this work is that we observe and explore that the CLE is not a single equation, but a parametric family of equations, all of which give the same finite-dimensional distribution of the variables. On the theoretical side, we prove that as many Wiener processes are sufficient to formulate the CLE as there are independent variables in the equation, which is just the rank of the stoichiometric matrix. On the practical side, we show that in the case where there are m1 pairs of reversible reactions and m2 irreversible reactions there is another, simple formulation of the CLE with only m1 + m2 Wiener processes, whereas the standard approach uses 2 m1 + m2. We demonstrate that there are considerable computational savings when using this latter formulation. Such transformations of the CLE do not cause a loss of accuracy and are therefore distinct from model reduction techniques. We illustrate our findings by considering alternative formulations of the CLE for a human ether a-go-go related gene ion channel model and the Goldbeter-Koshland switch. © 2010 American Institute of Physics.
Efficient simulation of non-Markovian system-environment interaction
Rosenbach, Robert; Huelga, Susana F; Cao, Jianshu; Plenio, Martin Bodo
2015-01-01
In this work, we combine an established method for open quantum systems -- the time evolving density matrix using orthogonal polynomials algorithm (TEDOPA) -- with the transfer tensors formalism (TTM), a new tool for the analysis, compression and propagation of non-Markovian processes. This enables the investigation of previously inaccessible long-time dynamics, such as those ensuing from low temperature regimes with arbitrary, possibly highly structured, spectral densities. We briefly introduce both methods, followed by a benchmark to prove viability and combination synergies. Subsequently we illustrate the capabilities of this approach at the hand of specific examples and conclude our analysis by highlighting possible further applications of our method.
Characterization of the degree of Musical non-Markovianity
Mannone, Maria
2013-01-01
Musical compositions could be characterized by a certain degree of memory, that takes into account repetitions and similarity of sequences of pitches, durations and intensities (the patterns). The higher the quantity of variations, the lower the degree of memory. This degree has never quantitatively been defined and measured. In physics, mathematical tools to quantify memory (defined as non-Markovianity) in quantum systems have been developed. The aim of this paper is to extend these mathematical tools to music, defining a general method to measure the degree of memory in musical compositions. Applications to some musical scores give results that agree with the expectations.
Banik, S K; Ray, D S; Banik, Suman Kumar; Bag, Bidhan Chandra; Ray, Deb Shankar
2002-01-01
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum regime. In this paper a simple approach to non-Markovian theory of quantum Brownian motion using {\\it true probability distribution functions} is presented. Based on an initial coherent state representation of the bath oscillators and an equilibrium canonical distribution of the quantum mechanical mean values of their co-ordinates and momenta we derive a generalized quantum Langevin equation in $c$-numbers and show that the latter is amenable to a theoretical analysis in terms of the classical theory of non-Markovian dynamics. The corresponding Fokker-Planck, diffusion and the Smoluchowski equations are the {\\it exact} quantum analogues of their classical counterparts. The present work is {\\it independent} of path integral techniques. The theory as developed here is a natural ext...
Alonso, D; Alonso, Daniel; Vega, In\\'es de
2004-01-01
Multiple time correlation functions are found in the dynamical description of different phenomena. They encode and describe the fluctuations of the dynamical variables of a system. In this paper we formulate a theory of non-Markovian multiple-time correlation functions (MTCF) for a wide class of systems. We derive the dynamical equation of the {\\it reduced propagator}, an object that evolve state vectors of the system conditioned to the dynamics of its environment, which is not necessarily at the vacuum state at the initial time. Such reduced propagator is the essential piece to obtain multiple-time correlation functions. An average over the different environmental histories of the reduced propagator permits us to obtain the evolution equations of the multiple-time correlation functions. We also study the evolution of MTCF within the weak coupling limit and it is shown that the multiple-time correlation function of some observables satisfy the Quantum Regression Theorem (QRT), whereas other correlations do no...
Objectivity in the non-Markovian spin-boson model
Lampo, Aniello; Tuziemski, Jan; Lewenstein, Maciej; Korbicz, Jarosław K.
2017-07-01
Objectivity constitutes one of the main features of the macroscopic classical world. An important aspect of the quantum-to-classical transition issue is to explain how such a property arises from the microscopic quantum theory. Recently, within the framework of open quantum systems, there has been proposed such a mechanism in terms of the so-called spectrum broadcast structures. These are multipartite quantum states of the system of interest and a part of its environment, assumed to be under an observation. This approach requires a departure from the standard open quantum systems methods, as the environment cannot be completely neglected. In the present paper we study the emergence of such a state structure in one of the canonical models of the condensed-matter theory: the spin-boson model, describing the dynamics of a two-level system coupled to an environment made up by a large number of harmonic oscillators. We pay much attention to the behavior of the model in the non-Markovian regime, in order to provide a testbed to analyze how the non-Markovian nature of the evolution affects the surfacing of a spectrum broadcast structure.
AQUASOL: An efficient solver for the dipolar Poisson–Boltzmann–Langevin equation
Koehl, Patrice; Delarue, Marc
2010-01-01
The Poisson–Boltzmann (PB) formalism is among the most popular approaches to modeling the solvation of molecules. It assumes a continuum model for water, leading to a dielectric permittivity that only depends on position in space. In contrast, the dipolar Poisson–Boltzmann–Langevin (DPBL) formalism represents the solvent as a collection of orientable dipoles with nonuniform concentration; this leads to a nonlinear permittivity function that depends both on the position and on the local electric field at that position. The differences in the assumptions underlying these two models lead to significant differences in the equations they generate. The PB equation is a second order, elliptic, nonlinear partial differential equation (PDE). Its response coefficients correspond to the dielectric permittivity and are therefore constant within each subdomain of the system considered (i.e., inside and outside of the molecules considered). While the DPBL equation is also a second order, elliptic, nonlinear PDE, its response coefficients are nonlinear functions of the electrostatic potential. Many solvers have been developed for the PB equation; to our knowledge, none of these can be directly applied to the DPBL equation. The methods they use may adapt to the difference; their implementations however are PBE specific. We adapted the PBE solver originally developed by Holst and Saied [J. Comput. Chem. 16, 337 (1995)] to the problem of solving the DPBL equation. This solver uses a truncated Newton method with a multigrid preconditioner. Numerical evidences suggest that it converges for the DPBL equation and that the convergence is superlinear. It is found however to be slow and greedy in memory requirement for problems commonly encountered in computational biology and computational chemistry. To circumvent these problems, we propose two variants, a quasi-Newton solver based on a simplified, inexact Jacobian and an iterative self-consistent solver that is based directly on
AQUASOL: An efficient solver for the dipolar Poisson-Boltzmann-Langevin equation.
Koehl, Patrice; Delarue, Marc
2010-02-14
The Poisson-Boltzmann (PB) formalism is among the most popular approaches to modeling the solvation of molecules. It assumes a continuum model for water, leading to a dielectric permittivity that only depends on position in space. In contrast, the dipolar Poisson-Boltzmann-Langevin (DPBL) formalism represents the solvent as a collection of orientable dipoles with nonuniform concentration; this leads to a nonlinear permittivity function that depends both on the position and on the local electric field at that position. The differences in the assumptions underlying these two models lead to significant differences in the equations they generate. The PB equation is a second order, elliptic, nonlinear partial differential equation (PDE). Its response coefficients correspond to the dielectric permittivity and are therefore constant within each subdomain of the system considered (i.e., inside and outside of the molecules considered). While the DPBL equation is also a second order, elliptic, nonlinear PDE, its response coefficients are nonlinear functions of the electrostatic potential. Many solvers have been developed for the PB equation; to our knowledge, none of these can be directly applied to the DPBL equation. The methods they use may adapt to the difference; their implementations however are PBE specific. We adapted the PBE solver originally developed by Holst and Saied [J. Comput. Chem. 16, 337 (1995)] to the problem of solving the DPBL equation. This solver uses a truncated Newton method with a multigrid preconditioner. Numerical evidences suggest that it converges for the DPBL equation and that the convergence is superlinear. It is found however to be slow and greedy in memory requirement for problems commonly encountered in computational biology and computational chemistry. To circumvent these problems, we propose two variants, a quasi-Newton solver based on a simplified, inexact Jacobian and an iterative self-consistent solver that is based directly on the PBE
Mankin, R; Laas, K; Sauga, A
2011-06-01
The temporal behavior of the mean-square displacement and the velocity autocorrelation function of a particle subjected to a periodic force in a harmonic potential well is investigated for viscoelastic media using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by a multiplicative white noise, by an internal Mittag-Leffler noise with a finite memory time, and by an additive external noise. It is shown that the presence of a multiplicative noise has a profound effect on the behavior of the autocorrelation functions. Particularly, for correlation functions the model predicts a crossover between two different asymptotic power-law regimes. Moreover, a dependence of the correlation function on the frequency of the external periodic forcing occurs that gives a simple criterion to discern the multiplicative noise in future experiments. It is established that additive external and internal noises cause qualitatively different dependences of the autocorrelation functions on the external forcing and also on the time lag. The influence of the memory time of the internal noise on the dynamics of the system is also discussed.
The Schrödinger–Langevin equation with and without thermal fluctuations
Katz, R., E-mail: roland.katz@subatech.in2p3.fr; Gossiaux, P.B., E-mail: Pol-Bernard.Gossiaux@subatech.in2p3.fr
2016-05-15
The Schrödinger–Langevin equation (SLE) is considered as an effective open quantum system formalism suitable for phenomenological applications involving a quantum subsystem interacting with a thermal bath. We focus on two open issues relative to its solutions: the stationarity of the excited states of the non-interacting subsystem when one considers the dissipation only and the thermal relaxation toward asymptotic distributions with the additional stochastic term. We first show that a proper application of the Madelung/polar transformation of the wave function leads to a non zero damping of the excited states of the quantum subsystem. We then study analytically and numerically the SLE ability to bring a quantum subsystem to the thermal equilibrium of statistical mechanics. To do so, concepts about statistical mixed states and quantum noises are discussed and a detailed analysis is carried with two kinds of noise and potential. We show that within our assumptions the use of the SLE as an effective open quantum system formalism is possible and discuss some of its limitations.
Haas, Kevin R; Yang, Haw; Chu, Jhih-Wei
2013-09-28
The evaluation of the Fisher information matrix for the probability density of trajectories generated by the over-damped Langevin dynamics at equilibrium is presented. The framework we developed is general and applicable to any arbitrary potential of mean force where the parameter set is now the full space dependent function. Leveraging an innovative Hermitian form of the corresponding Fokker-Planck equation allows for an eigenbasis decomposition of the time propagation probability density. This formulation motivates the use of the square root of the equilibrium probability density as the basis for evaluating the Fisher information of trajectories with the essential advantage that the Fisher information matrix in the specified parameter space is constant. This outcome greatly eases the calculation of information content in the parameter space via a line integral. In the continuum limit, a simple analytical form can be derived to explicitly reveal the physical origin of the information content in equilibrium trajectories. This methodology also allows deduction of least informative dynamics models from known or available observables that are either dynamical or static in nature. The minimum information optimization of dynamics is performed for a set of different constraints to illustrate the generality of the proposed methodology.
Lázaro-Lázaro, Edilio; Mendoza-Méndez, Patricia; Elizondo-Aguilera, Luis Fernando; Perera-Burgos, Jorge Adrián; Ramírez-González, Pedro Ezequiel; Pérez-Ángel, Gabriel; Castañeda-Priego, Ramón; Medina-Noyola, Magdaleno
2017-05-01
A fundamental challenge of the theory of liquids is to understand the similarities and differences in the macroscopic dynamics of both colloidal and atomic liquids, which originate in the (Newtonian or Brownian) nature of the microscopic motion of their constituents. Starting from the recently discovered long-time dynamic equivalence between a colloidal and an atomic liquid that share the same interparticle pair potential, in this work we develop a self-consistent generalized Langevin equation theory for the dynamics of equilibrium multicomponent atomic liquids, applicable as an approximate but quantitative theory describing the long-time diffusive dynamical properties of simple equilibrium atomic liquids. When complemented with a Gaussian-like approximation, this theory is also able to provide a reasonable representation of the passage from a ballistic to diffusive behavior. We illustrate the applicability of the resulting theory with three particular examples, namely, a monodisperse and a polydisperse monocomponent hard-sphere liquid and a highly size-asymmetric binary hard-sphere mixture. To assess the quantitative accuracy of our results, we perform event-driven molecular dynamics simulations, which corroborate the general features of the theoretical predictions.
Liu Jian; Wang Hai-Yan; Bao Jing-Dong
2013-01-01
A minimal system-plus-reservoir model yielding a nonergodic Langevin equation is proposed,which originates from the cubic-spectral density of environmental oscillators and momentum-dependent coupling.This model allows ballistic diffusion and classical localization simultaneously,in which the fluctuation-dissipation relation is still satisfied but the Khinchin theorem is broken.The asymptotical equilibrium for a nonergodic system requires the initial thermal equilibrium,however,when the system starts from nonthermal conditions,it does not approach the equilibration even though a nonlinear potential is used to bound the particle,this can be confirmed by the zeroth law of thermodynamics.In the dynamics of Brownian localization,due to the memory damping function inducing a constant term,our results show that the stationary distribution of the system depends on its initial preparation of coordinate rather than momentum.The coupled oscillator chain with a fixed end boundary acts as a heat bath,which has long been used in studies of collinear atom/solid-surface scattering and lattice vibration,we investigate this problem from the viewpoint of nonergodicity.
Ritschel, Gerhard; Möbius, Sebastian; Strunz, Walter T; Eisfeld, Alexander
2014-01-01
Non-Markovian Quantum State Diffusion (NMQSD) has turned out to be an effective method to calculate excitonic properties of aggregates composed of organic chromophores, taking into account the strong coupling of electronic transitions to vibrational modes of the chromophores. In this paper we show how to calculate linear optical spectra at finite temperatures in an efficient way. To this end we map a finite temperature environment to the zero temperature case using the so-called thermofield method. The zero temperature case equations can then be solved efficiently by standard integrators. As an example we calculate absorption and circular dichroism spectra of a linear aggregate. The formalism developed can be applied to calculate arbitrary correlation functions.
Pengqin Shi
2016-09-01
Full Text Available Based on the time-nonlocal particle number-resolved master equation, we investigate the sequential electron transport through the interacting double quantum dots. Our calculations show that there exists the effect of energy renormalization in the dispersion of the bath interaction spectrum and it is sensitive to the the bandwidth of the bath. This effect would strongly affect the stationary current and its zero-frequency shot noise for weak inter-dot coherent coupling strength, but for strong inter-dot coupling regime, it is negligible due to the strong intrinsic Rabi coherent dynamics. Moreover, the possible observable effects of the energy renormalization in the noise spectrum are also investigated through the Rabi coherence signal. Finally, the non-Markovian effect is manifested in the finite-frequency noise spectrum with the appearance of quasisteps, and the magnitude of these quasisteps are modified by the dispersion function.
Shi, Pengqin; Hu, Menghan; Ying, Yaofeng; Jin, Jinshuang
2016-09-01
Based on the time-nonlocal particle number-resolved master equation, we investigate the sequential electron transport through the interacting double quantum dots. Our calculations show that there exists the effect of energy renormalization in the dispersion of the bath interaction spectrum and it is sensitive to the the bandwidth of the bath. This effect would strongly affect the stationary current and its zero-frequency shot noise for weak inter-dot coherent coupling strength, but for strong inter-dot coupling regime, it is negligible due to the strong intrinsic Rabi coherent dynamics. Moreover, the possible observable effects of the energy renormalization in the noise spectrum are also investigated through the Rabi coherence signal. Finally, the non-Markovian effect is manifested in the finite-frequency noise spectrum with the appearance of quasisteps, and the magnitude of these quasisteps are modified by the dispersion function.
Extending the applicability of Redfield theories into highly non-Markovian regimes
Montoya-Castillo, Andrés; Reichman, David R
2015-01-01
We present a new, computationally inexpensive method for the calculation of reduced density matrix dynamics for systems with a potentially large number of subsystem degrees of freedom coupled to a generic bath. The approach consists of propagation of weak-coupling Redfield-like equations for the high frequency bath degrees of freedom only, while the low frequency bath modes are dynamically arrested but statistically sampled. We examine the improvements afforded by this approximation by comparing with exact results for the spin-boson model over a wide range of parameter space. The results from the method are found to dramatically improve Redfield dynamics in highly non--Markovian regimes, at a similar computational cost. Relaxation of the mode-freezing approximation via classical (Ehrenfest) evolution of the low frequency modes results in a dynamical hybrid method. We find that this Redfield-based dynamical hybrid approach, which is computationally more expensive than bare Redfield dynamics, yields only a marg...
Ritschel, Gerhard; Suess, Daniel; Möbius, Sebastian; Strunz, Walter T.; Eisfeld, Alexander
2015-01-01
Non-Markovian Quantum State Diffusion (NMQSD) has turned out to be an efficient method to calculate excitonic properties of aggregates composed of organic chromophores, taking into account the coupling of electronic transitions to vibrational modes of the chromophores. NMQSD is an open quantum system approach that incorporates environmental degrees of freedom (the vibrations in our case) in a stochastic way. We show in this paper that for linear optical spectra (absorption, circular dichroism), no stochastics is needed, even for finite temperatures. Thus, the spectra can be obtained by propagating a single trajectory. To this end, we map a finite temperature environment to the zero temperature case using the so-called thermofield method. The resulting equations can then be solved efficiently by standard integrators.
Non-Markovian Model for Transport and Reactions of Particles in Spiny Dendrites
Fedotov, Sergei; Méndez, Vicenç
2008-11-01
Motivated by the experiments [Santamaria , Neuron 52, 635 (2006)NERNET0896-627310.1016/j.neuron.2006.10.025] that indicated the possibility of subdiffusive transport of molecules along dendrites of cerebellar Purkinje cells, we develop a mesoscopic model for transport and chemical reactions of particles in spiny dendrites. The communication between spines and a parent dendrite is described by a non-Markovian random process and, as a result, the overall movement of particles can be subdiffusive. A system of integrodifferential equations is derived for the particles densities in dendrites and spines. This system involves the spine-dendrite interaction term which describes the memory effects and nonlocality in space. We consider the impact of power-law waiting time distributions on the transport of biochemical signals and mechanism of the accumulation of plasticity-inducing signals inside spines.
Cugliandolo, Leticia F.; Lecomte, Vivien
2017-08-01
The definition and manipulation of Langevin equations with multiplicative white noise require special care (one has to specify the time discretisation and a stochastic chain rule has to be used to perform changes of variables). While discretisation-scheme transformations and non-linear changes of variable can be safely performed on the Langevin equation, these same transformations lead to inconsistencies in its path-integral representation. We identify their origin and we show how to extend the well-known Ito prescription (dB2 = dt ) in a way that defines a modified stochastic calculus to be used inside the path-integral representation of the process, in its Onsager-Machlup form.
Reveal non-Markovianity of open quantum systems via local operations
Yang, Huan; Chen, Yanbei
2011-01-01
Non-Markovianity, as an important feature of general open quantum systems, is usually difficult to quantify with limited knowledge of how the plant that we are interested in interacts with its environment-the bath. It often happens that the reduced dynamics of the plant attached to a non-Markovian bath becomes indistinguishable from the one with a Markovian bath, if we left the entire system freely evolve. Here we show that non-Markovianity can be revealed via applying local unitary operations on the plant-they will influence the plant evolution at later times due to memory of the bath. This not only provides a new criterion for non-Markovianity, but also sheds light on protecting and recovering quantum coherence in non-Markovian systems, which will be useful for quantum-information processing.
Markovian and non-Markovian dynamics in quantum and classical systems
Vacchini, Bassano; Laine, Elsi-Mari; Piilo, Jyrki; Breuer, Heinz-Peter
2011-01-01
We discuss the conceptually different definitions used for the non-Markovianity of classical and quantum processes. The well-established definition for non-Markovianity of a classical stochastic process represents a condition on the Kolmogorov hierarchy of the n-point joint probability distributions. Since this definition cannot be transferred to the quantum regime, quantum non-Markovianity has recently been defined and quantified in terms of the underlying quantum dynamical map, using either its divisibility properties or the behavior of the trace distance between pairs of initial states. Here, we investigate and compare these definitions and their relations to the classical notion of non-Markovianity by employing a large class of non-Markovian processes, known as semi-Markov processes, which admit a natural extension to the quantum case. A number of specific physical examples is constructed which allow to study the basic features of the classical and the quantum definitions and to evaluate explicitly the me...
Sanghi, T; Aluru, N R
2013-03-28
In this work, we combine our earlier proposed empirical potential based quasi-continuum theory, (EQT) [A. V. Raghunathan, J. H. Park, and N. R. Aluru, J. Chem. Phys. 127, 174701 (2007)], which is a coarse-grained multiscale framework to predict the static structure of confined fluids, with a phenomenological Langevin equation to simulate the dynamics of confined fluids in thermal equilibrium. An attractive feature of this approach is that all the input parameters to the Langevin equation (mean force profile of the confined fluid and the static friction coefficient) can be determined using the outputs of the EQT and the self-diffusivity data of the corresponding bulk fluid. The potential of mean force profile, which is a direct output from EQT is used to compute the mean force profile of the confined fluid. The density profile, which is also a direct output from EQT, along with the self-diffusivity data of the bulk fluid is used to determine the static friction coefficient of the confined fluid. We use this approach to compute the mean square displacement and survival probabilities of some important fluids such as carbon-dioxide, water, and Lennard-Jones argon confined inside slit pores. The predictions from the model are compared with those obtained using molecular dynamics simulations. This approach of combining EQT with a phenomenological Langevin equation provides a mathematically simple and computationally efficient means to study the impact of structural inhomogeneity on the self-diffusion dynamics of confined fluids.
Dynamic arrest within the self-consistent generalized Langevin equation of colloid dynamics.
Yeomans-Reyna, L; Chávez-Rojo, M A; Ramírez-González, P E; Juárez-Maldonado, R; Chávez-Páez, M; Medina-Noyola, M
2007-10-01
This paper presents a recently developed theory of colloid dynamics as an alternative approach to the description of phenomena of dynamic arrest in monodisperse colloidal systems. Such theory, referred to as the self-consistent generalized Langevin equation (SCGLE) theory, was devised to describe the tracer and collective diffusion properties of colloidal dispersions in the short- and intermediate-time regimes. Its self-consistent character, however, introduces a nonlinear dynamic feedback, leading to the prediction of dynamic arrest in these systems, similar to that exhibited by the well-established mode coupling theory of the ideal glass transition. The full numerical solution of this self-consistent theory provides in principle a route to the location of the fluid-glass transition in the space of macroscopic parameters of the system, given the interparticle forces (i.e., a nonequilibrium analog of the statistical-thermodynamic prediction of an equilibrium phase diagram). In this paper we focus on the derivation from the same self-consistent theory of the more straightforward route to the location of the fluid-glass transition boundary, consisting of the equation for the nonergodic parameters, whose nonzero values are the signature of the glass state. This allows us to decide if a system, at given macroscopic conditions, is in an ergodic or in a dynamically arrested state, given the microscopic interactions, which enter only through the static structure factor. We present a selection of results that illustrate the concrete application of our theory to model colloidal systems. This involves the comparison of the predictions of our theory with available experimental data for the nonergodic parameters of model dispersions with hard-sphere and with screened Coulomb interactions.
Wu, Fuke; Tian, Tianhai; Rawlings, James B.; Yin, George
2016-05-01
The frequently used reduction technique is based on the chemical master equation for stochastic chemical kinetics with two-time scales, which yields the modified stochastic simulation algorithm (SSA). For the chemical reaction processes involving a large number of molecular species and reactions, the collection of slow reactions may still include a large number of molecular species and reactions. Consequently, the SSA is still computationally expensive. Because the chemical Langevin equations (CLEs) can effectively work for a large number of molecular species and reactions, this paper develops a reduction method based on the CLE by the stochastic averaging principle developed in the work of Khasminskii and Yin [SIAM J. Appl. Math. 56, 1766-1793 (1996); ibid. 56, 1794-1819 (1996)] to average out the fast-reacting variables. This reduction method leads to a limit averaging system, which is an approximation of the slow reactions. Because in the stochastic chemical kinetics, the CLE is seen as the approximation of the SSA, the limit averaging system can be treated as the approximation of the slow reactions. As an application, we examine the reduction of computation complexity for the gene regulatory networks with two-time scales driven by intrinsic noise. For linear and nonlinear protein production functions, the simulations show that the sample average (expectation) of the limit averaging system is close to that of the slow-reaction process based on the SSA. It demonstrates that the limit averaging system is an efficient approximation of the slow-reaction process in the sense of the weak convergence.
Christianto V.
2010-07-01
Full Text Available In this article, we find out some analytical and numerical solutions to the problem of barrier tunneling for cluster deuterium, in particular using Langevin method to solve the time-independent Schrödinger equation.
Random phase wave: a soluble non-Markovian system
Dewar, R.L.
1977-12-01
The averaged propagator and the corresponding mass operator (non-Markovian particle-wave collision operator) of a particle being accelerated by a random potential are constructed explicitly in a model system. The model consists of an ensemble of monochromatic waves of random phase, such as arises in narrow-bandwidth plasma turbulence, and is particularly interesting as a system exhibiting strong trapping. An essential simplifying feature is that the propagator is evaluated in oscillation-center picture, which greatly simplifies the momentum-space operators occurring in the problem, and leads to a remarkable factorization of the mass operator. General analyticity and symmetry properties are derived using a projection-operator method, and verified for the solution of the model system. The nature of the memory exhibited by the mass operator is briefly examined.
Quantum correlations dynamics under different non-markovian environmental models
Zhang, Ying-Jie; Shan, Chuan-Jia; Xia, Yun-Jie
2011-01-01
We investigate the roles of different environmental models on quantum correlation dynamics of two-qubit composite system interacting with two independent environments. The most common environmental models (the single-Lorentzian model, the squared-Lorentzian model, the two-Lorentzian model and band-gap model) are analyzed. First, we note that for the weak coupling regime, the monotonous decay speed of the quantum correlation is mainly determined by the spectral density functions of these different environments. Then, by considering the strong coupling regime we find that, contrary to what is stated in the weak coupling regime, the dynamics of quantum correlation depends on the non-Markovianity of the environmental models, and is independent of the environmental spectrum density functions.
Linear Optics Simulation of Non-Markovian Quantum Dynamics
Chiuri, Andrea; Mazzola, Laura; Paternostro, Mauro; Mataloni, Paolo
2012-01-01
The simulation of quantum processes is a key goal for the grand programme aiming at grounding quantum technologies as the way to explore complex phenomena that are inaccessible through standard, classical calculators. Some interesting steps have been performed in this direction and this scenario has recently been extended to open quantum evolutions, marking the possibility to investigate important features of the way a quantum system interacts with its environment. Here we demonstrate experimentally the (non-)Markovianity of a process where system and environment are coupled through a simulated transverse Ising model. By engineering the evolution in a fully controlled photonic quantum simulator, we assess and demonstrate the role that system-environment correlations have in the emergence of memory effects.
Fermionic-mode entanglement in non-Markovian environment
Cheng, Jiong; Han, Yan; An, Qing-zhi; Zhou, Ling
2015-03-01
We evaluate the non-Markovian effects on the entanglement dynamics of a fermionic system interacting with two dissipative vacuum reservoirs. The exact solution of density matrix is derived by utilizing the Feynman-Vernon influence functional theory in the fermionic coherent state representation and the Grassmann calculus, which are valid for both the fermionic and bosonic baths, and their difference lies in the dependence of the parity of the initial states. The fermionic entanglement dynamics is presented by adding an additional restriction to the density matrix known as the superselection rules. Our analysis shows that the usual decoherence suppression schemes implemented in qubits systems can also be achieved for systems of identical fermions, and the initial state proves its importance in the evolution of fermionic entanglement. Our results provide a potential way to decoherence controlling of identical fermions.
Nadler, Boaz [Department of Mathematics, Yale University, New-Haven, CT 06520 (United States); Schuss, Zeev [Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv 69978, Tel-Aviv (Israel); Singer, Amit [Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv 69978, Tel-Aviv (Israel); Eisenberg, R S [Department of Molecular Biophysics and Physiology, Rush Medical Center, 1750 Harrison Street, Chicago, IL 60612 (United States)
2004-06-09
Ionic diffusion through and near small domains is of considerable importance in molecular biophysics in applications such as permeation through protein channels and diffusion near the charged active sites of macromolecules. The motion of the ions in these settings depends on the specific nanoscale geometry and charge distribution in and near the domain, so standard continuum type approaches have obvious limitations. The standard machinery of equilibrium statistical mechanics includes microscopic details, but is also not applicable, because these systems are usually not in equilibrium due to concentration gradients and to the presence of an external applied potential, which drive a non-vanishing stationary current through the system. We present a stochastic molecular model for the diffusive motion of interacting particles in an external field of force and a derivation of effective partial differential equations and their boundary conditions that describe the stationary non-equilibrium system. The interactions can include electrostatic, Lennard-Jones and other pairwise forces. The analysis yields a new type of Poisson-Nernst-Planck equations, that involves conditional and unconditional charge densities and potentials. The conditional charge densities are the non-equilibrium analogues of the well studied pair correlation functions of equilibrium statistical physics. Our proposed theory is an extension of equilibrium statistical mechanics of simple fluids to stationary non-equilibrium problems. The proposed system of equations differs from the standard Poisson-Nernst-Planck system in two important aspects. First, the force term depends on conditional densities and thus on the finite size of ions, and second, it contains the dielectric boundary force on a discrete ion near dielectric interfaces. Recently, various authors have shown that both of these terms are important for diffusion through confined geometries in the context of ion channels.
Dynamics of protein-protein encounter: a Langevin equation approach with reaction patches.
Schluttig, Jakob; Alamanova, Denitsa; Helms, Volkhard; Schwarz, Ulrich S
2008-10-21
We study the formation of protein-protein encounter complexes with a Langevin equation approach that considers direct, steric, and thermal forces. As three model systems with distinctly different properties we consider the pairs barnase:barstar, cytochrome c-cytochrome c peroxidase, and p53:MDM2. In each case, proteins are modeled either as spherical particles, as dipolar spheres, or as collection of several small beads with one dipole. Spherical reaction patches are placed on the model proteins according to the known experimental structures of the protein complexes. In the computer simulations, concentration is varied by changing box size. Encounter is defined as overlap of the reaction patches and the corresponding first passage times are recorded together with the number of unsuccessful contacts before encounter. We find that encounter frequency scales linearly with protein concentration, thus proving that our microscopic model results in a well-defined macroscopic encounter rate. The number of unsuccessful contacts before encounter decreases with increasing encounter rate and ranges from 20 to 9000. For all three models, encounter rates are obtained within one order of magnitude of the experimentally measured association rates. Electrostatic steering enhances association up to 50-fold. If diffusional encounter is dominant (p53:MDM2) or similarly important as electrostatic steering (barnase:barstar), then encounter rate decreases with decreasing patch radius. More detailed modeling of protein shapes decreases encounter rates by 5%-95%. Our study shows how generic principles of protein-protein association are modulated by molecular features of the systems under consideration. Moreover it allows us to assess different coarse-graining strategies for the future modeling of the dynamics of large protein complexes.
He, Zhi; Zhu, Lie-Qiang; Li, Li
2017-03-01
A non-Markovianity measure based on Brukner–Zeilinger invariant information to characterize non-Markovian effect of open systems undergoing unital dynamical maps is proposed. The method takes advantage of non-increasing property of the Brukner–Zeilinger invariant information under completely positive and trace-preserving unital maps. The simplicity of computing the Brukner–Zeilinger invariant information is the advantage of the proposed measure because of mainly depending on the purity of quantum state. The measure effectively captures the characteristics of non-Markovianity of unital dynamical maps. As some concrete application, we consider two typical non-Markovian noise channels, i.e., the phase damping channel and the random unitary channel to show the sensitivity of the proposed measure. By investigation, we find that the conditions of detecting the non-Markovianity for the phase damping channel are consistent with the results of existing measures for non-Markovianity, i.e., information flow, divisibility and quantum mutual information. However, for the random unitary channel non-Markovian conditions are same to that of the information flow, but is different from that of the divisibility and quantum mutual information. Supported by the National Natural Science Foundation of China under Grant No. 61505053, the Natural Science Foundation of Hunan Province under Grant No. 2015JJ3092, the Research Foundation of Education Bureau of Hunan Province, China under Grant No. 16B177, the School Foundation from the Hunan University of Arts and Science under Grant No. 14ZD01
Non-Markovianity and reservoir memory of quantum channels: a quantum information theory perspective.
Bylicka, B; Chruściński, D; Maniscalco, S
2014-07-21
Quantum technologies rely on the ability to coherently transfer information encoded in quantum states along quantum channels. Decoherence induced by the environment sets limits on the efficiency of any quantum-enhanced protocol. Generally, the longer a quantum channel is the worse its capacity is. We show that for non-Markovian quantum channels this is not always true: surprisingly the capacity of a longer channel can be greater than of a shorter one. We introduce a general theoretical framework linking non-Markovianity to the capacities of quantum channels and demonstrate how harnessing non-Markovianity may improve the efficiency of quantum information processing and communication.
Dynamical role of system-environment correlations in non-Markovian dynamics
Mazzola, Laura; Modi, Kavan; Paternostro, Mauro
2012-01-01
We analyse the role played by system-environment correlations in the emergence of non-Markovian dynamics. By working within the framework developed in Breuer et al., Phys. Rev. Lett. 103, 210401 (2009), we unveil a fundamental connection between non-Markovian behaviour and dynamics of system-environment correlations. We derive an upper bound to the derivative of rate of change of the distinguishability between different states of the system that explicitly depends on the development and establishment of correlations between system and environment. We illustrate our results using a fully solvable spin-chain model, which allows us to gain insight on the mechanisms triggering non-Markovian evolution.
Non-Markovianity and reservoir memory of quantum channels: a quantum information theory perspective
Bylicka, B.; Chruściński, D.; Maniscalco, S.
2014-01-01
Quantum technologies rely on the ability to coherently transfer information encoded in quantum states along quantum channels. Decoherence induced by the environment sets limits on the efficiency of any quantum-enhanced protocol. Generally, the longer a quantum channel is the worse its capacity is. We show that for non-Markovian quantum channels this is not always true: surprisingly the capacity of a longer channel can be greater than of a shorter one. We introduce a general theoretical framework linking non-Markovianity to the capacities of quantum channels and demonstrate how harnessing non-Markovianity may improve the efficiency of quantum information processing and communication. PMID:25043763
Entanglement and non-Markovianity of a multi-level atom decaying in a cavity
Zi-Long, Fan; Yu-Kun, Ren; Hao-Sheng, Zeng
2016-01-01
We present a paradigmatic method for exactly studying non-Markovian dynamics of a multi-level V-type atom interacting with a zero-temperature bosonic bath. Special attention is paid to the entanglement evolution and the dynamical non-Markovianity of a three-level V-type atom. We find that the entanglement negativity decays faster and non-Markovianity is smaller in the resonance regions than those in the non-resonance regions. More importantly, the quantum interference between the dynamical non-Markovianities induced by different transition channels is manifested, and the frequency domains for constructive and destructive interferences are found. Project supported by the National Natural Science Foundation of China (Grant Nos. 11275064 and 11075050), the Specialized Research Fund for the Doctoral Program of Higher Education, China (Grant No. 20124306110003), and the Construct Program of the National Key Discipline, China.
A Discussion on Whether 15-20C Are All Skin Nuclei via Isospin-dependent Boltzmann-Langevin Equation
CHEN Yu; ZHANG Feng-Shou; SU Jun
2009-01-01
A new attempt of calculation for the total reaction cross sections (σR) has been carried out within the isospin-dependent Boltzmann-Langevin equation in the intermediate energy heavy-ion collision of isotopes of G. The σR of both stable and exotic nuclei are reproduced rather well. The incident energy and isospin dependencies of σR have been investigated. It is found that the isospin effect is comparatively remarkable at intermediate energy. It is also found that ~(15-18)C are neutron skin nuclei but for ~(19)C and ~(20)C we cannot draw a conclusion whether they have halo structures.
Despósito, M A; Viñales, A D
2008-03-01
We investigate the memory effects present in the asymptotic dynamics of a classical harmonic oscillator governed by a generalized Langevin equation. Using Laplace analysis together with Tauberian theorems we derive asymptotic expressions for the mean values, variances, and velocity autocorrelation function in terms of the long-time behavior of the memory kernel and the correlation function of the random force. The internal and external noise cases are analyzed. A simple criterion to determine if the diffusion process is normal or anomalous is established.
A framework for the direct evaluation of large deviations in non-Markovian processes
Cavallaro, Massimo; Harris, Rosemary J.
2016-11-01
We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the ‘cloning’ procedure of Giardiná et al (2006 Phys. Rev. Lett. 96 120603) to non-Markovian systems. We demonstrate the validity of this method by testing non-Markovian variants of an ion-channel model and the totally asymmetric exclusion process, recovering results obtainable by other means.
Data-driven non-Markovian closure models
Kondrashov, Dmitri; Chekroun, Mickaël D.; Ghil, Michael
2015-03-01
This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with the optimal closures predicted by the Mori-Zwanzig (MZ) formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a generalization and a time-continuous limit of existing multilevel, regression-based approaches to closure in a data-driven setting; these approaches include empirical model reduction (EMR), as well as more recent multi-layer modeling. It is shown that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the MZ formalism. A simple correlation-based stopping criterion for an EMR-MSM model is derived to assess how well it approximates the GLE solution. Sufficient conditions are derived on the structure of the nonlinear cross-interactions between the constitutive layers of a given MSM to guarantee the existence of a global random attractor. This existence ensures that no blow-up can occur for a broad class of MSM applications, a class that includes non-polynomial predictors and nonlinearities that do not necessarily preserve quadratic energy invariants. The EMR-MSM methodology is first applied to a conceptual, nonlinear, stochastic climate model of coupled slow and fast variables, in which only slow variables are observed. It is shown that the resulting closure model with energy-conserving nonlinearities efficiently captures the main statistical features of the slow variables, even when there is no formal scale separation and the fast variables are quite energetic. Second, an MSM is shown to successfully reproduce the statistics of a partially observed, generalized Lotka-Volterra model of population dynamics in its chaotic regime. The challenges here include the rarity of strange attractors in the model's parameter
Quantum Discord Dynamics in Two Different Non-Markovian Reservoirs
DING Bang-Fu; WANG Xiao-Yun; LIU Jing-Feng; YAN Lin; ZHAO He-Ping
2011-01-01
The quantum discord dynamics of two non-coupled two-level atoms independently interacting with their reservoir is studied under two kinds of non-Markovian conditions,namely,an off-resonant case with atomic transition frequency and a photonic band gap.In the first case,the phenomenon of the quantum discord loss and the oscillatory behavior of the quantum discord can occur by changing the detuning quantity and reducing the spectral coupling width for any initial Bell state.Under the second condition,the trapping phenomenon of the quantum discord can be presented by adjusting the width of gap,that is,the quantum discord of two atoms keep a nonzero constant for a long time.Entanglement,as a kind of quantum correlation without a classical counterpart,plays an important role in quantum information and communication theory,[1,2] quantum teleportation,[3] quantum cryptography[4,5] and universal quantum computing.[6]%We report the first implementation of transparent electrodes in bottom-gate graphene transistors used for photo detection. Compared to conventional nontransparent electrodes, the transparent electrodes allow photons to transmit through to the graphene beneath, providing an enlarged absorption area and thereby giving rise to an enhancement of photocurrent generation. The devices are fabricated with an asymmetric metallization scheme and the experimental results show that the maximum photocurrent density using the transparent electrodes (ITO and Pd/ITO) is over two times higher than that using the nontransparent electrodes (Ti and Pd), indicating a significant enhancement in the performance of graphene photo sensors.
Colmenares, Pedro J; López, Floralba; Olivares-Rivas, Wilmer
2009-12-01
We carried out a molecular-dynamics (MD) study of the self-diffusion tensor of a Lennard-Jones-type fluid, confined in a slit pore with attractive walls. We developed Bayesian equations, which modify the virtual layer sampling method proposed by Liu, Harder, and Berne (LHB) [P. Liu, E. Harder, and B. J. Berne, J. Phys. Chem. B 108, 6595 (2004)]. Additionally, we obtained an analytical solution for the corresponding nonhomogeneous Langevin equation. The expressions found for the mean-squared displacement in the layers contain naturally a modification due to the mean force in the transverse component in terms of the anisotropic diffusion constants and mean exit time. Instead of running a time consuming dual MD-Langevin simulation dynamics, as proposed by LHB, our expression was used to fit the MD data in the entire survival time interval not only for the parallel but also for the perpendicular direction. The only fitting parameter was the diffusion constant in each layer.
Copperman, J; Guenza, M G
2015-07-23
We utilize a multiscale approach where molecular dynamic simulations are performed to obtain quantitative structural averages used as input to a coarse-grained Langevin equation for protein dynamics, which can be solved analytically. The approach describes proteins as fundamentally semiflexible objects collapsed into the free energy well representing the folded state. The normal-mode analytical solution to this Langevin equation naturally separates into global modes describing the fully anisotropic tumbling of the macromolecule as a whole and internal modes which describe local fluctuations about the folded structure. Complexity in the configurational free-energy landscape of the macromolecule leads to a renormalization of the internal modes, while the global modes provide a basis set in which the dipolar orientation and global anisotropy can be accounted for when comparing to experiments. This simple approach predicts the dynamics of both global rotational diffusion and internal motion from the picosecond to the nanosecond regime and is quantitative when compared to time correlation functions calculated from molecular dynamic simulations and in good agreement with nuclear magnetic resonance relaxation experiments. Fundamental to this approach is the inclusion of internal dissipation, which is absent in any rigid-body hydrodynamical modeling scheme.
Schmidt, Matthew; Constable, Steve; Ing, Christopher; Roy, Pierre-Nicholas
2014-06-21
We developed and studied the implementation of trial wavefunctions in the newly proposed Langevin equation Path Integral Ground State (LePIGS) method [S. Constable, M. Schmidt, C. Ing, T. Zeng, and P.-N. Roy, J. Phys. Chem. A 117, 7461 (2013)]. The LePIGS method is based on the Path Integral Ground State (PIGS) formalism combined with Path Integral Molecular Dynamics sampling using a Langevin equation based sampling of the canonical distribution. This LePIGS method originally incorporated a trivial trial wavefunction, ψT, equal to unity. The present paper assesses the effectiveness of three different trial wavefunctions on three isotopes of hydrogen for cluster sizes N = 4, 8, and 13. The trial wavefunctions of interest are the unity trial wavefunction used in the original LePIGS work, a Jastrow trial wavefunction that includes correlations due to hard-core repulsions, and a normal mode trial wavefunction that includes information on the equilibrium geometry. Based on this analysis, we opt for the Jastrow wavefunction to calculate energetic and structural properties for parahydrogen, orthodeuterium, and paratritium clusters of size N = 4 - 19, 33. Energetic and structural properties are obtained and compared to earlier work based on Monte Carlo PIGS simulations to study the accuracy of the proposed approach. The new results for paratritium clusters will serve as benchmark for future studies. This paper provides a detailed, yet general method for optimizing the necessary parameters required for the study of the ground state of a large variety of systems.
Schmidt, Matthew; Constable, Steve; Ing, Christopher; Roy, Pierre-Nicholas, E-mail: pnroy@uwaterloo.ca [Department of Chemistry, University of Waterloo, Waterloo, Ontario N2L 3G1 (Canada)
2014-06-21
We developed and studied the implementation of trial wavefunctions in the newly proposed Langevin equation Path Integral Ground State (LePIGS) method [S. Constable, M. Schmidt, C. Ing, T. Zeng, and P.-N. Roy, J. Phys. Chem. A 117, 7461 (2013)]. The LePIGS method is based on the Path Integral Ground State (PIGS) formalism combined with Path Integral Molecular Dynamics sampling using a Langevin equation based sampling of the canonical distribution. This LePIGS method originally incorporated a trivial trial wavefunction, ψ{sub T}, equal to unity. The present paper assesses the effectiveness of three different trial wavefunctions on three isotopes of hydrogen for cluster sizes N = 4, 8, and 13. The trial wavefunctions of interest are the unity trial wavefunction used in the original LePIGS work, a Jastrow trial wavefunction that includes correlations due to hard-core repulsions, and a normal mode trial wavefunction that includes information on the equilibrium geometry. Based on this analysis, we opt for the Jastrow wavefunction to calculate energetic and structural properties for parahydrogen, orthodeuterium, and paratritium clusters of size N = 4 − 19, 33. Energetic and structural properties are obtained and compared to earlier work based on Monte Carlo PIGS simulations to study the accuracy of the proposed approach. The new results for paratritium clusters will serve as benchmark for future studies. This paper provides a detailed, yet general method for optimizing the necessary parameters required for the study of the ground state of a large variety of systems.
Hughes, Keith H., E-mail: keith.hughes@bangor.ac.uk [School of Chemistry, Bangor University, Bangor, Gwynedd LL57 2UW (United Kingdom); Cahier, Benjamin [School of Chemistry, Bangor University, Bangor, Gwynedd LL57 2UW (United Kingdom); Martinazzo, Rocco [Dipartimento di Chimica Università degli Studi di Milano, v. Golgi 19, 20133 Milano (Italy); Tamura, Hiroyuki [WPI-Advanced Institute for Material Research, Tohoku University, 2-1-1 Katahira, Aoba-ku, Sendai 980-8577 (Japan); Burghardt, Irene [Institute of Physical and Theoretical Chemistry, Goethe University Frankfurt, Max-von-Laue-Str. 7, 60438 Frankfurt/Main (Germany)
2014-10-17
Highlights: • Quantum dynamical study of exciton dissociation at a heterojunction interface. • The non-Markovian quantum dynamics involves a highly structured spectral density. • Spectral density is reconstructed from an effective mode transformation of the Hamiltonian. • The dynamics is studied using the hierarchical equations of motion approach. • It was found that the temperature has little effect on the charge transfer. - Abstract: We extend our recent quantum dynamical study of the exciton dissociation and charge transfer at an oligothiophene–fullerene heterojunction interface (Tamura et al., 2012) [6] by investigating the process using the non-perturbative hierarchical equations of motion (HEOM) approach. Based upon an effective mode reconstruction of the spectral density the effect of temperature on the charge transfer is studied using reduced density matrices. It was found that the temperature had little effect on the charge transfer and a coherent dynamics persists over the first few tens of femtoseconds, indicating that the primary charge transfer step proceeds by an activationless pathway.
Non-Markovian dynamics in pulsed and continuous wave atom lasers
Breuer, H P; Kappler, B; Petruccione, F
1999-01-01
The dynamics of atom lasers with a continuous output coupler based on two-photon Raman transitions is investigated. With the help of the time-convolutionless projection operator technique the quantum master equations for pulsed and continuous wave (cw) atom lasers are derived. In the case of the pulsed atom laser the power of the time-convolutionless projection operator technique is demonstrated through comparison with the exact solution. It is shown that in an intermediate coupling regime where the Born-Markov approximation fails the results of this algorithm agree with the exact solution. To study the dynamics of a continuous wave atom laser a pump mechanism is included in the model. Whereas the pump mechanism is treated within the Born-Markov approximation, the output coupling leads to non-Markovian effects. The solution of the master equation resulting from the time-convolutionless projection operator technique exhibits strong oscillations in the occupation number of the Bose-Einstein condensate. These os...
Gajda, Janusz; Magdziarz, Marcin
2010-07-01
In this paper we introduce a Langevin-type model of subdiffusion with tempered α-stable waiting times. We consider the case of space-dependent external force fields. The model displays subdiffusive behavior for small times and it converges to standard Gaussian diffusion for large time scales. We derive general properties of tempered anomalous diffusion from the theory of tempered α-stable processes, in particular we find the form of the fractional Fokker-Planck equation corresponding to the tempered subdiffusion. We also construct an algorithm of simulation of sample paths of the introduced process. We apply the algorithm to approximate solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffusion via Monte Carlo methods.
A non-Markovian model of rill erosion
Winter, C.; Damron, M.
2009-12-01
Stochastic processes with reinforcement are inherently non-Markovian and therefore may model geophysical processes with memory, for instance patterns of rill erosion, more realistically than Markovian models. Reinforcement provides a bias to a system that is equivalent to infinite memory, making a system more likely to occupy a given state the more often the state is visited. Some well-studied examples in applied mathematics include variations on the urn of P'olya and reinforced random walks. Many natural phenomena exhibit similar behavior: for instance, an overall pattern of rills is relatively stable once it is established, although small details of the pattern may change frequently and catastrophes that permanently alter it may occasionally occur. To model the phenomenology of rill erosion, we propose a simple discrete time, infinite-memory random process defined on the nodes and edges of an oriented diagonal lattice. Lattice models have often been used to investigate the morphology of natural drainage networks, but our focus is as much on the dynamics of network formation as it is on morphology. The lattice in our model starts out smooth in the sense that it has no edges initially, but it sprouts edges everywhere the instant the process starts, much as rain can start soil erosion everywhere on a hillslope at once. Exactly one edge (rill segment) descends from each node, and it points either left or right. Sediment loads travel along networks of edges and are accumulated at nodes. At every node and at every time step, a simple two parameter reinforcing law randomly determines the direction of the node’s output and then is updated. The degree of reinforcement is set by comparing the node's current sediment load to the load history of the entire network above it and is governed by two system parameters representing respectively rainfall intensity and the soil’s resistance to change. The current pattern of connections among nodes represents the present state of
Jiang, Li; Zhang, Guo-Feng
2017-03-01
By using the effective non-Markovian measure (Breuer et al., Phys. Rev. Lett. 103, 210401 2009) we investigate non-Markovian dynamics of a pair of two-level atoms (TLAs) system, each of which interacting with a local reservoir. We show that subsystem dynamics can be controlled by manipulating the coupling between TLAs, temperature and relaxation rate of the atoms. Moreover, the correlation between non-Markovianity of subsystem and entanglement between the subsystem and the structured bath is investigated, the results show that the emergence of non-Markovianity has a negative effect on the entanglement.
Non-Markovianity, coherence, and system-environment correlations in a long-range collision model
Ćakmak, B.; Pezzutto, M.; Paternostro, M.; Müstecaplıoǧlu, Ö. E.
2017-08-01
We consider the dynamics of a collisional model in which both the system and environment are embodied by spin-1 /2 particles. In order to include non-Markovian features in our model, we introduce interactions among the environmental qubits and investigate the effect that different models of such interaction have on the degree of non-Markovianity of the system's dynamics. By extending that interaction beyond the nearest neighbor, we enhance the degree of non-Markovianity in the system's dynamics. A further significant increase can be observed if a collective interaction with the forthcoming environmental qubits is considered. However, the observed degree of non-Markovianity in this case is nonmonotonic with the increasing number of qubits included in the interaction. Moreover, one can establish a connection between the degree of non-Markovianity in the evolution of the system and the fading behavior of quantum coherence in its state as the number of collisions grows. We complement our study with an investigation of system-environment correlations and present an example of their importance on a physical upper bound on the trace distance derivative.
Inelastic X-ray scattering on liquid benzene analyzed using a generalized Langevin equation
Yoshida, Koji; Fukuyama, Nami; Yamaguchi, Toshio; Hosokawa, Shinya; Uchiyama, Hiroshi; Tsutsui, Satoshi; Baron, Alfred Q. R.
2017-07-01
The dynamic structure factor, S(Q,ω), of liquid benzene was measured by meV-resolved inelastic X-ray scattering (IXS) and analyzed using a generalized Langevin model with a memory function including fast, μ-relaxation and slow, structural, α-relaxation. The model well reproduced the experimental S(Q,ω) of liquid benzene. The dispersion relation of the collective excitation energy yields the high-frequency sound velocity for liquid benzene as related to the α-relaxation. The ratio of the high-frequency to the adiabatic sound velocity is approximately 1.5, larger to that of carbon tetrachloride and smaller than those of methanol and water, reflecting the nature of intermolecular interactions.
Langevin Poisson-Boltzmann equation: point-like ions and water dipoles near a charged surface.
Gongadze, Ekaterina; van Rienen, Ursula; Kralj-Iglič, Veronika; Iglič, Aleš
2011-06-01
Water ordering near a charged membrane surface is important for many biological processes such as binding of ligands to a membrane or transport of ions across it. In this work, the mean-field Poisson-Boltzmann theory for point-like ions, describing an electrolyte solution in contact with a planar charged surface, is modified by including the orientational ordering of water. Water molecules are considered as Langevin dipoles, while the number density of water is assumed to be constant everywhere in the electrolyte solution. It is shown that the dielectric permittivity of an electrolyte close to a charged surface is decreased due to the increased orientational ordering of water dipoles. The dielectric permittivity close to the charged surface is additionally decreased due to the finite size of ions and dipoles.
Attanasio, Felipe
2013-01-01
Nesta Dissertação apresentamos um estudo numéerico em uma dimensão espacial da equação de Ginzburg-Landau-Langevin (GLL), com ênfase na aplicabilidade de um método de perturbação estocástico e na mecânica estatística de defeitos topológicos em modelos de campos escalares reais. Revisamos brevemente conceitos de mecânica estatística de sistemas em equilíbrio e próximos a ele e apresentamos como a equação de GLL pode ser usada em sistemas que exibem transições de fase, na quantização estocástic...
Barocchi, Fabrizio; Bafile, Ubaldo; Sampoli, Marco
2012-02-01
We show that an exact solution of the generalized Langevin equation (GLE) for the autocorrelations of a many-body classical system can be given in an exponential functionality (EF) form. As a consequence, the power spectrum of the correlation has a Lorentzian functionality, i.e., is represented by an infinite sum of Lorentzian functions corresponding to the eigenmodes of the considered correlation. By means of the simple derivation of the GLE by M. H. Lee [Phys. Rev. B 26, 2547 (1982)], we also show that, in practical cases of interest to experimental spectroscopies, possible approximations of the EF are related to a reduction of the relevant dynamical variables via a restriction of the dimensions of the orthogonalized space onto which the dynamics of the system is projected.
Abe, Yuya; Fukushima, Kenji
2016-11-01
We investigate a simple model using the numerical simulation in the complex Langevin equation (CLE) and the analytical approximation with the Gaussian ansatz. We find that the Gaussian ansatz captures the essential and even quantitative features of the CLE results quite well when they converge to the exact answer, as well as the border of the unstable region where the CLE converges to a wrong answer. The Gaussian ansatz is therefore useful for looking into this convergence problem and we find that the exact answer in the unstable region is nicely reproduced by another solution that is naively excluded from the stability condition. We consider the Gaussian probability distributions corresponding to multiple solutions along the Lefschetz thimble to discuss the stability and the locality. Our results suggest a prescription to improve the convergence of the CLE simulation to the exact answer.
Akimoto, Takuma; Yamamoto, Eiji
2016-06-01
We consider the Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously over time, in order to study fluctuations of time-averaged observables in temporally heterogeneous diffusion processes. We find that the time-averaged mean-square displacement (TMSD) can be represented by the occupation time of a state in the asymptotic limit of the measurement time and hence occupation time statistics is a powerful tool for calculating the TMSD in the model. We show that the TMSD increases linearly with time (normal diffusion) but the time-averaged diffusion coefficients are intrinsically random when the mean sojourn time for one of the states diverges, i.e., intrinsic nonequilibrium processes. Thus, we find that temporally heterogeneous environments provide anomalous fluctuations of time-averaged diffusivity, which have relevance to large fluctuations of the diffusion coefficients obtained by single-particle-tracking trajectories in experiments.
Abe, Yuya
2016-01-01
We investigate a simple model using the numerical simulation in the complex Langevin equation (CLE) and the analytical approximation with the Gaussian Ansatz. We find that the Gaussian Ansatz captures the essential and even quantitative features of the CLE results quite well including unwanted behavior in the unstable region where the CLE converges to a wrong answer. The Gaussian Ansatz is therefore useful for looking into this convergence problem and we find that the exact answer in the unstable region is nicely reproduced by another solution that is naively excluded from the stability condition. We consider the Gaussian probability distributions corresponding to multiple solutions along the Lefschetz thimble to discuss the stability and the locality. Our results suggest a prescription to improve the convergence of the CLE simulation to the exact answer.
Berthoumieux, Hélène
2016-01-01
Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and how they relate to the response of the reactive network to a perturbation. Answers to these questions are of prime importance to extract meaningful parameters from the in vivo fluorescence correlation spectroscopy data. In this paper we study the fluctuations of the concentration of a reactive species involved in a cyclic network that is in a non-equilibrium steady state perturbed by a noisy force, taking into account both the breaking of detailed balance and extrinsic noises. Using a generic model for the network and the extrinsic noise, we derive a Chemical Langevin Equation that describes the dynamics of the system, we determine the expressions of the correlation functions of the concentrations, estimate the deviation of the fluctuation-dissipation theorem and the range of...
Unification of witnessing initial system-environment correlations and witnessing non-Markovianity
Rodríguez-Rosario, César A; Mazzola, Laura; Aspuru-Guzik, Alán
2012-01-01
We show the connection between a witness that detects dynamical maps with initial system-environment correlations and a witness that detects non-Markovian open quantum systems. Our analysis is based on studying the role that state preparation plays in witnessing violations of contractivity of open quantum system dynamics. Contractivity is a property of some quantum processes where the trace distance of density matrices decrease with time. From this, we show how a witness of initial-correlations is an upper bound to a witness of non-Markovianity. We discuss how this relationship shows further connections between initial system-environment correlations and non-Markovianity at an instance of time in open quantum systems.
Equivalence of the measures of non-Markovianity for open two-level systems
Zeng Haosheng; Tang Ning; Zheng Yanping; Wang Guoyou [Key Laboratory of Low-Dimensional Quantum Structures and Quantum Control of Ministry of Education, and Department of Physics, Hunan Normal University, Changsha 410081 (China)
2011-09-15
Different measures have been presented to depict the deviation of quantum time evolution in open systems from Markovian processes. We demonstrate that the measure proposed by Breuer, Laine, and Piilo [Phys. Rev. Lett. 103, 210401 (2009)] and the two measures proposed by Rivas, Huelga, and Plenio [Phys. Rev. Lett. 105, 050403 (2010)] have exactly the same non-Markovian time-evolution intervals and thus are really equivalent to each other when they are applied to open two-level systems coupled to environments via the Jaynes-Cummings or dephasing models. This equivalence implies that the three measures, in different ways, capture the intrinsic character of the non-Markovianity of quantum evolutional processes. We also show that the maximization in the definition of the first measure can be actually removed for the considered models without influencing the sensibility of the measure to detect non-Markovianity.
Quantum trajectories under frequent measurements in a non-Markovian environment
Xu, Luting; Li, Xin-Qi
2016-09-01
In this work we generalize the quantum trajectory (QT) theory from Markovian to non-Markovian environments. We model the non-Markovian environment by using a Lorentzian spectral density function with bandwidth (Λ ), and find a perfect "scaling" property with the measurement frequency (τ-1) in terms of the scaling variable x =Λ τ . Our result bridges the gap between the existing QT theory and the Zeno effect, by rendering them as two extremes corresponding to x →∞ and x →0 , respectively. This x -dependent criterion improves the idea of using τ alone and quantitatively identifies the validity condition of the conventional QT theory.
Non-Markovian Quantum Evolution: Time-Local Generators and Memory Kernels
Chruściński, Dariusz; Należyty, Paweł
2016-06-01
In this paper we provide a basic introduction to the topic of quantum non-Markovian evolution presenting both time-local and memory kernel approach to the evolution of open quantum systems. We start with the standard notion of a classical Markovian stochastic process and generalize it to classical Markovian stochastic evolution which in turn becomes a starting point of the quantum setting. Our approach is based on the notion of P-divisible, CP-divisible maps and their refinements to k-divisible maps. Basic methods enabling one to detect non-Markovianity of the quantum evolution are also presented. Our analysis is illustrated by several simple examples.
Non-markovian effects in semiconductor cavity QED: Role of phonon-mediated processes
Nielsen, Per Kær; Nielsen, Torben Roland; Lodahl, Peter;
We show theoretically that the non-Markovian nature of the carrier-phonon interaction influences the dynamical properties of a semiconductor cavity QED system considerably, leading to asymmetries with respect to detuning in carrier lifetimes. This pronounced phonon effect originates from the pola......We show theoretically that the non-Markovian nature of the carrier-phonon interaction influences the dynamical properties of a semiconductor cavity QED system considerably, leading to asymmetries with respect to detuning in carrier lifetimes. This pronounced phonon effect originates from...
Frank, T. D.
2008-02-01
We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.
Kato, Akihito; Tanimura, Yoshitaka
2016-12-01
We consider a quantum system strongly coupled to multiple heat baths at different temperatures. Quantum heat transport phenomena in this system are investigated using two definitions of the heat current: one in terms of the system energy and the other in terms of the bath energy. When we consider correlations among system-bath interactions (CASBIs)—which have a purely quantum mechanical origin—the definition in terms of the bath energy becomes different. We found that CASBIs are necessary to maintain the consistency of the heat current with thermodynamic laws in the case of strong system-bath coupling. However, within the context of the quantum master equation approach, both of these definitions are identical. Through a numerical investigation, we demonstrate this point for a non-equilibrium spin-boson model and a three-level heat engine model using the reduced hierarchal equations of motion approach under the strongly coupled and non-Markovian conditions. We observe the cyclic behavior of the heat currents and the work performed by the heat engine, and we find that their phases depend on the system-bath coupling strength. Through consideration of the bath heat current, we show that the efficiency of the heat engine decreases as the strength of the system-bath coupling increases, due to the CASBI contribution. In the case of a large system-bath coupling, the efficiency decreases further if the bath temperature is increased, even if the ratio of the bath temperatures is fixed, due to the discretized nature of energy eigenstates. This is also considered to be a unique feature of quantum heat engines.
Basharov, A. M., E-mail: basharov@gmail.com [National Research Centre ' Kurchatov Institute,' (Russian Federation)
2012-09-15
It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are 'locked' inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.
Basharov, A. M.
2012-09-01
It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are "locked" inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.
Jesenko, Simon
2013-01-01
We analyze efficiency of excitation energy transfer in photosynthetic complexes in transient and stationary setting. In the transient setting the absorption process is modeled as an individual event resulting in a subsequent relaxation dynamics. In the stationary setting the absorption is a continuous stationary process, leading to the nonequilibrium steady state. We show that, as far as the efficiency is concerned, both settings can be considered to be the same, as they result in almost identical efficiency. We also show that non-Markovianity has no effect on the resulting efficiency, i.e., corresponding Markovian dynamics results in identical efficiency. Even more, if one maps dynamics to appropriate classical rate equations, the same efficiency as in quantum case is obtained.
Li, Chuang; Yang, Sen; Song, Jie; Xia, Yan; Ding, Weiqiang
2017-05-15
In this paper, a scheme for the generation of long-living entanglement between two distant Λ-type three-level atoms separately trapped in two dissipative cavities is proposed. In this scheme, two dissipative cavities are coupled to their own non-Markovian environments and two three-level atoms are driven by the classical fields. The entangled state between the two atoms is produced by performing Bell state measurement (BSM) on photons leaving the dissipative cavities. Using the time-dependent Schördinger equation, we obtain the analytical results for the evolution of the entanglement. It is revealed that, by manipulating the detunings of classical field, the long-living stationary entanglement between two atoms can be generated in the presence of dissipation.
Sotiropoulos, Vassilios; Kaznessis, Yiannis N
2008-01-07
Models involving stochastic differential equations (SDEs) play a prominent role in a wide range of applications where systems are not at the thermodynamic limit, for example, biological population dynamics. Therefore there is a need for numerical schemes that are capable of accurately and efficiently integrating systems of SDEs. In this work we introduce a variable size step algorithm and apply it to systems of stiff SDEs with multiple multiplicative noise. The algorithm is validated using a subclass of SDEs called chemical Langevin equations that appear in the description of dilute chemical kinetics models, with important applications mainly in biology. Three representative examples are used to test and report on the behavior of the proposed scheme. We demonstrate the advantages and disadvantages over fixed time step integration schemes of the proposed method, showing that the adaptive time step method is considerably more stable than fixed step methods with no excessive additional computational overhead.
Error Distributions on Large Entangled States with Non-Markovian Dynamics
McCutcheon, Dara; Lindner, Netanel H.; Rudolph, Terry
2014-01-01
We investigate the distribution of errors on a computationally useful entangled state generated via the repeated emission from an emitter undergoing strongly non-Markovian evolution. For emitter-environment coupling of pure-dephasing form, we show that the probability that a particular patten of ...
Non-Markovian signatures in the current noise of a charge qubit
Braggio, A.; Flindt, Christian; Novotny, T.
2008-01-01
We investigate the current noise of a charge qubit coupled to a phonon bath in different parameter regimes. We find, using the theory of Full Counting Statistics of non-Markovian systems, that the current fluctuations are strongly influenced by memory effects generated from the interplay between ...
Observation of Non-Markovian Dynamics of a Single Quantum Dot in a Micropillar Cavity
Madsen, Kristian Høeg; Ates, Serkan; Lund-Hansen, Toke;
2011-01-01
We measure the detuning-dependent dynamics of a quasiresonantly excited single quantum dot coupled to a micropillar cavity. The system is modeled with the dissipative Jaynes-Cummings model where all experimental parameters are determined by explicit measurements. We observe non-Markovian dynamics...
Non-markovianity and CHSH-Bell inequality violation in multipartite dissipative systems
Thilagam, A
2012-01-01
We examine the non-Markovian dynamics in a multipartite system of two initially correlated atomic qubits, each located in a single-mode leaky cavity and interacting with its own bosonic reservoir. We show the dominance of non-Markovian features, as quantified by the difference in fidelity of the evolved system with its density matrix at an earlier time, in three specific two-qubit partitions associated with the cavity-cavity and atom-reservoir density matrices within the same subsystem, and the cavity-reservoir reduced matrix across the two subsystems. The non-Markovianity in the cavity-cavity subsystem is seen to be optimized in the vicinity of the exceptional point. The CHSH-Bell inequality computed for various two-qubit partitions show that high non-locality present in a specific subsystem appears in conjunction with enhanced non-Markovian dynamics in adjacent subsystems. This is in contrast to the matching existence of non-locality and quantum correlations in regions spanned by time t and the cavity decay...
Mode suppression in the non-Markovian limit by time-gated stimulated photon echo
de Boeij, W.P.; Pshenichnikov, M.S; Wiersma, D. A.
1996-01-01
It is demonstrated that enhanced mode suppression in stimulated photon echo experiments can be obtained by diagonal time gating of the echo. This technique is especially important when the optical dynamics of the system is non-Markovian. A two-mode Brownian oscillator model is used to analyze the ef
Kawai, Shinnosuke; Komatsuzaki, Tamiki
2009-12-14
We present a novel theory which enables us to explore the mechanism of reaction selectivity and robust functions in complex systems persisting under thermal fluctuation. The theory constructs a nonlinear coordinate transformation so that the equation of motion for the new reaction coordinate is independent of the other nonreactive coordinates in the presence of thermal fluctuation. In this article we suppose that reacting systems subject to thermal noise are described by a multidimensional Langevin equation without a priori assumption for the form of potential. The reaction coordinate is composed not only of all the coordinates and velocities associated with the system (solute) but also of the random force exerted by the environment (solvent) with friction constants. The sign of the reaction coordinate at any instantaneous moment in the region of a saddle determines the fate of the reaction, i.e., whether the reaction will proceed through to the products or go back to the reactants. By assuming the statistical properties of the random force, one can know a priori a well-defined boundary of the reaction which separates the full position-velocity space in the saddle region into mainly reactive and mainly nonreactive regions even under thermal fluctuation. The analytical expression of the reaction coordinate provides the firm foundation on the mechanism of how and why reaction proceeds in thermal fluctuating environments.
Pankavich, Stephen; Miao, Yinglong; Ortoleva, Peter
2010-01-01
The kinetics of the self-assembly of nanocomponents into a virus, nanocapsule, or other composite structure is analyzed via a multiscale approach. The objective is to achieve predictability and to preserve key atomic-scale features that underlie the formation and stability of the composite structures. We start with an all-atom description, the Liouville equation, and the order parameters characterizing nanoscale features of the system. An equation of Smoluchowski type for the stochastic dynamics of the order parameters is derived from the Liouville equation via a multiscale perturbation technique. The self-assembly of composite structures from nanocomponents with internal atomic structure is analyzed and growth rates are derived. Applications include the assembly of a viral capsid from capsomers, a ribosome from its major subunits, and composite materials from fibers and nanoparticles. Our approach overcomes errors in other coarse-graining methods which neglect the influence of the nanoscale configuration on ...
Hoerhammer, C.
2007-11-26
In this thesis, non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems are studied. In particular, applications to quantum information theory of continuous variable systems are considered. The non-Markovian dynamics are described by the Hu-Paz-Zhang master equation of quantum Brownian motion. In this context the focus is on non-Markovian effects on decoherence and separability time scales of various single- mode and two-mode continuous variable states. It is verified that moderate non-Markovian influences slow down the decay of interference fringes and quantum correlations, while strong non-Markovian effects resulting from an out-of-resonance bath can even accelerate the loss of coherence, compared to predictions of Markovian approximations. Qualitatively different scenarios including exponential, Gaussian or algebraic decay of the decoherence function are analyzed. It is shown that partial recurrence of coherence can occur in case of non-Lindblad-type dynamics. The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir and two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For this purpose the model of quantum Brownian motion is extended. Various separability criteria for Gaussian and non-Gaussian continuous variable systems are applied. In both types of reservoir models moderate non-Markovian effects prolong the separability time scales. However, in these models the properties of the stationary state may differ. In the two-reservoir model the initial entanglement is completely lost and both modes are finally uncorrelated. In a common reservoir both modes interact indirectly via the coupling to the same bath variables. Therefore, new quantum correlations may emerge between the two modes. Below a critical bath temperature entanglement is preserved even in the steady state. A separability criterion is derived, which depends
Berthoumieux, H.
2016-07-01
Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and how they relate to the response of the reactive network to a perturbation. Answers to these questions are of prime importance to extract meaningful parameters from the in vivo fluorescence correlation spectroscopy data. In this paper we study the fluctuations of the concentration of a reactive species involved in a cyclic network that is in a nonequilibrium steady state perturbed by a noisy force, taking into account both the breaking of detailed balance and extrinsic noises. Using a generic model for the network and the extrinsic noise, we derive a chemical Langevin equation that describes the dynamics of the system, we determine the expressions of the correlation functions of the concentrations, and we estimate the deviation of the fluctuation-dissipation theorem and the range of parameters in which an effective temperature can be defined.
Berthoumieux, H
2016-07-01
Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and how they relate to the response of the reactive network to a perturbation. Answers to these questions are of prime importance to extract meaningful parameters from the in vivo fluorescence correlation spectroscopy data. In this paper we study the fluctuations of the concentration of a reactive species involved in a cyclic network that is in a nonequilibrium steady state perturbed by a noisy force, taking into account both the breaking of detailed balance and extrinsic noises. Using a generic model for the network and the extrinsic noise, we derive a chemical Langevin equation that describes the dynamics of the system, we determine the expressions of the correlation functions of the concentrations, and we estimate the deviation of the fluctuation-dissipation theorem and the range of parameters in which an effective temperature can be defined.
Gupta, Shamik; Bandyopadhyay, Malay
2011-10-01
We obtain the quantum Langevin equation (QLE) of a charged quantum particle moving in a harmonic potential in the presence of a uniform external magnetic field and linearly coupled to a quantum heat bath through momentum variables. The bath is modeled as a collection of independent quantum harmonic oscillators. The QLE involves a random force which does not depend on the magnetic field, and a quantum-generalized classical Lorentz force. These features are also present in the QLE for the case of particle-bath coupling through coordinate variables. However, significant differences are also observed. For example, the mean force in the QLE is characterized by a memory function that depends explicitly on the magnetic field. The random force has a modified form with correlation and commutator different from those in the case of coordinate-coordinate coupling. Moreover, the coupling constants, in addition to appearing in the random force and in the mean force, also renormalize the inertial term and the harmonic potential term in the QLE.
Popov, Alexander V; Hernandez, Rigoberto
2013-09-01
Kawai and Komatsuzaki [J. Chem. Phys. 134, 114523 (2011)] recently derived the nonequilibrium generalized Langevin equation (GLE) for a nonstationary system using the projection operator technique. In the limit when the environment is slowly changing (that is, a quasi-equilibrium bath), it should reduce to the irreversible GLE approach (iGLE) [J. Chem. Phys. 111, 7701 (1999)]. Kawai and Komatsuzaki, however, found that the driven harmonic oscillator, an example of a nonequilibrium system does not obey the iGLE presumably because it did not quite satisfy the limiting conditions of the latter. Notwithstanding the lack of a massive quasi-equilibrium bath (one of the conditions under which the iGLE had been derived earlier), we found that the temperature-driven iGLE (T-iGLE) [J. Chem. Phys. 126, 244506 (2007)] can reproduce the nonequilibrium dynamics of a driven dissipated pair of harmonic oscillators. It requires a choice of the function representing the coupling between the oscillator coordinate and the bath and shows that the T-iGLE representation is consistent with the projection operator formalism if only dominant bath modes are taken into account. Moreover, we also show that the more readily applicable phenomenological iGLE model is recoverable from the Kawai and Komatsuzaki model beyond the adiabatic limit used in the original T-iGLE theory.
Pankavich, S; Shreif, Z; Miao, Y; Ortoleva, P
2009-05-21
The kinetics of the self-assembly of nanocomponents into a virus, nanocapsule, or other composite structure is analyzed via a multiscale approach. The objective is to achieve predictability and to preserve key atomic-scale features that underlie the formation and stability of the composite structures. We start with an all-atom description, the Liouville equation, and the order parameters characterizing nanoscale features of the system. An equation of Smoluchowski type for the stochastic dynamics of the order parameters is derived from the Liouville equation via a multiscale perturbation technique. The self-assembly of composite structures from nanocomponents with internal atomic structure is analyzed and growth rates are derived. Applications include the assembly of a viral capsid from capsomers, a ribosome from its major subunits, and composite materials from fibers and nanoparticles. Our approach overcomes errors in other coarse-graining methods, which neglect the influence of the nanoscale configuration on the atomistic fluctuations. We account for the effect of order parameters on the statistics of the atomistic fluctuations, which contribute to the entropic and average forces driving order parameter evolution. This approach enables an efficient algorithm for computer simulation of self-assembly, whereas other methods severely limit the timestep due to the separation of diffusional and complexing characteristic times. Given that our approach does not require recalibration with each new application, it provides a way to estimate assembly rates and thereby facilitate the discovery of self-assembly pathways and kinetic dead-end structures.
Uneyama, Takashi; Miyaguchi, Tomoshige; Akimoto, Takuma
2015-09-01
The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged MSD. In particular, the relative standard deviation (RSD) of the TAMSD can be utilized to study the long-time relaxation behavior. In this work, we consider a class of Langevin equations which are multiplicatively coupled to time-dependent and fluctuating diffusivities. Various interesting dynamics models such as entangled polymers and supercooled liquids can be interpreted as the Langevin equations with time-dependent and fluctuating diffusivities. We derive a general formula for the RSD of the TAMSD for the Langevin equation with the time-dependent and fluctuating diffusivity. We show that the RSD can be expressed in terms of the correlation function of the diffusivity. The RSD exhibits the crossover at the long time region. The crossover time is related to a weighted average relaxation time for the diffusivity. Thus the crossover time gives some information on the relaxation time of fluctuating diffusivity which cannot be extracted from the ensemble-averaged MSD. We discuss the universality and possible applications of the formula via some simple examples.
Overdamped fractional Langevin equation and its stochastic resonance%过阻尼分数阶Langevin方程及其随机共振术
高仕龙; 钟苏川; 韦鹍; 马洪
2012-01-01
By choosing an appropriate damping kernel function of generalized Langevin equation, fractional Langevin equation （FLE） is derived in the case of overdamped condition. With the theory of anomalous diffusion and the memory of fractional derivatives, the physical meaning of FLE is discussed. Moreover, the internal mechanism of stochastic resonance about FLE is obtained. Finally, the numerical simulation shows that in a certain range of the order, stochastic resonance appears in FLE, and it is evident that the SNR gain in fractional Langevin equation is better than that of the integer-order situation.%通过对广义Langevin方程阻尼核函数的适当选取，在过阻尼的情形下，推导出分数阶Langevin方程．给合反常扩散理论和分数阶导数的记忆性，讨论了分数阶Langevin方程的物理意义，进而得出分数阶Langevin方程产生随机共振的内在机理．数值模拟表明，在一定的阶数范围内，分数阶Langevin方程可以产生随机共振，并且分数阶下的信噪比增益好于整数阶情形．
Ververis, Antonios; Schmuck, Markus
2017-09-01
We consider upscaled/homogenized Cahn-Hilliard/Ginzburg-Landau phase field equations as mesoscopic formulations for interfacial dynamics in strongly heterogeneous domains such as porous media. A recently derived effective macroscopic formulation, which takes systematically the pore geometry into account, is computationally validated. To this end, we compare numerical solutions obtained by fully resolving the microscopic pore-scale with solutions of the upscaled/homogenized porous media formulation. The theoretically derived convergence rate O (ɛ 1 / 4) is confirmed for circular pore-walls. An even better convergence of O (ɛ1) holds for square shaped pore-walls. We also compute the homogenization error over time for different pore geometries. We find that the quality of the time evolution shows a complex interplay between pore geometry and heterogeneity. Finally, we study the coarsening of interfaces in porous media with computations of the homogenized equation and the microscopic formulation fully resolving the pore space. We recover the experimentally validated and theoretically rigorously derived coarsening rate of O (t 1 / 3) in the periodic porous media setting. In the case of critical quenching and after adding thermal noise to the microscopic porous media formulation, we observe that the influence of thermal fluctuations on the coarsening rate shows after a short, expected phase of universal coarsening, a sharp transition towards a different regime.
From Markovian semigroup to non-Markovian quantum evolution
Chruscinski, Dariusz
2010-01-01
We provided a class of legitimate memory kernels leading to completely positive trace preserving dynamical maps. Our construction is based on a simple normalization procedure. Interestingly, when applied to the celebrated Wigner-Weisskopf theory it gives the standard Markovian evolution governed by the local master equation.
Suarez, Ernesto
2014-01-01
A number of modern sampling methods probe long time behavior in complex biomolecules using a set of relatively short trajectory segments. Markov state models (MSMs) can be useful in analyzing such data sets, but in particularly complex landscapes, the available trajectory data may prove insufficient for constructing valid Markov models. Here, we explore the potential utility of history-dependent analyses applied to relatively poor decompositions of configuration space for which MSMs are inadequate. Our approaches build on previous work [Suarez et. al., JCTC 2014] showing that, with sufficient history information, unbiased equilibrium and non-equilibrium observables can be obtained even for arbitrary non-Markovian divisions of phase space. We explore a range of non-Markovian approximations using varying amounts of history information to model the finite length of trajectory segments, applying the analyses to toy models as well as several proteins previously studied by microsec-milisec scale atomistic simulatio...
Implications of non-Markovian quantum dynamics for the Landauer bound
Pezzutto, Marco; Paternostro, Mauro; Omar, Yasser
2016-12-01
We study the dynamics of a spin-1/2 particle interacting with a multi-spin environment, modelling the corresponding open system dynamics through a collision-based model. The environmental particles are prepared in individual thermal states, and we investigate the effects of a distribution of temperatures across the spin environment on the evolution of the system, particularly how thermalisation in the long-time limit is affected. We study the phenomenology of the heat exchange between system and environment and consider the information-to-energy conversion process, induced by the system-environment interaction and embodied by the Landauer principle. Furthermore, by considering an interacting-particles environment, we tune the dynamics of the system from an explicit Markovian evolution up to a strongly non-Markovian one, investigating the connections between non-Markovianity, the establishment of system-environment correlations, and the breakdown of the validity of Landauer principle.
Non-Markovian effect on the geometric phase of a dissipative qubit
Chen, Juan-Juan; Tong, Qing-Jun; Luo, Hong-Gang; Oh, C H
2010-01-01
We study the geometric phase of a two-level atom coupled to an environment with Lorentzian spectral density. The non-Markovian effect on the geometric phase is explored analytically and numerically. In the weak coupling limit the lowest-order correction to the geometric phase is derived analytically and the general case is calculated numerically. It is found that the correction to the geometric phase is significantly large if the spectral width is small and in this case the non-Markovian dynamics has a significant impact to the geometric phase. When the spectral width increases, the correction to the geometric phase becomes negligible, which shows the robustness of the geometric phase to the environmental white noises. The result is significant to the quantum information processing based on the geometric phase.
Dynamics of non-Markovian open quantum systems
de Vega, Inés; Alonso, Daniel
2017-01-01
Open quantum systems (OQSs) cannot always be described with the Markov approximation, which requires a large separation of system and environment time scales. An overview is given of some of the most important techniques available to tackle the dynamics of an OQS beyond the Markov approximation. Some of these techniques, such as master equations, Heisenberg equations, and stochastic methods, are based on solving the reduced OQS dynamics, while others, such as path integral Monte Carlo or chain mapping approaches, are based on solving the dynamics of the full system. The physical interpretation and derivation of the various approaches are emphasized, how they are connected is explored, and how different methods may be suitable for solving different problems is examined.
Violation of the scaling relation and non-Markovian nature of earthquake aftershocks
Abe, Sumiyoshi
2008-01-01
The statistical properties of earthquake aftershocks are studied. The scaling relation for the exponents of the Omori law and the power-law calm time distribution (i.e., the interoccurrence time distribution), which is valid if a sequence of aftershocks is a singular Markovian process, is carefully examined. Data analysis shows significant violation of the scaling relation, implying the non-Markovian nature of aftershocks.
De Boeij, W. P.; Pshenichnikov, M. S.; Wiersma, D. A.
1996-01-01
We demonstrate a novel technique for efficient vibrational mode suppression in stimulated photon echo by diagonal time-gating. This is especially important if the system exhibits non-Markovian optical dynamics.
Equivalence of the measures of non-Markovianity for open two-level systems
Zeng, Hao-Sheng; Tang, Ning; Zheng, Yan-Ping; Wang, Guo-You
2011-09-01
Different measures have been presented to depict the deviation of quantum time evolution in open systems from Markovian processes. We demonstrate that the measure proposed by Breuer, Laine, and Piilo [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.103.210401 103, 210401 (2009)] and the two measures proposed by Rivas, Huelga, and Plenio [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.105.050403 105, 050403 (2010)] have exactly the same non-Markovian time-evolution intervals and thus are really equivalent to each other when they are applied to open two-level systems coupled to environments via the Jaynes-Cummings or dephasing models. This equivalence implies that the three measures, in different ways, capture the intrinsic character of the non-Markovianity of quantum evolutional processes. We also show that the maximization in the definition of the first measure can be actually removed for the considered models without influencing the sensibility of the measure to detect non-Markovianity.
Bouzat, Sebastián
2016-01-01
One-dimensional models coupling a Langevin equation for the cargo position to stochastic stepping dynamics for the motors constitute a relevant framework for analyzing multiple-motor microtubule transport. In this work we explore the consistence of these models focusing on the effects of the thermal noise. We study how to define consistent stepping and detachment rates for the motors as functions of the local forces acting on them in such a way that the cargo velocity and run-time match previously specified functions of the external load, which are set on the base of experimental results. We show that due to the influence of the thermal fluctuations this is not a trivial problem, even for the single-motor case. As a solution, we propose a motor stepping dynamics which considers memory on the motor force. This model leads to better results for single-motor transport than the approaches previously considered in the literature. Moreover, it gives a much better prediction for the stall force of the two-motor case, highly compatible with the experimental findings. We also analyze the fast fluctuations of the cargo position and the influence of the viscosity, comparing the proposed model to the standard one, and we show how the differences on the single-motor dynamics propagate to the multiple motor situations. Finally, we find that the one-dimensional character of the models impede an appropriate description of the fast fluctuations of the cargo position at small loads. We show how this problem can be solved by considering two-dimensional models.
Beyond complex Langevin equations
Wosiek, Jacek
2016-01-01
A simple integral relation between a complex weight and the corresponding positive distribution is derived by introducing a second complex variable. Together with the positivity and normalizability conditions, this sum rule allows to construct explicitly equivalent pairs of distributions in simple cases. In particular the well known solution for a complex gaussian distribution is generalized to an arbitrary complex slope. This opens a possibility of positive representation of Feynman path integrals directly in the Minkowski time. Such construction is then explicitly carried through in the second part of this presentation. The continuum limit of the new representation exists only if some of the additional couplings tend to infinity and are tuned in a specific way. The approach is then successfully applied to three quantum mechanical examples including a particle in a constant magnetic field -- a simplest prototype of a Wilson line. Further generalizations are shortly discussed and an amusing interpretation of ...
Colmenero, J
2015-07-28
We show that the universal behavior of the Rouse-mode relaxation in polymer systems - which has been recently reported from experimental data [S. Arrese-Igor, et al., Phys. Rev. Lett., 2014, 113, 078302] - can be quantitatively explained in the framework of a theoretical approach based on: (i) a generalized Langevin equation formalism and (ii) a memory function which takes into account the coupling between intra-chain dynamics and collective dynamics. This approach opens the way for generalizing the magnitudes probing chain dynamics in polymer systems.
Elephants can always remember: Exact long-range memory effects in a non-Markovian random walk
Schütz, Gunter M.; Trimper, Steffen
2004-10-01
We consider a discrete-time random walk where the random increment at time step t depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition and on the memory parameter p . At a critical value pc(1)=1/2 where memory effects vanish there is a transition from a weakly localized regime [where the walker (elephant) returns to its starting point] to an escape regime. Inside the escape regime there is a second critical value where the random walk becomes superdiffusive. The probability distribution is shown to be governed by a non-Markovian Fokker-Planck equation with hopping rates that depend both on time and on the starting position of the walk. On large scales the memory organizes itself into an effective harmonic oscillator potential for the random walker with a time-dependent spring constant k=(2p-1)/t . The solution of this problem is a Gaussian distribution with time-dependent mean and variance which both depend on the initiation of the process.
Strasberg, Philipp; Schaller, Gernot; Lambert, Neill; Brandes, Tobias
2016-07-01
We propose a method to study the thermodynamic behaviour of small systems beyond the weak coupling and Markovian approximation, which is different in spirit from conventional approaches. The idea is to redefine the system and environment such that the effective, redefined system is again coupled weakly to Markovian residual baths and thus, allows to derive a consistent thermodynamic framework for this new system-environment partition. To achieve this goal we make use of the reaction coordinate (RC) mapping, which is a general method in the sense that it can be applied to an arbitrary (quantum or classical and even time-dependent) system coupled linearly to an arbitrary number of harmonic oscillator reservoirs. The core of the method relies on an appropriate identification of a part of the environment (the RC), which is subsequently included as a part of the system. We demonstrate the power of this concept by showing that non-Markovian effects can significantly enhance the steady state efficiency of a three-level-maser heat engine, even in the regime of weak system-bath coupling. Furthermore, we show for a single electron transistor coupled to vibrations that our method allows one to justify master equations derived in a polaron transformed reference frame.
Liu, Da-Jiang; Chen, Hung-Ting; Lin, Victor S-Y; Evans, J W
2010-04-21
We analyze a model for polymerization at catalytic sites distributed within parallel linear pores of a mesoporous material. Polymerization occurs primarily by reaction of monomers diffusing into the pores with the ends of polymers near the pore openings. Monomers and polymers undergo single-file diffusion within the pores. Model behavior, including the polymer length distribution, is determined by kinetic Monte Carlo simulation of a suitable atomistic-level lattice model. While the polymers remain within the pore, their length distribution during growth can be described qualitatively by a Markovian rate equation treatment. However, once they become partially extruded, the distribution is shown to exhibit non-Markovian scaling behavior. This feature is attributed to the long-tail in the "return-time distribution" for the protruding end of the partially extruded polymer to return to the pore, such return being necessary for further reaction and growth. The detailed form of the scaled length distribution is elucidated by application of continuous-time random walk theory.
Rosinberg, M L; Munakata, T; Tarjus, G
2015-04-01
Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we derive a set of second-law-like inequalities that provide bounds to the rate of extracted work. These inequalities involve additional contributions characterizing the reduction of entropy production due to the continuous measurement process. We also show that the non-Markovian nature of the dynamics requires a modification of the basic relation linking dissipation to the breaking of time-reversal symmetry at the level of trajectories. The modified relation includes a contribution arising from the acausal character of the reverse process. This, in turn, leads to another second-law-like inequality. We illustrate the general formalism with a detailed analytical and numerical study of a harmonic oscillator driven by a linear feedback, which describes actual experimental setups.
Minier, J P; Chibbaro, S
2010-01-01
The aim of the paper is to discuss the main characteristics of a complete theoretical and numerical model for turbulent polydispersed two-phase flows, pointing out some specific issues. The theoretical details of the model have already been presented [Minier and Peirano, Physics Reports, Vol. 352/1-3, 2001 ]. Consequently, the present work is mainly focused on complementary aspects, that are often overlooked and that require particular attention. In particular, the following points are analysed : the necessity to add an extra term in the equation for the velocity of the fluid seen in the case of twoway coupling, the theoretical and numerical evaluations of particle averages and the fulfilment of the particle mass-continuity constraint. The theoretical model is developed within the PDF formalism. The important-physical choice of the state vector variables is first discussed and the model is then expressed as a stochastic differential equation (SDE) written in continuous time (Langevin equations) for the veloci...
Non-Markovian spiking statistics of a neuron with delayed feedback in presence of refractoriness.
Kravchuk, Kseniia; Vidybida, Alexander
2014-02-01
Spiking statistics of a self-inhibitory neuron is considered. The neuron receives excitatory input from a Poisson stream and inhibitory impulses through a feedback line with a delay. After triggering, the neuron is in the refractory state for a positive period of time. Recently, [35,6], it was proven for a neuron with delayed feedback and without the refractory state, that the output stream of interspike intervals (ISI) cannot be represented as a Markov process. The refractory state presence, in a sense limits the memory range in the spiking process, which might restore Markov property to the ISI stream. Here we check such a possibility. For this purpose, we calculate the conditional probability density P (tn+1 l tn,...,t1,t0), and prove exactly that it does not reduce to P (tn+1 l tn,...,t1) for any n ⋝0. That means, that activity of the system with refractory state as well cannot be represented as a Markov process of any order. We conclude that it is namely the delayed feedback presence which results in non-Markovian statistics of neuronal firing. As delayed feedback lines are common for any realistic neural network, the non-Markovian statistics of the network activity should be taken into account in processing of experimental data.
Non-Markovian Quantum Fluctuations and Superradiance Near a Photonic Band Edge
Vats, N; Vats, Nipun; John, Sajeev
1998-01-01
We discuss a point model for the collective emission of light from N two-level atoms in a photonic bandgap material, each with an atomic resonant frequency near the edge of the gap. In the limit of a low initial occupation of the excited atomic state, our system is shown to possess novel atomic spectra and population statistics. For a high initial excited state population, mean field theory suggests a fractionalized inversion and a macroscopic polarization for the atoms in the steady state, both of which can be controlled by an external d.c. field. This atomic steady state is accompanied by a non--zero expectation value of the electric field operators for field modes located in the vicinity of the atoms. The nature of homogeneous broadening near the band edge is shown to differ markedly from that in free space due to non-Markovian memory effects in the radiation dynamics. Non-Markovian vacuum fluctuations are shown to yield a partially coherent steady state polarization with a random phase. In contrast with t...
Tripartite entanglement dynamics in the presence of Markovian or non-Markovian environment
Park, DaeKil
2016-08-01
We study on the tripartite entanglement dynamics when each party is initially entangled with other parties, but they locally interact with their own Markovian or non-Markovian environment. First we consider three GHZ-type initial states, all of which have GHZ-symmetry provided that the parameters are chosen appropriately. However, this symmetry is broken due to the effect of environment. The corresponding π -tangles, one of the tripartite entanglement measures, are analytically computed at arbitrary time. For Markovian case while the tripartite entanglement for type I exhibits an entanglement sudden death, the dynamics for the remaining cases decays normally in time with the half-life rule. For non-Markovian case the revival phenomenon of entanglement occurs after complete disappearance of entanglement. We also consider two W-type initial states. For both cases the π -tangles are analytically derived. The revival phenomenon also occurs in this case. On the analytical ground the robustness or fragility issue against the effect of environment is examined for both GHZ-type and W-type initial states.
Non-Markovian dynamics of quantum coherence of two-level system driven by classical field
Huang, Zhiming; Situ, Haozhen
2017-09-01
In this paper, we study the quantum coherence dynamics of two-level atom system embedded in non-Markovian reservoir in the presence of classical driving field. We analyze the influence of memory effects, classical driving, and detuning on the quantum coherence. It is found that the quantum coherence has different behaviors in resonant case and non-resonant case. In the resonant case, in stark contrast with previous results, the strength of classical driving plays a negative effect on quantum coherence, while detuning parameter has the opposite effect. However, in non-resonant case through a long time, classical driving and detuning parameter have a different influence on quantum coherence compared with resonant case. Due to the memory effect of environment, in comparison with Markovian regime, quantum coherence presents vibrational variations in non-Markovian regime. In the resonant case, all quantum coherence converges to a fixed maximum value; in the non-resonant case, quantum coherence evolves to different stable values. For zero-coherence initial states, quantum coherence can be generated with evolution time. Our discussions and results should be helpful in manipulating and preserving the quantum coherence in dissipative environment with classical driving field.
Quantum Monte-Carlo method applied to Non-Markovian barrier transmission
Hupin, G
2010-01-01
In nuclear fusion and fission, fluctuation and dissipation arise due to the coupling of collective degrees of freedom with internal excitations. Close to the barrier, both quantum, statistical and non-Markovian effects are expected to be important. In this work, a new approach based on quantum Monte-Carlo addressing this problem is presented. The exact dynamics of a system coupled to an environment is replaced by a set of stochastic evolutions of the system density. The quantum Monte-Carlo method is applied to systems with quadratic potentials. In all range of temperature and coupling, the stochastic method matches the exact evolution showing that non-Markovian effects can be simulated accurately. A comparison with other theories like Nakajima-Zwanzig or Time-ConvolutionLess ones shows that only the latter can be competitive if the expansion in terms of coupling constant is made at least to fourth order. A systematic study of the inverted parabola case is made at different temperatures and coupling constants....
Quantum Monte Carlo method applied to non-Markovian barrier transmission
Hupin, Guillaume; Lacroix, Denis
2010-01-01
In nuclear fusion and fission, fluctuation and dissipation arise because of the coupling of collective degrees of freedom with internal excitations. Close to the barrier, quantum, statistical, and non-Markovian effects are expected to be important. In this work, a new approach based on quantum Monte Carlo addressing this problem is presented. The exact dynamics of a system coupled to an environment is replaced by a set of stochastic evolutions of the system density. The quantum Monte Carlo method is applied to systems with quadratic potentials. In all ranges of temperature and coupling, the stochastic method matches the exact evolution, showing that non-Markovian effects can be simulated accurately. A comparison with other theories, such as Nakajima-Zwanzig or time-convolutionless, shows that only the latter can be competitive if the expansion in terms of coupling constant is made at least to fourth order. A systematic study of the inverted parabola case is made at different temperatures and coupling constants. The asymptotic passing probability is estimated by different approaches including the Markovian limit. Large differences with an exact result are seen in the latter case or when only second order in the coupling strength is considered, as is generally assumed in nuclear transport models. In contrast, if fourth order in the coupling or quantum Monte Carlo method is used, a perfect agreement is obtained.
Ebadi, H.; Saeedian, M.; Ausloos, M.; Jafari, G. R.
2016-11-01
The Boolean network is one successful model to investigate discrete complex systems such as the gene interacting phenomenon. The dynamics of a Boolean network, controlled with Boolean functions, is usually considered to be a Markovian (memory-less) process. However, both self-organizing features of biological phenomena and their intelligent nature should raise some doubt about ignoring the history of their time evolution. Here, we extend the Boolean network Markovian approach: we involve the effect of memory on the dynamics. This can be explored by modifying Boolean functions into non-Markovian functions, for example, by investigating the usual non-Markovian threshold function —one of the most applied Boolean functions. By applying the non-Markovian threshold function on the dynamical process of the yeast cell cycle network, we discover a power-law-like memory with a more robust dynamics than the Markovian dynamics.
Cerrillo, Javier; Buser, Maximilian; Brandes, Tobias
2016-12-01
Nonequilibrium transport properties of quantum systems have recently become experimentally accessible in a number of platforms in so-called full-counting experiments that measure transient and steady-state nonequilibrium transport dynamics. We show that the effect of the measurement back-action can be exploited to establish general relationships between transport coefficients in the transient regime which take the form of fluctuation-dissipation theorems in the steady state. This result becomes most conspicuous in the transient dynamics of open quantum systems under strong-coupling to non-Markovian environments in nonequilibrium settings. In order to explore this regime, a new simulation method based in a hierarchy of equations of motion has been developed. We instantiate our proposal with the study of energetic conductance between two baths connected via a few level system.
Non-Markovian Quantum Error Deterrence by Dynamical Decoupling in a General Environment
Shiokawa, K
2005-01-01
A dynamical decoupling scheme for the deterrence of errors in the non-Markovian (usually corresponding to low temperature, short time, and strong coupling) regimes suitable for qubits constructed out of a multilevel structure is studied. We use the effective spin-boson model (ESBM) introduced recently [K. Shiokawa and B. L. Hu, Phys. Rev. A70, 062106 (2004)] as a low temperature limit of the quantum Brownian oscillator model, where one can obtain exact solutions for a general environment with colored noises. In our decoupling scheme a train of pairs of strong pulses are used to evolve the interaction Hamiltonian instantaneously. Using this scheme we show that the dynamical decoupling method can suppress $1/f$ noise with slower and hence more accessible pulses than previously studied, but it still fails to decouple super-Ohmic types of environments.
Suppressing non-Markovian noises by coupling the qubit to a chaotic device
Zhang, Jing; Zhang, Wei-Min; Wu, Re-Bing; Tarn, Tzyh-Jong
2011-01-01
To suppress decoherence of solid-state qubits which are coupled to the non-Markovian noises, we propose a strategy to couple the qubit with a chaotic device, of which the broad power distribution in the high-frequency domain can be used to freeze the noises just like the dynamical decoupling control (DDC) method. Compared with the DDC, high-frequency components can be generated by the chaotic device even driven by a low-frequency field and we do not need to optimize the control fields to generate complex control pulses. As an application to superconducting circuits, we find that various noises in a wide frequency domain, including low-frequency $1/f$, high-frequency Ohmic, sub-Ohmic, and super-Ohmic noises, can be efficiently suppressed by coupling the qubit to a Duffing oscillator, and the decoherence rate of the qubit is efficiently decreased for about $100$ times in magnitude.
Work distribution for a particle moving in an optical trap and non-Markovian bath
Alok Samanta; K Srinivasu; Swapan K Ghosh
2009-09-01
We propose a simple approach to derive an exact analytical expression of work distribution for a system consisting of a colloidal particle trapped in an optical harmonic potential well, which is being pulled at a constant velocity through a solution represented by a non-Markovian bath. The thermal environment is represented by a bath composed of an infinite set of harmonic oscillators, and a model Hamiltonian for the trapped colloidal particle is constructed by representing the interaction with the bathvia linear dissipative mechanism. We have studied the effects of pulling time, pulling speed, and the adiabatic limit. It is also observed that only at long time the total work is completely converted into dissipative work.
Devi, A R Usha; Sudha,
2010-01-01
Dynamical A and B maps have been employed extensively by Sudarshan and co-workers to investigate open system evolution of quantum systems. A canonical structure of the A-map is introduced here. It is shown that this canonical A-map enables us to investigate if the dynamics is completely positive (CP) or non-completely positive (NCP) in an elegant way and hence, it subsumes the basic results on open system dynamics. Identifying memory effects in open system evolution is gaining increasing importance recently and here, a criterion of non-Markovianity, based on the relative entropy of the dynamical state is proposed. The relative entropy difference of the dynamical system serves as a complementary characterization - though not related directly - to the fidelity difference criterion proposed recently. Three typical examples of open system evolution of a qubit, prepared initially in a correlated state with another qubit (environment), and evolving jointly under a specific unitary dynamics - which corresponds to a ...
Analysis of non-Markovian coupling of a lattice-trapped atom to free space
Stewart, Michael; Krinner, Ludwig; Pazmiño, Arturo; Schneble, Dominik
2017-01-01
Behavior analogous to that of spontaneous emission in photonic band-gap materials has been predicted for an atom-optical system consisting of an atom confined in a well of a state-dependent optical lattice that is coupled to free space through an internal-state transition [de Vega et al., Phys. Rev. Lett. 101, 260404 (2008), 10.1103/PhysRevLett.101.260404]. Using the Weisskopf-Wigner approach and considering a one-dimensional geometry, we analyze the properties of this system in detail, including the evolution of the lattice-trapped population, the momentum distribution of emitted matter waves, and the detailed structure of an evanescent matter-wave state below the continuum boundary. We compare and contrast our findings for the transition from Markovian to non-Markovian behaviors to those previously obtained for three dimensions.
Nourmandipour, A.; Tavassoly, M. K.; Rafiee, M.
2016-02-01
We provide an analytical investigation of the pairwise entanglement dynamics for a system, consisting of an arbitrary number of qubits dissipating into a common and non-Markovian environment for both weak- and strong-coupling regimes. In the latter case, a revival of pairwise entanglement due to the memory depth of the environment is observed. The leakage of photons into a continuum state is assumed to be the source of dissipation. We show that for an initially Werner state, the environment washes out the pairwise entanglement, but a series of nonselective measurements can protect the relevant entanglement. On the other hand, by limiting the number of qubits initially in the superposition of single excitation, a stationary entanglement can be created between qubits initially in the excited and ground states. Finally, we determine the stationary distribution of the entanglement versus the total number of qubits in the system.
Experimental on-demand recovery of entanglement by local operations within non-Markovian dynamics.
Orieux, Adeline; D'Arrigo, Antonio; Ferranti, Giacomo; Lo Franco, Rosario; Benenti, Giuliano; Paladino, Elisabetta; Falci, Giuseppe; Sciarrino, Fabio; Mataloni, Paolo
2015-02-25
In many applications entanglement must be distributed through noisy communication channels that unavoidably degrade it. Entanglement cannot be generated by local operations and classical communication (LOCC), implying that once it has been distributed it is not possible to recreate it by LOCC. Recovery of entanglement by purely local control is however not forbidden in the presence of non-Markovian dynamics, and here we demonstrate in two all-optical experiments that such entanglement restoration can even be achieved on-demand. First, we implement an open-loop control scheme based on a purely local operation, without acquiring any information on the environment; then, we use a closed-loop scheme in which the environment is measured, the outcome controling the local operations on the system. The restored entanglement is a manifestation of "hidden" quantum correlations resumed by the local control. Relying on local control, both schemes improve the efficiency of entanglement sharing in distributed quantum networks.
Dark matter halo assembly bias: environmental dependence in the non-Markovian excursion set theory
Zhang, Jun; Riotto, Antonio
2013-01-01
In the standard excursion set model for the growth of structure, the statistical properties of haloes are governed by the halo mass and are independent of the larger scale environment in which the haloes reside. Numerical simulations, however, have found the spatial distributions of haloes to depend not only on their mass but also on the details of their assembly history and environment. Here we present a theoretical framework for incorporating this "assembly bias" into the excursion set model. Our derivations are based on modifications of the path integral approach of Maggiore & Riotto (2010) that models halo formation as a non-Markovian random walk process. The perturbed density field is assumed to evolve stochastically with the smoothing scale and exhibits correlated walks in the presence of a density barrier. We write down conditional probabilities for multiple barrier crossings, and derive from them analytic expressions for descendant and progenitor halo mass functions and halo merger rates as a func...
Experimental measurement of non-Markovian dynamics and self-diffusion in a strongly coupled plasma
Strickler, T S; McQuillen, P; Daligault, J; Killian, T C
2015-01-01
We present a study of the collisional relaxation of ion velocities in a strongly coupled, ultracold neutral plasma on short timescales compared to the inverse collision rate. Non-exponential decay towards equilibrium for the average velocity of a tagged population of ions heralds non-Markovian dynamics and a breakdown of assumptions underlying standard kinetic theory. We prove the equivalence of the average-velocity curve to the velocity autocorrelation function, a fundamental statistical quantity that provides access to equilibrium transport coefficients and aspects of individual particle trajectories in a regime where experimental measurements have been lacking. From our data, we calculate the ion self-diffusion constant. This demonstrates the utility of ultracold neutral plasmas for isolating the effects of strong coupling on collisional processes, which is of interest for dense laboratory and astrophysical plasmas.
Lucarini, Valerio; Willeit, Matteo
2011-01-01
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points of complex systems. Sometimes, in order to understand the time series of given observables exhibiting bimodal distributions, simple one-dimensional Langevin models are fitted to reproduce the observed statistical properties, and used to investing-ate the projected dynamics of the observable. This is of great relevance for studying potential catastrophic changes in the properties of the underlying system or resonant behaviours like those related to stochastic resonance-like mechanisms. In this paper, we propose a framework for encasing this kind of studies and show, using simple box models of the oceanic circulation and choosing as observable the strength of the thermohaline circulation. We study the statistical properties of the transitions between the two modes of operation...
Turchenkov, D A; Boronovskiĭ, S E; Nartsissov, Ia R
2013-01-01
Changes in the state of the central nervous system, leading to the development of pathological processes, are directly associated with a state of neurons, particularly with their conductivity in synaptic cleft region. The synaptic flexibility plays a key role in environmental adaptation, which manifests in dynamic changes of synaptic properties. However more attention was paid rather to their functional, than physical-chemical properties. We present the results of simulation of potential determining ions in synaptic contact area using Langevin dynamics. Diffusion and self-diffusion coefficients were calculated. It is shown that the range of variability of the diffusion coefficient of ions in perimembrane space, caused by variable viscosity and dielectric conductivity of electrolyte can reach 20%. These physical-chemical synaptic parameters can be considered as relevant for synaptic flexibility.
Bettencourt, L M A
2001-01-01
I consider several Langevin and Fokker-Planck classes of dynamics for scalar field theories in contact with a thermal bath at temperature T. These models have been applied recently in the numerical description of the dynamics of second order phase transitions and associated topological defect formation as well as in other studies of these critical phenomena. Closed form solutions of the Fokker-Planck equation are given for the harmonic potential and a dynamical mean-field approximation is developed. These methods allow for an analytical discussion of the behavior of the theories in several circumstances of interest such as critical slowing down at a second order transition and the development of spinodal instabilities. These insights allow for a more detailed understanding of several numerical studies in the literature.
The Langevin Limit of the Nosé-Hoover-Langevin Thermostat
Frank, J.E.; Gottwald, G.A.
2011-01-01
In this note we study the asymptotic limit of large variance in a stochastically perturbed thermostat model, the Nos\\'{e}-Hoover-Langevin device. We show that in this limit, the model reduces to a Langevin equation with one-dimensional Wiener process, and that the perturbation is in the direction of
The Langevin limit of the Nosé-Hoover-Langevin thermostat
Frank, J.; Gottwald, G.A.
2011-01-01
In this note we study the asymptotic limit of large variance in a stochastically perturbed thermostat model, the Nosé-Hoover-Langevin device. We show that in this limit, the model reduces to a Langevin equation with one-dimensional Wiener process, and that the perturbation is in the direction of the
Qubit Decoherence and Non-Markovian Dynamics at Low Temperatures via an Effective Spin-Boson Model
Shiokawa, K
2004-01-01
Quantum Brownian oscillator model (QBM), in the Fock-space representation, can be viewed as a multi-level spin-boson model. At sufficiently low temperature, the oscillator degrees of freedom are dynamically reduced to the lowest two levels and the system behaves effectively as a two-level (E2L) spin-boson model (SBM) in this limit. We discuss the physical mechanism of level reduction and analyze the behavior of E2L-SBM from the QBM solutions. The availability of close solutions for the QBM enables us to study the non-Markovian features of decoherence and leakage in a SBM in the non-perturbative regime (e.g. without invoking the Born approximation) in better details than before. Our result captures very well the characteristic non-Markovian short time low temperature behavior common in many models.
Salimi, S.; Haseli, S.; Khorashad, A. S.; Adabi, F.
2016-09-01
The interaction between system and environment is a fundamental concept in the theory of open quantum systems. As a result of the interaction, an amount of correlation (both classical and quantum) emerges between the system and the environment. In this work, we recall the quantity that will be very useful to describe the emergence of the correlation between the system and the environment, namely, the total entropy production. Appearance of total entropy production is due to the entanglement production between the system and the environment. In this work, we discuss about the role of the total entropy production for detecting the non-Markovianity. By utilizing the relation between the total entropy production and total correlation between subsystems, one can see a temporary decrease of total entropy production is a signature of non-Markovianity. We apply our criterion for the special case, where the composite system has initial correlation with environment.
Some properties of the Langevin model for dispersion
De Baas, A.F.
1988-01-01
The Langevin Equation is used to describe dispersion of pollutants in the atmosphere. The theoretical background for the equation is discussed in length and a review on previous treatments and applications is given. It is shown that the Langevin equation can describe dispersion in complex circumstan
Firing statistics of inhibitory neuron with delayed feedback. II: Non-Markovian behavior.
Kravchuk, K G; Vidybida, A K
2013-06-01
The instantaneous state of a neural network consists of both the degree of excitation of each neuron the network is composed of and positions of impulses in communication lines between the neurons. In neurophysiological experiments, the neuronal firing moments are registered, but not the state of communication lines. But future spiking moments depend essentially on the past positions of impulses in the lines. This suggests, that the sequence of intervals between firing moments (inter-spike intervals, ISIs) in the network could be non-Markovian. In this paper, we address this question for a simplest possible neural "net", namely, a single inhibitory neuron with delayed feedback. The neuron receives excitatory input from the driving Poisson stream and inhibitory impulses from its own output through the feedback line. We obtain analytic expressions for conditional probability density P(tn+1|tn, …, t1, t0), which gives the probability to get an output ISI of duration tn+1 provided the previous (n+1) output ISIs had durations tn, …, t1, t0. It is proven exactly, that P(tn+1|tn, …, t1, t0) does not reduce to P(tn+1|tn, …, t1) for any n≥0. This means that the output ISIs stream cannot be represented as a Markov chain of any finite order.
Extracting work from a single reservoir in the non-Markovian underdamped regime.
Paredes-Altuve, Oscar; Medina, Ernesto; Colmenares, Pedro J
2016-12-01
We derive optimal-work finite time protocols for a colloidal particle in a harmonic well in the general non-Markovian underdamped regime in contact with a single reservoir. Optimal-work protocols with and without measurements of position and velocity are shown to be linear in time. In order to treat the underdamped regime one must address forcing the particle at the start and at the end of a protocol, conditions which dominate the short time behavior of the colloidal particle. We find that for protocols without measurement the least work by an external agent decreases linearly for forced start-stop conditions while those only forced at starting conditions are quadratic (slower) at short times, while both decrease asymptotically to zero for quasistatic processes. When measurements are performed, protocols with start-end forcing are still more efficient at short times but can be overtaken by start-only protocols at a threshold time. Measurement protocols derive work from the reservoir but always below that predicted by Sagawa's generalization of the second law. Velocity measurement protocols are more efficient in deriving work than position measurements.
Non-Markovian property of afterpulsing effect in single-photon avalanche detector
Wang, Fang-Xiang; Li, Ya-Ping; He, De-Yong; Wang, Chao; Han, Yun-Guang; Wang, Shuang; Yin, Zhen-Qiang; Han, Zheng-Fu
2016-01-01
The single-photon avalanche photodiode(SPAD) has been widely used in research on quantum optics. The afterpulsing effect, which is an intrinsic character of SPAD, affects the system performance in most experiments and needs to be carefully handled. For a long time, afterpulsing has been presumed to be determined by the pre-ignition avalanche. We studied the afterpulsing effect of a commercial InGaAs/InP SPAD (The avalanche photodiode model is: Princeton Lightwave PGA-300) and demonstrated that its afterpulsing is non-Markovian, with a memory effect in the avalanching history. Theoretical analysis and experimental results clearly indicate that the embodiment of this memory effect is the afterpulsing probability, which increases as the number of ignition-avalanche pulses increase. This conclusion makes the principle of the afterpulsing effect clearer and is instructive to the manufacturing processes and afterpulsing evaluation of high-count-rate SPADs. It can also be regarded as a fundamental premise to handle ...
Non-Markovian coarse-grained modeling of polymeric fluids based on the Mori-Zwanzig formalism
Li, Zhen; Bian, Xin; Li, Xiantao; Karniadakis, George
The Mori-Zwanzig formalism for coarse-graining a complex dynamical system typically introduces memory effects. The Markovian assumption of delta-correlated fluctuating forces is often employed to simplify the formulation of coarse-grained (CG) models and numerical implementations. However, when the time scales of a system are not clearly separated, the memory effects become strong and the Markovian assumption becomes inaccurate. To this end, we incorporate memory effects into CG modeling by preserving non-Markovian interactions between CG variables based on the Mori-Zwanzig formalism. For a specific example, molecular dynamics (MD) simulations of star polymer melts are performed while the corresponding CG system is defined by grouping many bonded atoms into single clusters. Then, the effective interactions between CG clusters as well as the memory kernel are obtained from the MD simulations. The constructed CG force field with a memory kernel leads to a non-Markovian dissipative particle dynamics (NM-DPD). Quantitative comparisons on both static and dynamic properties between the CG models with Markovian and non-Markovian approximations will be presented. Supported by the DOE Center on Mathematics for Mesoscopic Modeling of Materials (CM4) and an INCITE grant.
游波; 岑理相
2015-01-01
Understanding the non-Markovian dynamics of dissipative processes induced by memory effects of the environment is a fundamental subject of open quantum systems. Because of the complexity of open quantum systems, e.g., the multiple energy scales involving that of the system, the environment, and their mutual coupling, it is generally a challenging task to characterize the relationship among the parameters of the system dynamics and the reservoir spectra. For the two-level spontaneous emission model within structured environments, it was shown in a recent literature (Opt. Lett. 38, 3650) that a functional relation could be established between the asymptotically non-decaying population and the spectral density of the reservoir as the system undergoes a long-time evolution. It hence renders a distinct perspective to look into the character of long-lived quantum coherence in the corresponding non-Markovian process. This article is devoted to further investigate the phenomena of limit cycle oscillations possibly occurring in such non-Markovian dissipative systems in a long-time evolution. For a two-level system subjected to an environment with Ohmic class spectra, due to the presence of a unique bound-state mode of the system, the evolution trajectory of the given initial states will converge to a limit cycle in the Bloch space. The dependence of the radius and the location of the limit cycle on the spectral density function of the reservoir are manifested by virtue of the described functional relation. For the model subjected to a photonic crystal environment with multiple bands, our studies reveal that, owing to the presence of two or more bound states, the evolution trajectory of the system will converge to a toric curve of a paraboloid in the Bloch space and the phenomena of periodic or quasi-periodic oscillations could exhibit. While the equation of the parabolic curve is fully determined by the initial values of the state vector in the Bloch space, our results
Ness, H; Stella, L; Lorenz, C D; Kantorovich, L
2017-04-28
We use a generalised Langevin equation scheme to study the thermal transport of low dimensional systems. In this approach, the central classical region is connected to two realistic thermal baths kept at two different temperatures [H. Ness et al., Phys. Rev. B 93, 174303 (2016)]. We consider model Al systems, i.e., one-dimensional atomic chains connected to three-dimensional baths. The thermal transport properties are studied as a function of the chain length N and the temperature difference ΔT between the baths. We calculate the transport properties both in the linear response regime and in the non-linear regime. Two different laws are obtained for the linear conductance versus the length of the chains. For large temperatures (T≳500 K) and temperature differences (ΔT≳500 K), the chains, with N>18 atoms, present a diffusive transport regime with the presence of a temperature gradient across the system. For lower temperatures (T≲500 K) and temperature differences (ΔT≲400 K), a regime similar to the ballistic regime is observed. Such a ballistic-like regime is also obtained for shorter chains (N≤15). Our detailed analysis suggests that the behaviour at higher temperatures and temperature differences is mainly due to anharmonic effects within the long chains.
Event Driven Langevin simulations of Hard Spheres
Scala, Antonio
2011-01-01
The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to study the complex dynamics of such systems in presence of a solvent; disregarding hydrodynamic interactions, the simplest model is the Langevin equation. Unfortunately, standard algorithms for the numerical integration of the Langevin equation require that interactions are slowly varying during an integration timestep. This in not the case for hard-body systems, where there is no clearcut between the correlation time of the noise and the timescale of the interactions. Starting first from a splitting of the Fokker-Plank operator associated with the Langevin dynamics, and then from an approximation of the two-body Green's function, we introduce and test two new algorithms for the simulation of the Langevin dynamics of hard-spheres.
Banerjee, Dhruba; Bag, Bidhan Chandra; Banik, Suman Kumar; Ray, Deb Shankar
2003-01-01
Based on a coherent state representation of noise operator and an ensemble averaging procedure we have recently developed [Phys. Rev. E {\\bf 65}, 021109 (2002); {\\it ibid.} 051106 (2002)] a scheme for quantum Brownian motion to derive the equations for time evolution of {\\it true} probability distribution functions in $c$-number phase space. We extend the treatment to develop a numerical method for generation of $c$-number noise with arbitrary correlation and strength at any temperature, alon...
An attempt toward the generalized Langevin dynamics simulation
B.Kim
2008-03-01
Full Text Available An attempt to generalize the Langevin dynamics simulation method is presented based on the generalized Langevin theory of liquids, in which the dynamics of both solute and solvent is treated by the generalized Langevin equations, but the integration of the equation of motion of solute is made in the manner similar to the ordinary molecular dynamics simulation with discretized time steps along a trajectory. A preliminary result is derived based on an assumption of the uniform solvent density. The result is regarded to be a microscopic generalization of the phenomenological Langevin theory for the harmonic oscillator immersed in a continuum solvent developed by Wang and Uhlenbeck.
Collinearly improved JIMWLK evolution in Langevin form
Hatta, Yoshitaka
2016-01-01
The high-energy evolution of Wilson line operators, which at leading order is described by the Balitsky-JIMWLK equations, receives large radiative corrections enhanced by single and double collinear logarithms at next-to-leading order and beyond. We propose a method for resumming such logarithmic corrections to all orders, at the level of the Langevin formulation of the JIMWLK equation. The ensuing, collinearly-improved Langevin equation features generalized Wilson line operators, which depend not only upon rapidity (the logarithm of the longitudinal momentum), but also upon the transverse size of the color neutral projectile to which the Wilson lines belong. This additional scale dependence is built up during the evolution, via the condition that the successive emissions of soft gluons be ordered in time. The presence of this transverse scale in the Langevin equation furthermore allows for the resummation of the one-loop running coupling corrections.
Ikeda, Tatsushi; Tanimura, Yoshitaka
2015-01-01
We explore and describe the roles of inter-molecular vibrations in terms of a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear absorption (1D IR), we calculate 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are then accounted by the LL+SL BO model with the use of the hierarchal Fokker-Planck equations for a non-perturbative and non-Markovian noise. All of the characteristic 2D profiles of the simulated signals are reproduced using the LL+SL BO model, indicating that the present model captures the essential features of the inter-molecular motion. We analyze the fitted the 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The ...
Rossi, Matteo A. C., E-mail: matteo.rossi@unimi.it [Quantum Technology Lab, Dipartimento di Fisica, Università degli Studi di Milano, 20133 Milano (Italy); Paris, Matteo G. A., E-mail: matteo.paris@fisica.unimi.it [Quantum Technology Lab, Dipartimento di Fisica, Università degli Studi di Milano, 20133 Milano (Italy); CNISM, Unità Milano Statale, I-20133 Milano (Italy)
2016-01-14
We address the interaction of single- and two-qubit systems with an external transverse fluctuating field and analyze in detail the dynamical decoherence induced by Gaussian noise and random telegraph noise (RTN). Upon exploiting the exact RTN solution of the time-dependent von Neumann equation, we analyze in detail the behavior of quantum correlations and prove the non-Markovianity of the dynamical map in the full parameter range, i.e., for either fast or slow noise. The dynamics induced by Gaussian noise is studied numerically and compared to the RTN solution, showing the existence of (state dependent) regions of the parameter space where the two noises lead to very similar dynamics. We show that the effects of RTN noise and of Gaussian noise are different, i.e., the spectrum alone is not enough to summarize the noise effects, but the dynamics under the effect of one kind of noise may be simulated with high fidelity by the other one.
Non-Markovian Persistence at the PC point of a 1d non-equilibrium kinetic Ising model
Menyhard, N; Menyhard, Nora; Odor, Geza
1997-01-01
One-dimensional non-equilibrium kinetic Ising models evolving under the competing effect of spin flips at zero temperature and nearest neighbour spin exchanges exhibiting a parity-conserving (PC) phase transition on the level of kinks are investigated here numerically from the point of view of the underlying spin system. The dynamical persistency exponent $\\Theta$ and the exponent $lambda$ characterising the two-time autocorrelation function of the total magnetization under non-equilibrium conditions are reported. It is found that the PC transition has strong effect: the process becomes non-Markovian and the above exponents exhibit drastic changes as compared to the Glauber-Ising case.
Giorgi, Gian Luca; Galve, Fernando; Zambrini, Roberta
2015-08-01
Quantum Darwinism explains the emergence of a classical description of objects in terms of the creation of many redundant registers in an environment containing their classical information. This amplification phenomenon, where only classical information reaches the macroscopic observer and through which different observers can agree on the objective existence of such object, has been revived lately for several types of situations, successfully explaining classicality. We explore quantum Darwinism in the setting of an environment made of two level systems which are initially prepared in the ground state of the XX model, which exhibits different phases; we find that the different phases have different abilities to redundantly acquire classical information about the system, the "ferromagnetic phase" being the only one able to complete quantum Darwinism. At the same time we relate this ability to how non-Markovian the system dynamics is, based on the interpretation that non-Markovian dynamics is associated with backflow of information from environment to system, thus spoiling the information transfer needed for Darwinism. Finally, we explore mixing of bath registers by allowing a small interaction among them, finding that this spoils the stored information as previously found in the literature.
From shape to randomness: A classification of Langevin stochasticity
Eliazar, Iddo; Cohen, Morrel H.
2013-01-01
The Langevin equation-perhaps the most elemental stochastic differential equation in the physical sciences-describes the dynamics of a random motion driven simultaneously by a deterministic potential field and by a stochastic white noise. The Langevin equation is, in effect, a mechanism that maps the stochastic white-noise input to a stochastic output: a stationary steady state distribution in the case of potential wells, and a transient extremum distribution in the case of potential gradients. In this paper we explore the degree of randomness of the Langevin equation’s stochastic output, and classify it à la Mandelbrot into five states of randomness ranging from “infra-mild” to “ultra-wild”. We establish closed-form and highly implementable analytic results that determine the randomness of the Langevin equation’s stochastic output-based on the shape of the Langevin equation’s potential field.
Iemini, Fernando; da Silva Souza, Leonardo; Debarba, Tiago; Cesário, André T.; Maciel, Thiago O.; Vianna, Reinaldo O.
2017-05-01
We obtain the analytical expression for the Kraus decomposition of the quantum map of an environment modeled by an arbitrary quadratic fermionic Hamiltonian acting on one or two qubits, and derive simple functions to check the non-positivity of the intermediate map. These functions correspond to two different sufficient criteria for non-Markovianity. In the particular case of an environment represented by the Ising Hamiltonian, we discuss the two sources of non-Markovianity in the model, one due to the finite size of the lattice, and another due to the kind of interactions.
V. Ilyin
2013-03-01
Full Text Available The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion at longer times is constructed on the basis of a non-Markovian generalization of the Fokker-Planck equation. The necessary non- Markovian kinetic coefficients are determined by the observable quantities (mean- and mean square displacements. Solutions of the non-Markovian equation describing diffusive processes in the physical space are obtained. For long times these solutions agree with the predictions of continuous random walk theory; they are however much superior at shorter times when the effect of the ballistic behavior is crucial.
Lü, Zhiguo
2011-01-01
We investigate the dynamical information exchange between a two-state system and its environment which is measured by von Neumann entropy. It is found that in the underdamping regime, the entropy dynamics exhibits an extremely non-Markovian oscillation-hump feature, in which oscillations manifest quantum coherence and a hump of envelop demonstrates temporal memory of bath. It indicates that the process of entropy exchange is bidirectional. When the coupling strength increases a certain threshold, the hump along with ripple disappears, which is indicative of the coherent-incoherent dynamical crossover. The long-time limit of entropy evolution reaches the ground state value which agrees with that of numerical renormalization group.
da Silva, Roberto; Lamb, Luis; Prado, Sandra
2012-01-01
We propose a novel algorithm that outputs the final standings of a soccer league, based on a simple dynamics that mimics a soccer tournament. In our model, a team is created with a defined potential(ability) which is updated during the tournament according to the results of previous games. The updated potential modifies a teams' future winning/losing probabilities. We show that this evolutionary game is able to reproduce the statistical properties of final standings of actual editions of the Brazilian tournament (Brasileir\\~{a}o). However, other leagues such as the Italian and the Spanish tournaments have notoriously non-Gaussian traces and cannot be straightforwardly reproduced by this evolutionary non-Markovian model. A complete understanding of these phenomena deserves much more attention, but we suggest a simple explanation based on data collected in Brazil: Here several teams were crowned champion in previous editions corroborating that the champion typically emerges from random fluctuations that partly ...
Nielsen, Per Kær; Nielsen, Torben Roland; Lodahl, Peter;
2010-01-01
We investigate the influence of electron-phonon interactions on the dynamical properties of a quantum-dot-cavity QED system. We show that non-Markovian effects in the phonon reservoir lead to strong changes in the dynamics, arising from photon-assisted dephasing processes, not present in Markovian...
Langevin model for reactive transport in porous media
Tartakovsky, Alexandre M.
2010-08-01
Existing continuum models for reactive transport in porous media tend to overestimate the extent of solute mixing and mixing-controlled reactions because the continuum models treat both the mechanical and diffusive mixings as an effective Fickian process. Recently, we have proposed a phenomenological Langevin model for flow and transport in porous media [A. M. Tartakovsky, D. M. Tartakovsky, and P. Meakin, Phys. Rev. Lett. 101, 044502 (2008)10.1103/PhysRevLett.101.044502]. In the Langevin model, the fluid flow in a porous continuum is governed by a combination of a Langevin equation and a continuity equation. Pore-scale velocity fluctuations, the source of mechanical dispersion, are represented by the white noise. The advective velocity (the solution of the Langevin flow equation) causes the mechanical dispersion of a solute. Molecular diffusion and sub-pore-scale Taylor-type dispersion are modeled by an effective stochastic advection-diffusion equation. Here, we propose a method for parameterization of the model for a synthetic porous medium, and we use the model to simulate multicomponent reactive transport in the porous medium. The detailed comparison of the results of the Langevin model with pore-scale and continuum (Darcy) simulations shows that: (1) for a wide range of Peclet numbers the Langevin model predicts the mass of reaction product more accurately than the Darcy model; (2) for small Peclet numbers predictions of both the Langevin and the Darcy models agree well with a prediction of the pore-scale model; and (3) the accuracy of the Langevin and Darcy model deteriorates with the increasing Peclet number but the accuracy of the Langevin model decreases more slowly than the accuracy of the Darcy model. These results show that the separate treatment of advective and diffusive mixing in the stochastic transport model is more accurate than the classical advection-dispersion theory, which uses a single effective diffusion coefficient (the dispersion
Analysis of multifrequency langevin composite ultrasonic transducers.
Lin, Shuyu
2009-09-01
The multimode coupled vibration of Langevin composite ultrasonic transducers with conical metal mass of large cross-section is analyzed. The coupled resonance and anti-resonance frequency equations are derived and the effective electromechanical coupling coefficient is analyzed. The effect of the geometrical dimensions on the resonance frequency, the anti-resonance frequency, and the effective electromechanical coupling coefficient is studied. It is illustrated that when the radial dimension is large compared with the longitudinal dimension, the vibration of the Langevin transducer becomes a multifrequency multimode coupled vibration. Numerical methods are used to simulate the coupled vibration; the simulated results are in good agreement with those from the analytical results. Some Langevin transducers of large cross-section are designed and manufactured and their resonance frequencies are measured. It can be seen that the resonance frequencies obtained from the coupled resonance frequency equations are in good agreement with the measured results. It is expected that by properly choosing the dimensions, multifrequency Langevin transducers can be designed and used in ultrasonic cleaning, ultrasonic sonochemistry, and other applications.
The resonant behavior of an over-damped linear fractional Langevin equation%线性过阻尼分数阶Langevin方程的共振行为
钟苏川; 高仕龙; 韦鹍; 马洪
2012-01-01
通过将广义Langevin方程中的系统内噪声建模为分数阶高斯噪声，推导出分数阶Langevin方程，其分数阶导数项阶数由系统内噪声的Hurst指数所确定．讨论了处于强噪声环境下的线性过阻尼分数阶Langevin方程在周期信号激励下的共振行为，利用Shapiro—Loginov公式和Laplace变换，推导了系统响应的一、二阶稳态矩和稳态响应振幅、方差的解析表达式．分析表明，适当参数下，系统稳态响应振幅和方差随噪声的某些特征参数、周期激励信号的频率及系统部分参数的变化出现了广义的随机共振现象．%By choosing the internal noise as a fractional Gaussian noise, we obtain the fractional Langevin equation. We explore the phenomenon of stochastic resonance in an over-damped linear fractional Langevin equation subjected to an external sinusoidal forcing. The influence of fluctuations of environmental parameters on the dynamics of the system is modeled by a dichotomous noise.Using the Shapiro-Loginov formula and the Laplace transformation technique, we obtain the exact expressions of the first and second moment of the output signal, the mean particle displacement and the variance of the output signal in the long-time limit t→∞.Finally, the numerical simulation shows that the over-damped linear fractional Langevin equation reveals a lot of dynamic behaviors and the stochastic resonance （SR） in a wide sense can be found with internal noise and external noise.
蒋泽南; 房超; 孙立风
2011-01-01
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.%Some ideas concerning the properties of Langevin equation and its applications to the protein folding process are introduced in this paper. Continuous mapping of Langevin equation is constructed in the phase space and a clear inhomogeneous distribution at position of the Brownian particles is discovered, which is consistent with the hypothesis of the nonergodicity of space structure of protein molecule in the folding process. Besides, a random coil with the same compactness index as proteins in the denatured state is obtained by simulation under the self-avoiding walk condition. Taking the hydrophobic effects as well as the renormalization model into consideration, we present the method to simulate the process of protein shrinking from a random coil to a molten globule.
Non-Markovian reduced dynamics based upon a hierarchical effective-mode representation
Burghardt, Irene [Institute of Physical and Theoretical Chemistry, Goethe University Frankfurt, Max-von-Laue-Str. 7, 60438 Frankfurt (Germany); Martinazzo, Rocco [Dipartimento di Chimica, Universita degli Studi di Milano, v. Golgi 19, 20133 Milano (Italy); Hughes, Keith H. [School of Chemistry, Bangor University, Bangor, Gwynedd LL57 2UW (United Kingdom)
2012-10-14
A reduced dynamics representation is introduced which is tailored to a hierarchical, Mori-chain type representation of a bath of harmonic oscillators which are linearly coupled to a subsystem. We consider a spin-boson system where a single effective mode is constructed so as to absorb all system-environment interactions, while the residual bath modes are coupled bilinearly to the primary mode and among each other. Using a cumulant expansion of the memory kernel, correlation functions for the primary mode are obtained, which can be suitably approximated by truncated chains representing the primary-residual mode interactions. A series of reduced-dimensional bath correlation functions is thus obtained, which can be expressed as Fourier-Laplace transforms of spectral densities that are given in truncated continued-fraction form. For a master equation which is second order in the system-bath coupling, the memory kernel is re-expressed in terms of local-in-time equations involving auxiliary densities and auxiliary operators.
Ovchinnikov, Igor V
2012-01-01
Here it is shown that the most general Parisi-Sourlas-Wu stochastic quantization procedure applied to any stochastic differential equation (SDE) leads to a Witten-type topological field theory - a model with a global topological Becchi-Rouet-Stora-Tyutin supersymmetry (Q-symmetry). Q-symmetry can be dynamically broken only by (anti-)instantons - ultimately nonlinear sudden tunneling processes of (creation)annihilation of solitons, e.g., avalanches in self-organized criticality (SOC) or (creation)annihilation of vortices in turbulent water. The phases with unbroken Q-symmetry are essentially markovian and can be understood solely in terms of the conventional Fokker-Plank evolution of the probability density. For these phases, Ito interpretation of SDEs and/or Martin-Siggia-Rose approximation of the stochastic quantization are applicable. SOC, turbulence, glasses, quenches etc. constitute the "generalized turbulence" category of stochastic phases with broken Q-symmetry. In this category, (anti-)instantons conde...
Notes on the Langevin model for turbulent diffusion of ``marked`` particles
Rodean, H.C.
1994-01-26
Three models for scalar diffusion in turbulent flow (eddy diffusivity, random displacement, and on the Langevin equation) are briefly described. These models random velocity increment based Fokker-Planck equation is introduced as are then examined in more detail in the reverse order. The Fokker-Planck equation is the Eulerian equivalent of the Lagrangian Langevin equation, and the derivation of e outlined. The procedure for obtaining the deterministic and stochastic components of the Langevin equation from Kolmogorov`s 1941 inertial range theory and the Fokker-Planck equation is described. it is noted that a unique form of the Langevin equation can be determined for diffusion in one dimension but not in two or three. The Langevin equation for vertical diffusion in the non-Gaussian convective boundary layer is presented and successively simplified for Gaussian inhomogeneous turbulence and Gaussian homogeneous turbulence in turn. The Langevin equation for Gaussian inhomogeneous turbulence is mathematically transformed into the random displacement model. It is shown how the Fokker-Planck equation for the random displacement model is identical in form to the partial differential equation for the eddy diffusivity model. It is noted that the Langevin model is applicable in two cases in which the other two are not valid: (1) very close in time and distance to the point of scalar release and (2) the non-Gaussian convective boundary layer. The two- and three-dimensional cases are considered in Part III.
Snook, Ian
2007-01-01
The Langevin and Generalised Langevin Approach To The Dynamics Of Atomic, Polymeric And Colloidal Systems is concerned with the description of aspects of the theory and use of so-called random processes to describe the properties of atomic, polymeric and colloidal systems in terms of the dynamics of the particles in the system. It provides derivations of the basic equations, the development of numerical schemes to solve them on computers and gives illustrations of application to typical systems.Extensive appendices are given to enable the reader to carry out computations to illustrate many of the points made in the main body of the book.* Starts from fundamental equations* Gives up-to-date illustration of the application of these techniques to typical systems of interest* Contains extensive appendices including derivations, equations to be used in practice and elementary computer codes
Upsilon suppression in the Schrödinger-Langevin approach
Gossiaux, P. B.; Katz, R.
2016-12-01
We treat the question of bottomonia suppression in ultrarelativistic heavy ion collisions (URHIC) as a dynamical open quantum problem, tackled for the first time using the Schrödinger-Langevin equation. Coupling this equation to the EPOS2 event generator, predictions are made for the nuclear modification factor of ϒ (1 S) and ϒ (2 S).
Upsilon suppression in the Schr\\"odinger-Langevin approach
Gossiaux, Pol Bernard
2016-01-01
We treat the question of bottomonia suppression in ultrarelativistic heavy ion collisions (URHIC) as a dynamical open quantum problem, tackled for the first time using the Schr\\"odinger-Langevin equation. Coupling this equation to the EPOS2 event generator, predictions are made for the nuclear modification factor of $\\Upsilon (1S)$ and $\\Upsilon (2S)$.
da Silva, Roberto; Vainstein, Mendeli H.; Lamb, Luis C.; Prado, Sandra D.
2013-03-01
We propose a novel probabilistic model that outputs the final standings of a soccer league, based on a simple dynamics that mimics a soccer tournament. In our model, a team is created with a defined potential (ability) which is updated during the tournament according to the results of previous games. The updated potential modifies a team future winning/losing probabilities. We show that this evolutionary game is able to reproduce the statistical properties of final standings of actual editions of the Brazilian tournament (Brasileirão) if the starting potential is the same for all teams. Other leagues such as the Italian (Calcio) and the Spanish (La Liga) tournaments have notoriously non-Gaussian traces and cannot be straightforwardly reproduced by this evolutionary non-Markovian model with simple initial conditions. However, we show that by setting the initial abilities based on data from previous tournaments, our model is able to capture the stylized statistical features of double round robin system (DRRS) tournaments in general. A complete understanding of these phenomena deserves much more attention, but we suggest a simple explanation based on data collected in Brazil: here several teams have been crowned champion in previous editions corroborating that the champion typically emerges from random fluctuations that partly preserve the Gaussian traces during the tournament. On the other hand, in the Italian and Spanish cases, only a few teams in recent history have won their league tournaments. These leagues are based on more robust and hierarchical structures established even before the beginning of the tournament. For the sake of completeness, we also elaborate a totally Gaussian model (which equalizes the winning, drawing, and losing probabilities) and we show that the scores of the Brazilian tournament “Brasileirão” cannot be reproduced. This shows that the evolutionary aspects are not superfluous and play an important role which must be considered in
Two critical issues in Langevin simulation of gas flows
Zhang, Jun [James Weir Fluids Laboratory, Department of Mechanical and Aerospace Engineering, University of Strathclyde, Glasgow G1 1XJ, United Kingdom and State Key Laboratory of High Temperature Gas Dynamics, Institute of Mechanics, Chinese Academy of Sciences (China); Fan, Jing [State Key Laboratory of High Temperature Gas Dynamics, Institute of Mechanics, Chinese Academy of Sciences, Beijing 100190 (China)
2014-12-09
A stochastic algorithm based on the Langevin equation has been recently proposed to simulate rarefied gas flows. Compared with the direct simulation Monte Carlo (DSMC) method, the Langevin method is more efficient in simulating small Knudsen number flows. While it is well-known that the cell sizes and time steps should be smaller than the mean free path and the mean collision time, respectively, in DSMC simulations, the Langevin equation uses a drift term and a diffusion term to describe molecule movements, so no direct molecular collisions have to be modeled. This enables the Langevin simulation to proceed with a much larger time step than that in the DSMC method. Two critical issues in Langevin simulation are addressed in this paper. The first issue is how to reproduce the transport properties as that described by kinetic theory. Transport coefficients predicted by Langevin equation are obtained by using Green-Kubo formulae. The second issue is numerical scheme with boundary conditions. We present two schemes corresponding to small time step and large time step, respectively. For small time step, the scheme is similar to DSMC method as the update of positions and velocities are uncoupled; for large time step, we present an analytical solution of the hitting time, which is the crucial factor for accurate simulation. Velocity-Couette flow, thermal-Couette flow, Rayleigh-Bénard flow and wall-confined problem are simulated by using these two schemes. Our study shows that Langevin simulation is a promising tool to investigate small Knudsen number flows.
From the Underdamped Generalized Elastic Model to the Single Particle Langevin Description
Alessandro Taloni
2017-01-01
Full Text Available The generalized elastic model encompasses several linear stochastic models describing the dynamics of polymers, membranes, rough surfaces, and fluctuating interfaces. While usually defined in the overdamped case, in this paper we formally include the inertial term to account for the initial diffusive stages of the stochastic dynamics. We derive the generalized Langevin equation for a probe particle and we show that this equation reduces to the usual Langevin equation for Brownian motion, and to the fractional Langevin equation on the long-time limit.
Applications of Langevin and Molecular Dynamics methods
Lomdahl, P. S.
Computer simulation of complex nonlinear and disordered phenomena from materials science is rapidly becoming an active and new area serving as a guide for experiments and for testing of theoretical concepts. This is especially true when novel massively parallel computer systems and techniques are used on these problems. In particular the Langevin dynamics simulation technique has proven useful in situations where the time evolution of a system in contact with a heat bath is to be studied. The traditional way to study systems in contact with a heat bath has been via the Monte Carlo method. While this method has indeed been used successfully in many applications, it has difficulty addressing true dynamical questions. Large systems of coupled stochastic ODE's (or Langevin equations) are commonly the end result of a theoretical description of higher dimensional nonlinear systems in contact with a heat bath. The coupling is often local in nature, because it reflects local interactions formulated on a lattice, the lattice for example represents the underlying discreteness of a substrate of atoms or discrete k-values in Fourier space. The fundamental unit of parallelism thus has a direct analog in the physical system the authors are interested in. In these lecture notes the authors illustrate the use of Langevin stochastic simulation techniques on a number of nonlinear problems from materials science and condensed matter physics that have attracted attention in recent years. First, the authors review the idea behind the fluctuation-dissipation theorem which forms that basis for the numerical Langevin stochastic simulation scheme. The authors then show applications of the technique to various problems from condensed matter and materials science.
Reprint of : The Boltzmann--Langevin approach: A simple quantum-mechanical derivation
Nagaev, K. E.
2016-08-01
We present a simple quantum-mechanical derivation of correlation function of Langevin sources in the semiclassical Boltzmann-Langevin equation. The specific case of electron-phonon scattering is considered. It is shown that the assumption of weak scattering leads to the Poisson nature of the scattering fluxes.
The Langevin Approach: a simple stochastic method for complex phenomena
Reinke, Nico; Medjroubi, Wided; Lind, Pedro G; Wächter, Matthias; Peinke, Joachim
2015-01-01
We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin equation. Moreover, it can be applied not only to processes in time, but also to processes in scale, given that the data available shows ergodicity. This chapter introduces the mathematical foundations of the Langevin approach and describes how to implement it numerically. A specific application of the method is presented, namely to a turbulent velocity field measured in the laboratory, retrieving the corresponding energy cascade and comparing with the results from a computational simulation of that experiment. In addition, we describe a physical interpretation bridging between processes in time and in scale. Finally, we describe extensions of the method for time series reconstruction and applications to other fields such as finance, medicine, geophysics and renewable ener...
Luo, JunYan; Yan, Yiying; Huang, Yixiao; Yu, Li; He, Xiao-Ling; Jiao, HuJun
2017-01-01
We investigate the noise correlations of spin and charge currents through an electron spin resonance (ESR)-pumped quantum dot, which is tunnel coupled to three electrodes maintained at an equivalent chemical potential. A recursive scheme is employed with inclusion of the spin degrees of freedom to account for the spin-resolved counting statistics in the presence of non-Markovian effects due to coupling with a dissipative heat bath. For symmetric spin-up and spin-down tunneling rates, an ESR-induced spin flip mechanism generates a pure spin current without an accompanying net charge current. The stochastic tunneling of spin carriers, however, produces universal shot noises of both charge and spin currents, revealing the effective charge and spin units of quasiparticles in transport. In the case of very asymmetric tunneling rates for opposite spins, an anomalous relationship between noise autocorrelations and cross correlations is revealed, where super-Poissonian autocorrelation is observed in spite of a negative cross correlation. Remarkably, with strong dissipation strength, non-Markovian memory effects give rise to a positive cross correlation of the charge current in the absence of a super-Poissonian autocorrelation. These unique noise features may offer essential methods for exploiting internal spin dynamics and various quasiparticle tunneling processes in mesoscopic transport.
Analyzing a stochastic time series obeying a second-order differential equation.
Lehle, B; Peinke, J
2015-06-01
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.
Global Langevin model of multidimensional biomolecular dynamics
Schaudinnus, Norbert; Lickert, Benjamin; Biswas, Mithun; Stock, Gerhard
2016-11-01
Molecular dynamics simulations of biomolecular processes are often discussed in terms of diffusive motion on a low-dimensional free energy landscape F ( 𝒙 ) . To provide a theoretical basis for this interpretation, one may invoke the system-bath ansatz á la Zwanzig. That is, by assuming a time scale separation between the slow motion along the system coordinate x and the fast fluctuations of the bath, a memory-free Langevin equation can be derived that describes the system's motion on the free energy landscape F ( 𝒙 ) , which is damped by a friction field and driven by a stochastic force that is related to the friction via the fluctuation-dissipation theorem. While the theoretical formulation of Zwanzig typically assumes a highly idealized form of the bath Hamiltonian and the system-bath coupling, one would like to extend the approach to realistic data-based biomolecular systems. Here a practical method is proposed to construct an analytically defined global model of structural dynamics. Given a molecular dynamics simulation and adequate collective coordinates, the approach employs an "empirical valence bond"-type model which is suitable to represent multidimensional free energy landscapes as well as an approximate description of the friction field. Adopting alanine dipeptide and a three-dimensional model of heptaalanine as simple examples, the resulting Langevin model is shown to reproduce the results of the underlying all-atom simulations. Because the Langevin equation can also be shown to satisfy the underlying assumptions of the theory (such as a delta-correlated Gaussian-distributed noise), the global model provides a correct, albeit empirical, realization of Zwanzig's formulation. As an application, the model can be used to investigate the dependence of the system on parameter changes and to predict the effect of site-selective mutations on the dynamics.
Langevin dynamics of the pure SU(2) deconfining transition
Fraga, E S; Mizher, A J
2007-01-01
We investigate the dissipative real-time evolution of the order parameter for the deconfining transition in the pure SU(2) gauge theory. The approach to equilibrium after a quench to temperatures well above the critical one is described by a Langevin equation. To fix completely the markovian Langevin dynamics we choose the dissipation coefficient, that is a function of the temperature, guided by preliminary Monte Carlo simulations for various temperatures. Assuming a relationship between Monte Carlo time and real time, we estimate the delay in thermalization brought about by dissipation and noise.
Description of dynamics of stock prices by a Langevin approach
Huang Zi-Gang; Chen Yong; Zhang Yong; Wang Ying-Hai
2007-01-01
We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the view of a time-dependent drift force corresponding to the drift parameter in Langevin equation. It is revealed that the statistical results of the drift force estimated from financial time series can be approximately considered as a linear restoring force. We investigate the significance of this linear restoring force to the prices evolution from its two coefficients, the equilibrium position and the slope coefficient. The daily log-returns of S&P 500 index from 1950 to 1999 are especially analysed. The new simple form of the restoring force obtained both from mathematical and numerical analyses suggests that the Langevin approach can effectively present not only the macroscopical but also the detailed properties of the price evolution.
Huang, Yandong; Rüdiger, Sten; Shuai, Jianwei
2013-12-01
The random opening and closing of ion channels establishes channel noise, which can be approximated and included into stochastic differential equations (Langevin approach). The Langevin approach is often incorporated to model stochastic ion channel dynamics for systems with a large number of channels. Here, we introduce a discretization procedure of a channel-based Langevin approach to simulate the stochastic channel dynamics with small and intermediate numbers of channels. We show that our Langevin approach with discrete channel open fractions can give a good approximation of the original Markov dynamics even for only 10 K channels. We suggest that the better approximation by the discretized Langevin approach originates from the improved representation of events that trigger action potentials.
Huang, Yandong [Department of Physics and Institute of Theoretical Physics and Astrophysics, Xiamen University, Xiamen 361005 (China); Rüdiger, Sten [Institute of Physics, Humboldt-Universität zu Berlin (Germany); Shuai, Jianwei, E-mail: jianweishuai@xmu.edu.cn [Department of Physics and Institute of Theoretical Physics and Astrophysics, Xiamen University, Xiamen 361005 (China)
2013-12-13
The random opening and closing of ion channels establishes channel noise, which can be approximated and included into stochastic differential equations (Langevin approach). The Langevin approach is often incorporated to model stochastic ion channel dynamics for systems with a large number of channels. Here, we introduce a discretization procedure of a channel-based Langevin approach to simulate the stochastic channel dynamics with small and intermediate numbers of channels. We show that our Langevin approach with discrete channel open fractions can give a good approximation of the original Markov dynamics even for only 10 K{sup +} channels. We suggest that the better approximation by the discretized Langevin approach originates from the improved representation of events that trigger action potentials.
Langevin Diffusion in Holographic Backgrounds with Hyperscaling Violation
J. Sadeghi
2014-01-01
Full Text Available We consider a relativistic heavy quark which moves in the quark-gluon plasmas. By using the holographic methods, we analyze the Langevin diffusion process of this relativistic heavy quark. This heavy quark is described by a trailing string attached to a flavor brane and moving at constant velocity. The fluctuations of this string are related to the thermal correlators and the correlation functions are precisely the kinds of objects that we compute in the gravity dual picture. We obtain the action of the trailing string in hyperscaling violation backgrounds and we then find the equations of motion. These equations lead us to constructing the Langevin correlator which helps us to obtain the Langevin constants. Using the Langevin correlators we derive the spectral densities and simple analytic expressions in the small- and large-frequency limits. We examine our works for planar and R-charged black holes with hyperscaling violation and find new constraints on θ in the presence of velocity v.
Complex saddle points and the sign problem in complex Langevin simulation
Hayata, Tomoya; Tanizaki, Yuya
2015-01-01
We show that complex Langevin simulation converges to a wrong result, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points. Equilibrium solution of the complex Langevin equation forms local distributions around complex saddle points. Its ensemble average approximately becomes a direct sum of the average in each local distribution, where relative phases among them are dropped. We propose that by taking these phases into account through reweighting, we can solve the wrong convergence problem. However, this prescription may lead to a recurrence of the sign problem in the complex Langevin method for quantum many-body systems.
Einstein's Clocks and Langevin's Twins
Weinstein, Galina
2012-01-01
In 1905 Einstein presented the Clock Paradox and in 1911 Paul Langevin expanded Einstein's result to human observers, the "Twin Paradox." I will explain the crucial difference between Einstein and Langevin. Einstein did not present the so-called "Twin Paradox." Later Einstein continued to speak about the clock paradox. Einstein might not have been interested in the question: what happens to the observers themselves. The reason for this could be the following; Einstein dealt with measurement procedures, clocks and measuring rods. Einstein's observers were measuring time with these clocks and measuring rods. Einstein might not have been interested in so-called biology of the observers, whether these observers were getting older, younger, or whether they have gone any other changes; these changes appeared to be out of the scope of his "Principle of relativity" or kinematics. The processes and changes occurring within observers seemed to be good for philosophical discussions. Later writers criticized Einstein's c...
Localised distributions and criteria for correctness in complex Langevin dynamics
Aarts, Gert, E-mail: g.aarts@swan.ac.uk [Department of Physics, College of Science, Swansea University, Swansea (United Kingdom); Giudice, Pietro, E-mail: p.giudice@uni-muenster.de [Department of Physics, College of Science, Swansea University, Swansea (United Kingdom); Seiler, Erhard, E-mail: ehs@mppmu.mpg.de [Max-Planck-Institut für Physik (Werner-Heisenberg-Institut), München (Germany)
2013-10-15
Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is effectively sampled during the stochastic process. In the context of a simple model, we study this distribution by solving the Fokker–Planck equation as well as by brute force and relate the results to the recently derived criteria for correctness. We demonstrate analytically that it is possible that the distribution has support in a strip in the complexified configuration space only, in which case correct results are expected. -- Highlights: •Characterisation of the equilibrium distribution sampled in complex Langevin dynamics. •Connection between criteria for correctness and breakdown. •Solution of the Fokker–Planck equation in the case of real noise. •Analytical determination of support in complexified space.
Rapid sampling of reactive Langevin trajectories via noise-space Monte Carlo.
Dickson, B M
2007-08-14
A noise-space Monte Carlo approach to sampling reactive Langevin trajectories is introduced and compared to a configuration based approach. The noise sampling is shown to overcome the slow relaxation of the configuration based method. Furthermore, the noise sampling is shown to sample multiple pathways with the correct probabilities without any additional work being required formally or algorithmically. The path sampling proceeds without any introduction of fictitious interactions and includes only the parameters appearing in Langevin's equation.
Boltzmann-Langevin one-body dynamics for fermionic systems
Napolitani P.
2012-07-01
Full Text Available A full implementation of the Boltzmann-Langevin equation for fermionic systems is introduced in a transport model for dissipative collisions among heavy nuclei. Fluctuations are injected in phase space and not, like in more conventional approaches, as a projection on suitable subspaces. The advantage of this model is to be specifically adapted to describe processes characterised by instabilities, like the formation of fragments from a hot nuclear system, and by dissipation, like the transparency in nucleus-nucleus collisions.
The modified Langevin description for probes in a nonlinear medium
Krüger, Matthias; Maes, Christian
2017-02-01
When the motion of a probe strongly disturbs the thermal equilibrium of the solvent or bath, the nonlinear response of the latter must enter the probe’s effective evolution equation. We derive that induced stochastic dynamics using second order response around the bath thermal equilibrium. We discuss the nature of the new term in the evolution equation which is no longer purely dissipative, and the appearance of a novel time-scale for the probe related to changes in the dynamical activity of the bath. A major application for the obtained nonlinear generalized Langevin equation is in the study of colloid motion in a visco-elastic medium.
Does the complex Langevin method give unbiased results?
Salcedo, L L
2016-01-01
We investigate whether the stationary solution of the Fokker-Planck equation of the complex Langevin algorithm reproduces the correct expectation values. When the complex Langevin algorithm for an action $S(x)$ is convergent, it produces an equivalent complex probability distribution $P(x)$ which ideally would coincide with $e^{-S(x)}$. We show that the projected Fokker-Planck equation fulfilled by $P(x)$ may contain an anomalous term whose form is made explicit. Such term spoils the relation $P(x)=e^{-S(x)}$, introducing a bias in the expectation values. Through the analysis of several periodic and non-periodic one-dimensional problems, using either exact or numerical solutions of the Fokker-Planck equation on the complex plane, it is shown that the anomaly is present quite generally. In fact, an anomaly is expected whenever the Langevin walker needs only a finite time to go to infinity and come back, and this is the case for typical actions. We conjecture that the anomaly is the rule rather than the excepti...
Does the complex Langevin method give unbiased results?
Salcedo, L. L.
2016-12-01
We investigate whether the stationary solution of the Fokker-Planck equation of the complex Langevin algorithm reproduces the correct expectation values. When the complex Langevin algorithm for an action S (x ) is convergent, it produces an equivalent complex probability distribution P (x ) which ideally would coincide with e-S (x ). We show that the projected Fokker-Planck equation fulfilled by P (x ) may contain an anomalous term whose form is made explicit. Such a term spoils the relation P (x )=e-S (x ), introducing a bias in the expectation values. Through the analysis of several periodic and nonperiodic one-dimensional problems, using either exact or numerical solutions of the Fokker-Planck equation on the complex plane, it is shown that the anomaly is present quite generally. In fact, an anomaly is expected whenever the Langevin walker needs only a finite time to go to infinity and come back, and this is the case for typical actions. We conjecture that the anomaly is the rule rather than the exception in the one-dimensional case; however, this could change as the number of variables involved increases.
Langevin- Science and vigilance; Langevin - Science et vigilance
Bensaude-Vincent, B.
1987-12-31
Paul Langevin personifies the figure of popular scientist, buried in the Pantheon, because he was in all great fights: to diffuse knowledge, for improvement and democratization of teaching, for justice and peace. Great theoretician of physics, comparable to Einstein whom he rejoined the approach, he was a fertile discoverer, author, in particular, of a proceeding to detect submarines. He fought politically, regardless of his career, in the ranges of pacifists and opponents of fascism. This book reveals, in his warm diversity, a badly known personality, in spite of the legend in his lifetime. (N.C.).
Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism.
Moreno, Miguel Vera; Arenas, Zochil González; Barci, Daniel G
2015-04-01
We discuss general multidimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety of conventions available to deal with stochastic integrals. We present a functional formalism to build up the generating functional of correlation functions without any type of discretization of the Langevin equations at any intermediate step. The generating functional is characterized by a functional integration over two sets of commuting variables, as well as Grassmann variables. In this representation, time reversal transformation became a linear transformation in the extended variables, simplifying in this way the complexity introduced by the mixture of prescriptions and the associated calculus rules. The stochastic calculus is codified in our formalism in the structure of the Grassmann algebra. We study some examples such as higher order derivative Langevin equations and the functional representation of the micromagnetic stochastic Landau-Lifshitz-Gilbert equation.
Chushnyakova Maria
2013-12-01
Full Text Available We performed quantitative theoretical analysis of the high precision data on the fusion excitation function in the reaction 16O + 144Sm involving spherical nuclei. For this purpose the model is developed in which the collision process is described by the stochastic dynamical equations with the retarding friction and colored noise. The friction force is supposed to be proportional to the squared derivative of nucleus-nucleus interaction potential. The latter is calculated within the framework of the double folding approach with the density-dependent M3Y NN-forces. Varying the radial dissipation strength KR and the matter diffuseness of 144Sm we reach χ2 per point equal to 5.4. However the values of KR and the friction retardation time τC appear to be strongly correlated. More high precision data are needed to make more definite conclusions about the values of KR and τC.
Chushnyakova, Maria; Gontchar, Igor
2013-12-01
We performed quantitative theoretical analysis of the high precision data on the fusion excitation function in the reaction 16O + 144Sm involving spherical nuclei. For this purpose the model is developed in which the collision process is described by the stochastic dynamical equations with the retarding friction and colored noise. The friction force is supposed to be proportional to the squared derivative of nucleus-nucleus interaction potential. The latter is calculated within the framework of the double folding approach with the density-dependent M3Y NN-forces. Varying the radial dissipation strength KR and the matter diffuseness of 144Sm we reach χ2 per point equal to 5.4. However the values of KR and the friction retardation time τC appear to be strongly correlated. More high precision data are needed to make more definite conclusions about the values of KR and τC.
On Complex Langevin Dynamics and the Evaluation of Observables
Durakovic, Amel; Tranberg, Anders
2014-01-01
In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously established, extends this idea to cases where the action is complex-valued by complexifying the basic degrees of freedom, all observables and allowing the stochastic process to probe the complexified configuration space. We review the method for a previously studied one-dimensional toy model, the U(1) one link model. We confirm that complex Langevin dynamics only works for a certain range of parameters, misestimating observables otherwise. A curious effect is observed where all moments of the basic stochastic variable are misestimated, although these misestimated moments may be used to construct, by a Taylor series, other observables that are reproduced correctly. This suggests a subtle but not completely resolved relationship between the original complex integration measur...
Langevin description of fission fragment charge distribution from excited nuclei
Karpov, A V
2002-01-01
A stochastic approach to fission dynamics based on a set of three-dimensional Langevin equations was applied to calculate fission-fragment charge distribution of compound nucleus sup 2 sup 3 sup 6 U. The following collective coordinates have been chosen - elongation coordinate, neck-thickness coordinate, and charge-asymmetry coordinate. The friction coefficient of charge mode has been calculated in the framework of one-body and two-body dissipation mechanisms. Analysis of the results has shown that Langevin approach is appropriate for investigation of isobaric distribution. Moreover, the dependences of the variance of the charge distribution on excitation energy and on the two-body viscosity coefficient has been studied
Solar Wind Heating as a Non-Markovian Process: Lévy Flight, Fractional Calculus, and κ -functions
Sheldon, R. B.; Adrian, M. L.; Chang, S.; Collier, M.
2001-05-01
Many space and laboratory plasmas are found to possess non-Maxwellian distribution functions. An empirical function promoted by Stan Olbert, which superposes a Maxwellian core with a power-law tail, has been found to emulate many of the plasma distributions discovered in space. These κ -functions, with their associated power-law tail induced anomalous heat flux, have been used by theorists1\\ as the origin of solar coronal heating of solar wind. However, the principle and prerequisite for the robust production of such a non-equilibrium distribution has rarely been explained. We report on recent statistical work2, which shows that the κ -function is one of a general class of solutions to a time-fractional diffusion equation, known as a Lévy stable probability distribution. These solutions arise from time-variable probability distribution (or equivalently, a spatially variable probability in a flowing medium), which demonstrate that anomalously high flux, or equivalently, non-equilibrium thermodynamics govern the outflowing solar wind plasma. We will characterize the parameters that control the degree of deviation from a Maxwellian and attempt to draw physical meaning from the mathematical formalism. 1Scudder, J. Astrophys. J., 1992.\\2Mainardi, F. and R. Gorenflo, J. Computational and Appl. Mathematics, Vol. 118, No 1-2, 283-299 (2000).
A simple and accurate algorithm for path integral molecular dynamics with the Langevin thermostat
Liu, Jian; Li, Dezhang; Liu, Xinzijian
2016-07-01
We introduce a novel simple algorithm for thermostatting path integral molecular dynamics (PIMD) with the Langevin equation. The staging transformation of path integral beads is employed for demonstration. The optimum friction coefficients for the staging modes in the free particle limit are used for all systems. In comparison to the path integral Langevin equation thermostat, the new algorithm exploits a different order of splitting for the phase space propagator associated to the Langevin equation. While the error analysis is made for both algorithms, they are also employed in the PIMD simulations of three realistic systems (the H2O molecule, liquid para-hydrogen, and liquid water) for comparison. It is shown that the new thermostat increases the time interval of PIMD by a factor of 4-6 or more for achieving the same accuracy. In addition, the supplementary material shows the error analysis made for the algorithms when the normal-mode transformation of path integral beads is used.
A simple and accurate algorithm for path integral molecular dynamics with the Langevin thermostat.
Liu, Jian; Li, Dezhang; Liu, Xinzijian
2016-07-14
We introduce a novel simple algorithm for thermostatting path integral molecular dynamics (PIMD) with the Langevin equation. The staging transformation of path integral beads is employed for demonstration. The optimum friction coefficients for the staging modes in the free particle limit are used for all systems. In comparison to the path integral Langevin equation thermostat, the new algorithm exploits a different order of splitting for the phase space propagator associated to the Langevin equation. While the error analysis is made for both algorithms, they are also employed in the PIMD simulations of three realistic systems (the H2O molecule, liquid para-hydrogen, and liquid water) for comparison. It is shown that the new thermostat increases the time interval of PIMD by a factor of 4-6 or more for achieving the same accuracy. In addition, the supplementary material shows the error analysis made for the algorithms when the normal-mode transformation of path integral beads is used.
Fractional Langevin model of memory in financial markets.
Picozzi, Sergio; West, Bruce J
2002-10-01
The separation of the microscopic and macroscopic time scales is necessary for the validity of ordinary statistical physics and the dynamical description embodied in the Langevin equation. When the microscopic time scale diverges, the differential equations on the macroscopic level are no longer valid and must be replaced with fractional differential equations of motion; in particular, we obtain a fractional-differential stochastic equation of motion. After decades of statistical analysis of financial time series certain "stylized facts" have emerged, including the statistics of stock price fluctuations having "fat tails" and their linear correlations in time being exceedingly short lived. On the other hand, the magnitude of these fluctuations and other such measures of market volatility possess temporal correlations that decay as an inverse power law. One explanation of this long-term memory is that it is a consequence of the time-scale separation between "microscopic" and "macroscopic" economic variables. We propose a fractional Langevin equation as a dynamical model of the observed memory in financial time series.
Uncertainty quantification for generalized Langevin dynamics
Hall, Eric J.; Katsoulakis, Markos A.; Rey-Bellet, Luc
2016-12-01
We present efficient finite difference estimators for goal-oriented sensitivity indices with applications to the generalized Langevin equation (GLE). In particular, we apply these estimators to analyze an extended variable formulation of the GLE where other well known sensitivity analysis techniques such as the likelihood ratio method are not applicable to key parameters of interest. These easily implemented estimators are formed by coupling the nominal and perturbed dynamics appearing in the finite difference through a common driving noise or common random path. After developing a general framework for variance reduction via coupling, we demonstrate the optimality of the common random path coupling in the sense that it produces a minimal variance surrogate for the difference estimator relative to sampling dynamics driven by independent paths. In order to build intuition for the common random path coupling, we evaluate the efficiency of the proposed estimators for a comprehensive set of examples of interest in particle dynamics. These reduced variance difference estimators are also a useful tool for performing global sensitivity analysis and for investigating non-local perturbations of parameters, such as increasing the number of Prony modes active in an extended variable GLE.
Fractional Langevin model of gait variability
Latka Miroslaw
2005-08-01
Full Text Available Abstract The stride interval in healthy human gait fluctuates from step to step in a random manner and scaling of the interstride interval time series motivated previous investigators to conclude that this time series is fractal. Early studies suggested that gait is a monofractal process, but more recent work indicates the time series is weakly multifractal. Herein we present additional evidence for the weakly multifractal nature of gait. We use the stride interval time series obtained from ten healthy adults walking at a normal relaxed pace for approximately fifteen minutes each as our data set. A fractional Langevin equation is constructed to model the underlying motor control system in which the order of the fractional derivative is itself a stochastic quantity. Using this model we find the fractal dimension for each of the ten data sets to be in agreement with earlier analyses. However, with the present model we are able to draw additional conclusions regarding the nature of the control system guiding walking. The analysis presented herein suggests that the observed scaling in interstride interval data may not be due to long-term memory alone, but may, in fact, be due partly to the statistics.
Scaling of Langevin and molecular dynamics persistence times of nonhomogeneous fluids.
Olivares-Rivas, Wilmer; Colmenares, Pedro J
2012-01-01
The existing solution for the Langevin equation of an anisotropic fluid allowed the evaluation of the position-dependent perpendicular and parallel diffusion coefficients, using molecular dynamics data. However, the time scale of the Langevin dynamics and molecular dynamics are different and an ansatz for the persistence probability relaxation time was needed. Here we show how the solution for the average persistence probability obtained from the backward Smoluchowski-Fokker-Planck equation (SE), associated to the Langevin dynamics, scales with the corresponding molecular dynamics quantity. Our SE perpendicular persistence time is evaluated in terms of simple integrals over the equilibrium local density. When properly scaled by the perpendicular diffusion coefficient, it gives a good match with that obtained from molecular dynamics.
The derivation and approximation of coarse-grained dynamics from Langevin dynamics
Ma, Lina; Li, Xiantao; Liu, Chun
2016-11-01
We present a derivation of a coarse-grained description, in the form of a generalized Langevin equation, from the Langevin dynamics model that describes the dynamics of bio-molecules. The focus is placed on the form of the memory kernel function, the colored noise, and the second fluctuation-dissipation theorem that connects them. Also presented is a hierarchy of approximations for the memory and random noise terms, using rational approximations in the Laplace domain. These approximations offer increasing accuracy. More importantly, they eliminate the need to evaluate the integral associated with the memory term at each time step. Direct sampling of the colored noise can also be avoided within this framework. Therefore, the numerical implementation of the generalized Langevin equation is much more efficient.
Justification of the complex Langevin method with the gauge cooling procedure
Nagata, Keitaro; Shimasaki, Shinji
2015-01-01
Recently there has been remarkable progress in the complex Langevin method, which aims at solving the complex action problem by complexifying the dynamical variables in the original path integral. In particular, a new technique called the gauge cooling was introduced and the full QCD simulation at finite density has been made possible in the high temperature (deconfined) phase or with heavy quarks. Here we provide a rigorous justification of the complex Langevin method including the gauge cooling procedure. We first show that the gauge cooling can be formulated as an extra term in the complex Langevin equation involving a gauge transformation parameter, which is chosen appropriately as a function of the configuration before cooling. The probability distribution of the complexified dynamical variables is modified by this extra term. However, this modification is shown not to affect the Fokker-Planck equation for the corresponding complex weight as far as observables are restricted to gauge invariant ones. Thus...
Testing dynamic stabilisation in complex Langevin simulations
Attanasio, Felipe
2016-01-01
Complex Langevin methods have been successfully applied in theories that suffer from a sign problem such as QCD with a chemical potential. We present and illustrate a novel method (dynamic stabilisation) that ensures that Complex Langevin simulations stay close to the SU(3) manifold, which lead to correct and improved results in the framework of pure Yang-Mills simulations and QCD in the limit of heavy quarks.
Generalized Master Equations Leading to Completely Positive Dynamics
Vacchini, Bassano
2016-12-01
We provide a general construction of quantum generalized master equations with a memory kernel leading to well-defined, that is, completely positive and trace-preserving, time evolutions. The approach builds on an operator generalization of memory kernels appearing in the description of non-Markovian classical processes and puts into evidence the nonuniqueness of the relationship arising due to the typical quantum issue of operator ordering. The approach provides a physical interpretation of the structure of the kernels, and its connection with the classical viewpoint allows for a trajectory description of the dynamics. Previous apparently unrelated results are now connected in a unified framework, which further allows us to phenomenologically construct a large class of non-Markovian evolutions taking as the starting point collections of time-dependent maps and instantaneous transformations describing the microscopic interaction dynamics.
Jansen, Thomas la Cour; Knoester, Jasper
2007-01-01
We combine numerical Langevin simulations with numerical integration of the Schrodinger equation to calculate two-dimensional infrared spectra of ultrafast chemical exchange. This provides a tool to model and interpret such spectra of molecules undergoing chemical processes, such as isomerization an
A Second-Order Stochastic Leap-Frog Algorithm for Langevin Simulation
Qiang, J; Qiang, Ji; Habib, Salman
2000-01-01
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have multiplicative noise since the diffusion coefficients in these equations are functions of position and time. Conventional algorithms, e.g. Euler and Heun, give only first order convergence of moments in a finite time interval. In this paper, a stochastic leap-frog algorithm for the numerical integration of Langevin stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time interval and requires the sampling of only one uniformly distributed random variable per time step. As an example, we apply the new algorithm to the study of a mechanical oscillator with multiplicative noise.
Complex saddle points and the sign problem in complex Langevin simulation
Hayata, Tomoya; Hidaka, Yoshimasa; Tanizaki, Yuya
2016-10-01
We show that complex Langevin simulation converges to a wrong result within the semiclassical analysis, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points. Equilibrium solution of the complex Langevin equation forms local distributions around complex saddle points. Its ensemble average approximately becomes a direct sum of the average in each local distribution, where relative phases among them are dropped. We propose that by taking these phases into account through reweighting, we can solve the wrong convergence problem. However, this prescription may lead to a recurrence of the sign problem in the complex Langevin method for quantum many-body systems.
Complex saddle points and the sign problem in complex Langevin simulation
Tomoya Hayata
2016-10-01
Full Text Available We show that complex Langevin simulation converges to a wrong result within the semiclassical analysis, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points. Equilibrium solution of the complex Langevin equation forms local distributions around complex saddle points. Its ensemble average approximately becomes a direct sum of the average in each local distribution, where relative phases among them are dropped. We propose that by taking these phases into account through reweighting, we can solve the wrong convergence problem. However, this prescription may lead to a recurrence of the sign problem in the complex Langevin method for quantum many-body systems.
Controlling complex Langevin dynamics at finite density
Aarts, Gert; Bongiovanni, Lorenzo [Swansea University, Department of Physics, College of Science, Swansea (United Kingdom); Seiler, Erhard [Max-Planck-Institut fuer Physik (Werner-Heisenberg-Institut), Muenchen (Germany); Sexty, Denes [Universitaet Heidelberg, Institut fuer Theoretische Physik, Heidelberg (Germany); Stamatescu, Ion-Olimpiu [Universitaet Heidelberg, Institut fuer Theoretische Physik, Heidelberg (Germany); FEST, Heidelberg (Germany)
2013-07-15
At nonzero chemical potential the numerical sign problem in lattice field theory limits the use of standard algorithms based on importance sampling. Complex Langevin dynamics provides a possible solution, but it has to be applied with care. In this review, we first summarise our current understanding of the approach, combining analytical and numerical insight. In the second part we study SL(N,C) gauge cooling, which was introduced recently as a tool to control complex Langevin dynamics in nonabelian gauge theories. We present new results in Polyakov chain models and in QCD with heavy quarks and compare various adaptive cooling implementations. (orig.)
Some aspects of fractional diffusion equations of single and distributed order
Mainardi, Francesco; Gorenflo, Rudolf
2007-01-01
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\\beta \\in (0,1)$. The fundamental solution for the Cauchy problem is interpreted as a probability density of a self-similar non-Markovian stochastic process related to a phenomenon of sub-diffusion (the variance grows in time sub-linearly). A further generalization is obtained by considering a continuous or discrete distribution of fractional time derivatives of order less than one. Then the fundamental solution is still a probability density of a non-Markovian process that, however, is no longer self-similar but exhibits a corresponding distribution of time-scales.
Isothermal Langevin dynamics in systems with power-law spatially dependent friction.
Regev, Shaked; Grønbech-Jensen, Niels; Farago, Oded
2016-07-01
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially dependent diffusion coefficient of the form D(x)∼|x|^{c}, at constant temperature. The particle's probability distribution function (PDF) is calculated both analytically, by solving Fick's diffusion equation, and from numerical simulations of the underdamped Langevin equation. At long times, the PDFs calculated by both approaches yield identical results, corresponding to subdiffusion for c1, the diffusion equation predicts that the particles accelerate. Here we show that this phenomenon, previously considered in several works as an illustration for the possible dramatic effects of spatially dependent thermal noise, is unphysical. We argue that in an isothermal medium, the motion cannot exceed the ballistic limit (〈x^{2}〉∼t^{2}). The ballistic limit is reached when the friction coefficient drops sufficiently fast at large distances from the origin and is correctly captured by Langevin's equation.
Langevin Simulation of Scalar Fields: Additive and Multiplicative Noises and Lattice Renormalization
Cassol-Seewald, N C; Fraga, E S; Krein, G; Ramos, R O
2007-01-01
We consider the nonequilibrium dynamics of the formation of a condensate in a spontaneously broken lambda phi4 scalar field theory, incorporating additive and multiplicative noise terms to study the role of fluctuation and dissipation. The corresponding stochastic Ginzburg-Landau-Langevin (GLL) equation is derived from the effective action, and solved on a (3+1)-dimensional lattice. Particular attention is devoted to the renormalization of the stochastic GLL equation in order to obtain lattice-independent equilibrium results.
闫勇; 姜泽军; 梅冬成; 周凌云
2002-01-01
本文对具有加性和乘性白噪声关联的单模激光模型的统计性质进行了研究.从一个具有交叉关联噪声与单模激光与立方模随机等价郎之万方程,计算了稳态激光光强度的平均值、协方差和偏斜率.并与早期结果比较,阐明了考虑郎之万方程修正项对描述激光系统统计性质的重要性.%The stationary properties of a singlemode laser with correlations between additive and multiplicative whitenoise terms are investigated.The mean,variance,and skewness of the steadystate laser intensity are calculated through a Langevin equation(LE) derived by Long which is always stochastically equivalent to the single mode cubic laser model when additive and multiplicative noises are correlated.Compared with the result obtained by Zhu,the consideration of modification item in LE when addivtive and multiplicative noises are correlated is important for describing statistical properties of the laser system.
Langevin Monte Carlo filtering for target tracking
Iglesias Garcia, Fernando; Bocquel, Melanie; Driessen, Hans
2015-01-01
This paper introduces the Langevin Monte Carlo Filter (LMCF), a particle filter with a Markov chain Monte Carlo algorithm which draws proposals by simulating Hamiltonian dynamics. This approach is well suited to non-linear filtering problems in high dimensional state spaces where the bootstrap filte
Heavy Flavor in Medium Momentum Evolution: Langevin vs Boltzmann
Das, Santosh K; Greco, Vincenzo
2013-01-01
The propagation of heavy quarks through the quark-gluon plasma (QGP) has been often treated within the framework of Langevin equation (LV), i.e. assuming the heavy flavor momentum transfer is small or the scatterings are sufficiently forward peaked, small screening mass $m_D$. We address a thorough study of the approximations involved in Langevin dynamics by mean of a direct comparison with the solution of the Boltzmann collisional integral (BM) when a bulk medium is in equilibrium at fixed temperature. We show that unless the cross section is quite forward peaked ($m_D\\cong T $) or the mass to temperature ratio is quite large ($M_q/T \\gtrsim 8-10$) there are significant differences in the evolution of the $p-$spectra with time and consequently on the so-called nuclear modification factor $R_{AA}(p_T)$. However for charm quark we find that very similar $R_{AA}(p_T)$ between the LV and BM can be obtained, but the estimate of the underlying diffusion coefficient can differ by about $\\sim 15-50\\%$ depending on t...
Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion
Chen, Yao; Wang, Xudong; Deng, Weihua
2017-10-01
This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.
Langevin process reflected on a partially elastic boundary II
Jacob, Emmanuel
2011-01-01
A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the critical value 0.1630, the bounces of the reflected process accumulate in a finite time. We show that nonetheless the particle is not necessarily absorbed after this time. We define a "resurrected" reflected process as a recurrent extension of the absorbed process, and study some of its properties. We also prove that this resurrected reflected process is the unique solution to the stochastic partial differential equation describing the model. Our approach consists in defining the process conditioned on never being absorbed, via an h-transform, and then giving the Ito excursion measure of the recurrent extension thanks to a formula fairly similar to Imhof's relation.
Parametrizing linear generalized Langevin dynamics from explicit molecular dynamics simulations
Gottwald, Fabian; Ivanov, Sergei D; Kühn, Oliver
2015-01-01
Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into few important degrees of freedom which are treated most accurately and others which constitute a thermal bath. Particular attention in this respect attracts the linear generalized Langevin equation (GLE), which can be rigorously derived by means of a linear projection (LP) technique. Within this framework a complicated interaction with the bath can be reduced to a single memory kernel. This memory kernel in turn is parametrized for a particular system studied, usually by means of time-domain methods based on explicit molecular dynamics data. Here we discuss that this task is most naturally achieved in frequency domain and develop a Fourier-based parametrization method that outperforms its time-domain analogues. Very surprisingly, the widely used rigid bond method turns out to be inappropriate in general. Importa...
Exactly solvable nonequilibrium Langevin relaxation of a trapped nanoparticle
Salazar, Domingos S. P.; Lira, Sérgio A.
2016-11-01
In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from the stochastic differential equation of our system’s energy in the underdamped regime. By utilizing this stochastic thermodynamics approach, we are able to completely describe the heat exchange process between the nanoparticle and the surrounding environment. As an important consequence of our results, we observe the validity of the heat exchange fluctuation theorem in our setup, which holds for systems arbitrarily far from equilibrium conditions. By extending our results for the case of N noninterating nanoparticles, we perform analytical asymptotic limits and direct numerical simulations that corroborate our analytical predictions.
Langevin Simulation of Non-Uniform Granular Gases
张端明; 雷雅洁; 潘贵军; 郁伯铭
2003-01-01
We present and study a fractal model of a non-uniform granular system for the first time, based on which we numerically solve the dynamics actions in the system successfully in one-dimensional case. The multi-mixture is composed of N different particles, whose granularity distribution has the fractal characteristic. The particles are subject to inelastic mutual collisions and obey to Langevin equation between collisions. Far from the equilibrium,i.e. the given typical relaxation time T of the driving Brownian process is much larger than the mean collision time Tc, the results of simulation indicate that the degree of inhomogeneity in the granularity distribution signed by the fractal dimension D of size distribution has great influence on the dynamics actions of the system. The velocity distribution deviates obviously from the Gaussian distribution and the particles cluster more pronouncedly with the larger value of D in the system. The velocity distribution and spatial clusterization change with D are presented.
Error Analysis of Modified Langevin Dynamics
Redon, Stephane; Stoltz, Gabriel; Trstanova, Zofia
2016-08-01
We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains. On the other hand, the statistical error may increase since there are a priori more correlations in time. The aim of this work is first to prove the ergodicity of the modified Langevin dynamics (which fails to be hypoelliptic), and next to analyze how the asymptotic variance on ergodic averages depends on the parameters of the modified kinetic energy. Numerical results illustrate the approach, both for low-dimensional systems where we resort to a Galerkin approximation of the generator, and for more realistic systems using Monte Carlo simulations.
Sasanka ARE; Markos A.KATSOULAKIS; Anders SZEPESSY
2009-01-01
Kinetic Monte Carlo methods provide a powerful computational tool for the simulation of microscopic processes such as the diffusion of interacting particles on a surface, at a detailed atomistic level. However such algorithms are typically computationally expensive and are restricted to fairly small spatiotemporal scales. One approach towards overcoming this problem was the development of coarse-grained Monte Carlo algorithms. In recent literature, these methods were shown to be capable of efficiently describing much larger length scales while still incorporating information on microscopic interactions and fluctuations. In this paper, a coarse-grained Langevin system of stochastic differential equations as approximations of diffusion of interacting particles is derived, based on these earlier coarse-grained models. The authors demonstrate the asymptotic equivalence of transient and long time behavior of the Langevin approximation and the underlying microscopic process, using asymptotics methods such as large deviations for interacting particles systems, and furthermore, present corresponding numerical simulations, comparing statistical quantities like mean paths, auto correlations and power spectra of the microscopic and the approximating Langevin processes. Finally, it is shown that the Langevin approximations presented here are much more computationally efficient than conventional Kinetic Monte Carlo methods, since in addition to the reduction in the number of spatial degrees of freedom in coarse-grained Monte Carlo methods, the Langevin system of stochastic differential equations allows for multiple particle moves in a single timestep.
Quantum corrected Langevin dynamics for adsorbates on metal surfaces interacting with hot electrons
Olsen, Thomas; Schiøtz, Jakob
2010-01-01
quantum mechanical probabilities from the classical phase space distributions resulting from the dynamics. At short time scales, classical and quasiclassical initial conditions lead to wrong results and only correctly quantized initial conditions give a close agreement with an inherently quantum......We investigate the importance of including quantized initial conditions in Langevin dynamics for adsorbates interacting with a thermal reservoir of electrons. For quadratic potentials the time evolution is exactly described by a classical Langevin equation and it is shown how to rigorously obtain...... mechanical master equation approach. With CO on Cu(100) as an example, we demonstrate the effect for a system with ab initio frictional tensor and potential energy surfaces and show that quantizing the initial conditions can have a large impact on both the desorption probability and the distribution...
Xinzhi Liu
1998-01-01
Full Text Available This paper studies a class of high order delay partial differential equations. Employing high order delay differential inequalities, several oscillation criteria are established for such equations subject to two different boundary conditions. Two examples are also given.
Complex Langevin dynamics for chiral random matrix theory
Mollgaard, A.; Splittorff, K.
2013-12-01
We apply complex Langevin dynamics to chiral random matrix theory at nonzero chemical potential. At large quark mass, the simulations agree with the analytical results while incorrect convergence is found for small quark masses. The region of quark masses for which the complex Langevin dynamics converges incorrectly is identified as the region where the fermion determinant frequently traces out a path surrounding the origin of the complex plane during the Langevin flow. This links the incorrect convergence to an ambiguity in the Langevin force due to the presence of the logarithm of the fermion determinant in the action.
Complex Langevin Dynamics for chiral Random Matrix Theory
Mollgaard, A
2013-01-01
We apply complex Langevin dynamics to chiral random matrix theory at nonzero chemical potential. At large quark mass the simulations agree with the analytical results while incorrect convergence is found for small quark masses. The region of quark masses for which the complex Langevin dynamics converges incorrectly is identified as the region where the fermion determinant frequently traces out a path surrounding the origin of the complex plane during the Langevin flow. This links the incorrect convergence to an ambiguity in the Langevin force due to the presence of the logarithm of the fermion determinant in the action.
Fodor, Z; Sexty, D; Török, C
2015-01-01
We study lattice QCD at non-vanishing chemical potential using the complex Langevin equation. We compare the results with multi-parameter reweighting both from $\\mu=0$ and phase quenched ensembles. We find a good agreement for lattice spacings below $\\approx$0.15 fm. On coarser lattices the complex Langevin approach breaks down. Four flavors of staggered fermions are used on $N_t=4, 6$ and 8 lattices. For one ensemble we also use two flavors to investigate the effects of rooting.
Efficient Algorithms for Langevin and DPD Dynamics.
Goga, N; Rzepiela, A J; de Vries, A H; Marrink, S J; Berendsen, H J C
2012-10-09
In this article, we present several algorithms for stochastic dynamics, including Langevin dynamics and different variants of Dissipative Particle Dynamics (DPD), applicable to systems with or without constraints. The algorithms are based on the impulsive application of friction and noise, thus avoiding the computational complexity of algorithms that apply continuous friction and noise. Simulation results on thermostat strength and diffusion properties for ideal gas, coarse-grained (MARTINI) water, and constrained atomic (SPC/E) water systems are discussed. We show that the measured thermal relaxation rates agree well with theoretical predictions. The influence of various parameters on the diffusion coefficient is discussed.
Beyond complex Langevin equations I: two simple examples
Wosiek, Jacek
2015-01-01
By introducing a second complex variable, the integral relation between a complex density and the corresponding positive distribution is derived. Together with the positivity and normalizability conditions, this sum rule allows to construct explicitly equivalent pairs of distributions in simple cases discussed here. In particular the well known solution for a complex gaussian distribution is generalized to an arbitrary complex inverse dispersion parameter. This opens a possibility of positive representation of Feynman path integrals directly in the Minkowski time.
Critical fluctuations and anomalous transport in soft Yukawa-Langevin systems.
Ratynskaia, S; Regnoli, G; Rypdal, K; Klumov, B; Morfill, G
2009-10-01
Simulation of a Langevin-dynamics model demonstrates emergence of critical fluctuations and anomalous grain transport which have been observed in experiments on "soft" quasi-two-dimensional dusty plasma clusters. Our model does not contain external drive or plasma interactions that serve to drive the system away from thermodynamic equilibrium. The grains are confined by an external potential, interact via static Yukawa forces, and are subject to stochastic heating and dissipation from neutrals. One remarkable feature is emergence of leptokurtic probability distributions of grain displacements xi(tau) on time scales tau tau(Delta). The latter is a signature of intermittency, here interpreted as a transition from bursty transport associated with hopping on intermediate time scales to vortical flows on longer time scales. These intermittency features are quantitatively modeled by a single-particle Itô-Langevin stochastic equation with a nonlinear drift term.
Exact series model of Langevin transducers with internal losses.
Nishamol, P A; Ebenezer, D D
2014-03-01
An exact series method is presented to analyze classical Langevin transducers with arbitrary boundary conditions. The transducers consist of an axially polarized piezoelectric solid cylinder sandwiched between two elastic solid cylinders. All three cylinders are of the same diameter. The length to diameter ratio is arbitrary. Complex piezoelectric and elastic coefficients are used to model internal losses. Solutions to the exact linearized governing equations for each cylinder include four series. Each term in each series is an exact solution to the governing equations. Bessel and trigonometric functions that form complete and orthogonal sets in the radial and axial directions, respectively, are used in the series. Asymmetric transducers and boundary conditions are modeled by using axially symmetric and anti-symmetric sets of functions. All interface and boundary conditions are satisfied in a weighted-average sense. The computed input electrical admittance, displacement, and stress in transducers are presented in tables and figures, and are in very good agreement with those obtained using atila-a finite element package for the analysis of sonar transducers. For all the transducers considered in the analysis, the maximum difference between the first three resonance frequencies calculated using the present method and atila is less than 0.03%.
Stochastic thermodynamics for delayed Langevin systems.
Jiang, Huijun; Xiao, Tiejun; Hou, Zhonghuai
2011-06-01
We discuss stochastic thermodynamics (ST) for delayed Langevin systems in this paper. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well defined in a way that is similar to that in a system without delay. Because the presence of time delay brings an additional entropy flux into the system, the conventional second law (Δs(tot))≥0 no longer holds true, where Δs(tot) denotes the total entropy change along a stochastic path and (·) stands for the average over the path ensemble. With the help of a Fokker-Planck description, we introduce a delay-averaged trajectory-dependent dissipation functional η[χ(t)] which involves the work done by a delay-averaged force F(x,t) along the path χ(t) and equals the medium entropy change Δs(m)[x(t)] in the absence of delay. We show that the total dissipation functional R=Δs+η, where Δs denotes the system entropy change along a path, obeys (R)≥0, which could be viewed as the second law in the delayed system. In addition, the integral fluctuation theorem (e(-R))=1 also holds true. We apply these concepts to a linear Langevin system with time delay and periodic external force. Numerical results demonstrate that the total entropy change (Δs(tot)) could indeed be negative when the delay feedback is positive. By using an inversing-mapping approach, we are able to obtain the delay-averaged force F(x,t) from the stationary distribution and then calculate the functional R as well as its distribution. The second law (R)≥0 and the fluctuation theorem are successfully validated.
Mücke, Tanja A; Milan, Patrick; Peinke, Joachim
2015-01-01
Based on the Langevin equation it has been proposed to obtain power curves for wind turbines from high frequency data of wind speed measurements u(t) and power output P (t). The two parts of the Langevin approach, power curve and drift field, give a comprehensive description of the conversion dynamic over the whole operating range of the wind turbine. The method deals with high frequent data instead of 10 min means. It is therefore possible to gain a reliable power curve already from a small amount of data per wind speed. Furthermore, the method is able to visualize multiple fixed points, which is e.g. characteristic for the transition from partial to full load or in case the conversion process deviates from the standard procedures. In order to gain a deeper knowledge it is essential that the method works not only for measured data but also for numerical wind turbine models and synthetic wind fields. Here, we characterize the dynamics of a detailed numerical wind turbine model and calculate the Langevin power...
刘景锋; 李凌燕
2013-01-01
Based on one-sided Fourier transformation, a general method is presented to research the spontaneous decay dynamics of an emitter in homogeneous media, non-leaky cavity, leaky cavity and photonic band gap material. It is found that the spontaneous decay properties of the emitters are strongly dependent on the local density of states. The spontaneous emission properties of the emitters can be manipulated through engineering the local density of stats and the high-performance optoelectronic device and quantum information processing device are obtained. This method can be used in Markovian or non-Markovian bath-reservoir environments.%基于单边傅里叶变换,本文提出一种研究辐射子的自发衰减动力学演化的普适方法.利用该方法研究了辐射子处于均匀介质、理想微腔和泄露微腔中的自发辐射动力学演化问题,最后并把这种方法用于处理光子带隙材料中的辐射动力学演化问题.结果表明:辐射子的自发辐射动力学特性由局域态密度决定,可以通过调控辐射子周围的局域态密度来调控辐射子的自发辐射特性,为实现新型的光电子器件提供了理论基础.该方法不仅适用于马尔科夫热库的情况也适用于非马尔科夫热库的情况.
A Langevin model for low density pedestrian dynamics
Corbetta, Alessandro; Lee, Chung-Min; Benzi, Roberto; Muntean, Adrian; Toschi, Federico
The dynamics of pedestrian crowds shares deep connections with statistical physics and fluid dynamics. Reaching a quantitative understanding, not only of the average behaviours but also of the statistics of (rare) fluctuations would have major impact, for instance, on the design and safety of civil infrastructures. A key feature of pedestrian dynamics is its strong intrinsic variability, that we can already observe at the single individual level. In this work we aim at a quantitative characterisation of this statistical variability by studying individual fluctuations. We consider experimental observations of low-density pedestrian flows in a corridor within a building at Eindhoven University of Technology. Few hundreds of thousands of pedestrian trajectories with high space and time resolutions have been collected via a Microsoft Kinect 3D-range sensor and automatic head tracking techniques. From these observations we model pedestrians as active Brownian particles by means of a generalised Langevin equation. With this model we can quantitatively reproduce the observed dynamics including the statistics of ordinary pedestrian fluctuations and of rarer U-turn events. Low density, pair-wise interactions between pedestrians are also discussed.
Nonlinear Dynamic Modeling of Langevin-Type Piezoelectric Transducers
Nicolás Peréz Alvarez
2015-11-01
Full Text Available Langevin transducers are employed in several applications, such as power ultrasound systems, naval hydrophones, and high-displacement actuators. Nonlinear effects can influence their performance, especially at high vibration amplitude levels. These nonlinear effects produce variations in the resonant frequency, harmonics of the excitation frequency, in addition to loss of symmetry in the frequency response and “frequency domain hysteresis”. In this context, this paper presents a simplified nonlinear dynamic model of power ultrasound transducers requiring only two parameters for simulating the most relevant nonlinear effects. One parameter reproduces the changes in the resonance frequency and the other introduces the dependence of the frequency response on the history of the system. The piezoelectric constitutive equations are extended by a linear dependence of the elastic constant on the mechanical displacement amplitude. For introducing the frequency hysteresis, the elastic constant is computed by combining the current value of the mechanical amplitude with the previous state amplitude. The model developed in this work is applied for predicting the dynamic responses of a 26 kHz ultrasonic transducer. The comparison of theoretical and experimental responses, obtained at several input voltages around the tuned frequency, shows a good agreement, indicating that the model can accurately describe the transducer nonlinear behavior.
Parametrizing linear generalized Langevin dynamics from explicit molecular dynamics simulations
Gottwald, Fabian; Karsten, Sven; Ivanov, Sergei D.; Kühn, Oliver
2015-06-01
Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into a few important degrees of freedom which are treated most accurately and others which constitute a thermal bath. Particular attention in this respect attracts the linear generalized Langevin equation, which can be rigorously derived by means of a linear projection technique. Within this framework, a complicated interaction with the bath can be reduced to a single memory kernel. This memory kernel in turn is parametrized for a particular system studied, usually by means of time-domain methods based on explicit molecular dynamics data. Here, we discuss that this task is more naturally achieved in frequency domain and develop a Fourier-based parametrization method that outperforms its time-domain analogues. Very surprisingly, the widely used rigid bond method turns out to be inappropriate in general. Importantly, we show that the rigid bond approach leads to a systematic overestimation of relaxation times, unless the system under study consists of a harmonic bath bi-linearly coupled to the relevant degrees of freedom.
Parametrizing linear generalized Langevin dynamics from explicit molecular dynamics simulations
Gottwald, Fabian; Karsten, Sven; Ivanov, Sergei D., E-mail: sergei.ivanov@uni-rostock.de; Kühn, Oliver [Institute of Physics, Rostock University, Universitätsplatz 3, 18055 Rostock (Germany)
2015-06-28
Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into a few important degrees of freedom which are treated most accurately and others which constitute a thermal bath. Particular attention in this respect attracts the linear generalized Langevin equation, which can be rigorously derived by means of a linear projection technique. Within this framework, a complicated interaction with the bath can be reduced to a single memory kernel. This memory kernel in turn is parametrized for a particular system studied, usually by means of time-domain methods based on explicit molecular dynamics data. Here, we discuss that this task is more naturally achieved in frequency domain and develop a Fourier-based parametrization method that outperforms its time-domain analogues. Very surprisingly, the widely used rigid bond method turns out to be inappropriate in general. Importantly, we show that the rigid bond approach leads to a systematic overestimation of relaxation times, unless the system under study consists of a harmonic bath bi-linearly coupled to the relevant degrees of freedom.
Parameter estimation in stochastic differential equations
Bishwal, Jaya P N
2008-01-01
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Bifurcations in Boltzmann–Langevin one body dynamics for fermionic systems
Napolitani, P., E-mail: napolita@ipno.in2p3.fr [IPN, CNRS/IN2P3, Université Paris-Sud 11, 91406 Orsay cedex (France); Colonna, M. [INFN-LNS, Laboratori Nazionali del Sud, 95123 Catania (Italy)
2013-10-07
We investigate the occurrence of bifurcations in the dynamical trajectories depicting central nuclear collisions at Fermi energies. The quantitative description of the reaction dynamics is obtained within a new transport model, based on the solution of the Boltzmann–Langevin equation in three dimensions, with a broad applicability for dissipative fermionic dynamics. Dilute systems formed in central collisions are shown to fluctuate between two energetically favourable mechanisms: reverting to a compact shape or rather disintegrating into several fragments. The latter result can be connected to the recent observation of bimodal distributions for quantities characterising fragmentation processes and may suggest new investigations.
Retarded versus time-nonlocal quantum kinetic equations
Morawetz, K. [Grand Accelerateur National d' Ions Lourds (GANIL), 14 - Caen (France); Spicka, V.; Lipavsky, P. [Institute of Physics, Academy of Sciences, Praha (Czech Republic)
2000-07-01
The finite duration of the collisions in Fermionic systems as expressed by the retardation time in the non-Markovian Levinson equation is discussed in the quasiclassical limit. The separate individual contributions included in the memory effect resulting in (i) off-shell tails of the Wigner distribution, (ii) renormalization of scattering rates and (iii) of the single-particle energy, (iv) collision delay and (v) related non-local corrections to the scattering integral. In this way we transform the Levison equation into the Landau-Silin equation extended by the non-local corrections known from the theory of dense gases. The derived kinetic equation unifies the Landau theory of quasiparticle transport with the classical kinetic theory of dense gases. The space-time symmetry is discussed versus particle-hole symmetry and a solution is proposed which transforms these two exclusive pictures into each other. (authors)
A Langevin Approach to a Classical Brownian Oscillator in an Electromagnetic Field
Espinoza Ortiz, J. S.; Bauke, F. C.; Lagos, R. E.
2016-08-01
We consider a charged Brownian particle bounded by an harmonic potential, embedded in a Markovian heat bath and driven from equilibrium by external electric and magnetic fields. We develop a quaternionic-like (or Pauli spinor-like) representation, hitherto exploited in classical Lorentz related dynamics. Within this formalism, in a very straight forward and elegant fashion, we compute the exact solution for the resulting generalized Langevin equation, for the case of a constant magnetic field. For the case the source electromagnetic fields satisfy Maxwell's equations, yielding spinor-like Mathieu equations, we compute the solutions within the JWKB approximation. With the solutions at hand we further compute spatial, velocities and crossed time correlations. In particular we study the (kinetically defined) nonequilbrium temperature. Therefore, we can display the system's time evolution towards equilibrium or towards non equilibrium (steady or not) states.
Radiation damping in real time.
Mendes, A C; Takakura, F I
2001-11-01
We study the nonequilibrium dynamics of a charge interacting with its own radiation, which originates the radiation damping. The real-time equation of motion for the charge and the associated Langevin equation is found in classical limit. The equation of motion for the charge allows one to obtain the frequency-dependent coefficient of friction. In the lowest order we find that although the coefficient of static friction vanishes, there is dynamical dissipation represented by a non-Markovian dissipative kernel.
Some remarks on Lefschetz thimbles and complex Langevin dynamics
Aarts, Gert; Seiler, Erhard; Sexty, Denes
2014-01-01
Lefschetz thimbles and complex Langevin dynamics both provide a means to tackle the numerical sign problem prevalent in theories with a complex weight in the partition function, e.g. due to nonzero chemical potential. Here we collect some findings for the quartic model, and for U(1) and SU(2) models in the presence of a determinant, which have some features not discussed before, due to a singular drift. We find evidence for a relation between classical runaways and stable thimbles, and give an example of a degenerate fixed point. We typically find that the distributions sampled in complex Langevin dynamics are related to the thimble(s), but with some important caveats, for instance due to the presence of unstable fixed points in the Langevin dynamics.
Paty, M. [Paris-7 Univ., 75 (France)
1999-05-01
This article is a short biography of the French physicist Paul Langevin. P.Langevin epitomizes the whole physics of the first half of the last century. His formation made him both an experimenter and a theorist of a great value. His fields of interest were: ionized gas, electron physics, radiation physics and the electrodynamics of moving bodies. P.Langevin was one of the first to fully understand the implications of the relativity theory set up by A.Einstein and he became a fervent supporter of new ideas in physics, he discussed and analysed the interpretations of quantum physics since the very beginning of this new branch of physics. (A.C.)
Bernoulli-Langevin Wind Speed Model for Simulation of Storm Events
Fürstenau, Norbert; Mittendorf, Monika
2016-12-01
We present a simple nonlinear dynamics Langevin model for predicting the instationary wind speed profile during storm events typically accompanying extreme low-pressure situations. It is based on a second-degree Bernoulli equation with δ-correlated Gaussian noise and may complement stationary stochastic wind models. Transition between increasing and decreasing wind speed and (quasi) stationary normal wind and storm states are induced by the sign change of the controlling time-dependent rate parameter k(t). This approach corresponds to the simplified nonlinear laser dynamics for the incoherent to coherent transition of light emission that can be understood by a phase transition analogy within equilibrium thermodynamics [H. Haken, Synergetics, 3rd ed., Springer, Berlin, Heidelberg, New York 1983/2004.]. Evidence for the nonlinear dynamics two-state approach is generated by fitting of two historical wind speed profiles (low-pressure situations "Xaver" and "Christian", 2013) taken from Meteorological Terminal Air Report weather data, with a logistic approximation (i.e. constant rate coefficients k) to the solution of our dynamical model using a sum of sigmoid functions. The analytical solution of our dynamical two-state Bernoulli equation as obtained with a sinusoidal rate ansatz k(t) of period T (=storm duration) exhibits reasonable agreement with the logistic fit to the empirical data. Noise parameter estimates of speed fluctuations are derived from empirical fit residuals and by means of a stationary solution of the corresponding Fokker-Planck equation. Numerical simulations with the Bernoulli-Langevin equation demonstrate the potential for stochastic wind speed profile modeling and predictive filtering under extreme storm events that is suggested for applications in anticipative air traffic management.
Majka, M.; Góra, P. F.
2016-10-01
While the origins of temporal correlations in Langevin dynamics have been thoroughly researched, the understanding of spatially correlated noise (SCN) is rather incomplete. In particular, very little is known about the relation between friction and SCN. In this article, starting from the microscopic, deterministic model, we derive the analytical formula for the spatial correlation function in the particle-bath interactions. This expression shows that SCN is the inherent component of binary mixtures, originating from the effective (entropic) interactions. Further, employing this spatial correlation function, we postulate the thermodynamically consistent Langevin equation driven by the Gaussian SCN and calculate the adequate fluctuation-dissipation relation. The thermodynamical consistency is achieved by introducing the spatially variant friction coefficient, which can be also derived analytically. This coefficient exhibits a number of intriguing properties, e.g., the singular behavior for certain types of interactions. Eventually, we apply this new theory to the system of two charged particles in the presence of counter-ions. Such particles interact via the screened-charge Yukawa potential and the inclusion of SCN leads to the emergence of the anomalous frictionless regime. In this regime the particles can experience active propulsion leading to the transient attraction effect. This effect suggests a nonequilibrium mechanism facilitating the molecular binding of the like-charged particles.
SELF-CONSISTENT LANGEVIN SIMULATION OF COULOMB COLLISIONS IN CHARGED-PARTICLE BEAMS
J. QIANG; R. RYNE; S. HABIB
2000-05-01
In many plasma physics and charged-particle beam dynamics problems, Coulomb collisions are modeled by a Fokker-Planck equation. In order to incorporate these collisions, we present a three-dimensional parallel Langevin simulation method using a Particle-In-Cell (PIC) approach implemented on high-performance parallel computers. We perform, for the first time, a fully self-consistent simulation, in which the friction and diffusion coefficients are computed from first principles. We employ a two-dimensional domain decomposition approach within a message passing programming paradigm along with dynamic load balancing. Object oriented programming is used to encapsulate details of the communication syntax as well as to enhance reusability and extensibility. Performance tests on the SGI Origin 2000 and the Cray T3E-900 have demonstrated good scalability. Work is in progress to apply our technique to intrabeam scattering in accelerators.
On complex Langevin dynamics and zeroes of the measure II: Fermionic determinant
Aarts, G; Sexty, D; Stamatescu, I -O
2016-01-01
Lattice QCD at non-vanishing chemical potential is studied using the complex Langevin equation (CLE). One of the conditions for the correctness of the results of the CLE is that the zeroes of the measure coming from the fermionic determinant are outside of the distribution of the configurations, or at least in a region where support for the distribution is very much suppressed. We investigate this issue for Heavy Dense QCD (HDQCD) and full QCD at high temperatures. In HDQCD it is found that the configurations move closest to the zeroes of the measure around the critical chemical potential of the onset transition, where the sign problem is diminished, but results remain largely unaffected. In full QCD at high temperatures the investigation of the spectrum of the Dirac operator yields a similar observation: the results are unaffected by the issue of the poles.
Hasegawa, Hideo
2007-02-01
We have studied the finite N-unit Langevin model subjected to multiplicative noises, by using the augmented moment method (AMM), as a continuation of our previous paper [H. Hasegawa, J. Phys. Soc. Japan 75 (2006) 033001]. Effects of couplings on stationary and dynamical properties of the model have been investigated. The difference and similarity between the results of diffusive and sigmoid couplings are studied in details. Time dependences of average and fluctuations in local and global variables calculated by the AMM are in good agreement with those of direct simulations (DSs). We also discuss stationary distributions of local and global variables with the use of the Fokker-Planck equation (FPE) method and DSs. It is demonstrated that stationary distributions show much variety when multiplicative noise and external inputs are taken into account.
Infrared Divergence Separated for Stochastic Force - Langevin Evolution in the Inflationary Era
Morikawa, Masahiro
2016-01-01
Inflation in the early Universe is a grand phase transition which have produced the seeds of all the structures we now observe. We focus on the non-equilibrium aspect of this phase transition especially the inevitable infrared (IR) divergence associated to the the quantum and classical fields during the inflation. There is a long history of research for removing this IR divergence for healthy perturbation calculations. On the other hand, the same IR divergence is quite relevant and have developed the primordial density fluctuations in the early Universe. We develop a unified formalism in which the IR divergence is clearly separated from the microscopic quantum field theory but only appear in the statistical classical structure. We derive the classical Langevin equation for the order parameter within the quantum field theory through the instability of the de Sitter vacuum during the inflation. This separation process is relevant in general to develop macroscopic structures and to derive the basic properties of...
Heavy flavour in nucleus-nucleus collisions at RHIC and LHC: a Langevin approach
Beraudo A.
2014-03-01
Full Text Available A snapshot of the results for heavy-flavour observables in heavy-ion (AA collisions at RHIC and LHC obtained with our transport calculations is displayed. The initial charm and beauty production is simulated through pQCD tools (POWHEG+PYTHIA and is validated through the comparison with data from pp collisions. The propagation of c and b quarks in the medium formed in heavy-ion collisions is studied through a transport setup based on the relativistic Langevin equation. With respect to past works we perform a more systematic study, providing results with different choices of transport coefficients, either from weak-coupling calculations or from lattice-QCD simulations. Our findings are compared to a rich set of experimental data (D-mesons, non-photonic electrons, non-prompt J/ψ’s which have meanwhile become accessible.
Understanding the problem with logarithmic singularities in the complex Langevin method
Nishimura, Jun
2015-01-01
In recent years, there has been remarkable progress in theoretical justification of the complex Langevin method, which is a promising method for evading the sign problem in the path integral with a complex weight. There still remains, however, an issue concerning occasional failure of this method in the case where the action involves logarithmic singularities such as the one appearing from the fermion determinant in finite density QCD. In this talk, we point out that this failure is due to the breakdown of the relation between the complex weight which satisfies the Fokker-Planck equation and the probability distribution generated by the stochastic process. In fact, this kind of failure can occur in general when the stochastic process involves a singular drift term. We show, however, in simple examples, that there exists a parameter region in which the method works although the standard reweighting method is hardly applicable.
Reeves, Daniel B., E-mail: dbr@Dartmouth.edu [Department of Physics and Astronomy, Dartmouth College, Hanover, New Hampshire 03755 (United States); Weaver, John B. [Department of Physics and Astronomy, Dartmouth College, Hanover, New Hampshire 03755 (United States); Department of Radiology, Geisel School of Medicine, Hanover, New Hampshire 03755 (United States)
2015-11-30
Magnetic nanoparticles have been studied intensely because of their possible uses in biomedical applications. Biosensing using the rotational freedom of particles has been used to detect biomarkers for cancer, hyperthermia therapy has been used to treat tumors, and magnetic particle imaging is a promising new imaging modality that can spatially resolve the concentration of nanoparticles. There are two mechanisms by which the magnetization of a nanoparticle can rotate, a fact that poses a challenge for applications that rely on precisely one mechanism. The challenge is exacerbated by the high sensitivity of the dominant mechanism to applied fields. Here, we demonstrate stochastic Langevin equation simulations for the combined rotation in magnetic nanoparticles exposed to oscillating applied fields typical to these applications to both highlight the existing relevant theory and quantify which mechanism should occur in various parameter ranges.
On the condition for correct convergence in the complex Langevin method
Shimasaki, Shinji; Nishimura, Jun
2016-01-01
The complex Langevin method (CLM) provides a promising way to perform the path integral with a complex action using a stochastic equation for complexified dynamical variables. It is known, however, that the method gives wrong results in some cases, while it works, for instance, in finite density QCD in the deconfinement phase or in the heavy dense limit. Here we revisit the argument for justification of the CLM and point out a subtlety in using the time-evolved observables, which play a crucial role in the argument. This subtlety requires that the probability distribution of the drift term should fall off exponentially or faster at large magnitude. We demonstrate our claim in some examples such as chiral Random Matrix Theory and show that our criterion is indeed useful in judging whether the results obtained by the CLM are trustable or not.
Mass-energy distribution of fragments in Langevin dynamics of fission induced by heavy ions
Vanin D. V.
2012-12-01
Full Text Available Four-dimensional Langevin equation was employed to calculate mass-energy distributions of fission fragments of highly excited compound nuclei. The research took into account not only three shape collective coordinates introduced on the basis of {c,h,α}-parametrization but also orientation degree of freedom (K-state— spin about the symmetry axis. Overdamped Langevin equation was used to describe the evolution of the K-state. Friction tensor was calculated using the “wall+window” model of the modified one-body dissipation mechanism with a reduction coeffcient from the “wall” formula ks. The calculations have been performed with ks = 0:25 and ks = 1:0. To learn more about the role of the dissipation effects the calculations have also been done with use of the chaoticity measure of nucleon movements in the nuclear shape configuration as ks parameter. Calculations were performed for the large number of compound nuclei with Z2/A parameter in the range 21 ≤ Z2/A ≤ 44. The goal was to study the mass-energy distributions not only for heavy nuclei but also for light nuclei close to the Businaro-Gallone point. Mass-energy distributions and variances of the mass fragments are well reproduced in the applied calculations for all considered compound nuclei. It was shown that inclusion of the K-state in the dynamical model produces considerable increase of the mass and energy variances. Inclusion of the chaoticity measure to the friction tensor provides a better agreement with the experiment results on mass variances.
Langevin dynamics of the deconfinement transition for pure gauge theory
Fraga, E S; Krein, G; Fraga, Eduardo S.; Mizher, Ana J\\'ulia; Krein, Gast\\~ao
2007-01-01
We investigate the effects of dissipation in the deconfinement transition for pure SU(2) and SU(3) gauge theories. Using an effective theory for the order parameter, we study its Langevin evolution numerically. Noise effects are included for the case of SU(2). We find that both dissipation and noise have dramatic effects on the spinodal decomposition of the order parameter and delay considerably its thermalization. For SU(3) the effects of dissipation are even larger than for SU(2).
Langevin dynamics of the deconfinement transition for pure gauge theory
Mizher, Ana Júlia; Fraga, Eduardo S.; Krein, Gastão Inácio [UNESP
2006-01-01
We investigate the effects of dissipation in the deconfinement transition for pure SU(2) and SU(3) gauge theories. Using an effective theory for the order parameter, we study its Langevin evolution numerically. Noise effects are included for the case of SU(2). We find that both dissipation and noise have dramatic effects on the spinodal decomposition of the order parameter and delay considerably its thermalization. For SU(3) the effects of dissipation are even larger than for SU(2).
Langevin dynamics of the deconfinement transition for pure gauge theory
Mizher, Ana Julia; Fraga, Eduardo S. [Universidade Federal do Rio de Janeiro (UFRJ), RJ (Brazil). Inst. de Fisica; Krein, Gastao [Universidade Estadual Paulista (UNESP), Sao Paulo, SP (Brazil). Inst. de Fisica Teorica
2007-06-15
We investigate the effects of dissipation in the deconfinement transition for pure SU(2) and SU(3) gauge theories. Using an effective theory for the order parameter, we study its Langevin evolution numerically. Noise effects are included for the case of SU(2). We find that both dissipation and noise have dramatic effects on the spinodal decomposition of the order parameter and delay considerably its thermalization. For SU(3) the effects of dissipation are even larger than for SU(2). (author)
Langevin study of neutron emission in the reactions 16O+181Ta and 19F+178Hf
YE Wei; WU Feng; YANG Hong-Wei
2008-01-01
The pre-scission neutrons measured in the reactions 16O+181Ta and 19F+178Hf are studied via a Langevin equation coupled with a statistical decay model.We find that because of the mass asymmetry of different entrance channels,the spin distributions of compound nuclei would be different,consequently,the measured neutrons in these two reactions would also different.This means that the entrance channel will affect the particle emission in the fission process of hot nuclei.
Lapas, Luciano C.; Ferreira, Rogelma M. S.; Oliveira, Fernando A.; Rubí, J. Miguel
2014-01-01
We analyze the temperature relaxation phenomena of systems in contact with a thermal reservoir that undergo a non-Markovian diffusion process. From a generalized Langevin equation, we show that the temperature is governed by a law of cooling of the Newton's law type in which the relaxation time depends on the velocity autocorrelation and is then characterized by the memory function. The analysis of the temperature decay reveals the existence of an anomalous cooling in which the temperature ma...
Langevin Formalism as the Basis for the Unification of Population Dynamics
de Vladar, Harold P.
2005-03-01
We are presenting a simple reformulation to population dynamics that generalizes many growth functions. The reformulation consists of two equations, one for population size, and one for the growth rate. The model shows that even when a population is density-dependent the dynamics of its growth rate does not depend explicitly neither on population size nor on the carrying capacity. Actually, the growth rate is uncoupled from the population size equation. The model has only two parameters: a Malthusian parameter ρ and an interaction coefficient θ. Distinct values of these parameters reproduce the family of θ-logistics, the van Bertalanffy, Gompertz and Potential Growth equations, among other possibilities. Stochastic perturbations to the Malthusian parameter leads to a Langevin form of stochastic differential equation consisting of a family of cubic potentials perturbed with multiplicative noise. Using these equtions, we derive the stationary Fokker Plank distribution which which shows that in the stationary dynamics, density dependent populations fluctuate around a mean size that is shifted from the carrying capacity proportionally to the noise intensity. We also study which kinds of populations are susceptible to noise induced transitions.
Iles-Smith, Jake; Lambert, Neill; Nazir, Ahsan
2015-01-01
We explore excitonic energy transfer dynamics in a molecular dimer system coupled to both structured and unstructured oscillator environments. By extending the reaction coordinate master equation technique developed in [J. Iles-Smith, N. Lambert, and A. Nazir, Phys. Rev. A 90, 032114 (2014)], we go beyond the commonly used Born-Markov approximations to incorporate system-environment correlations and the resultant non-Markovian dynamical effects. We obtain energy transfer dynamics for both underdamped and overdamped oscillator environments that are in perfect agreement with the numerical hierarchical equations of motion over a wide range of parameters. Furthermore, we show that the Zusman equations, which may be obtained in a semiclassical limit of the reaction coordinate model, are often incapable of describing the correct dynamical behaviour. This demonstrates the necessity of properly accounting for quantum correlations generated between the system and its environment when the Born-Markov approximations no ...
Langevin dynamics of financial systems: A second-order analysis
Canessa, E.
2001-07-01
We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat Cq, where q is an analogous temperature relating the moments of the generating partition function for the financial data signals. Due to non-linear and additive noise terms within the LD, we found that Cq can display a shoulder to the right of its main peak as also found in the S&P500 historical data which may resemble a classical phase transition at a critical point.
Causal influence in linear Langevin networks without feedback
Auconi, Andrea; Giansanti, Andrea; Klipp, Edda
2017-04-01
The intuition of causation is so fundamental that almost every research study in life sciences refers to this concept. However, a widely accepted formal definition of causal influence between observables is still missing. In the framework of linear Langevin networks without feedback (linear response models) we propose a measure of causal influence based on a new decomposition of information flows over time. We discuss its main properties and we compare it with other information measures like the transfer entropy. We are currently unable to extend the definition of causal influence to systems with a general feedback structure and nonlinearities.
Langevin model for a Brownian system with directed motion
Ambía, Francisco; Híjar, Humberto
2016-08-01
We propose a model for an active Brownian system that exhibits one-dimensional directed motion. This system consists of two Brownian spherical particles that interact through an elastic potential and have time-dependent radii. We suggest an algorithm by which the sizes of the particles can be varied, such that the center of mass of the system is able to move at an average constant speed in one direction. The dynamics of the system is studied theoretically using a Langevin model, as well as from Brownian Dynamics simulations.
Stochastic Runge-Kutta Software Package for Stochastic Differential Equations
Gevorkyan, M N; Korolkova, A V; Kulyabov, D S; Sevastyanov, L A
2016-01-01
As a result of the application of a technique of multistep processes stochastic models construction the range of models, implemented as a self-consistent differential equations, was obtained. These are partial differential equations (master equation, the Fokker--Planck equation) and stochastic differential equations (Langevin equation). However, analytical methods do not always allow to research these equations adequately. It is proposed to use the combined analytical and numerical approach studying these equations. For this purpose the numerical part is realized within the framework of symbolic computation. It is recommended to apply stochastic Runge--Kutta methods for numerical study of stochastic differential equations in the form of the Langevin. Under this approach, a program complex on the basis of analytical calculations metasystem Sage is developed. For model verification logarithmic walks and Black--Scholes two-dimensional model are used. To illustrate the stochastic "predator--prey" type model is us...
Haas, Kevin R; Yang, Haw; Chu, Jhih-Wei
2013-12-12
The dynamics of a protein along a well-defined coordinate can be formally projected onto the form of an overdamped Lagevin equation. Here, we present a comprehensive statistical-learning framework for simultaneously quantifying the deterministic force (the potential of mean force, PMF) and the stochastic force (characterized by the diffusion coefficient, D) from single-molecule Förster-type resonance energy transfer (smFRET) experiments. The likelihood functional of the Langevin parameters, PMF and D, is expressed by a path integral of the latent smFRET distance that follows Langevin dynamics and realized by the donor and the acceptor photon emissions. The solution is made possible by an eigen decomposition of the time-symmetrized form of the corresponding Fokker-Planck equation coupled with photon statistics. To extract the Langevin parameters from photon arrival time data, we advance the expectation-maximization algorithm in statistical learning, originally developed for and mostly used in discrete-state systems, to a general form in the continuous space that allows for a variational calculus on the continuous PMF function. We also introduce the regularization of the solution space in this Bayesian inference based on a maximum trajectory-entropy principle. We use a highly nontrivial example with realistically simulated smFRET data to illustrate the application of this new method.
Langevin simulation of scalar fields: Additive and multiplicative noises and lattice renormalization
Cassol-Seewald, N. C.; Farias, R. L. S.; Fraga, E. S.; Krein, G.; Ramos, Rudnei O.
2012-08-01
We consider the Langevin lattice dynamics for a spontaneously broken λϕ4 scalar field theory where both additive and multiplicative noise terms are incorporated. The lattice renormalization for the corresponding stochastic Ginzburg-Landau-Langevin and the subtleties related to the multiplicative noise are investigated.
On basic equation of statistical physics
邢修三
1996-01-01
Considering that thermodynamic irreversibility, the principle of entropy increase and hydrodynamic equations cannot be derived rigorously and in a unified way from the Liouville equations, the anomalous Langevin equation in Liouville space or its equivalent generalized Liouville equation is proposed as a basic equation of statistical physics. This equation reflects the fact that the law of motion of statistical thermodynamics is stochastic, but not deterministic. From that the nonequilibrium entropy, the principle of entropy increase, the theorem of minimum entropy production and the BBGKY diffusion equation hierarchy have been derived. The hydrodynamic equations, such as the generalized Navier-Stokes equation and the mass drift-diffusion equation, etc. have been derived from the BBGKY diffusion equation hierarchy. This equation has the same equilibrium solution as that of the Liouville equation. All these are unified and rigorous without adding any extra assumption. But it is difficult to prove that th
Multi-qubit joint measurements in circuit QED: stochastic master equation analysis
Criger, Ben; Ciani, Alessandro [RWTH, JARA Institut fuer Quanteninformation, Aachen (Germany); DiVincenzo, David P. [RWTH, JARA Institut fuer Quanteninformation, Aachen (Germany); Forschungszentrum Juelich, Juelich (Germany)
2016-12-15
We derive a family of stochastic master equations describing homodyne measurement of multi-qubit diagonal observables in circuit quantum electrodynamics. In the regime where qubit decay can be neglected, our approach replaces the polaron-like transformation of previous work, which required a lengthy calculation for the physically interesting case of three qubits and two resonator modes. The technique introduced here makes this calculation straightforward and manifestly correct. Using this technique, we are able to show that registers larger than one qubit evolve under a non-Markovian master equation. We perform numerical simulations of the three-qubit, two-mode case from previous work, obtaining an average post-measurement state fidelity of ∝94%, limited by measurement-induced decoherence and dephasing. (orig.)
He Zhuo-Ran; Wu Tai-Lin; Ouyang Qi; Tu Yu-Hai
2012-01-01
Recent extensive studies of Escherichia coli (E.coli) chemotaxis have achieved a deep understanding of its microscopic control dynamics.As a result,various quantitatively predictive models have been developed to describe the chemotactic behavior of E.coli motion.However,a population-level partial differential equation (PDE) that rationally incorporates such microscopic dynamics is still insufficient.Apart from the traditional Keller-Segel (K-S) equation,many existing population-level models developed from the microscopic dynamics are integro-PDEs.The difficulty comes mainly from cell tumbles which yield a velocity jumping process.Here,we propose a Langevin approximation method that avoids such a difficulty without appreciable loss of precision.The resulting model not only quantitatively reproduces the results of pathway-based single-cell simulators,but also provides new inside information on the mechanism of E.coli chemotaxis.Our study demonstrates a possible alternative in establishing a simple population-level model that allows for the complex microscopic mechanisms in bacterial chemotaxis.
Proposal for a running coupling JIMWLK equation
Lappi, T
2014-01-01
In the CGC framework the initial stages of a heavy ion collision at high energy are described as "glasma" field configurations. The initial condition for these evolving fields depends, in the CGC effective theory, on a probability distribution for color charges. The energy dependence of this distribution can be calculated from the JIMWLK renormalization group equation. We discuss recent work on a practical implementation of the running coupling constant in the Langevin method of solving the JIMWLK equation.
QUANTUM LANGEVIN THEORY OF WHISPERING-GALLERY-MODE MICROSPHERE LASER
CHAI JIN-HUA; LU YI-QUN; LEUNG PUI-TANG
2000-01-01
A quantum Langevin theory of whispering-gallery-mode microsphere laser theory is developed. The linear and nonlinear analysis are made for laser operation below and above the threshold. In these analysis, corresponding to the specific property of microsphere, the effect of inversion fluctuation is treated. The coherence functions of laser field are calculated, and the intensity, the amplitude fluctuation and the linewidth of the field are obtained, which are connected with the enhancement factor of whispering-gallery-mode microsphere. It is shown that the strong couple and strong pumping are useful for the amplification of intensity and the decrease of linewidth below the threshold. It is also shown that, for the laser action above threshold, the variances of photon number and the linewidth of internal field are related to the enhancement factor and the square of the enhancement factor, respectively.
Complex Langevin: Etiology and Diagnostics of its Main Problem
Aarts, Gert; Seiler, Erhard; Stamatescu, Ion-Olimpiu
2011-01-01
The complex Langevin method is a leading candidate for solving the so-called sign problem occurring in various physical situations. Its most vexing problem is that in some cases it produces `convergence to the wrong limit'. In the first part of the paper we go through the formal justification of the method, identify points at which it may fail and identify a necessary and sufficient criterion for correctness. This criterion would, however, require checking infinitely many identities, and therefore is somewhat academic. We propose instead a truncation to the check of a few identities; this still gives a necessary criterion, but a priori it is not clear whether it remains sufficient. In the second part we carry out a detailed study of two toy models: first we identify the reasons why in some cases the method fails, second we test the efficiency of the truncated criterion and find that it works perfectly at least in the toy models studied.
On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
Zygalakis, K. C.
2011-01-01
In this paper we describe a general framework for deriving modified equations for stochastic differential equations (SDEs) with respect to weak convergence. Modified equations are derived for a variety of numerical methods, such as the Euler or the Milstein method. Existence of higher order modified equations is also discussed. In the case of linear SDEs, using the Gaussianity of the underlying solutions, we derive an SDE which the numerical method solves exactly in the weak sense. Applications of modified equations in the numerical study of Langevin equations is also discussed. © 2011 Society for Industrial and Applied Mathematics.
Full simulation of chiral Random Matrix Theory at non-zero chemical potential by Complex Langevin
Mollgaard, A
2014-01-01
It is demonstrated that the complex Langevin method can simulate chiral random matrix theory at non-zero chemical potential. The successful match with the analytic prediction for the chiral condensate is established through a shift of matrix integration variables and choosing a polar representation for the new matrix elements before complexification. Furthermore, we test the proposal to work with a Langevin-time dependent quark mass and find that it allows us to control the fluctuations of the phase of the fermion determinant throughout the Langevin trajectory.
Full simulation of chiral random matrix theory at nonzero chemical potential by complex Langevin
Mollgaard, A.; Splittorff, K.
2015-02-01
It is demonstrated that the complex Langevin method can simulate chiral random matrix theory at nonzero chemical potential. The successful match with the analytic prediction for the chiral condensate is established through a shift of matrix integration variables and choosing a polar representation for the new matrix elements before complexification. Furthermore, we test the proposal to work with a Langevin-time-dependent quark mass and find that it allows us to control the fluctuations of the phase of the fermion determinant throughout the Langevin trajectory.
Langevin-Poisson-EQT: A dipolar solvent based quasi-continuum approach for electric double layers
Mashayak, S. Y.; Aluru, N. R.
2017-01-01
Water is a highly polar solvent. As a result, electrostatic interactions of interfacial water molecules play a dominant role in determining the distribution of ions in electric double layers (EDLs). Near a surface, an inhomogeneous and anisotropic arrangement of water molecules gives rise to pronounced variations in the electrostatic and hydration energies of ions. Therefore, a detailed description of the structural and dielectric properties of water is important to study EDLs. However, most theoretical models ignore the molecular effects of water and treat water as a background continuum with a uniform dielectric permittivity. Explicit consideration of water polarization and hydration of ions is both theoretically and numerically challenging. In this work, we present an empirical potential-based quasi-continuum theory (EQT) for EDL, which incorporates the polarization and hydration effects of water explicitly. In EQT, water molecules are modeled as Langevin point dipoles and a point dipole based coarse-grained model for water is developed systematically. The space dependence of the dielectric permittivity of water is included in the Poisson equation to compute the electrostatic potential. In addition, to reproduce hydration of ions, ion-water coarse-grained potentials are developed. We demonstrate the EQT framework for EDL by simulating NaCl aqueous electrolyte confined inside slit-like capacitor channels at various ion concentrations and surface charge densities. We show that the ion and water density predictions from EQT agree well with the reference molecular dynamics simulations.
A Langevin model for fluctuating contact angle behaviour parametrised using molecular dynamics.
Smith, E R; Müller, E A; Craster, R V; Matar, O K
2016-12-06
Molecular dynamics simulations are employed to develop a theoretical model to predict the fluid-solid contact angle as a function of wall-sliding speed incorporating thermal fluctuations. A liquid bridge between counter-sliding walls is studied, with liquid-vapour interface-tracking, to explore the impact of wall-sliding speed on contact angle. The behaviour of the macroscopic contact angle varies linearly over a range of capillary numbers beyond which the liquid bridge pinches off, a behaviour supported by experimental results. Nonetheless, the liquid bridge provides an ideal test case to study molecular scale thermal fluctuations, which are shown to be well described by Gaussian distributions. A Langevin model for contact angle is parametrised to incorporate the mean, fluctuation and auto-correlations over a range of sliding speeds and temperatures. The resulting equations can be used as a proxy for the fully-detailed molecular dynamics simulation allowing them to be integrated within a continuum-scale solver.
Mazurek K.
2013-12-01
Full Text Available The fission dynamics described by solving differential equations of the Langevin type in three dimensional space of the deformation parameters is very sensitive on the choice of the macroscopic components such as potential energy models. The mass or charge distribution or total kinetic energy has been already shown to be different when one uses the Finite Range Liquid Drop Model or Lublin - Strasbourg Drop model. Also the shape-dependent congruence or shape-dependent Wigner energy and A0 terms are important especially for the fission of medium mass nuclei. We would like to make step forward and answer the question about the varying of the post-scission multiplicity by including different PES. Up to now there are only few experimental data for the medium mass nuclei where the pre- and post- scission emission has been estimated and isotopic distributions have been shown. The isotopic distributions of the fission products for light compound nucleus such as 111 In with two beam energies (Ebeam = 10.6 AMeV and 5.9 AMeV and two heavy systems: 229Np with Ebeam = 7.4 AMeV and 260 No (Ebeam = 6 AMeV and 7.5 AMeV have been studied theoretically. The agreement with the experimental data is discussed.
Complex Langevin for Lattice QCD at $T=0$ and $\\mu \\ge 0$
Sinclair, D K
2016-01-01
QCD at finite quark-/baryon-number density, which describes nuclear matter, has a sign problem which prevents direct application of standard simulation methods based on importance sampling. When such finite density is implemented by the introduction of a quark-number chemical potential $\\mu$, this manifests itself as a complex fermion determinant. We apply simulations using the Complex Langevin Equation (CLE) which can be applied in such cases. However, this is not guaranteed to give correct results, so that extensive tests are required. In addition, gauge cooling is required to prevent runaway behaviour. We test these methods on 2-flavour lattice QCD at zero temperature on a small ($12^4$) lattice at an intermediate coupling $\\beta=6/g^2=5.6$ and relatively small quark mass $m=0.025$, over a range of $\\mu$ values from $0$ to saturation. While this appears to show the correct phase structure with a phase transition at $\\mu \\approx m_N/3$ and a saturation density of $3$ at large $\\mu$, the observables show dep...
Examination of isospin effects in multi-dimensional Langevin fission dynamics
Nadtochy, P.N., E-mail: nadtochy@na.infn.i [Istituto Nazionale di Fisica Nucleare, Universita di Napoli ' Federico II' , Via Cinthia, 80126 Napoli (Italy); Vardaci, E.; Di Nitto, A.; Brondi, A.; La Rana, G.; Moro, R. [Istituto Nazionale di Fisica Nucleare, Universita di Napoli ' Federico II' , Via Cinthia, 80126 Napoli (Italy); Dipartimento di Scienze Fisiche, Universita di Napoli ' Federico II' , Via Cinthia, 80126 Napoli (Italy); Cinausero, M.; Prete, G. [Laboratori Nazionali di Legnaro dell' Istituto Nazionale di Fisica Nucleare, Legnaro (Padova) (Italy); Gelli, N.; Lucarelli, F. [Istituto Nazionale di Fisica Nucleare and Dipartimento di Fisica, Firenze (Italy)
2010-03-08
One-dimensional and three-dimensional dynamical fission calculations based on Langevin equations are performed for the compound nuclei {sup 194}Pb, {sup 200}Pb, {sup 206}Pb, {sup 182}Hg, and {sup 204}Hg to investigate the influence of the compound nucleus isospin on the prescission particle multiplicities and on the fission fragment mass-energy distribution. It is found that the prescission neutron, proton, and alpha particle multiplicities have approximately the same sensitivity to the dissipation strength for a given nucleus. This is at variance with conclusions of recent papers. The sensitivity of the calculated prescission particle multiplicities to the dissipation strength becomes higher with decreasing isospin of fissioning compound nucleus, and the increase of prescission particle multiplicities could reach 200%, when the reduction coefficient of one-body viscosity k{sub s} increases from 0.1 to 1, for the most neutron deficient nuclei considered. The variances of fission fragment mass and kinetic energy distributions are less sensitive to the change of dissipation strength than the prescission light particle multiplicities. A comparison to experimental data concerning {sup 200}Pb nucleus is also presented.
Dynamics of open quantum spin systems: An assessment of the quantum master equation approach.
Zhao, P; De Raedt, H; Miyashita, S; Jin, F; Michielsen, K
2016-08-01
Data of the numerical solution of the time-dependent Schrödinger equation of a system containing one spin-1/2 particle interacting with a bath of up to 32 spin-1/2 particles is used to construct a Markovian quantum master equation describing the dynamics of the system spin. The procedure of obtaining this quantum master equation, which takes the form of a Bloch equation with time-independent coefficients, accounts for all non-Markovian effects inasmuch the general structure of the quantum master equation allows. Our simulation results show that, with a few rather exotic exceptions, the Bloch-type equation with time-independent coefficients provides a simple and accurate description of the dynamics of a spin-1/2 particle in contact with a thermal bath. A calculation of the coefficients that appear in the Redfield master equation in the Markovian limit shows that this perturbatively derived equation quantitatively differs from the numerically estimated Markovian master equation, the results of which agree very well with the solution of the time-dependent Schrödinger equation.
Langevin approach with rescaled noise for stochastic channel dynamics in Hodgkin-Huxley neurons
Huang, Yan-Dong; Xiang, Li; Shuai, Jian-Wei
2015-12-01
The Langevin approach has been applied to model the random open and closing dynamics of ion channels. It has long been known that the gate-based Langevin approach is not sufficiently accurate to reproduce the statistics of stochastic channel dynamics in Hodgkin-Huxley neurons. Here, we introduce a modified gate-based Langevin approach with rescaled noise strength to simulate stochastic channel dynamics. The rescaled independent gate and identical gate Langevin approaches improve the statistical results for the mean membrane voltage, inter-spike interval, and spike amplitude. Project supported by the National Natural Science Foundation for Distinguished Young Scholars of China (Grant No. 11125419), the National Natural Science Foundation of China (Grant No. 10925525), and the Funds for the Leading Talents of Fujian Province, China.
Heat dissipation and information flow for delayed bistable Langevin systems near coherence resonance
Xiao, Tiejun
2016-11-01
In this paper, stochastic thermodynamics of delayed bistable Langevin systems near coherence resonance is discussed. We calculate the heat dissipation rate and the information flow of a delayed bistable Langevin system under various noise intensities. Both the heat dissipation rate and the information flow are found to be bell-shaped functions of the noise intensity, which implies that coherence resonance manifests itself in the thermodynamic properties.
Hierarchically Organized Iterative Solutions of the Evolution Equations in QCD
Jadach, S; Was, Z
2007-01-01
The task of Monte Carlo simulation of the evolution of the parton distributions in QCD and of constructing new parton shower Monte Carlo algorithms requires new way of organizing solutions of the QCD evolution equations, in which quark-gluon transitions on one hand and quark-quark or gluon-gluon transitions (pure gluonstrahlung) on the other hand, are treated separately and differently. This requires certain reorganization of the iterative solutions of the QCD evolution equations and leads to what we refer to as a hierarchic iterative solutions of the evolution equations. We present three formal derivations of such a solution. Results presented here are already used in the other recent works to formulate new MC algorithms for the parton-shower-like implementations of the QCD evolution equations. They are primarily of the non-Markovian type. However, such a solution can be used for the Markovian-type MCs as well. We also comment briefly on the relation of the presented formalism to similar methods used in othe...
Blending Brownian motion and heat equation
Cristiani, Emiliano
2015-01-01
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its trajectory, with the associated Fokker-Planck equation, which instead describes the evolution of the particle's probability density function. Numerical results show that it is indeed possible to obtain a regularized Brownian motion and a Brownianized heat equation still preserving the global statistical properties of the solutions. The results also suggest that the more macroscale leads the dynamics the more one can reduce the microscopic degrees of freedom.
Sääskilahti, K; Oksanen, J; Tulkki, J
2013-07-01
Modeling of thermal transport in practical nanostructures requires making tradeoffs between the size of the system and the completeness of the model. We study quantum heat transfer in a self-consistent thermal bath setup consisting of two lead regions connected by a center region. Atoms both in the leads and in the center region are coupled to quantum Langevin heat baths that mimic the damping and dephasing of phonon waves by anharmonic scattering. This approach treats the leads and the center region on the same footing and thereby allows for a simple and physically transparent thermalization of the system, enabling also perfect acoustic matching between the leads and the center region. Increasing the strength of the coupling reduces the mean-free path of phonons and gradually shifts phonon transport from ballistic regime to diffusive regime. In the center region, the bath temperatures are determined self-consistently from the requirement of zero net energy exchange between the local heat bath and each atom. By solving the stochastic equations of motion in frequency space and averaging over noise using the general fluctuation-dissipation relation derived by Dhar and Roy [J. Stat. Phys. 125, 801 (2006)], we derive the formula for thermal current, which contains the Caroli formula for phonon transmission function and reduces to the Landauer-Büttiker formula in the limit of vanishing coupling to local heat baths. We prove that the bath temperatures measure local kinetic energy and can, therefore, be interpreted as true atomic temperatures. In a setup where phonon reflections are eliminated, the Boltzmann transport equation under gray approximation with full phonon dispersion is shown to be equivalent to the self-consistent heat bath model. We also study thermal transport through two-dimensional constrictions in square lattice and graphene and discuss the differences between the exact solution and linear approximations.
Finite-Temperature Non-equilibrium Quasicontinuum Method based on Langevin Dynamics
Marian, J; Venturini, G; Hansen, B; Knap, J; Ortiz, M; Campbell, G
2009-05-08
The concurrent bridging of molecular dynamics and continuum thermodynamics presents a number of challenges, mostly associated with energy transmission and changes in the constitutive description of a material across domain boundaries. In this paper, we propose a framework for simulating coarse dynamic systems in the canonical ensemble using the Quasicontinuum method (QC). The equations of motion are expressed in reduced QC coordinates and are strictly derived from dissipative Lagrangian mechanics. The derivation naturally leads to a classical Langevin implementation where the timescale is governed by vibrations emanating from the finest length scale occurring in the computational cell. The equations of motion are integrated explicitly via Newmark's ({beta} = 0; {gamma} = 1/2) method, leading to a robust numerical behavior and energy conservation. In its current form, the method only allows for wave propagations supported by the less compliant of the two meshes across a heterogeneous boundary, which requires the use of overdamped dynamics to avoid spurious heating due to reflected vibrations. We have applied the method to two independent crystallographic systems characterized by different interatomic potentials (Al and Ta) and have measured thermal expansion in order to quantify the vibrational entropy loss due to homogenization. We rationalize the results in terms of system size, mesh coarseness, and nodal cluster diameter within the framework of the quasiharmonic approximation. For Al, we find that the entropy loss introduced by mesh coarsening varies linearly with the element size, and that volumetric effects are not critical in driving the anharmonic behavior of the simulated systems. In Ta, the anomalies of the interatomic potential employed result in negative and zero thermal expansion at low and high temperatures, respectively.
Exploring Complex-Langevin Methods for Finite-Density QCD
Sinclair, D K
2015-01-01
QCD at non-zero chemical potential ($\\mu$) for quark number has a complex fermion determinant and thus standard simulation methods for lattice QCD cannot be applied. We therefore simulate this theory using the Complex-Langevin algorithm with Gauge Cooling in addition to adaptive methods, to prevent runaway behaviour. Simulations are performed at zero temperature on a $12^4$ lattice with 2 quarks which are light enough that $m_N/3$ is significantly larger than $m_\\pi/2$. Preliminary results are qualitatively as expected. The quark-number density is close to zero for $\\mu < m_N/3$, beyond which it increases, eventually reaching its saturation value of $3$ for $\\mu$ sufficiently large. The chiral condensate decreases as $\\mu$ is increased approaching zero at saturation, while the plaquette increases towards its quenched value. We have yet to observe the transition to nuclear matter at $\\mu \\approx m_N/3$, presumably because the runs for $\\mu$ between $m_N/3$ and saturation have yet to equilibrate.
Entropy and enthalpy of polyelectrolyte complexation: Langevin dynamics simulations.
Ou, Zhaoyang; Muthukumar, M
2006-04-21
We report a systematic study by Langevin dynamics simulation on the energetics of complexation between two oppositely charged polyelectrolytes of same charge density in dilute solutions of a good solvent with counterions and salt ions explicitly included. The enthalpy of polyelectrolyte complexation is quantified by comparisons of the Coulomb energy before and after complexation. The entropy of polyelectrolyte complexation is determined directly from simulations and compared with that from a mean-field lattice model explicitly accounting for counterion adsorption. At weak Coulomb interaction strengths, e.g., in solvents of high dielectric constant or with weakly charged polyelectrolytes, complexation is driven by a negative enthalpy due to electrostatic attraction between two oppositely charged chains, with counterion release entropy playing only a subsidiary role. In the strong interaction regime, complexation is driven by a large counterion release entropy and opposed by a positive enthalpy change. The addition of salt reduces the enthalpy of polyelectrolyte complexation by screening electrostatic interaction at all Coulomb interaction strengths. The counterion release entropy also decreases in the presence of salt, but the reduction only becomes significant at higher Coulomb interaction strengths. More significantly, in the range of Coulomb interaction strengths appropriate for highly charged polymers in aqueous solutions, complexation enthalpy depends weakly on salt concentration and counterion release entropy exhibits a large variation as a function of salt concentration. Our study quantitatively establishes that polyelectrolyte complexation in highly charged Coulomb systems is of entropic origin.
Langevin dynamics for the chiral transition and DCC formation
Kroff, Daniel; Fraga, Eduardo S. [Universidade Federal do Rio de Janeiro (IF/UFRJ), RJ (Brazil). Inst. de Fisica
2011-07-01
Full text: The theory of the strong interactions allows for the formation of metastable exotic configurations of the vacuum. Such metastable states can, in principle, be produced in high-energy heavy ion collisions taking place in accelerators like the LHC and in cosmic rays in the atmosphere. In this work, we consider disoriented chiral condensates (DCC), treating them through an effective field theory - the linear-sigma model couple to quarks - and consider possible consequences for ultra-energetic cosmic ray observations performed by the Pierre Auger observatory. After a high-energy collision, the state of the system can be chirally rotated from its true vacuum orientation. Later, this disoriented state (DCC) will relax into the ordinary vacuum configuration, emitting pions. This leads to an asymmetry between charged and neutral pions. This is especially interesting in the context of cosmic rays, where the primary collision in the atmosphere presents favorable conditions for the formation of DCCs. Such exotics might be related to the Centauro and Anti-Centauro events observed by Lattes and collaborators in high-energy cosmic rays experiments. We consider the possibility of DCC formation during a first-order chiral transition, studying the order parameter evolution in a Langevin description. We analyse the DCC influence on the typical time scales of transition and also calculate the pion production rate. (author)
Self-diffusion in a system of interacting Langevin particles.
Dean, D S; Lefèvre, A
2004-06-01
The behavior of the self-diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare diffusion constant. It is shown how this expansion leads to a systematic double expansion in the inverse temperature beta and the particle density rho. The one-loop diagrams in this expansion can be summed exactly and we show that this result is exact in the limit of small beta and rhobeta constants. The one-loop result can also be resummed using a semiphenomenological renormalization group method which has proved useful in the study of diffusion in random media. In certain cases the renormalization group calculation predicts the existence of a diverging relaxation time signaled by the vanishing of the diffusion constant, possible forms of divergence coming from this approximation are discussed. Finally, at a more quantitative level, the results are compared with numerical simulations, in two dimensions, of particles interacting via a soft potential recently used to model the interaction between coiled polymers.
Hadamard-type fractional differential equations, inclusions and inequalities
Ahmad, Bashir; Ntouyas, Sotiris K; Tariboon, Jessada
2017-01-01
This book focuses on the recent development of fractional differential equations, integro-differential equations, and inclusions and inequalities involving the Hadamard derivative and integral. Through a comprehensive study based in part on their recent research, the authors address the issues related to initial and boundary value problems involving Hadamard type differential equations and inclusions as well as their functional counterparts. The book covers fundamental concepts of multivalued analysis and introduces a new class of mixed initial value problems involving the Hadamard derivative and Riemann-Liouville fractional integrals. In later chapters, the authors discuss nonlinear Langevin equations as well as coupled systems of Langevin equations with fractional integral conditions. Focused and thorough, this book is a useful resource for readers and researchers interested in the area of fractional calculus.
Using the complex Langevin equation to solve the sign problem of QCD
Sexty, Denes [Bergische Univ. Wuppertal (Germany)
2016-11-01
Using the resources of SuperMUC we have been able to calculate the reweighting results and compare them to the CLE for lattice sizes up to Nt=8. This did not allow the exploration of the phase transition line. It's an open question whether increasing the lattice size will allow us to go to smaller temperatures. The cost of larger lattices is of course increasing, especially the reweighting becomes much more expensive at larger volumes, as it's cost is proportional to the spatial volume cubed. An other important open question is the question of the poles: the fermionic drift term has singularities on the complex manifold, which in some cases can lead to the breakdown of the method, but it is unknown what its effect is on QCD, especially at low temperatures.
量子噪音与量子Langevin方程%Quantum Noise and Quantum Langevin Equation
文万信; 靳根明
2002-01-01
介绍了量子噪音和量子Langevin方程, 并与经典噪音和经典Langevin方程进行了比较. 量子噪音来源于两种途径, 第一种与经典噪音相似, 第二种则起源于Heisengberg测不准原理. 同时, 也简略给出了量子Langevin方程的推导.