Non-Markovian dynamics of quantum systems: formalism, transport coefficients

International Nuclear Information System (INIS)

Kanokov, Z.; Palchikov, Yu.V.; Antonenko, N.V.; Adamian, G.G.; Kanokov, Z.; Adamian, G.G.; Scheid, W.

2004-01-01

Full text: The generalized Linbland equations with non-stationary transport coefficients are derived from the Langevin equations for the case of nonlinear non-Markovian noise [1]. The equations of motion for the collective coordinates are consistent with the generalized quantum fluctuation dissipation relations. The microscopic justification of the Linbland axiomatic approach is performed. Explicit expressions for the time-dependent transport coefficients are presented for the case of FC- and RWA-oscillators and a general linear coupling in coordinate and in momentum between the collective subsystem and heat bath. The explicit equations for the correlation functions show that the Onsanger's regression hypothesis does not hold exactly for the non-Markovian equations of motion. However, under some conditions the regression of fluctuations goes to zero in the same manner as the average values. In the low and high temperature regimes we found that the dissipation leads to long-time tails in correlation functions in the RWA-oscillator. In the case of the FC-oscillator a non-exponential power-like decay of the correlation function in coordinate is only obtained only at the low temperature limit. The calculated results depend rather weakly on the memory time in many applications. The found transient times for diffusion coefficients D pp (t), D qp (t) and D qq (t) are quite short. The value of classical diffusion coefficients in momentum underestimates the asymptotic value of quantum one D pp (t), but the asymptotic values of classical σ qq c and quantum σ qq second moments are close due to the negativity of quantum mixed diffusion coefficient D qp (t)

Joint Probability Distributions for a Class of Non-Markovian Processes

OpenAIRE

Baule, A.; Friedrich, R.

2004-01-01

We consider joint probability distributions for the class of coupled Langevin equations introduced by Fogedby [H.C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. We generalize well-known results for the single time probability distributions to the case of N-time joint probability distributions. It is shown that these probability distribution functions can be obtained by an integral transform from distributions of a Markovian process. The integral kernel obeys a partial differential equation with fr...

Non-Markovian stochastic Schroedinger equations: Generalization to real-valued noise using quantum-measurement theory

International Nuclear Information System (INIS)

Gambetta, Jay; Wiseman, H.M.

2002-01-01

Do stochastic Schroedinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system on average obeys a master equation, the answer is yes. Markovian stochastic Schroedinger equations generate quantum trajectories for the system state conditioned on continuously monitoring the bath. For a given master equation, there are many different unravelings, corresponding to different sorts of measurement on the bath. In this paper we address the non-Markovian case, and in particular the sort of stochastic Schroedinger equation introduced by Strunz, Diosi, and Gisin [Phys. Rev. Lett. 82, 1801 (1999)]. Using a quantum-measurement theory approach, we rederive their unraveling that involves complex-valued Gaussian noise. We also derive an unraveling involving real-valued Gaussian noise. We show that in the Markovian limit, these two unravelings correspond to heterodyne and homodyne detection, respectively. Although we use quantum-measurement theory to define these unravelings, we conclude that the stochastic evolution of the system state is not a true quantum trajectory, as the identity of the state through time is a fiction

From BBGKY hierarchy to non-Markovian evolution equations

International Nuclear Information System (INIS)

Gerasimenko, V.I.; Shtyk, V.O.; Zagorodny, A.G.

2009-01-01

The problem of description of the evolution of the microscopic phase density and its generalizations is discussed. With this purpose, the sequence of marginal microscopic phase densities is introduced, and the appropriate BBGKY hierarchy for these microscopic distributions and their average values is formulated. The microscopic derivation of the generalized evolution equation for the average value of the microscopic phase density is given, and the non-Markovian generalization of the Fokker-Planck collision integral is proposed

Kinetics of subdiffusion-assisted reactions: non-Markovian stochastic Liouville equation approach

International Nuclear Information System (INIS)

Shushin, A I

2005-01-01

Anomalous specific features of the kinetics of subdiffusion-assisted bimolecular reactions (time-dependence, dependence on parameters of systems, etc) are analysed in detail with the use of the non-Markovian stochastic Liouville equation (SLE), which has been recently derived within the continuous-time random-walk (CTRW) approach. In the CTRW approach, subdiffusive motion of particles is modelled by jumps whose onset probability distribution function is of a long-tailed form. The non-Markovian SLE allows for rigorous describing of some peculiarities of these reactions; for example, very slow long-time behaviour of the kinetics, non-analytical dependence of the reaction rate on the reactivity of particles, strong manifestation of fluctuation kinetics showing itself in very slowly decreasing behaviour of the kinetics at very long times, etc

Perturbative approach to non-Markovian stochastic Schroedinger equations

International Nuclear Information System (INIS)

Gambetta, Jay; Wiseman, H.M.

2002-01-01

In this paper we present a perturbative procedure that allows one to numerically solve diffusive non-Markovian stochastic Schroedinger equations, for a wide range of memory functions. To illustrate this procedure numerical results are presented for a classically driven two-level atom immersed in an environment with a simple memory function. It is observed that as the order of the perturbation is increased the numerical results for the ensemble average state ρ red (t) approach the exact reduced state found via Imamog-barlu ' s enlarged system method [Phys. Rev. A 50, 3650 (1994)

Sufficient conditions for positivity of non-Markovian master equations with Hermitian generators

International Nuclear Information System (INIS)

Wilkie, Joshua; Wong Yinmei

2009-01-01

We use basic physical motivations to develop sufficient conditions for positive semidefiniteness of the reduced density matrix for generalized non-Markovian integrodifferential Lindblad-Kossakowski master equations with Hermitian generators. We show that it is sufficient for the memory function to be the Fourier transform of a real positive symmetric frequency density function with certain properties. These requirements are physically motivated, and are more general and more easily checked than previously stated sufficient conditions. We also explore the decoherence dynamics numerically for some simple models using the Hadamard representation of the propagator. We show that the sufficient conditions are not necessary conditions. We also show that models exist in which the long time limit is in part determined by non-Markovian effects

Pseudothermalization in driven-dissipative non-Markovian open quantum systems

Science.gov (United States)

Lebreuilly, José; Chiocchetta, Alessio; Carusotto, Iacopo

2018-03-01

We investigate a pseudothermalization effect, where an open quantum system coupled to a nonequilibrated environment consisting of several non-Markovian reservoirs presents an emergent thermal behavior. This thermal behavior is visible at both static and dynamical levels and the system satisfies the fluctuation-dissipation theorem. Our analysis is focused on the exactly solvable model of a weakly interacting driven-dissipative Bose gas in presence of frequency-dependent particle pumping and losses, and is based on a quantum Langevin theory, which we derive starting from a microscopical quantum optics model. For generic non-Markovian reservoirs, we demonstrate that the emergence of thermal properties occurs in the range of frequencies corresponding to low-energy excitations. For the specific case of non-Markovian baths verifying the Kennard-Stepanov relation, we show that pseudothermalization can instead occur at all energy scales. The possible implications regarding the interpretation of thermal laws in low-temperature exciton-polariton experiments are discussed. We finally show that the presence of either a saturable pumping or a dispersive environment leads to a breakdown of the pseudothermalization effect.

The Langevin equation

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Pomeau, Yves; Piasecki, Jarosław

2017-11-01

The existence of atoms has been long predicted by philosophers and scientists. The development of thermodynamics and of the statistical interpretation of its concepts at the end of the nineteenth century and in the early years of the twentieth century made it possible to bridge the gap of scales between the macroscopic world and the world of atoms. Einstein and Smoluchowski showed in 1905 and 1906 that the Brownian motion of particles of measurable size is a manifestation of the motion of atoms in fluids. Their derivation was completely different from each other. Langevin showed in 1908 how to put in a coherent framework the subtle effect of the randomness of the atomic world, responsible for the fluctuating force driving the motion of the Brownian particle and the viscosity of the "macroscopic" flow taking place around the same Brownian particle. Whereas viscous forces were already well understood at this time, the "Langevin" force appears there for the first time: it represents the fluctuating part of the interaction between the Brownian particle and the surrounding fluid. We discuss the derivation by Einstein and Smoluchowski as well as a previous paper by Sutherland on the diffusion coefficient of large spheres. Next we present Langevin's short note and explain the fundamental splitting into a random force and a macroscopic viscous force. This brings us to discuss various points, like the kind of constraints on Langevin-like equations. We insist in particular on the one arising from the time-reversal symmetry of the equilibrium fluctuations. Moreover, we discuss another constraint, raised first by Lorentz, which implies that, if the Brownian particle is not very heavy, the viscous force cannot be taken as the standard Stokes drag on an object moving at uniform speed. Lastly, we examine the so-called Langevin-Heisenberg and/or Langevin-Schrödinger equation used in quantum mechanics.

Generalized Langevin dynamics of a nanoparticle using a finite element approach: Thermostating with correlated noise

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Uma, B.; Swaminathan, T. N.; Ayyaswamy, P. S.; Eckmann, D. M.; Radhakrishnan, R.

2011-09-01

A direct numerical simulation (DNS) procedure is employed to study the thermal motion of a nanoparticle in an incompressible Newtonian stationary fluid medium with the generalized Langevin approach. We consider both the Markovian (white noise) and non-Markovian (Ornstein-Uhlenbeck noise and Mittag-Leffler noise) processes. Initial locations of the particle are at various distances from the bounding wall to delineate wall effects. At thermal equilibrium, the numerical results are validated by comparing the calculated translational and rotational temperatures of the particle with those obtained from the equipartition theorem. The nature of the hydrodynamic interactions is verified by comparing the velocity autocorrelation functions and mean square displacements with analytical results. Numerical predictions of wall interactions with the particle in terms of mean square displacements are compared with analytical results. In the non-Markovian Langevin approach, an appropriate choice of colored noise is required to satisfy the power-law decay in the velocity autocorrelation function at long times. The results obtained by using non-Markovian Mittag-Leffler noise simultaneously satisfy the equipartition theorem and the long-time behavior of the hydrodynamic correlations for a range of memory correlation times. The Ornstein-Uhlenbeck process does not provide the appropriate hydrodynamic correlations. Comparing our DNS results to the solution of an one-dimensional generalized Langevin equation, it is observed that where the thermostat adheres to the equipartition theorem, the characteristic memory time in the noise is consistent with the inherent time scale of the memory kernel. The performance of the thermostat with respect to equilibrium and dynamic properties for various noise schemes is discussed.

Computing the non-Markovian coarse-grained interactions derived from the Mori-Zwanzig formalism in molecular systems: Application to polymer melts

Science.gov (United States)

Li, Zhen; Lee, Hee Sun; Darve, Eric; Karniadakis, George Em

2017-01-01

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.

Exact master equations for the non-Markovian decay of a qubit

International Nuclear Information System (INIS)

Vacchini, Bassano; Breuer, Heinz-Peter

2010-01-01

Exact master equations describing the decay of a two-state system into a structured reservoir are constructed. By employing the exact solution for the model, analytical expressions are determined for the memory kernel of the Nakajima-Zwanzig master equation and for the generator of the corresponding time-convolutionless master equation. This approach allows an explicit comparison of the convergence behavior of the corresponding perturbation expansions. Moreover, the structure of widely used phenomenological master equations with a memory kernel may be incompatible with a nonperturbative treatment of the underlying microscopic model. Several physical implications of the results on the microscopic analysis and the phenomenological modeling of non-Markovian quantum dynamics of open systems are discussed.

Non-Markovian nuclear dynamics

International Nuclear Information System (INIS)

Kolomietz, V.M.

2011-01-01

A prove of equations of motion for the nuclear shape variables which establish a direct connection of the memory effects with the dynamic distortion of the Fermi surface is suggested. The equations of motion for the nuclear Fermi liquid drop are derived from the collisional kinetic equation. In general, the corresponding equations are non-Markovian. The memory effects appear due to the Fermi surface distortions and depend on the relaxation time. The main purpose of the present work is to apply the non-Markovian dynamics to the description of the nuclear giant multipole resonances (GMR) and the large amplitude motion. We take also into consideration the random forces and concentrate on the formation of both the conservative and the friction forces to make more clear the memory effect on the nuclear dynamics. In this respect, the given approach represents an extension of the traditional liquid drop model (LDM) to the case of the nuclear Fermi liquid drop. In practical application, we pay close attention to the description of the descent of the nucleus from the fission barrier to the scission point.

Recursive approach for non-Markovian time-convolutionless master equations

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Gasbarri, G.; Ferialdi, L.

2018-02-01

We consider a general open system dynamics and we provide a recursive method to derive the associated non-Markovian master equation in a perturbative series. The approach relies on a momenta expansion of the open system evolution. Unlike previous perturbative approaches of this kind, the method presented in this paper provides a recursive definition of each perturbative term. Furthermore, we give an intuitive diagrammatic description of each term of the series, which provides a useful analytical tool to build them and to derive their structure in terms of commutators and anticommutators. We eventually apply our formalism to the evolution of the observables of the reduced system, by showing how the method can be applied to the adjoint master equation, and by developing a diagrammatic description of the associated series.

Generalized Langevin equation: An efficient approach to nonequilibrium molecular dynamics of open systems

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Stella, L.; Lorenz, C. D.; Kantorovich, L.

2014-04-01

The generalized Langevin equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general nonequilibrium processes. In this approach, a part of the whole system (an open system), which interacts and exchanges energy with its dissipative environment, is studied. Because the GLE is derived by projecting out exactly the harmonic environment, the coupling to it is realistic, while the equations of motion are non-Markovian. Although the GLE formalism has already found promising applications, e.g., in nanotribology and as a powerful thermostat for equilibration in classical molecular dynamics simulations, efficient algorithms to solve the GLE for realistic memory kernels are highly nontrivial, especially if the memory kernels decay nonexponentially. This is due to the fact that one has to generate a colored noise and take account of the memory effects in a consistent manner. In this paper, we present a simple, yet efficient, algorithm for solving the GLE for practical memory kernels and we demonstrate its capability for the exactly solvable case of a harmonic oscillator coupled to a Debye bath.

Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

Science.gov (United States)

Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

2018-02-01

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

Ultrafast dynamics of laser-pulse excited semiconductors: non-Markovian quantum kinetic equations with nonequilibrium correlations

Directory of Open Access Journals (Sweden)

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.

Markovianity and non-Markovianity in quantum and classical systems

International Nuclear Information System (INIS)

Vacchini, Bassano; Smirne, Andrea; 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 of 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 are constructed that allow us to study the basic features of the classical and the quantum definitions and to evaluate explicitly the measures of quantum non-Markovianity. Our results clearly demonstrate several fundamental differences between the classical and the quantum notion of non-Markovianity, as well as between the various quantum measures of non-Markovianity. In particular, we show that the divisibility property in the classical case does not coincide with Markovianity and that the non-Markovianity measure based on divisibility assigns equal infinite values to different dynamics, which can be distinguished by exploiting the trace distance measure. A simple exact expression for the latter is also obtained in a special case.

Exact solution for a non-Markovian dissipative quantum dynamics.

Science.gov (United States)

Ferialdi, Luca; Bassi, Angelo

2012-04-27

We provide the exact analytic solution of the stochastic Schrödinger equation describing a harmonic oscillator interacting with a non-Markovian and dissipative environment. This result represents an arrival point in the study of non-Markovian dynamics via stochastic differential equations. It is also one of the few exactly solvable models for infinite-dimensional systems. We compute the Green's function; in the case of a free particle and with an exponentially correlated noise, we discuss the evolution of Gaussian wave functions.

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

International Nuclear Information System (INIS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-01-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevin equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O(N) non-linear σ model and it is shown that singular terms appearing in the improved Langevin equation cancel out the δ n (0) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of independent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalism. (orig.)

Non-Markovian Effects on the Brownian Motion of a Free Particle

OpenAIRE

Bolivar, A. O.

2010-01-01

Non-Markovian effects upon the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated within the framework of Fokker-Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian features can enhance the values of the mean square displacement and momentum, thereby assuring the mathematical property of differentiability of the these physically observable quantities.

Non-Markovian features of deeply inelastic collisions

International Nuclear Information System (INIS)

Pal, D.; Chattopadhyay, S.; Kar, K.

1988-01-01

To study the effect of memory in the diffusion processes (of charge, mass etc) observed in deeply inelastic heavy-ion reactions, we derive non-Markovian transport equations for the exponential and Gaussian memory kernels. The centroid and the variance of the distribution are expressed in terms of the memory time, drift and diffusion coefficients. The predictions based on this theory show better agreement with the experimental data than the Markovian results. (author)

Basic mechanisms in the laser control of non-Markovian dynamics

Science.gov (United States)

Puthumpally-Joseph, R.; Mangaud, E.; Chevet, V.; Desouter-Lecomte, M.; Sugny, D.; Atabek, O.

2018-03-01

Referring to a Fano-type model qualitative analogy we develop a comprehensive basic mechanism for the laser control of the non-Markovian bath response and fully implement it in a realistic control scheme, in strongly coupled open quantum systems. Converged hierarchical equations of motion are worked out to numerically solve the master equation of a spin-boson Hamiltonian to reach the reduced electronic density matrix of a heterojunction in the presence of strong terahertz laser pulses. Robust and efficient control is achieved increasing by a factor of 2 the non-Markovianity measured by the time evolution of the volume of accessible states. The consequences of such fields on the central system populations and coherence are examined, putting the emphasis on the relation between the increase of non-Markovianity and the slowing down of decoherence processes.

Non-Markovian dynamics in the theory of full counting statistics

DEFF Research Database (Denmark)

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....

Is the Langevin phase equation an efficient model for oscillating neurons?

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Ota, Keisuke; Tsunoda, Takamasa; Omori, Toshiaki; Watanabe, Shigeo; Miyakawa, Hiroyoshi; Okada, Masato; Aonishi, Toru

2009-12-01

The Langevin phase model is an important canonical model for capturing coherent oscillations of neural populations. However, little attention has been given to verifying its applicability. In this paper, we demonstrate that the Langevin phase equation is an efficient model for neural oscillators by using the machine learning method in two steps: (a) Learning of the Langevin phase model. We estimated the parameters of the Langevin phase equation, i.e., a phase response curve and the intensity of white noise from physiological data measured in the hippocampal CA1 pyramidal neurons. (b) Test of the estimated model. We verified whether a Fokker-Planck equation derived from the Langevin phase equation with the estimated parameters could capture the stochastic oscillatory behavior of the same neurons disturbed by periodic perturbations. The estimated model could predict the neural behavior, so we can say that the Langevin phase equation is an efficient model for oscillating neurons.

Is the Langevin phase equation an efficient model for oscillating neurons?

International Nuclear Information System (INIS)

Ota, Keisuke; Tsunoda, Takamasa; Aonishi, Toru; Omori, Toshiaki; Okada, Masato; Watanabe, Shigeo; Miyakawa, Hiroyoshi

2009-01-01

The Langevin phase model is an important canonical model for capturing coherent oscillations of neural populations. However, little attention has been given to verifying its applicability. In this paper, we demonstrate that the Langevin phase equation is an efficient model for neural oscillators by using the machine learning method in two steps: (a) Learning of the Langevin phase model. We estimated the parameters of the Langevin phase equation, i.e., a phase response curve and the intensity of white noise from physiological data measured in the hippocampal CA1 pyramidal neurons. (b) Test of the estimated model. We verified whether a Fokker-Planck equation derived from the Langevin phase equation with the estimated parameters could capture the stochastic oscillatory behavior of the same neurons disturbed by periodic perturbations. The estimated model could predict the neural behavior, so we can say that the Langevin phase equation is an efficient model for oscillating neurons.

Non-Markovian finite-temperature two-time correlation functions of system operators of a pure-dephasing model

International Nuclear Information System (INIS)

Goan, Hsi-Sheng; Jian, Chung-Chin; Chen, Po-Wen

2010-01-01

We evaluate the non-Markovian finite-temperature two-time correlation functions (CF's) of system operators of a pure-dephasing spin-boson model in two different ways, one by the direct exact operator technique and the other by the recently derived evolution equations, valid to second order in the system-environment interaction Hamiltonian. This pure-dephasing spin-boson model that is exactly solvable has been extensively studied as a simple decoherence model. However, its exact non-Markovian finite-temperature two-time system operator CF's, to our knowledge, have not been presented in the literature. This may be mainly due to the fact, illustrated in this article, that in contrast to the Markovian case, the time evolution of the reduced density matrix of the system (or the reduced quantum master equation) alone is not sufficient to calculate the two-time system operator CF's of non-Markovian open systems. The two-time CF's obtained using the recently derived evolution equations in the weak system-environment coupling case for this non-Markovian pure-dephasing model happen to be the same as those obtained from the exact evaluation. However, these results significantly differ from the non-Markovian two-time CF's obtained by wrongly directly applying the quantum regression theorem (QRT), a useful procedure to calculate the two-time CF's for weak-coupling Markovian open systems. This demonstrates clearly that the recently derived evolution equations generalize correctly the QRT to non-Markovian finite-temperature cases. It is believed that these evolution equations will have applications in many different branches of physics.

Connecting two jumplike unravelings for non-Markovian open quantum systems

Energy Technology Data Exchange (ETDEWEB)

Luoma, Kimmo; Suominen, Kalle-Antti; Piilo, Jyrki [Turku Centre for Quantum Physics, Department of Physics and Astronomy, University of Turku, FI-20014 Turun Yliopisto (Finland)

2011-09-15

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 the 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, are associated with the decay rates of time-local master equations and, consequently, with the jump rates of the NMQJ method.

Connecting two jumplike unravelings for non-Markovian open quantum systems

International Nuclear Information System (INIS)

Luoma, Kimmo; Suominen, Kalle-Antti; 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 the 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, are associated with the decay rates of time-local master equations and, consequently, with the jump rates of the NMQJ method.

Non-Markovianity in the optimal control of an open quantum system described by hierarchical equations of motion

Science.gov (United States)

Mangaud, E.; Puthumpally-Joseph, R.; Sugny, D.; Meier, C.; Atabek, O.; Desouter-Lecomte, M.

2018-04-01

Optimal control theory is implemented with fully converged hierarchical equations of motion (HEOM) describing the time evolution of an open system density matrix strongly coupled to the bath in a spin-boson model. The populations of the two-level sub-system are taken as control objectives; namely, their revivals or exchange when switching off the field. We, in parallel, analyze how the optimal electric field consequently modifies the information back flow from the environment through different non-Markovian witnesses. Although the control field has a dipole interaction with the central sub-system only, its indirect influence on the bath collective mode dynamics is probed through HEOM auxiliary matrices, revealing a strong correlation between control and dissipation during a non-Markovian process. A heterojunction is taken as an illustrative example for modeling in a realistic way the two-level sub-system parameters and its spectral density function leading to a non-perturbative strong coupling regime with the bath. Although, due to strong system-bath couplings, control performances remain rather modest, the most important result is a noticeable increase of the non-Markovian bath response induced by the optimally driven processes.

Dynamics of interacting qubits coupled to a common bath: Non-Markovian quantum-state-diffusion approach

International Nuclear Information System (INIS)

Zhao Xinyu; Jing Jun; Corn, Brittany; Yu Ting

2011-01-01

Non-Markovian dynamics is studied for two interacting qubits strongly coupled to a dissipative bosonic environment. We derive a 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 study residual entanglement in the steady state by analyzing the steady-state solution of the QSD equation. Finally, we discuss an approximate QSD equation.

Lorentz Covariance of Langevin Equation

International Nuclear Information System (INIS)

Koide, T.; Denicol, G.S.; Kodama, T.

2008-01-01

Relativistic covariance of a Langevin type equation is discussed. The requirement of Lorentz invariance generates an entanglement between the force and noise terms so that the noise itself should not be a covariant quantity. (author)

Jump probabilities in the non-Markovian quantum jump method

International Nuclear Information System (INIS)

Haerkoenen, Kari

2010-01-01

The dynamics of a non-Markovian open quantum system described by a general time-local master equation is studied. The propagation of the density operator is constructed in terms of two processes: (i) deterministic evolution and (ii) evolution of a probability density functional in the projective Hilbert space. The analysis provides a derivation for the jump probabilities used in the recently developed non-Markovian quantum jump (NMQJ) method (Piilo et al 2008 Phys. Rev. Lett. 100 180402).

On the Langevin equation for stochastic quantization of gravity

International Nuclear Information System (INIS)

Nakazawa, Naohito.

1989-10-01

We study the Langevin equation for stochastic quantization of gravity. By introducing two independent variables with a second-class constraint for the gravitational field, we formulate a pair of the Langevin equations for gravity which couples with white noises. After eliminating the multiplier field for the second-class constraint, we show that the equations leads to stochastic quantization of gravity including an unique superspace metric. (author)

Shot-noise at a Fermi-edge singularity: Non-Markovian dynamics

Energy Technology Data Exchange (ETDEWEB)

Ubbelohde, N.; Maire, N.; Haug, R. J. [Institut für Festkörperphysik, Leibniz Universität Hannover, Appelstraße 2, D-30167 Hannover (Germany); Roszak, K. [Institute of Physics, Wrocław University of Technology, PL-50370 Wrocław (Poland); Hohls, F. [Physikalisch-Technische Bundesanstalt, D-38116 Braunschweig (Germany); Novotný, T. [Department of Condensed Matter Physics, Faculty of Mathematics and Physics, Charles University, CZ-12116 Prague (Czech Republic)

2013-12-04

For an InAs quantum dot we study the current shot noise at a Fermi-edge singularity in low temperature cross-correlation measurements. In the regime of the interaction effect the strong suppression of noise observed at zero magnetic field and the sequence of enhancement and suppression in magnetic field go beyond a Markovian master equation model. Qualitative and quantitative agreement can however be achieved by a generalized master equation model taking non-Markovian dynamics into account.

Nonlocal non-Markovian effects in dephasing environments

International Nuclear Information System (INIS)

Xie Dong; Wang An-Min

2014-01-01

We study the nonlocal non-Markovian effects through local interactions between two subsystems and the corresponding two environments. It has been found that the initial correlations between two environments can turn a Markovian to a non-Markovian regime with extra control on the local interaction time. We further research the nonlocal non-Markovian effects from two situations: without extra control, the nonlocal non-Markovian effects only appear under the condition that two local dynamics are non-Markovian–non-Markovian (both of the two local dynamics are non-Markovian) or Markovian–non-Markovian, but not under the condition of Markovian–Markovian; with extra control, the nonlocal non-Markovian effects can occur under the condition of Markovian–Markovian. It shows that the function of correlations between two environments has an upper bound, which makes a flow of information from the environment back to the global system beginning finitely earlier than that back to one of the two local systems, not infinitely. Then, we proposed two special ways to distribute classical correlations between two environments without initial correlations. Finally, from numerical solutions in the spin star configuration, we found that the self-correlation (internal correlation) of each environment promotes the nonlocal non-Markovian effects. (general)

Non-Gaussian statistics, classical field theory, and realizable Langevin models

International Nuclear Information System (INIS)

Krommes, J.A.

1995-11-01

The direct-interaction approximation (DIA) to the fourth-order statistic Z ∼ left-angle λψ 2 ) 2 right-angle, where λ is a specified operator and ψ is a random field, is discussed from several points of view distinct from that of Chen et al. [Phys. Fluids A 1, 1844 (1989)]. It is shown that the formula for Z DIA already appeared in the seminal work of Martin, Siggia, and Rose (Phys. Rev. A 8, 423 (1973)] on the functional approach to classical statistical dynamics. It does not follow from the original generalized Langevin equation (GLE) of Leith [J. Atmos. Sd. 28, 145 (1971)] and Kraichnan [J. Fluid Mech. 41, 189 (1970)] (frequently described as an amplitude representation for the DIA), in which the random forcing is realized by a particular superposition of products of random variables. The relationship of that GLE to renormalized field theories with non-Gaussian corrections (''spurious vertices'') is described. It is shown how to derive an improved representation, that realizes cumulants through O(ψ 4 ), by adding to the GLE a particular non-Gaussian correction. A Markovian approximation Z DIA M to Z DIA is derived. Both Z DIA and Z DIA M incorrectly predict a Gaussian kurtosis for the steady state of a solvable three-mode example

Non-Markovian linear response theory for quantum open systems and its applications.

Science.gov (United States)

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.

Properties of quantum Markovian master equations

International Nuclear Information System (INIS)

Gorini, V.; Frigerio, A.; Verri, M.; Kossakowski, A.; Sudarshan, E.C.G.

1976-11-01

An essentially self-contained account is given of some general structural properties of the dynamics of quantum open Markovian systems. Some recent results regarding the problem of the classification of quantum Markovian master equations and the limiting conditions under which the dynamical evolution of a quantum open system obeys an exact semigroup law (weak coupling limit and singular coupling limit are reviewed). A general form of quantum detailed balance and its relation to thermal relaxation and to microreversibility is discussed

On the validity of non-Markovian master equation approaches for the entanglement dynamics of two-qubit systems

Energy Technology Data Exchange (ETDEWEB)

Ferraro, E; Scala, M; Napoli, A [CNISM and Dipartimento di Scienze Fisiche ed Astronomiche, Universita di Palermo, via Archirafi 36, 90123 Palermo (Italy); Migliore, R, E-mail: ferraro@fisica.unipa.i, E-mail: matteo.scala@fisica.unipa.i [CNR-INFM, Research Unit CNISM of Palermo, via Archirafi 36, 90123 Palermo (Italy)

2010-09-01

In the framework of the dissipative dynamics of coupled qubits interacting with independent reservoirs, a comparison between non-Markovian master equation techniques and an exact solution is presented here. We study various regimes in order to find the limits of validity of the Nakajima-Zwanzig and the time-convolutionless master equations in the description of the entanglement dynamics. A comparison between the performances of the concurrence and the negativity as entanglement measures for the system under study is also presented.

Quantum non-Markovianity: characterization, quantification and detection

International Nuclear Information System (INIS)

Rivas, Ángel; Huelga, Susana F; Plenio, Martin B

2014-01-01

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. (review article)

Quantum non-Markovianity: characterization, quantification and detection

Science.gov (United States)

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.

Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field

Science.gov (United States)

Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra

2017-10-01

In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.

Schrödinger–Langevin equation with quantum trajectories for photodissociation dynamics

Energy Technology Data Exchange (ETDEWEB)

Chou, Chia-Chun, E-mail: ccchou@mx.nthu.edu.tw

2017-02-15

The Schrödinger–Langevin equation is integrated to study the wave packet dynamics of quantum systems subject to frictional effects by propagating an ensemble of quantum trajectories. The equations of motion for the complex action and quantum trajectories are derived from the Schrödinger–Langevin equation. The moving least squares approach is used to evaluate the spatial derivatives of the complex action required for the integration of the equations of motion. Computational results are presented and analyzed for the evolution of a free Gaussian wave packet, a two-dimensional barrier model, and the photodissociation dynamics of NOCl. The absorption spectrum of NOCl obtained from the Schrödinger–Langevin equation displays a redshift when frictional effects increase. This computational result agrees qualitatively with the experimental results in the solution-phase photochemistry of NOCl.

Stochastic TDHF and the Boltzman-Langevin equation

International Nuclear Information System (INIS)

Suraud, E.; Reinhard, P.G.

1991-01-01

Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations

Study of fission dynamics with the three-dimensional Langevin equations

Energy Technology Data Exchange (ETDEWEB)

Eslamizadeh, H. [Persian Gulf University, Department of Physics, Bushehr (Iran, Islamic Republic of)

2011-11-15

The dynamics of fission has been studied by solving one- and three-dimensional Langevin equations with dissipation generated through the chaos weighted wall and window friction formula. The average prescission neutron multiplicities, fission probabilities and the mean fission times have been calculated in a broad range of the excitation energy for compound nuclei {sup 210}Po and {sup 224}Th formed in the fusion-fission reactions {sup 4}He+{sup 206}Pb, {sup 16}O+{sup 208}Pb and results compared with the experimental data. The analysis of the results shows that the average prescission neutron multiplicities, fission probabilities and the mean fission times calculated by one- and three-dimensional Langevin equations are different from each other, and also the results obtained based on three-dimensional Langevin equations are in better agreement with the experimental data. (orig.)

Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

CERN Document Server

Chekroun, Mickaël D; Wang, Shouhong

2015-01-01

In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

Non-Markovian electron dynamics in nanostructures coupled to dissipative contacts

Science.gov (United States)

Novakovic, B.; Knezevic, I.

2013-02-01

In quasiballistic semiconductor nanostructures, carrier exchange between the active region and dissipative contacts is the mechanism that governs relaxation. In this paper, we present a theoretical treatment of transient quantum transport in quasiballistic semiconductor nanostructures, which is based on the open system theory and valid on timescales much longer than the characteristic relaxation time in the contacts. The approach relies on a model interaction between the current-limiting active region and the contacts, given in the scattering-state basis. We derive a non-Markovian master equation for the irreversible evolution of the active region's many-body statistical operator by coarse-graining the exact dynamical map over the contact relaxation time. In order to obtain the response quantities of a nanostructure under bias, such as the potential and the charge and current densities, the non-Markovian master equation must be solved numerically together with the Schr\\"{o}dinger, Poisson, and continuity equations. We discuss how to numerically solve this coupled system of equations and illustrate the approach on the example of a silicon nin diode.

Non-Markovian entanglement dynamics of noisy continuous-variable quantum channels

International Nuclear Information System (INIS)

An, J.-H.; Zhang, W.-M.

2007-01-01

We investigate the entanglement dynamics of continuous-variable quantum channels in terms of an entangled squeezed state of two cavity fields in a general non-Markovian environment. Using the Feynman-Vernon influence functional theory in the coherent-state representation, we derive an exact master equation with time-dependent coefficients reflecting the non-Markovian influence of the environment. The influence of environments with different spectral densities, e.g., Ohmic, sub-Ohmic, and super-Ohmic, is numerically studied. The non-Markovian process shows its remarkable influence on the entanglement dynamics due to the sensitive time dependence of the dissipation and noise functions within the typical time scale of the environment. The Ohmic environment shows a weak dissipation-noise effect on the entanglement dynamics, while the sub-Ohmic and super-Ohmic environments induce much more severe noise. In particular, the memory of the system interacting with the environment contributes a strong decoherence effect to the entanglement dynamics in the super-Ohmic case

On the interpretations of Langevin stochastic equation in different coordinate systems

International Nuclear Information System (INIS)

Martinez, E.; Lopez-Diaz, L.; Torres, L.; Alejos, O.

2004-01-01

The stochastic Langevin Landau-Lifshitz equation is usually utilized in micromagnetics formalism to account for thermal effects. Commonly, two different interpretations of the stochastic integrals can be made: Ito and Stratonovich. In this work, the Langevin-Landau-Lifshitz (LLL) equation is written in both Cartesian and Spherical coordinates. If Spherical coordinates are employed, the noise is additive, and therefore, Ito and Stratonovich solutions are equal. This is not the case when (LLL) equation is written in Cartesian coordinates. In this case, the Langevin equation must be interpreted in the Stratonovich sense in order to reproduce correct statistical results. Nevertheless, the statistics of the numerical results obtained from Euler-Ito and Euler-Stratonovich schemes are equivalent due to the additional numerical constraint imposed in Cartesian system after each time step, which itself assures that the magnitude of the magnetization is preserved

Delineating incoherent non-Markovian dynamics using quantum coherence

Energy Technology Data Exchange (ETDEWEB)

Chanda, Titas, E-mail: titaschanda@hri.res.in; Bhattacharya, Samyadeb, E-mail: samyadebbhattacharya@hri.res.in

2016-03-15

We introduce a method of characterization of non-Markovianity using coherence of a system interacting with the environment. We show that under the allowed incoherent operations, monotonicity of a valid coherence measure is affected due to non-Markovian features of the system–environment evolution. We also define a measure to quantify non-Markovianity of the underlying dynamics based on the non-monotonic behavior of the coherence measure. We investigate our proposed non-Markovianity marker in the behavior of dephasing and dissipative dynamics for one and two qubit cases. We also show that our proposed measure captures the back-flow of information from the environment to the system and compatible with well known distinguishability criteria of non-Markovianity.

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

Science.gov (United States)

Müller, Eike H; Scheichl, Rob; Shardlow, Tony

2015-04-08

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

Numerical integration of the Langevin equation: Monte Carlo simulation

International Nuclear Information System (INIS)

Ermak, D.L.; Buckholz, H.

1980-01-01

Monte Carlo simulation techniques are derived for solving the ordinary Langevin equation of motion for a Brownian particle in the presence of an external force. These methods allow considerable freedom in selecting the size of the time step, which is restricted only by the rate of change in the external force. This approach is extended to the generalized Langevin equation which uses a memory function in the friction force term. General simulation techniques are derived which are independent of the form of the memory function. A special method requiring less storage space is presented for the case of the exponential memory function

The simulation of the non-Markovian behaviour of a two-level system

Science.gov (United States)

Semina, I.; Petruccione, F.

2016-05-01

Non-Markovian relaxation dynamics of a two-level system is studied with the help of the non-linear stochastic Schrödinger equation with coloured Ornstein-Uhlenbeck noise. This stochastic Schrödinger equation is investigated numerically with an adapted Platen scheme. It is shown, that the memory effects have a significant impact to the dynamics of the system.

An Analysis of Vehicular Traffic Flow Using Langevin Equation

Directory of Open Access Journals (Sweden)

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.

Uhrig dynamical control of a three-level system via non-Markovian quantum state diffusion

International Nuclear Information System (INIS)

Shu, Wenchong; Zhao, Xinyu; Jing, Jun; Yu, Ting; Wu, Lian-Ao

2013-01-01

In this paper, we use the quantum state diffusion (QSD) equation to implement the Uhrig dynamical decoupling to a three-level quantum system coupled to a non-Markovian reservoir comprising of infinite numbers of degrees of freedom. For this purpose, we first reformulate the non-Markovian QSD to incorporate the effect of the external control fields. With this stochastic QSD approach, we demonstrate that an unknown state of the three-level quantum system can be universally protected against both coloured phase and amplitude noises when the control-pulse sequences and control operators are properly designed. The advantage of using non-Markovian QSD equations is that the control dynamics of open quantum systems can be treated exactly without using Trotter product formula and be efficiently simulated even when the environment is comprised of infinite numbers of degrees of freedom. We also show how the control efficacy depends on the environment memory time and the designed time points of applied control pulses. (paper)

Mixing-induced quantum non-Markovianity and information flow

Science.gov (United States)

Breuer, Heinz-Peter; Amato, Giulio; Vacchini, Bassano

2018-04-01

Mixing dynamical maps describing open quantum systems can lead from Markovian to non-Markovian processes. Being surprising and counter-intuitive, this result has been used as argument against characterization of non-Markovianity in terms of information exchange. Here, we demonstrate that, quite the contrary, mixing can be understood in a natural way which is fully consistent with existing theories of memory effects. In particular, we show how mixing-induced non-Markovianity can be interpreted in terms of the distinguishability of quantum states, system-environment correlations and the information flow between system and environment.

Boltzmann-Langevin equation, dynamical instability and multifragmentation

International Nuclear Information System (INIS)

Feng-Shou Zhang

1993-02-01

By using simulations of the Boltzmann-Langevin equation which incorporates dynamical fluctuations beyond usual transport theories and by coupling it with a coalescence model, we obtain information on multifragmentation in heavy-ion collisions. From a calculation of the 40 Ca + 40 Ca system, we recover some trends of recent multifragmentation data

Foundations and measures of quantum non-Markovianity

International Nuclear Information System (INIS)

Breuer, Heinz-Peter

2012-01-01

The basic features of the dynamics of open quantum systems, such as the dissipation of energy, the decay of coherences, the relaxation to an equilibrium or non-equilibrium stationary state, and the transport of excitations in complex structures are of central importance in many applications of quantum mechanics. The theoretical description, analysis and control of non-Markovian quantum processes play an important role in this context. While in a Markovian process an open system irretrievably loses information to its surroundings, non-Markovian processes feature a flow of information from the environment back to the open system, which implies the presence of memory effects and represents the key property of non-Markovian quantum behaviour. Here, we review recent ideas developing a general mathematical definition for non-Markovianity in the quantum regime and a measure for the degree of memory effects in the dynamics of open systems, which are based on the exchange of information between system and environment. We further study the dynamical effects induced by the presence of system–environment correlations in the total initial state and design suitable methods to detect such correlations through local measurements on the open system. (topical review)

Non-Markovian Investigation of an Autonomous Quantum Heat Engine

Science.gov (United States)

Goyal, Ketan

A systematic study of a quantum heat engine is presented in this thesis. In particular, we study heat conduction through a two-two level composite system, which is then connected to a photon cavity to extract work, forming an autonomous quantum heat engine. The question as to what extent quantum effects such as quantum coherence and correlations impact thermodynamic properties of such a system is addressed. The investigated heat engine has been previously studied using the popular Born-Markovian quantum master equation under weak internal coupling approximation. However, we show that the used approach is quite limited in addressing such problems as it is incapable of correctly accounting for the quantum effects. By using a non-Markovian approach involving hierarchical equations of motion, we show that quantum coherence and correlations between system and environments play a significant role in energy transfer processes of heat conduction and work.

Bulk-mediated surface diffusion: non-Markovian desorption dynamics

International Nuclear Information System (INIS)

Revelli, Jorge A; Budde, Carlos E; Prato, Domingo; Wio, Horacio S

2005-01-01

Here we analyse the dynamics of adsorbed molecules within the bulk-mediated surface diffusion framework, when the particle's desorption mechanism is characterized by a non-Markovian process, while the particle's adsorption as well as its motion in the bulk is governed by Markovian dynamics. We study the diffusion of particles in both semi-infinite and finite cubic lattices, analysing the conditional probability to find the system on the reference absorptive plane as well as the surface dispersion as functions of time. The results are compared with known Markovian cases showing the differences that can be exploited to distinguish between Markovian and non-Markovian desorption mechanisms in experimental situations

Optimized auxiliary representation of non-Markovian impurity problems by a Lindblad equation

International Nuclear Information System (INIS)

Dorda, A; Sorantin, M; Linden, W von der; Arrigoni, E

2017-01-01

We present a general scheme to address correlated nonequilibrium quantum impurity problems based on a mapping onto an auxiliary open quantum system of small size. The infinite fermionic reservoirs of the original system are thereby replaced by a small number N B of noninteracting auxiliary bath sites whose dynamics are described by a Lindblad equation, which can then be exactly solved by numerical methods such as Lanczos or matrix-product states. The mapping becomes exponentially exact with increasing N B , and is already quite accurate for small N B . Due to the presence of the intermediate bath sites, the overall dynamics acting on the impurity site is non-Markovian. While in previous work we put the focus on the manybody solution of the associated Lindblad problem, here we discuss the mapping scheme itself, which is an essential part of the overall approach. On the one hand, we provide technical details together with an in-depth discussion of the employed algorithms, and on the other hand, we present a detailed convergence study. The latter clearly demonstrates the above-mentioned exponential convergence of the procedure with increasing N B . Furthermore, the influence of temperature and an external bias voltage on the reservoirs is investigated. The knowledge of the particular convergence behavior is of great value to assess the applicability of the scheme to certain physical situations. Moreover, we study different geometries for the auxiliary system. On the one hand, this is of importance for advanced manybody solution techniques such as matrix product states which work well for short-ranged couplings, and on the other hand, it allows us to gain more insights into the underlying mechanisms when mapping non-Markovian reservoirs onto Lindblad-type impurity problems. Finally, we present results for the spectral function of the Anderson impurity model in and out of equilibrium and discuss the accuracy obtained with the different geometries of the auxiliary system

Evolution of entropy in different types of non-Markovian three-level ...

Indian Academy of Sciences (India)

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.

Non-Markovian closure models for large eddy simulations using the Mori-Zwanzig formalism

Science.gov (United States)

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.

Entanglement, non-Markovianity, and causal non-separability

Science.gov (United States)

Milz, Simon; Pollock, Felix A.; Le, Thao P.; Chiribella, Giulio; Modi, Kavan

2018-03-01

Quantum mechanics, in principle, allows for processes with indefinite causal order. However, most of these causal anomalies have not yet been detected experimentally. We show that every such process can be simulated experimentally by means of non-Markovian dynamics with a measurement on additional degrees of freedom. In detail, we provide an explicit construction to implement arbitrary a causal processes. Furthermore, we give necessary and sufficient conditions for open system dynamics with measurement to yield processes that respect causality locally, and find that tripartite entanglement and nonlocal unitary transformations are crucial requirements for the simulation of causally indefinite processes. These results show a direct connection between three counter-intuitive concepts: entanglement, non-Markovianity, and causal non-separability.

Applications of Boltzmann Langevin equation to nuclear collisions

International Nuclear Information System (INIS)

Suraud, E.; Belkacem, M.; Stryjewski, J.; Ayik, S.

1991-01-01

An approximate method for obtaining numerical solutions of the Boltzmann-Langevin equation is proposed. The method is applied to calculate the time evolution of the mean value and dispersion of the quadrupole and octupole moments of the momentum distribution in nucleus-nucleus collisions, and some consequences are discussed

Mean first-passage times in confined media: from Markovian to non-Markovian processes

International Nuclear Information System (INIS)

Bénichou, O; Voituriez, R; Guérin, T

2015-01-01

We review recent theoretical works that enable the accurate evaluation of the mean first passage time (MFPT) of a random walker to a target in confinement for Markovian (memory-less) and non-Markovian walkers. For the Markovian problem, we present a general theory which allows one to accurately evaluate the MFPT and its extensions to related first-passage observables such as splitting probabilities and occupation times. We show that this analytical approach provides a universal scaling dependence of the MFPT on both the volume of the confining domain and the source–target distance in the case of general scale-invariant processes. This analysis is applicable to a broad range of stochastic processes characterized by length scale-invariant properties, and reveals the key role that can be played by the starting position of the random walker. We then present an extension to non-Markovian walks by taking the specific example of a tagged monomer of a polymer chain looking for a target in confinement. We show that the MFPT can be calculated accurately by computing the distribution of the positions of all the monomers in the chain at the instant of reaction. Such a theory can be used to derive asymptotic relations that generalize the scaling dependence with the volume and the initial distance to the target derived for Markovian walks. Finally, we present an application of this theory to the problem of the first contact time between the two ends of a polymer chain, and review the various theoretical approaches of this non- Markovian problem. (topical review)

The Boltzmann-Langevin Equation derived from the real-time path formalism

International Nuclear Information System (INIS)

Suraud, E.; Reinhard, P.G.

1991-01-01

We derive the Boltzmann-Langevin equation using Green's functions techniques in the real-time path formalism. We start from the Martin-Schwinger hierarchy and close it approximately at the two-body level. A careful discussion of the initial conditions for the free two-body Green's function provides the flexibility to recover the discarded correlations as fluctuations leading to the Langevin force. The derivation is generalized to the T-matrix approach which allows to prove that one can use the same effective interaction in the mean-field as well as in the collision term and Langevin force

Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

International Nuclear Information System (INIS)

Basharov, A. M.

2012-01-01

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.

A singular perturbation approach to non-Markovian escape rate problems

International Nuclear Information System (INIS)

Dygas, M.M.; Matkowsky, B.J.; Schuss, Z.

1986-01-01

The authors employ singular perturbation methods to examine the generalized Langevin equation which describes the dynamics of a Brownian particle in an arbitrary potential force field, acted on by a fluctuating force describing collisions between the Brownian particle and lighter particles comprising a thermal bath. In contrast to models in which the collisions occur instantaneously, and the dynamics are modeled by a Langevin stochastic equation, they consider the situation in which the collisions do not occur instantaneously, so that the process is no longer a Markov process and the generalized Langevin equation must be employed. They compute expressions for the mean exit time of the Brownian particle from the potential well in which it is confined

The quantum entropic uncertainty relation and entanglement witness in the two-atom system coupling with the non-Markovian environments

International Nuclear Information System (INIS)

Zou, Hong-Mei; Fang, Mao-Fa; Yang, Bai-Yuan; Guo, You-Neng; He, Wei; Zhang, Shi-Yang

2014-01-01

The quantum entropic uncertainty relation and entanglement witness in the two-atom system coupling with the non-Markovian environments are studied using the time-convolutionless master-equation approach. The influence of the non-Markovian effect and detuning on the lower bound of the quantum entropic uncertainty relation and entanglement witness is discussed in detail. The results show that, only if the two non-Markovian reservoirs are identical, increasing detuning and non-Markovian effect can reduce the lower bound of the entropic uncertainty relation, lengthen the time region during which the entanglement can be witnessed, and effectively protect the entanglement region witnessed by the lower bound of the entropic uncertainty relation. The results can be applied in quantum measurement, quantum cryptography tasks and quantum information processing. (paper)

Nuclear fission with a Langevin equation

International Nuclear Information System (INIS)

Boilley, D.; Suraud, E.; Abe, Yasuhisa

1992-01-01

A microscopically derived Langevin equation is applied to thermally induced nuclear fission. An important memory effect is pointed out and discussed. A strong friction coefficient, estimated from microscopic quantities, tends to decrease the stationary limit of the fission rate and to increase the transient time. The calculations are performed with a collective mass depending on the collective variable and with a constant mass. Fission rates calculated at different temperatures are shown and compared with previous available results. (author) 23 refs.; 7 figs

A classical appraisal of quantum definitions of non-Markovian dynamics

International Nuclear Information System (INIS)

Vacchini, Bassano

2012-01-01

We consider the issue of non-Markovianity of a quantum dynamics starting from a comparison with the classical definition of Markovian processes. We point to the fact that two sufficient but not necessary signatures of non-Markovianity of a classical process find their natural quantum counterpart in recently introduced measures of quantum non-Markovianity. This behaviour is analysed in detail for quantum dynamics which can be built taking as input a class of classical processes. (paper)

Non-Markovianity-assisted high-fidelity Deutsch-Jozsa algorithm in diamond

Science.gov (United States)

Dong, Yang; Zheng, Yu; Li, Shen; Li, Cong-Cong; Chen, Xiang-Dong; Guo, Guang-Can; Sun, Fang-Wen

2018-01-01

The memory effects in non-Markovian quantum dynamics can induce the revival of quantum coherence, which is believed to provide important physical resources for quantum information processing (QIP). However, no real quantum algorithms have been demonstrated with the help of such memory effects. Here, we experimentally implemented a non-Markovianity-assisted high-fidelity refined Deutsch-Jozsa algorithm (RDJA) with a solid spin in diamond. The memory effects can induce pronounced non-monotonic variations in the RDJA results, which were confirmed to follow a non-Markovian quantum process by measuring the non-Markovianity of the spin system. By applying the memory effects as physical resources with the assistance of dynamical decoupling, the probability of success of RDJA was elevated above 97% in the open quantum system. This study not only demonstrates that the non-Markovianity is an important physical resource but also presents a feasible way to employ this physical resource. It will stimulate the application of the memory effects in non-Markovian quantum dynamics to improve the performance of practical QIP.

Quantum adiabatic Markovian master equations

International Nuclear Information System (INIS)

Albash, Tameem; Zanardi, Paolo; Boixo, Sergio; Lidar, Daniel A

2012-01-01

We develop from first principles Markovian master equations suited for studying the time evolution of a system evolving adiabatically while coupled weakly to a thermal bath. We derive two sets of equations in the adiabatic limit, one using the rotating wave (secular) approximation that results in a master equation in Lindblad form, the other without the rotating wave approximation but not in Lindblad form. The two equations make markedly different predictions depending on whether or not the Lamb shift is included. Our analysis keeps track of the various time and energy scales associated with the various approximations we make, and thus allows for a systematic inclusion of higher order corrections, in particular beyond the adiabatic limit. We use our formalism to study the evolution of an Ising spin chain in a transverse field and coupled to a thermal bosonic bath, for which we identify four distinct evolution phases. While we do not expect this to be a generic feature, in one of these phases dissipation acts to increase the fidelity of the system state relative to the adiabatic ground state. (paper)

Non-Markovianity in the collision model with environmental block

Science.gov (United States)

Jin, Jiasen; Yu, Chang-shui

2018-05-01

We present an extended collision model to simulate the dynamics of an open quantum system. In our model, the unit to represent the environment is, instead of a single particle, a block which consists of a number of environment particles. The introduced blocks enable us to study the effects of different strategies of system–environment interactions and states of the blocks on the non-Markovianities. We demonstrate our idea in the Gaussian channels of an all-optical system and derive a necessary and sufficient condition of non-Markovianity for such channels. Moreover, we show the equivalence of our criterion to the non-Markovian quantum jump in the simulation of the pure damping process of a single-mode field. We also show that the non-Markovianity of the channel working in the strategy that the system collides with environmental particles in each block in a certain order will be affected by the size of the block and the embedded entanglement and the effects of heating and squeezing the vacuum environmental state will quantitatively enhance the non-Markovianity.

Langevin equations with multiplicative noise: application to domain growth

International Nuclear Information System (INIS)

Sancho, J.M.; Hernandez-Machado, A.; Ramirez-Piscina, L.; Lacasta, A.M.

1993-01-01

Langevin equations of Ginzburg-Landau form with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hilliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical productions of the linear analysis. We also present simulation results for spinodal decomposition at large times. (author). 28 refs, 2 figs

Fine tuning classical and quantum molecular dynamics using a generalized Langevin equation

Science.gov (United States)

Rossi, Mariana; Kapil, Venkat; Ceriotti, Michele

2018-03-01

Generalized Langevin Equation (GLE) thermostats have been used very effectively as a tool to manipulate and optimize the sampling of thermodynamic ensembles and the associated static properties. Here we show that a similar, exquisite level of control can be achieved for the dynamical properties computed from thermostatted trajectories. We develop quantitative measures of the disturbance induced by the GLE to the Hamiltonian dynamics of a harmonic oscillator, and show that these analytical results accurately predict the behavior of strongly anharmonic systems. We also show that it is possible to correct, to a significant extent, the effects of the GLE term onto the corresponding microcanonical dynamics, which puts on more solid grounds the use of non-equilibrium Langevin dynamics to approximate quantum nuclear effects and could help improve the prediction of dynamical quantities from techniques that use a Langevin term to stabilize dynamics. Finally we address the use of thermostats in the context of approximate path-integral-based models of quantum nuclear dynamics. We demonstrate that a custom-tailored GLE can alleviate some of the artifacts associated with these techniques, improving the quality of results for the modeling of vibrational dynamics of molecules, liquids, and solids.

Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

Energy Technology Data Exchange (ETDEWEB)

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.

Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries.

Science.gov (United States)

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.

Data-based Non-Markovian Model Inference

Science.gov (United States)

Ghil, Michael

2015-04-01

This talk concentrates on obtaining stable and efficient data-based models for simulation and prediction in the geosciences and life sciences. The proposed model derivation relies on using a multivariate time series of partial observations from a large-dimensional system, and the resulting low-order models are compared with the optimal closures predicted by the non-Markovian Mori-Zwanzig formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a very broad generalization and a time-continuous limit of existing multilevel, regression-based approaches to data-based closure, in particular of empirical model reduction (EMR). We show that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the Mori-Zwanzig 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 given for 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 very broad class of MSM applications. 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. The resulting reduced model with energy-conserving nonlinearities 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 Lokta-Volterra model of population dynamics in its chaotic regime. The positivity constraint on the solutions' components replaces here the quadratic-energy-preserving constraint of fluid-flow problems and it successfully prevents blow-up. This work is based on a close

Relations between the kinetic equation and the Langevin models in two-phase flow modelling

International Nuclear Information System (INIS)

Minier, J.P.; Pozorski, J.

1997-05-01

The purpose of this paper is to discuss PDF and stochastic models which are used in two-phase flow modelling. The aim of the present analysis is essentially to try to determine relations and consistency between different models. It is first recalled that different approaches actually correspond to PDF models written either in terms of the process trajectories or in terms of the PDF itself. The main difference lies in the choice of the independent variables which are retained. Two particular models are studied, the Kinetic Equation and the Langevin Equation model. The latter uses a Langevin equation to model the fluid velocities seen along particle trajectories. The Langevin model is more general since it contains an additional variable. It is shown that, in certain cases, this variable can be summed up exactly to retrieve the Kinetic Equation model as a marginal PDF. A joint fluid and solid particle PDF which includes the characteristics of both phases is proposed at the end of the paper. (author)

Non-Markovian quantum Brownian motion in one dimension in electric fields

Science.gov (United States)

Shen, H. Z.; Su, S. L.; Zhou, Y. H.; Yi, X. X.

2018-04-01

Quantum Brownian motion is the random motion of quantum particles suspended in a field (or an effective field) resulting from their collision with fast-moving modes in the field. It provides us with a fundamental model to understand various physical features concerning open systems in chemistry, condensed-matter physics, biophysics, and optomechanics. In this paper, without either the Born-Markovian or rotating-wave approximation, we derive a master equation for a charged-Brownian particle in one dimension coupled with a thermal reservoir in electric fields. The effect of the reservoir and the electric fields is manifested as time-dependent coefficients and coherent terms, respectively, in the master equation. The two-photon correlation between the Brownian particle and the reservoir can induce nontrivial squeezing dynamics to the particle. We derive a current equation including the source from the driving fields, transient current from the system flowing into the environment, and the two-photon current caused by the non-rotating-wave term. The presented results then are compared with that given by the rotating-wave approximation in the weak-coupling limit, and these results are extended to a more general quantum network involving an arbitrary number of coupled-Brownian particles. The presented formalism might open a way to better understand exactly the non-Markovian quantum network.

Non-Markovian decoherent quantum walks

International Nuclear Information System (INIS)

Xue Peng; Zhang Yong-Sheng

2013-01-01

Quantum walks act in obviously different ways from their classical counterparts, but decoherence will lessen and close this gap between them. To understand this process, it is necessary to investigate the evolution of quantum walks under different decoherence situations. In this article, we study a non-Markovian decoherent quantum walk on a line. In a short time regime, the behavior of the walk deviates from both ideal quantum walks and classical random walks. The position variance as a measure of the quantum walk collapses and revives for a short time, and tends to have a linear relation with time. That is, the walker's behavior shows a diffusive spread over a long time limit, which is caused by non-Markovian dephasing affecting the quantum correlations between the quantum walker and his coin. We also study both quantum discord and measurement-induced disturbance as measures of the quantum correlations, and observe both collapse and revival in the short time regime, and the tendency to be zero in the long time limit. Therefore, quantum walks with non-Markovian decoherence tend to have diffusive spreading behavior over long time limits, while in the short time regime they oscillate between ballistic and diffusive spreading behavior, and the quantum correlation collapses and revives due to the memory effect

Langevin equation in effective theory of interacting QCD pomerons in the limit of large Nc

International Nuclear Information System (INIS)

Bondarenko, S.

2007-01-01

Effective field theory of interacting BFKL pomerons is investigated and Langevin equation for the theory, which arises after the introduction of additional auxiliary field, is obtained. The Langevin equations are considered for the case of interacting BFKL pomerons with both splitting and merging vertexes and for the interaction which includes additional 'toy' four pomeron interaction vertex. In the latest case an analogy with the Regge field theory in zero dimensions (RFT-0) was used in order to obtain this 'toy' vertex, which coincided with the four point function of two-dimensional conformal field theory obtained in [G.P. Korchemsky, Nucl. Phys. B 550 (1999) 397]. The comparison between the Langevin equations obtained in the frameworks of dipole and RFT approaches is performed, the interpretation of results is given and possible application of obtained equations is discussed

Non-Markovian dynamics of a qubit due to single-photon scattering in a waveguide

Science.gov (United States)

Fang, Yao-Lung L.; Ciccarello, Francesco; Baranger, Harold U.

2018-04-01

We investigate the open dynamics of a qubit due to scattering of a single photon in an infinite or semi-infinite waveguide. Through an exact solution of the time-dependent multi-photon scattering problem, we find the qubit's dynamical map. Tools of open quantum systems theory allow us then to show the general features of this map, find the corresponding non-Linbladian master equation, and assess in a rigorous way its non-Markovian nature. The qubit dynamics has distinctive features that, in particular, do not occur in emission processes. Two fundamental sources of non-Markovianity are present: the finite width of the photon wavepacket and the time delay for propagation between the qubit and the end of the semi-infinite waveguide.

Langevin dynamics for ramified structures

Science.gov (United States)

Méndez, Vicenç; Iomin, Alexander; Horsthemke, Werner; Campos, Daniel

2017-06-01

We propose a generalized Langevin formalism to describe transport in combs and similar ramified structures. Our approach consists of a Langevin equation without drift for the motion along the backbone. The motion along the secondary branches may be described either by a Langevin equation or by other types of random processes. The mean square displacement (MSD) along the backbone characterizes the transport through the ramified structure. We derive a general analytical expression for this observable in terms of the probability distribution function of the motion along the secondary branches. We apply our result to various types of motion along the secondary branches of finite or infinite length, such as subdiffusion, superdiffusion, and Langevin dynamics with colored Gaussian noise and with non-Gaussian white noise. Monte Carlo simulations show excellent agreement with the analytical results. The MSD for the case of Gaussian noise is shown to be independent of the noise color. We conclude by generalizing our analytical expression for the MSD to the case where each secondary branch is n dimensional.

Model reduction of multiscale chemical langevin equations: a numerical case study.

Science.gov (United States)

Sotiropoulos, Vassilios; Contou-Carrere, Marie-Nathalie; Daoutidis, Prodromos; Kaznessis, Yiannis N

2009-01-01

Two very important characteristics of biological reaction networks need to be considered carefully when modeling these systems. First, models must account for the inherent probabilistic nature of systems far from the thermodynamic limit. Often, biological systems cannot be modeled with traditional continuous-deterministic models. Second, models must take into consideration the disparate spectrum of time scales observed in biological phenomena, such as slow transcription events and fast dimerization reactions. In the last decade, significant efforts have been expended on the development of stochastic chemical kinetics models to capture the dynamics of biomolecular systems, and on the development of robust multiscale algorithms, able to handle stiffness. In this paper, the focus is on the dynamics of reaction sets governed by stiff chemical Langevin equations, i.e., stiff stochastic differential equations. These are particularly challenging systems to model, requiring prohibitively small integration step sizes. We describe and illustrate the application of a semianalytical reduction framework for chemical Langevin equations that results in significant gains in computational cost.

Langevin equation of a fluid particle in wall-induced turbulence

NARCIS (Netherlands)

Brouwers, J.J.H.

2010-01-01

We derive the Langevin equation describing the stochastic process of fluid particle motion in wall-inducedturbulence (turbulent flow in pipes, channels, and boundary layers including the atmospheric surface layer).The analysis is based on the asymptotic behavior at a large Reynolds number. We use

Optimal management of non-Markovian biological populations

Science.gov (United States)

Williams, B.K.

2007-01-01

Wildlife populations typically are described by Markovian models, with population dynamics influenced at each point in time by current but not previous population levels. Considerable work has been done on identifying optimal management strategies under the Markovian assumption. In this paper we generalize this work to non-Markovian systems, for which population responses to management are influenced by lagged as well as current status and/or controls. We use the maximum principle of optimal control theory to derive conditions for the optimal management such a system, and illustrate the effects of lags on the structure of optimal habitat strategies for a predator-prey system.

Thermodynamic fingerprints of non-Markovianity in a system of coupled superconducting qubits

Science.gov (United States)

Hamedani Raja, Sina; Borrelli, Massimo; Schmidt, Rebecca; Pekola, Jukka P.; Maniscalco, Sabrina

2018-03-01

The exploitation and characterization of memory effects arising from the interaction between system and environment is a key prerequisite for quantum reservoir engineering beyond the standard Markovian limit. In this paper we investigate a prototype of non-Markovian dynamics experimentally implementable with superconducting qubits. We rigorously quantify non-Markovianity, highlighting the effects of the environmental temperature on the Markovian to non-Markovian crossover. We investigate how memory effects influence, and specifically suppress, the ability to perform work on the driven qubit. We show that the average work performed on the qubit can be used as a diagnostic tool to detect the presence or absence of memory effects.

On a class of quantum Langevin equations and the question of approach to equilibrium

International Nuclear Information System (INIS)

Maassen, J.D.M.

1982-01-01

This thesis is concerned with a very simple 'open' quantum system, i.e. being in contact with the outer world. It is asked whether the motion of this system shows frictional behaviour in that it tends to thermal equilibrium. A partial positive answer is given to this question, more precisely, to the question if the solution of the quantum mechanical Langevin equation that describes the Lamb-model (a harmonic oscillator damped by coupling with a string), approaches an equilibrium state. In two sections, the classical and quantum Langevin equations are treated analogously. (Auth.)

Generalized Langevin quantization

International Nuclear Information System (INIS)

Defendi, A.; Roncadelli, M.

1994-01-01

The recently proposed Langevin formulation of quantum dynamics yields the quantum mechanical propagator at imaginary time as a noise average which involves the solutions of a Langevin equation in configuration space with a Gaussian white noise. This strategy does not require any knowledge about the ground-state quantum dynamics and has been successful in dealing with certain as yet unsolved problems. Here we sketch a generalization of this approach which is based on a similar Langevin equation, whose drift however contains an arbitrary function. As it turns out, this freedom leads to a great simplification in the treatment of several quantum mechanical systems as compared to the original Langevin formulation (this point is illustrated by taking the forced harmonic oscillator as an example). We also show that when the above-mentioned arbitrary function obeys the imaginary-time Hamilton-Jacobi equation, then the new formulation of quantum dynamics exhibits a manifest connection with classical mechanics (at imaginary time). (orig.)

Thermodynamic description of non-Markovian information flux of nonequilibrium open quantum systems

Science.gov (United States)

Chen, Hong-Bin; Chen, Guang-Yin; Chen, Yueh-Nan

2017-12-01

One of the fundamental issues in the field of open quantum systems is the classification and quantification of non-Markovianity. In the contest of quantity-based measures of non-Markovianity, the intuition of non-Markovianity in terms of information backflow is widely discussed. However, it is not easy to characterize the information flux for a given system state and show its connection to non-Markovianity. Here, by using the concepts from thermodynamics and information theory, we discuss a potential definition of information flux of an open quantum system, valid for static environments. We present a simple protocol to show how a system attempts to share information with its environment and how it builds up system-environment correlations. We also show that the information returned from the correlations characterizes the non-Markovianity and a hierarchy of indivisibility of the system dynamics.

Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

KAUST Repository

Mélykúti, Bence; Burrage, Kevin; Zygalakis, Konstantinos C.

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

Non-Markovianity Measure Based on Brukner–Zeilinger Invariant Information for Unital Quantum Dynamical Maps

International Nuclear Information System (INIS)

He Zhi; Zhu Lie-Qiang; Li Li

2017-01-01

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. (paper)

Langevin equation with multiplicative white noise: Transformation of diffusion processes into the Wiener process in different prescriptions

International Nuclear Information System (INIS)

Kwok, Sau Fa

2012-01-01

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: ► Fokker–Planck equation corresponding to the Langevin equation with mul- tiplicative white noise is presented. ► Transformation of diffusion processes into the Wiener process in different prescriptions is provided. ► The prescription parameter is associated with the growth rate for a Gompertz-type model.

Error Distributions on Large Entangled States with Non-Markovian Dynamics

DEFF Research Database (Denmark)

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 errors occurs has a bound of Markovian form, and thus, accuracy threshold theorems based on Markovian models should be just as effective. Beyond the pure-dephasing assumption, though complicated error structures can arise, they can still be qualitatively bounded by a Markovian error model....

Population dynamics of excited atoms in non-Markovian environments at zero and finite temperature

International Nuclear Information System (INIS)

Zou Hong-Mei; Fang Mao-Fa

2015-01-01

The population dynamics of a two-atom system, which is in two independent Lorentzian reservoirs or in two independent Ohmic reservoirs respectively, where the reservoirs are at zero temperature or finite temperature, is studied by using the time-convolutionless master-equation method. The influences of the characteristics and temperature of a non-Markovian environment on the population of the excited atoms are analyzed. We find that the population trapping of the excited atoms is related to the characteristics and the temperature of the non-Markovian environment. The results show that, at zero temperature, the two atoms can be effectively trapped in the excited state both in the Lorentzian reservoirs and in the Ohmic reservoirs. At finite temperature, the population of the excited atoms will quickly decay to a nonzero value. (paper)

Study on the security of discrete-variable quantum key distribution over non-Markovian channels

International Nuclear Information System (INIS)

Huang Peng; Zhu Jun; He Guangqiang; Zeng Guihua

2012-01-01

The dynamic of the secret key rate of the discrete-variable quantum key distribution (QKD) protocol over the non-Markovian quantum channel is investigated. In particular, we calculate the secret key rate for the six-state protocol over non-Markovian depolarizing channels with coloured noise and Markovian depolarizing channels with Gaussian white noise, respectively. We find that the secure secret key rate for the non-Markovian depolarizing channel will be larger than the Markovian one under the same conditions even when their upper bounds of tolerable quantum bit error rate are equal. This indicates that this coloured noise in the non-Markovian depolarizing channel can enhance the security of communication. Moreover, we show that the secret key rate fluctuates near the secure point when the coupling strength of the system with the environment is high. The results demonstrate that the non-Markovian effects of the transmission channel can have a positive impact on the security of discrete-variable QKD. (paper)

Non-Markovian spontaneous emission from a single quantum dot

DEFF Research Database (Denmark)

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.......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....

Langevin equation method for the rotational Brownian motion and orientational relaxation in liquids: II. Symmetrical top molecules

CERN Document Server

Coffey, W T; Titov, S V

2003-01-01

A theory of orientational relaxation for the inertial rotational Brownian motion of a symmetric top molecule is developed using the Langevin equation rather than the Fokker-Planck equation. The infinite hierarchy of differential-recurrence relations for the orientational correlation functions for the relaxation behaviour is derived by averaging the corresponding Euler-Langevin equations. The solution of this hierarchy is obtained using matrix continued fractions allowing the calculation of the correlation times and the spectra of the orientational correlation functions for typical values of the model parameters.

Non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems with applications to quantum information theory of continuous variable systems

International Nuclear Information System (INIS)

Hoerhammer, C.

2007-01-01

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

Deriving Langevin equations in curved spacetime

International Nuclear Information System (INIS)

Ramos, Rudnei O.; Tavares, Romulo F.

2013-01-01

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)

Critique of the Brownian approximation to the generalized Langevin equation in lattice dynamics

International Nuclear Information System (INIS)

Diestler, D.J.; Riley, M.E.

1985-01-01

We consider the classical motion of a harmonic lattice in which only those atoms in a certain subset of the lattice (primary zone) may interact with an external force. The formally exact generalized Langevin equation (GLE) for the primary zone is an appropriate description of the dynamics. We examine a previously proposed Brownian, or frictional damping, approximation that reduces the GLE to a set of coupled ordinary Langevin equations for the primary atoms. It is shown that the solution of these equations can contain undamped motion if there is more than one atom in the primary zone. Such motion is explicitly demonstrated for a model that has been used to describe energy transfer in atom--surface collisions. The inability of the standard Brownian approximation to yield an acceptable, physically meaningful result for primary zones comprising more than one atom suggests that the Brownian approximation may introduce other spurious dynamical effects. Further work on damping of correlated motion in lattices is needed

Quantum measurements in spin-boson model under non-Markovian environment

Science.gov (United States)

Berrada, K.; Aldaghri, O.

2017-07-01

We propose a control approach of the parameter estimation for a two-level quantum system interacting with a bosonic reservoir considering non-Markovian open, dissipative quantum system. We show that the precision of the estimation significantly affected and behaves differently within the framework of the markovian and non-Markovian regimes. The influence of memory effects for an Ohmic reservoir with Lorentz-Drude regularization on the estimation-parameter precision are numerically demonstrated under the following three conditions: ω0 ≪ωc , ω0 ≈ωc or ω0 ≫ωc , where ω0 is the characteristic frequency of the two-level system, and ωc is the cut-off frequency of Ohmic reservoir. We investigate the precision rate in high temperature, intermediate temperature, and low temperature reservoirs for various values of the ratio r =ωc /ω0 considering manifold external fields. We reveal that the enhancement and preservation of the measurement precision, highly depend on the combination of the external control field, reservoir parameters, and non-Markovian effects.

Enhancement of Quantum Correlations in Qubit-Qutrit Systems under the non-Markovian Environment

Institute of Scientific and Technical Information of China (English)

Abdul Basit; Hamad Ali; Fazal Badshah; Guo-Qin Ge

2017-01-01

We investigate the time evolution of quantum correlations of a hybrid qubit-qutrit system under the classical Ornstein-Uhlenbeck (OU) noise.Here we consider two different one-parameter families of qubit-qutrit states which independently interact with the non-Markovian reservoirs.A comparison with the Markovian dynamics reveals that for the same set of initial condition parameters,the non-Markovian behavior of the environment plays an important role in the enhancement of the survival time of quantum correlations.In addition,it is observed that the non-Markovian strength (γ/F) has a positive impact on the correlations time.For the initial separable states it is found that there is a finite time interval in which the geometric quantum discord is frozen despite the presence of a noisy environment and that interval can be further prolonged by using the non-Markovian property.Moreover,its decay can be significantly delayed.

Langevin equation in systems with also negative temperatures

Science.gov (United States)

Baldovin, Marco; Puglisi, Andrea; Vulpiani, Angelo

2018-04-01

We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute temperature. We first give some phenomenological arguments suggesting the shape of the viscous drift, replacing the usual linear viscous damping, and its relation with the diffusion coefficient modulating the white noise term. As a second step, we implement a procedure to reconstruct the drift and the diffusion term of the LE from the time-series of the momentum of a heavy particle embedded in a large Hamiltonian system. The results of our reconstruction are in good agreement with the phenomenological arguments. Applying the method to systems with negative temperature, we can observe that also in this case there is a suitable LE, obtained with a precise protocol, able to reproduce in a proper way the statistical features of the slow variables. In other words, even in this context, systems with negative temperature do not show any pathology.

Stochastic representation of a class of non-Markovian completely positive evolutions

International Nuclear Information System (INIS)

Budini, Adrian A.

2004-01-01

By modeling the interaction of an open quantum system with its environment through a natural generalization of the classical concept of continuous time random walk, we derive and characterize a class of non-Markovian master equations whose solution is a completely positive map. The structure of these master equations is associated with a random renewal process where each event consist in the application of a superoperator over a density matrix. Strong nonexponential decay arise by choosing different statistics of the renewal process. As examples we analyze the stochastic and averaged dynamics of simple systems that admit an analytical solution. The problem of positivity in quantum master equations induced by memory effects [S. M. Barnett and S. Stenholm, Phys. Rev. A 64, 033808 (2001)] is clarified in this context

Stochastic quantization of topological field theory: generalized Langevin equation with memory kernel

International Nuclear Information System (INIS)

Menezes, G.; Svaiter, N.F.

2006-04-01

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)

Evolution of entropy in different types of non-Markovian three-level ...

Indian Academy of Sciences (India)

ference between Markovian and non-Markovian systems lies in the memory ... In recent years, research on quantum entanglement has attracted a lot of attention, which .... Hamiltonians for three types of atoms in the interaction picture are.

Non-Markovianity Measure Based on Brukner-Zeilinger Invariant Information for Unital Quantum Dynamical Maps

Science.gov (United States)

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

Controlling quantum memory-assisted entropic uncertainty in non-Markovian environments

Science.gov (United States)

Zhang, Yanliang; Fang, Maofa; Kang, Guodong; Zhou, Qingping

2018-03-01

Quantum memory-assisted entropic uncertainty relation (QMA EUR) addresses that the lower bound of Maassen and Uffink's entropic uncertainty relation (without quantum memory) can be broken. In this paper, we investigated the dynamical features of QMA EUR in the Markovian and non-Markovian dissipative environments. It is found that dynamical process of QMA EUR is oscillation in non-Markovian environment, and the strong interaction is favorable for suppressing the amount of entropic uncertainty. Furthermore, we presented two schemes by means of prior weak measurement and posterior weak measurement reversal to control the amount of entropic uncertainty of Pauli observables in dissipative environments. The numerical results show that the prior weak measurement can effectively reduce the wave peak values of the QMA-EUA dynamic process in non-Markovian environment for long periods of time, but it is ineffectual on the wave minima of dynamic process. However, the posterior weak measurement reversal has an opposite effects on the dynamic process. Moreover, the success probability entirely depends on the quantum measurement strength. We hope that our proposal could be verified experimentally and might possibly have future applications in quantum information processing.

Solving QCD evolution equations in rapidity space with Markovian Monte Carlo

CERN Document Server

Golec-Biernat, K; Placzek, W; Skrzypek, M

2009-01-01

This work covers methodology of solving QCD evolution equation of the parton distribution using Markovian Monte Carlo (MMC) algorithms in a class of models ranging from DGLAP to CCFM. One of the purposes of the above MMCs is to test the other more sophisticated Monte Carlo programs, the so-called Constrained Monte Carlo (CMC) programs, which will be used as a building block in the parton shower MC. This is why the mapping of the evolution variables (eikonal variable and evolution time) into four-momenta is also defined and tested. The evolution time is identified with the rapidity variable of the emitted parton. The presented MMCs are tested independently, with ~0.1% precision, against the non-MC program APCheb especially devised for this purpose.

Remarks on the chemical Fokker-Planck and Langevin equations: Nonphysical currents at equilibrium.

Science.gov (United States)

Ceccato, Alessandro; Frezzato, Diego

2018-02-14

The chemical Langevin equation and the associated chemical Fokker-Planck equation are well-known continuous approximations of the discrete stochastic evolution of reaction networks. In this work, we show that these approximations suffer from a physical inconsistency, namely, the presence of nonphysical probability currents at the thermal equilibrium even for closed and fully detailed-balanced kinetic schemes. An illustration is given for a model case.

Non-Markovianity and memory of the initial state

Science.gov (United States)

Hinarejos, Margarida; Bañuls, Mari-Carmen; Pérez, Armando; de Vega, Inés

2017-08-01

We explore in a rigorous manner the intuitive connection between the non-Markovianity of the evolution of an open quantum system and the performance of the system as a quantum memory. Using the paradigmatic case of a two-level open quantum system coupled to a bosonic bath, we compute the recovery fidelity, which measures the best possible performance of the system to store a qubit of information. We deduce that this quantity is connected, but not uniquely determined, by the non-Markovianity, for which we adopt the Breuer-Laine-Piilo measure proposed in Breuer et al (2009 Phys. Rev. Lett. 103 210401). We illustrate our findings with explicit calculations for the case of a structured environment.

Study of fission dynamics of the excited nuclei produced in fusion reactions in the framework of the four-dimensional Langevin equations

Energy Technology Data Exchange (ETDEWEB)

Eslamizadeh, H. [Persian Gulf University, Department of Physics, Bushehr (Iran, Islamic Republic of)

2014-12-01

The dynamics of fission of excited nuclei has been studied by solving four-dimensional Langevin equations with dissipation generated through the chaos-weighted wall and window friction formula. The projection of the total spin of the compound nucleus to the symmetry axis, K, was considered as the fourth dimension in Langevin dynamical calculations. The average pre-scission neutron multiplicities, mean kinetic energy of fission fragments and the variances of the mass and kinetic energy have been calculated in a wide range of fissile parameter for compound nuclei {sup 162}Yb, {sup 172}Yb, {sup 215}Fr, {sup 224}Th, {sup 248}Cf, {sup 260}Rf and results compared with the experimental data. Calculations were performed with a constant dissipation coefficient of K, {sub γK} (MeV zs){sup -1/2}, and with a non-constant dissipation coefficient. Comparison of the theoretical results for the average pre-scission neutron multiplicities, mean kinetic energy of fission fragments and the variances of the mass and kinetic energy with the experimental data showed that the results of four-dimensional Langevin equations with a non-constant dissipation coefficient are in better agreement with the experimental data. Furthermore, the difference between the results of two models for compound nuclei with low fissile parameter is low whereas, for heavy compound nuclei, is high. (orig.)

Memory loss process and non-Gibbsian equilibrium solutions of master equations

International Nuclear Information System (INIS)

Cataldo, H.M.; Hernandez, E.S.

1988-01-01

The phonon dynamics of a harmonic oscillator coupled to a steady reservoir is studied. In the Markovian limit, the equilibrium is reached through a progressive loss of memory process which involves the moments of the initial distribution. The relationship to the non-Markovian equations of motion and its resolvent poles is settled. As a particular model of the coupling mechanism is adopted, the possibility of non-Gibbsian equilibrium distribution arises, which is analyzed focusing upon the dependence of various parameters of the system on an effective equilibrium temperature

Quantum operation for a one-qubit system under a non-Markovian environment

International Nuclear Information System (INIS)

Xue Shibei; Zhang Jing; Wu Rebing; Li Chunwen; Tarn, Tzyh-Jong

2011-01-01

This paper introduces a simple alternating-current (AC) control strategy to perform quantum state manipulations under non-Markovian noise. A genetic algorithm is adopted to optimize the parameters of the AC control, which can be further used to fulfil one-qubit quantum operations at a given final time. Theoretical analysis and simulations show that our method works almost equally well for 1/f noise, ohmic, sub-ohmic and super-ohmic noise, which demonstrates the robustness of our strategy for noise with various spectra. In comparison with the Markovian cases, our method is more suitable to be used to suppress non-Markovian noise.

Femtosecond Non-Markovian Optical Dynamics in Solution

NARCIS (Netherlands)

Nibbering, Erik T.J.; Wiersma, Douwe A.; Duppen, Koos

1991-01-01

Femtosecond photon-echo experiments on sodium resorufin in dimethylsulfoxide at room temperature show that optical dephasing in solution is of non-Markovian character. A single Gauss-Markov stochastic modulation process is used to interpret both the femtosecond light-scattering results and the

Non-Markovian decay of a three-level cascade atom in a structured reservoir

International Nuclear Information System (INIS)

Dalton, B.J.; Garraway, B.M.

2003-01-01

The dynamics of a three-level atom in a cascade (or ladder) configuration with both transitions coupled to a single structured reservoir of quantized electromagnetic field modes is treated using Laplace transform methods applied to the coupled amplitude equations. In this system two-photon excitation of the reservoir occurs, and both sequences for emitting the two photons are allowed and included in the theory. An integral equation is found to govern the complex amplitudes of interest. It is shown that the dynamics of the atomic system is completely determined in terms of reservoir structure functions, which are products of the mode density with the coupling constant squared. This dependence on reservoir structure functions rather than on the mode density or coupling constants alone, shows that it may be possible to extend pseudomode theory to treat multiphoton excitation of a structured reservoir--pseudomodes being introduced in one-one correspondence with the poles of reservoir structure functions in the complex frequency plane. A general numerical method for solving the integral equations based on discretizing frequency space, and applicable to different structured reservoirs such as high-Q cavities and photonic band-gap systems, is presented. An application to a high-Q-cavity case with identical Lorentzian reservoir structure functions is made, and the non-Markovian decay of the excited state shown. A formal solution to the integral equations in terms of right and left eigenfunctions of a non-Hermitian kernel is also given. The dynamics of the cascade atom, with the two transitions coupled to two separate structured reservoirs of quantized electromagnetic field modes, is treated similarly to the single structured reservoir situation. Again the dynamics only depends on reservoir structure functions. As only one sequence of emitting the two photons now occurs, the integral equation for the amplitudes can be solved analytically. The non-Markovian decay of the

Colloquium: Non-Markovian dynamics in open quantum systems

Science.gov (United States)

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

Non-Markovianity of Gaussian Channels.

Science.gov (United States)

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.

Non-markovian boltzmann equation

International Nuclear Information System (INIS)

Kremp, D.; Bonitz, M.; Kraeft, W.D.; Schlanges, M.

1997-01-01

A quantum kinetic equation for strongly interacting particles (generalized binary collision approximation, ladder or T-matrix approximation) is derived in the framework of the density operator technique. In contrast to conventional kinetic theory, which is valid on large time scales as compared to the collision (correlation) time only, our approach retains the full time dependencies, especially also on short time scales. This means retardation and memory effects resulting from the dynamics of binary correlations and initial correlations are included. Furthermore, the resulting kinetic equation conserves total energy (the sum of kinetic and potential energy). The second aspect of generalization is the inclusion of many-body effects, such as self-energy, i.e., renormalization of single-particle energies and damping. To this end we introduce an improved closure relation to the Bogolyubov endash Born endash Green endash Kirkwood endash Yvon hierarchy. Furthermore, in order to express the collision integrals in terms of familiar scattering quantities (Mo/ller operator, T-matrix), we generalize the methods of quantum scattering theory by the inclusion of medium effects. To illustrate the effects of memory and damping, the results of numerical simulations are presented. copyright 1997 Academic Press, Inc

Stochastic quantization of a topological quantum mechanical model

International Nuclear Information System (INIS)

Antunes, Sergio; Krein, Gastao; Menezes, Gabriel; Svaiter, Nami Fux

2011-01-01

Full text: Stochastic quantization of complex actions has been extensively studied in the literature. In these models, a Markovian Langevin equation is used in order to study the quantization of such systems. In such papers, the advantages of the Markovian stochastic quantization method were explored and exposed. However, many drawbacks of the method were also pointed out, such as instability of the simulations with absence of convergence and sometimes convergence to the wrong limit. Indeed, although several alternative methods have been proposed to deal with interesting physical systems where the action is complex, these approaches do not suggest any general way of solving the particular difficulties that arise in each situation. Here, we wish to make contributions to the program of stochastic quantization of theories with imaginary action by investigating the consequences of a non-Markovian stochastic quantization in a particular situation, namely a quantum mechanical topological action. We analyze the Markovian stochastic quantization for a topological quantum mechanical action which is analog to a Maxwell-Chern-Simons action in the Weyl gauge. Afterwards we consider a Langevin equation with memory kernel and Einstein's relations with colored noise. We show that convergence towards equilibrium is achieved in both regimes. We also sketch a simple numerical analysis to investigate the possible advantages of non-Markovian procedure over the usual Markovian quantization. Both retarded Green's function for the diffusion problem are considered in such analysis. We show that, although the results indicated that the effect of memory kernel, as usually expected, is to delay the convergence to equilibrium, non-Markovian systems imply a faster decay compared to Markovian ones as well as smoother convergence to equilibrium. (author)

Non-Markovian dissipative quantum mechanics with stochastic trajectories

International Nuclear Information System (INIS)

Koch, Werner

2010-01-01

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 propagation - until

Markovian Dynamics of Josephson Parametric Amplification

Directory of Open Access Journals (Sweden)

W. Kaiser

2017-09-01

Full Text Available In this work, we derive the dynamics of the lossy DC pumped non-degenerate Josephson parametric amplifier (DCPJPA. The main element in a DCPJPA is the superconducting Josephson junction. The DC bias generates the AC Josephson current varying the nonlinear inductance of the junction. By this way the Josephson junction acts as the pump oscillator as well as the time varying reactance of the parametric amplifier. In quantum-limited amplification, losses and noise have an increased impact on the characteristics of an amplifier. We outline the classical model of the lossy DCPJPA and derive the available noise power spectral densities. A classical treatment is not capable of including properties like spontaneous emission which is mandatory in case of amplification at the quantum limit. Thus, we derive a quantum mechanical model of the lossy DCPJPA. Thermal losses are modeled by the quantum Langevin approach, by coupling the quantized system to a photon heat bath in thermodynamic equilibrium. The mode occupation in the bath follows the Bose-Einstein statistics. Based on the second quantization formalism, we derive the Heisenberg equations of motion of both resonator modes. We assume the dynamics of the system to follow the Markovian approximation, i.e. the system only depends on its actual state and is memory-free. We explicitly compute the time evolution of the contributions to the signal mode energy and give numeric examples based on different damping and coupling constants. Our analytic results show, that this model is capable of including thermal noise into the description of the DC pumped non-degenerate Josephson parametric amplifier.

Markovian Dynamics of Josephson Parametric Amplification

Science.gov (United States)

Kaiser, Waldemar; Haider, Michael; Russer, Johannes A.; Russer, Peter; Jirauschek, Christian

2017-09-01

In this work, we derive the dynamics of the lossy DC pumped non-degenerate Josephson parametric amplifier (DCPJPA). The main element in a DCPJPA is the superconducting Josephson junction. The DC bias generates the AC Josephson current varying the nonlinear inductance of the junction. By this way the Josephson junction acts as the pump oscillator as well as the time varying reactance of the parametric amplifier. In quantum-limited amplification, losses and noise have an increased impact on the characteristics of an amplifier. We outline the classical model of the lossy DCPJPA and derive the available noise power spectral densities. A classical treatment is not capable of including properties like spontaneous emission which is mandatory in case of amplification at the quantum limit. Thus, we derive a quantum mechanical model of the lossy DCPJPA. Thermal losses are modeled by the quantum Langevin approach, by coupling the quantized system to a photon heat bath in thermodynamic equilibrium. The mode occupation in the bath follows the Bose-Einstein statistics. Based on the second quantization formalism, we derive the Heisenberg equations of motion of both resonator modes. We assume the dynamics of the system to follow the Markovian approximation, i.e. the system only depends on its actual state and is memory-free. We explicitly compute the time evolution of the contributions to the signal mode energy and give numeric examples based on different damping and coupling constants. Our analytic results show, that this model is capable of including thermal noise into the description of the DC pumped non-degenerate Josephson parametric amplifier.

Continuous quantum error correction for non-Markovian decoherence

International Nuclear Information System (INIS)

Oreshkov, Ognyan; Brun, Todd A.

2007-01-01

We study the effect of continuous quantum error correction in the case where each qubit in a codeword is subject to a general Hamiltonian interaction with an independent bath. We first consider the scheme in the case of a trivial single-qubit code, which provides useful insights into the workings of continuous error correction and the difference between Markovian and non-Markovian decoherence. We then study the model of a bit-flip code with each qubit coupled to an independent bath qubit and subject to continuous correction, and find its solution. We show that for sufficiently large error-correction rates, the encoded state approximately follows an evolution of the type of a single decohering qubit, but with an effectively decreased coupling constant. The factor by which the coupling constant is decreased scales quadratically with the error-correction rate. This is compared to the case of Markovian noise, where the decoherence rate is effectively decreased by a factor which scales only linearly with the rate of error correction. The quadratic enhancement depends on the existence of a Zeno regime in the Hamiltonian evolution which is absent in purely Markovian dynamics. We analyze the range of validity of this result and identify two relevant time scales. Finally, we extend the result to more general codes and argue that the performance of continuous error correction will exhibit the same qualitative characteristics

A hybrid stochastic hierarchy equations of motion approach to treat the low temperature dynamics of non-Markovian open quantum systems

Science.gov (United States)

Moix, Jeremy M.; Cao, Jianshu

2013-10-01

The hierarchical equations of motion technique has found widespread success as a tool to generate the numerically exact dynamics of non-Markovian open quantum systems. However, its application to low temperature environments remains a serious challenge due to the need for a deep hierarchy that arises from the Matsubara expansion of the bath correlation function. Here we present a hybrid stochastic hierarchical equation of motion (sHEOM) approach that alleviates this bottleneck and leads to a numerical cost that is nearly independent of temperature. Additionally, the sHEOM method generally converges with fewer hierarchy tiers allowing for the treatment of larger systems. Benchmark calculations are presented on the dynamics of two level systems at both high and low temperatures to demonstrate the efficacy of the approach. Then the hybrid method is used to generate the exact dynamics of systems that are nearly impossible to treat by the standard hierarchy. First, exact energy transfer rates are calculated across a broad range of temperatures revealing the deviations from the Förster rates. This is followed by computations of the entanglement dynamics in a system of two qubits at low temperature spanning the weak to strong system-bath coupling regimes.

Analyzing a stochastic time series obeying a second-order differential equation.

Science.gov (United States)

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.

Non-Markovianity hinders Quantum Darwinism

Science.gov (United States)

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 dissipative quantum mechanics with stochastic trajectories

Energy Technology Data Exchange (ETDEWEB)

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

Counting statistics of non-markovian quantum stochastic processes

DEFF Research Database (Denmark)

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...

Simplified simulation of Boltzmann-Langevin equation

International Nuclear Information System (INIS)

Ayik, S.; Randrup, J.

1994-01-01

We briefly recall the Boltzmann-Langevin model of nuclear dynamics. We then summarize recent progress in deriving approximate analytical expressions for the associated transport coefficients and describe a numerical method for simulating the stochastic evolution of the phase-space density. (orig.)

Simple non-Markovian microscopic models for the depolarizing channel of a single qubit

International Nuclear Information System (INIS)

Fonseca Romero, K M; Lo Franco, R

2012-01-01

The archetypal one-qubit noisy channels - depolarizing, phase-damping and amplitude-damping channels - describe both Markovian and non-Markovian evolution. Simple microscopic models for the depolarizing channel, both classical and quantum, are considered. Microscopic models that describe phase-damping and amplitude-damping channels are briefly reviewed.

Spherical particle Brownian motion in viscous medium as non-Markovian random process

International Nuclear Information System (INIS)

Morozov, Andrey N.; Skripkin, Alexey V.

2011-01-01

The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered. -- Highlights: → Description of Brownian motion considering the entrainment of medium is developed. → We find the equations for statistical characteristics of impulse fluctuations. → Brownian motion at small time intervals is considered. → Theoretical results and experimental data are compared.

Quantum qubit measurement by a quantum point contact with a quantum Langevin equation approach

International Nuclear Information System (INIS)

Dong, Bing; Lei, X.L.; Horing, N.J.M.; Cui, H.L.

2007-01-01

We employ a microscopic quantum Heisenberg-Langevin equation approach to establish a set of quantum Bloch equations for a two-level system (coupled quantum dots) capacitively coupled to a quantum point contact (QPC). The resulting Bloch equations facilitate our analysis of qubit relaxation and decoherence in coupled quantum dots induced by measurement processes at arbitrary bias-voltage and temperature. We also examine the noise spectrum of the meter output current for a symmetric qubit. These results help resolve a recent debate about a quantum oscillation peak in the noise spectrum. (copyright 2007 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim) (orig.)

Non-Markovian quantum processes: Complete framework and efficient characterization

Science.gov (United States)

Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

2018-01-01

Currently, there is no systematic way to describe a quantum process with memory solely in terms of experimentally accessible quantities. However, recent technological advances mean we have control over systems at scales where memory effects are non-negligible. The lack of such an operational description has hindered advances in understanding physical, chemical, and biological processes, where often unjustified theoretical assumptions are made to render a dynamical description tractable. This has led to theories plagued with unphysical results and no consensus on what a quantum Markov (memoryless) process is. Here, we develop a universal framework to characterize arbitrary non-Markovian quantum processes. We show how a multitime non-Markovian process can be reconstructed experimentally, and that it has a natural representation as a many-body quantum state, where temporal correlations are mapped to spatial ones. Moreover, this state is expected to have an efficient matrix-product-operator form in many cases. Our framework constitutes a systematic tool for the effective description of memory-bearing open-system evolutions.

Fast-forward Langevin dynamics with momentum flips

Science.gov (United States)

Hijazi, Mahdi; Wilkins, David M.; Ceriotti, Michele

2018-05-01

Stochastic thermostats based on the Langevin equation, in which a system is coupled to an external heat bath, are popular methods for temperature control in molecular dynamics simulations due to their ergodicity and their ease of implementation. Traditionally, these thermostats suffer from sluggish behavior in the limit of high friction, unlike thermostats of the Nosé-Hoover family whose performance degrades more gently in the strong coupling regime. We propose a simple and easy-to-implement modification to the integration scheme of the Langevin algorithm that addresses the fundamental source of the overdamped behavior of high-friction Langevin dynamics: if the action of the thermostat causes the momentum of a particle to change direction, it is flipped back. This fast-forward Langevin equation preserves the momentum distribution and so guarantees the correct equilibrium sampling. It mimics the quadratic behavior of Nosé-Hoover thermostats and displays similarly good performance in the strong coupling limit. We test the efficiency of this scheme by applying it to a 1-dimensional harmonic oscillator, as well as to water and Lennard-Jones polymers. The sampling efficiency of the fast-forward Langevin equation thermostat, measured by the correlation time of relevant system variables, is at least as good as the traditional Langevin thermostat, and in the overdamped regime, the fast-forward thermostat performs much better, improving the efficiency by an order of magnitude at the highest frictions we considered.

Power-law Exponent in Multiplicative Langevin Equation with Temporally Correlated Noise

Science.gov (United States)

Morita, Satoru

2018-05-01

Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. For discrete-time systems, the power-law exponent is known to decrease as the autocorrelation time of the multiplier increases. However, for continuous-time systems, it is not yet clear how the temporal correlation affects the power-law behavior. Herein, we analytically investigated a multiplicative Langevin equation with colored noise. We show that the power-law exponent depends on the details of the multiplicative noise, in contrast to the case of discrete-time systems.

Non-Markovian reduced dynamics of ultrafast charge transfer at an oligothiophene–fullerene heterojunction

Energy Technology Data Exchange (ETDEWEB)

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 reservoir-dependent squeezing

International Nuclear Information System (INIS)

Paavola, J

2010-01-01

The squeezing dynamics of a damped harmonic oscillator are studied for different types of environment without making the Markovian approximation. The squeezing dynamics of a coherent state depend on the reservoir spectrum in a unique way that can, in the weak coupling approximation, be analysed analytically. Comparison of squeezing dynamics for ohmic, sub-ohmic and super-ohmic environments is done, showing a clear connection between the squeezing-non-squeezing oscillations and reservoir structure. Understanding the effects occurring due to structured reservoirs is important both from a purely theoretical point of view and in connection with evolving experimental techniques and future quantum computing applications.

Solving the generalized Langevin equation with the algebraically correlated noise

International Nuclear Information System (INIS)

Srokowski, T.; Ploszajczak, M.

1997-01-01

The Langevin equation with the memory kernel is solved. The stochastic force possesses algebraic correlations, proportional to 1/t. The velocity autocorrelation function and related quantities characterizing transport properties are calculated at the assumption that the system is in the thermal equilibrium. Stochastic trajectories are simulated numerically, using the kangaroo process as a noise generator. Results of this simulation resemble Levy walks with divergent moments of the velocity distribution. The motion of a Brownian particle is considered both without any external potential and in the harmonic oscillator field, in particular the escape from a potential well. The results are compared with memory-free calculations for the Brownian particle. (author)

Langevin formulation of quantum dynamics

International Nuclear Information System (INIS)

Roncadelli, M.

1989-03-01

We first show that nonrelativistic quantum mechanics formulated at imaginary-(h/2 π) can formally be viewed as the Fokker-Planck description of a frictionless brownian motion, which occurs (in general) in an absorbing medium. We next offer a new formulation of quantum mechanics, which is basically the Langevin treatment of this brownian motion. Explicitly, we derive a noise-average representation for the transition probability W(X'',t''|X',t'), in terms of the solutions to a Langevin equation with a Gaussian white-noise. Upon analytic continuation back to real-(h/2 π),W(X'',t''|X',t') becomes the propagator of the original Schroedinger equation. Our approach allows for a straightforward application to quantum dynamical problems of the mathematical techniques of classical stochastic processes. Moreover, computer simulations of quantum mechanical systems can be carried out by using numerical programs based on the Langevin dynamics. (author). 19 refs, 1 tab

A framework for the direct evaluation of large deviations in non-Markovian processes

International Nuclear Information System (INIS)

Cavallaro, Massimo; Harris, Rosemary J

2016-01-01

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. (letter)

Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

International Nuclear Information System (INIS)

Harko, Tiberiu; Leung, Chun Sing; 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 and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it 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 of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

Energy Technology Data Exchange (ETDEWEB)

Harko, Tiberiu [University College London, Department of Mathematics, London (United Kingdom); Leung, Chun Sing [Polytechnic University, Department of Applied Mathematics, Hong Kong (China); Mocanu, Gabriela [Babes-Bolyai University, Faculty of Physics, Cluj-Napoca (Romania)

2014-05-15

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 and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it 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 of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

Science.gov (United States)

Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

2014-05-01

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 and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it 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 of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability.

Correlation functions for the fractional generalized Langevin equation in the presence of internal and external noise

International Nuclear Information System (INIS)

Sandev, Trifce; Metzler, Ralf; Tomovski, Živorad

2014-01-01

We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion

Non-markovian effects in semiconductor cavity QED: Role of phonon-mediated processes

DEFF Research Database (Denmark)

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...... the polaritonic quasi-particle nature of the carrier-photon system interacting with the phonon reservoir....

Rate processes with non-Markovian dynamical disorder

International Nuclear Information System (INIS)

Goychuk, Igor

2005-01-01

Rate processes with dynamical disorder are investigated within a simple framework provided by unidirectional electron transfer (ET) with fluctuating transfer rate. The rate fluctuations are assumed to be described by a non-Markovian stochastic jump process which reflects conformational dynamics of an electron transferring donor-acceptor molecular complex. A tractable analytical expression is obtained for the relaxation of the donor population (in the Laplace-transformed time domain) averaged over the stationary conformational fluctuations. The corresponding mean transfer time is also obtained in an analytical form. The case of two-state fluctuations is studied in detail for a model incorporating substate diffusion within one of the conformations. It is shown that an increase of the conformational diffusion time results in a gradual transition from the regime of fast modulation characterized by the averaged ET rate to the regime of quasistatic disorder. This transition occurs at the conformational mean residence time intervals fixed much less than the inverse of the corresponding ET rates. An explanation of this paradoxical effect is provided. Moreover, its presence is also manifested for the simplest, exactly solvable non-Markovian model with a biexponential distribution of the residence times in one of the conformations. The nontrivial conditions for this phenomenon to occur are found

Numerical simulation of transmission coefficient using c-number Langevin equation

Science.gov (United States)

Barik, Debashis; Bag, Bidhan Chandra; Ray, Deb Shankar

2003-12-01

We numerically implement the reactive flux formalism on the basis of a recently proposed c-number Langevin equation [Barik et al., J. Chem. Phys. 119, 680 (2003); Banerjee et al., Phys. Rev. E 65, 021109 (2002)] to calculate transmission coefficient. The Kramers' turnover, the T2 enhancement of the rate at low temperatures and other related features of temporal behavior of the transmission coefficient over a range of temperature down to absolute zero, noise correlation, and friction are examined for a double well potential and compared with other known results. This simple method is based on canonical quantization and Wigner quasiclassical phase space function and takes care of quantum effects due to the system order by order.

Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

Science.gov (United States)

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.

Isospin dependent Boltzmann-langevin equation and the production cross section of 19Na

International Nuclear Information System (INIS)

Ming Zhaoyu; Zhang Fengshou; Chen Liewen; Zhu Zhiyuan; Zhang Wenlong; Guo Zhongyan; Xiao Guoqing

2000-01-01

A new transport model (isospin dependent Boltzmann-Langevin equation) is developed and it is shown that this model can regenerate the experimental data for reaction of 12 C + 12 C at 28.7 MeV/u. The production cross section of 19 Na is systematically studied for reactions of 17-20,22 Ne + 12 C at 28.7 MeV/u. It is found that a neutron deficient projectile has larger 19 Na cross section than a stable projectile

Reduced kinetic equations: An influence functional approach

International Nuclear Information System (INIS)

Wio, H.S.

1985-01-01

The author discusses a scheme for obtaining reduced descriptions of multivariate kinetic equations based on the 'influence functional' method of Feynmann. It is applied to the case of Fokker-Planck equations showing the form that results for the reduced equation. The possibility of Markovian or non-Markovian reduced description is discussed. As a particular example, the reduction of the Kramers equation to the Smoluchwski equation in the limit of high friction is also discussed

Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching

Directory of Open Access Journals (Sweden)

Hua Yang

2012-01-01

Full Text Available We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs. Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations. Therefore, numerical solutions have become an important issue in the study of SDDEsPJMSs. The key contribution of this paper is to investigate the strong convergence between the true solutions and the numerical solutions to SDDEsPJMSs when the drift and diffusion coefficients are Taylor approximations.

The Langevin and generalised Langevin approach to the dynamics of atomic, polymeric and colloidal systems

CERN Document Server

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

Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation

International Nuclear Information System (INIS)

Lim, S C; Teo, L P

2009-01-01

Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann–Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion

Non-Markovian effect on the geometric phase of a dissipative qubit

International Nuclear Information System (INIS)

Chen Juanjuan; Tong Qingjun; An Junhong; Luo Honggang; Oh, C. H.

2010-01-01

We studied 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 was 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 on 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.

Continued-fraction representation of the Kraus map for non-Markovian reservoir damping

Science.gov (United States)

van Wonderen, A. J.; Suttorp, L. G.

2018-04-01

Quantum dissipation is studied for a discrete system that linearly interacts with a reservoir of harmonic oscillators at thermal equilibrium. Initial correlations between system and reservoir are assumed to be absent. The dissipative dynamics as determined by the unitary evolution of system and reservoir is described by a Kraus map consisting of an infinite number of matrices. For all Laplace-transformed Kraus matrices exact solutions are constructed in terms of continued fractions that depend on the pair correlation functions of the reservoir. By performing factorizations in the Kraus map a perturbation theory is set up that conserves in arbitrary perturbative order both positivity and probability of the density matrix. The latter is determined by an integral equation for a bitemporal matrix and a finite hierarchy for Kraus matrices. In the lowest perturbative order this hierarchy reduces to one equation for one Kraus matrix. Its solution is given by a continued fraction of a much simpler structure as compared to the non-perturbative case. In the lowest perturbative order our non-Markovian evolution equations are applied to the damped Jaynes–Cummings model. From the solution for the atomic density matrix it is found that the atom may remain in the state of maximum entropy for a significant time span that depends on the initial energy of the radiation field.

Numerical simulations of the O(3) and CP1 models using the Langevin equations and the Metropolis algorithm

International Nuclear Information System (INIS)

Abdalla, E.; Carneiro, C.E.I.

1988-12-01

The O(3) model, the pure CP 1 model and the CP 1 model minimally coupled to fermions are numerically simulated. The equivalence between the O(3) and the bound state of the pure CP 1 model is investigated. It is shown that: the relations g O(3 ) = 2 g CP 1 and E O(3 )= 2E CP 1 + 2, for the coupling constants and energies hold beyond the classical level; the mass gap as a function of the coupling is the same for both models. The mass gap for the CP 1 minimally coupled to fermions is also calculated. The calculations are performed using different techniques. The proposal by Namiki and colaborators to enforce constraints on Langevin equations and Parisi's technique to calculate correlation functions via Langevin equations is tested. The results are compared with those obtained using the multi-hit Metropolis algorithm. (author) [pt

Burst of virus infection and a possibly largest epidemic threshold of non-Markovian susceptible-infected-susceptible processes on networks

Science.gov (United States)

Liu, Qiang; Van Mieghem, Piet

2018-02-01

Since a real epidemic process is not necessarily Markovian, the epidemic threshold obtained under the Markovian assumption may be not realistic. To understand general non-Markovian epidemic processes on networks, we study the Weibullian susceptible-infected-susceptible (SIS) process in which the infection process is a renewal process with a Weibull time distribution. We find that, if the infection rate exceeds 1 /ln(λ1+1 ) , where λ1 is the largest eigenvalue of the network's adjacency matrix, then the infection will persist on the network under the mean-field approximation. Thus, 1 /ln(λ1+1 ) is possibly the largest epidemic threshold for a general non-Markovian SIS process with a Poisson curing process under the mean-field approximation. Furthermore, non-Markovian SIS processes may result in a multimodal prevalence. As a byproduct, we show that a limiting Weibullian SIS process has the potential to model bursts of a synchronized infection.

Asymptotic propagators and trajectories in plasma turbulence theory. The importance of irreversibility, asymptoticity and non-Markovian terms

International Nuclear Information System (INIS)

Misguich, J.H.

1978-09-01

The physical meaning of perturbed trajectories in turbulent fields is analysed. Special care is devoted to the asymptotic description of average trajectories for long time intervals, as occuring in many recent plasma turbulence theories. Equivalence is proved between asymptotic average trajectories described as well (i) by the propagators V(t,t-tau) for retrodiction and Wsub(J)(t,t+tau) for prediction, and (ii) by the long time secular behavior of the solution of the equations of motion. This confirms the equivalence between perturbed orbit theories and renormalized theories, including non-Markovian contributions

Fault-tolerant quantum computation for local non-Markovian noise

International Nuclear Information System (INIS)

Terhal, Barbara M.; Burkard, Guido

2005-01-01

We derive a threshold result for fault-tolerant quantum computation for local non-Markovian noise models. The role of error amplitude in our analysis is played by the product of the elementary gate time t 0 and the spectral width of the interaction Hamiltonian between system and bath. We discuss extensions of our model and the applicability of our analysis

Optical signatures of non-Markovian behavior in open quantum systems

DEFF Research Database (Denmark)

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...

Phonon-induced dissipation and decoherence in solid-state quantum devices: Markovian versus non-Markovian treatments

Science.gov (United States)

Iotti, Rita Claudia; Rossi, Fausto

2017-12-01

Microscopic modeling of electronic phase coherence versus energy dissipation plays a crucial role in the design and optimization of new-generation electronic quantum nanodevices, like quantum-cascade light sources and quantum logic gates; in this context, non-Markovian density-matrix approaches are widely used simulation strategies. Here we show that such methods, along with valuable virtues, in some circumstances may exhibit potential limitations that need to be taken into account for a reliable description of quantum materials and related devices. More specifically, extending the analysis recently proposed in [EPL 112, 67005 (2015)] to high temperatures and degenerate conditions, we show that the usual mean-field treatment - employed to derive quantum-kinetic equations - in some cases may lead to anomalous results, characterized by decoherence suppression and positivity violations. By means of a simple two-level model, we show that such unexpected behaviors may affect zero-dimensional electronic systems coupled to dispersionless phonon modes, while such anomalies are expected to play a negligible role in nanosystems with higher dimensionality; these limitations are found to be significant in the low-density and low-temperature limit, while in the degenerate and/or finite-temperature regime - typical of many state-of-the-art quantum devices - their impact is strongly reduced.

System–environment correlations and non-Markovian dynamics

International Nuclear Information System (INIS)

Pernice, A; Helm, J; Strunz, W T

2012-01-01

We determine the total state dynamics of a dephasing open quantum system using the standard environment of harmonic oscillators. Of particular interest are random unitary approaches to the same reduced dynamics and system–environment correlations in the full model. Concentrating on a model with an at times negative dephasing rate, the issue of ‘non-Markovianity’ will also be addressed. Crucially, given the quantum environment, the appearance of non-Markovian dynamics turns out to be accompanied by a loss of system–environment correlations. Depending on the initial purity of the qubit state, these system–environment correlations may be purely classical over the whole relevant time scale, or there may be intervals of genuine system–environment entanglement. In the latter case, we see no obvious relation between the build-up or decay of these quantum correlations and ‘non-Markovianity’. (paper)

Large deviation estimates for a Non-Markovian Lévy generator of big order

International Nuclear Information System (INIS)

Léandre, Rémi

2015-01-01

We give large deviation estimates for a non-markovian convolution semi-group with a non-local generator of Lévy type of big order and with the standard normalisation of semi-classical analysis. No stochastic process is associated to this semi-group. (paper)

Evolution of entropy in different types of non-Markovian three-level ...

Indian Academy of Sciences (India)

Home; Journals; Pramana – Journal of Physics; Volume 86; Issue 5. Evolution of entropy in different types of non-Markovian three-level systems: Single reservoir vs. two independent reservoirs. JAGHOURI HAKIMEH SARBISHAEI MOHSEN JAVIDAN KUROSH. Regular Volume 86 Issue 5 May 2016 pp 997-1008 ...

Fokker-Planck equation of the reduced Wigner function associated to an Ohmic quantum Langevin dynamics

Science.gov (United States)

Colmenares, Pedro J.

2018-05-01

This article has to do with the derivation and solution of the Fokker-Planck equation associated to the momentum-integrated Wigner function of a particle subjected to a harmonic external field in contact with an ohmic thermal bath of quantum harmonic oscillators. The strategy employed is a simplified version of the phenomenological approach of Schramm, Jung, and Grabert of interpreting the operators as c numbers to derive the quantum master equation arising from a twofold transformation of the Wigner function of the entire phase space. The statistical properties of the random noise comes from the integral functional theory of Grabert, Schramm, and Ingold. By means of a single Wigner transformation, a simpler equation than that mentioned before is found. The Wigner function reproduces the known results of the classical limit. This allowed us to rewrite the underdamped classical Langevin equation as a first-order stochastic differential equation with time-dependent drift and diffusion terms.

Bilayer graphene lattice-layer entanglement in the presence of non-Markovian phase noise

Science.gov (United States)

Bittencourt, Victor A. S. V.; Blasone, Massimo; Bernardini, Alex E.

2018-03-01

The evolution of single particle excitations of bilayer graphene under effects of non-Markovian noise is described with focus on the decoherence process of lattice-layer (LL) maximally entangled states. Once the noiseless dynamics of an arbitrary initial state is identified by the correspondence between the tight-binding Hamiltonian for the AB-stacked bilayer graphene and the Dirac equation—which includes pseudovectorlike and tensorlike field interactions—the noisy environment is described as random fluctuations on bias voltage and mass terms. The inclusion of noisy dynamics reproduces the Ornstein-Uhlenbeck processes: A non-Markovian noise model with a well-defined Markovian limit. Considering that an initial amount of entanglement shall be dissipated by the noise, two profiles of dissipation are identified. On one hand, for eigenstates of the noiseless Hamiltonian, deaths and revivals of entanglement are identified along the oscillation pattern for long interaction periods. On the other hand, for departing LL Werner and Cat states, the entanglement is suppressed although, for both cases, some identified memory effects compete with the pure noise-induced decoherence in order to preserve the the overall profile of a given initial state.

PDF models and synthetic model for the wind speed fluctuations based on the resolution of Langevin equation

International Nuclear Information System (INIS)

Calif, Rudy

2012-01-01

Highlights: ► Probability Density Functions are proposed to fit the wind speed fluctuations distributions for three representative classes. ► Stochastic simulations are performed using a Langevin equation for each class. ► The properties of simulated and measured wind speed sequences are close. -- Abstract: Wind energy production is very sensitive to turbulent wind speed. Thus rapid variation of wind speed due to changes in the local meteorological conditions can lead to electrical power variations of the order of the nominal power output, in particular when wind power variations on very short time scales, range at few seconds to 1 h, are considered. In small grid as they exist on islands (Guadeloupean Archipelago: French West Indies) such fluctuations can cause instabilities in case of intermediate power shortages. The developed analysis in reveals three main classes of time series for the wind speed fluctuations. In this work, Probability Density Functions (PDFs) are proposed to fit the wind speed fluctuations distributions in each class. After, to simulate wind speed fluctuations sequences, we use a stochastic differential equation, the Langevin equation considering Gaussian turbulence PDF (class I), Gram–Charlier PDF (class II) and a mixture of gaussian PDF (class III). The statistical and dynamical properties of simulated wind sequences are close to those of measured wind sequences, for each class.

Non-Markovian effects on quantum-communication protocols

International Nuclear Information System (INIS)

Yeo, Ye; Oh, C. H.; An, Jun-Hong

2010-01-01

We show how, under the influence of non-Markovian environments, two different maximally entangled Bell states give rise to states that have equal classical correlations and the same capacities to violate the Bell-Clauser-Horne-Shimony-Holt inequality, but intriguingly differing usefulness for teleportation and dense coding. We elucidate how different entanglement measures like negativity and concurrence, and two different measures of quantum discord, could account for these behaviors. In particular, we explicitly show how the Ollivier-Zurek measure of discord directly accounts for one state being a better resource for dense coding compared to another. Our study leads to several important issues about these measures of discord.

Non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems with applications to quantum information theory of continuous variable systems; Nicht-Markovsche Dynamik, Dekohaerenz und Verschraenkung in dissipativen Quantensystemen mit Anwendung in der Quanteninformationstheorie von Systemen kontinuierlicher Variablen

Energy Technology Data Exchange (ETDEWEB)

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

Accelerating the convergence of path integral dynamics with a generalized Langevin equation

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Ceriotti, Michele; Manolopoulos, David E.; Parrinello, Michele

2011-02-01

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.

Accelerating the convergence of path integral dynamics with a generalized Langevin equation.

Science.gov (United States)

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.

Numerical study of Langevin equation in twisted Eguchi-Kawai model: distribution of eigenvalues of the plaquette matrix

International Nuclear Information System (INIS)

Migdal, A.A.; Polikarpov, M.I.; Veselov, A.I.; Yurov, V.P.

1983-01-01

The Langevin equation for the lattice theory with arbitrary gauge group is derived. The four-dimensional twisted Eguchi-Kawai model is investigated numerically. The results for the plaquette energy agree with those of the known Monte Carlo calculations. The new result is the distribution of eigenvalues of the plaquette matrix. In the strong coupling phase this distribution is smooth, whereas in the weak coupling phase a gap is clearly seen

Generation of long-living entanglement between two distant three-level atoms in non-Markovian environments.

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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.

Self-consistent generalized Langevin-equation theory for liquids of nonspherically interacting particles

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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, Fl m ,l m(k ,t ) and Flm ,l m S(k ,t ) , are derived as a contraction of the description involving the stochastic equations of the corresponding tensorial one-particle density nl m(k ,t ) and the translational (α =T ) and rotational (α =R ) current densities jlm 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 Sl m ,l m(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, γT and γR, 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.

Self-consistent generalized Langevin-equation theory for liquids of nonspherically interacting particles.

Science.gov (United States)

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.

Langevin theory of anomalous Brownian motion made simple

International Nuclear Information System (INIS)

Tothova, Jana; Vasziova, Gabriela; Lisy, VladimIr; Glod, Lukas

2011-01-01

During the century from the publication of the work by Einstein (1905 Ann. Phys. 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 C. R. Acad. Sci., Paris 146 530), in which he proposed an 'infinitely more simple' description of Brownian motion than that by Einstein. The original Langevin approach has however strong limitations, which were rigorously stated after the creation of the hydrodynamic theory of Brownian motion (1945). Hydrodynamic Brownian motion is a special case of 'anomalous Brownian motion', now intensively studied both theoretically and in experiments. We show how some general properties of anomalous Brownian motion can be easily derived using an effective method that allows one to convert the stochastic generalized Langevin equation into a deterministic Volterra-type integro-differential equation for the mean square displacement of the particle. Within the Gibbs statistics, the method is applicable to linear equations of motion with any kind of memory during the evolution of the system. We apply it to memoryless Brownian motion in a harmonic potential well and to Brownian motion in fluids, taking into account the effects of hydrodynamic memory. Exploring the mathematical analogy between Brownian motion and electric circuits, which are at nanoscales also described by the generalized Langevin equation, we calculate the fluctuations of charge and current in RLC circuits that are in contact with the thermal bath. Due to the simplicity of our approach it could be incorporated into graduate courses of statistical physics. Once the method is established, it allows bringing to the attention of students and effectively solving a number of attractive problems related to Brownian motion.

Kac limit and thermodynamic characterization of stochastic dynamics driven by Poisson-Kac fluctuations

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Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-07-01

We analyze the thermodynamic properties of stochastic differential equations driven by smooth Poisson-Kac fluctuations, and their convergence, in the Kac limit, towards Wiener-driven Langevin equations. Using a Markovian embedding of the stochastic work variable, it is proved that the Kac-limit convergence implies a Stratonovich formulation of the limit Langevin equations, in accordance with the Wong-Zakai theorem. Exact moment analysis applied to the case of a purely frictional system shows the occurrence of different regimes and crossover phenomena in the parameter space.

Non-Markovian modification of the golden rule rate expression

International Nuclear Information System (INIS)

Basilevsky, M. V.; Davidovich, G. V.; Titov, S. V.; Voronin, A. I.

2006-01-01

The reformulation of the standard golden rule approach considered in this paper for treating reactive tunneling reduces the computation of the reaction rate to a derivation of band shapes for energy levels of reactant and product states. This treatment is based on the assumption that the medium environment is actively involved as a partner in the energy exchange with the reactive subsystem but its reorganization effect is negligible. Starting from the quantum relaxation equation for the density matrix, the required band shapes are represented in terms of the spectral density function, exhibiting the continuum spectrum inherent to the interaction between the reactants and the medium in the total reactive system. The simplest Lorentzian spectral bands, obtained under Redfield approximation, proved to be unsatisfactory because they produced a divergent rate expression at low temperature. The problem is resolved by invoking a refined spectral band shape, which behaves as Lorentzian one at the band center but decays exponentially at its tails. The corresponding closed non-Markovian rate expression is derived and investigated taking as an example the photochemical H-transfer reaction between fluorene and acridine proceeding in the fluorene molecular crystal. The kinetics in this reactive system was thoroughly studied experimentally in a wide temperature range [B. Prass et al., Ber. Bunsenges. Phys. Chem. 102, 498 (1998)

Non-Markovian response of ultrafast coherent electronic ring currents in chiral aromatic molecules in a condensed phase

International Nuclear Information System (INIS)

Mineo, H.; Lin, S. H.; Fujimura, Y.; Xu, J.; Xu, R. X.; Yan, Y. J.

2013-01-01

Results of a theoretical study on non-Markov response for femtosecond laser-driven coherent ring currents in chiral aromatic molecules embedded in a condensed phase are presented. Coherent ring currents are generated by coherent excitation of a pair of quasi-degenerated π-electronic excited states. The coherent electronic dynamical behaviors are strongly influenced by interactions between the electronic system and phonon bath in a condensed phase. Here, the bath correlation time is not instantaneous but should be taken to be a finite time in ultrashort time-resolved experiments. In such a case, Markov approximation breaks down. A hierarchical master equation approach for an improved semiclassical Drude dissipation model was adopted to examine the non-Markov effects on ultrafast coherent electronic ring currents of (P)-2,2 ′ -biphenol in a condensed phase. Time evolution of the coherent ring current derived in the hierarchical master equation approach was calculated and compared with those in the Drude model in the Markov approximation and in the static limit. The results show how non-Markovian behaviors in quantum beat signals of ring currents depend on the Drude bath damping constant. Effects of temperatures on ultrafast coherent electronic ring currents are also clarified

THE HALO MASS FUNCTION FROM EXCURSION SET THEORY. I. GAUSSIAN FLUCTUATIONS WITH NON-MARKOVIAN DEPENDENCE ON THE SMOOTHING SCALE

International Nuclear Information System (INIS)

Maggiore, Michele; Riotto, Antonio

2010-01-01

A classic method for computing the mass function of dark matter halos is provided by excursion set theory, where density perturbations evolve stochastically with the smoothing scale, and the problem of computing the probability of halo formation is mapped into the so-called first-passage time problem in the presence of a barrier. While the full dynamical complexity of halo formation can only be revealed through N-body simulations, excursion set theory provides a simple analytic framework for understanding various aspects of this complex process. In this series of papers we propose improvements of both technical and conceptual aspects of excursion set theory, and we explore up to which point the method can reproduce quantitatively the data from N-body simulations. In Paper I of the series, we show how to derive excursion set theory from a path integral formulation. This allows us both to derive rigorously the absorbing barrier boundary condition, that in the usual formulation is just postulated, and to deal analytically with the non-Markovian nature of the random walk. Such a non-Markovian dynamics inevitably enters when either the density is smoothed with filters such as the top-hat filter in coordinate space (which is the only filter associated with a well-defined halo mass) or when one considers non-Gaussian fluctuations. In these cases, beside 'Markovian' terms, we find 'memory' terms that reflect the non-Markovianity of the evolution with the smoothing scale. We develop a general formalism for evaluating perturbatively these non-Markovian corrections, and in this paper we perform explicitly the computation of the halo mass function for Gaussian fluctuations, to first order in the non-Markovian corrections due to the use of a top-hat filter in coordinate space. In Paper II of this series we propose to extend excursion set theory by treating the critical threshold for collapse as a stochastic variable, which better captures some of the dynamical complexity of the

Markovian dynamics on complex reaction networks

Energy Technology Data Exchange (ETDEWEB)

Goutsias, J., E-mail: goutsias@jhu.edu; Jenkinson, G., E-mail: jenkinson@jhu.edu

2013-08-10

Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological, ecological, social, neural, and multi-agent networks. A common approach to modeling such networks is by a master equation that governs the dynamic evolution of the joint probability mass function of the underlying population process and naturally leads to Markovian dynamics for such process. Due however to the nonlinear nature of most reactions and the large size of the underlying state-spaces, computation and analysis of the resulting stochastic population dynamics is a difficult task. This review article provides a coherent and comprehensive coverage of recently developed approaches and methods to tackle this problem. After reviewing a general framework for modeling Markovian reaction networks and giving specific examples, the authors present numerical and computational techniques capable of evaluating or approximating the solution of the master equation, discuss a recently developed approach for studying the stationary behavior of Markovian reaction networks using a potential energy landscape perspective, and provide an introduction to the emerging theory of thermodynamic analysis of such networks. Three representative problems of opinion formation, transcription regulation, and neural network dynamics are used as illustrative examples.

Markovian dynamics on complex reaction networks

International Nuclear Information System (INIS)

Goutsias, J.; Jenkinson, G.

2013-01-01

Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological, ecological, social, neural, and multi-agent networks. A common approach to modeling such networks is by a master equation that governs the dynamic evolution of the joint probability mass function of the underlying population process and naturally leads to Markovian dynamics for such process. Due however to the nonlinear nature of most reactions and the large size of the underlying state-spaces, computation and analysis of the resulting stochastic population dynamics is a difficult task. This review article provides a coherent and comprehensive coverage of recently developed approaches and methods to tackle this problem. After reviewing a general framework for modeling Markovian reaction networks and giving specific examples, the authors present numerical and computational techniques capable of evaluating or approximating the solution of the master equation, discuss a recently developed approach for studying the stationary behavior of Markovian reaction networks using a potential energy landscape perspective, and provide an introduction to the emerging theory of thermodynamic analysis of such networks. Three representative problems of opinion formation, transcription regulation, and neural network dynamics are used as illustrative examples

Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

International Nuclear Information System (INIS)

Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym

2008-01-01

This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method

Bulk-mediated surface diffusion: non-Markovian desorption and biased behaviour in an infinite system

International Nuclear Information System (INIS)

Revelli, Jorge A; Budde, Carlos E; Wio, Horacio S

2005-01-01

We analyse the dynamics of adsorbed molecules within the bulk-mediated surface diffusion framework. We consider that the particle's desorption mechanism is characterized by a non-Markovian process, while the particle's adsorption and its motion in the bulk are governed by Markovian dynamics, and include the effect of an external field in the form of a bias in the normal motion to the surface. We study this system for the diffusion of particles in a semi-infinite lattice, analysing the conditional probability to find the system on the reference absorptive plane as well as the surface dispersion as functions of time. The agreement between numerical and analytical asymptotic results is discussed

Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism

Science.gov (United States)

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.

AQUASOL: An efficient solver for the dipolar Poisson-Boltzmann-Langevin equation.

Science.gov (United States)

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

Markovian Monte Carlo program EvolFMC v.2 for solving QCD evolution equations

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Jadach, S.; Płaczek, W.; Skrzypek, M.; Stokłosa, P.

2010-02-01

We present the program EvolFMC v.2 that solves the evolution equations in QCD for the parton momentum distributions by means of the Monte Carlo technique based on the Markovian process. The program solves the DGLAP-type evolution as well as modified-DGLAP ones. In both cases the evolution can be performed in the LO or NLO approximation. The quarks are treated as massless. The overall technical precision of the code has been established at 5×10. This way, for the first time ever, we demonstrate that with the Monte Carlo method one can solve the evolution equations with precision comparable to the other numerical methods. New version program summaryProgram title: EvolFMC v.2 Catalogue identifier: AEFN_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFN_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including binary test data, etc.: 66 456 (7407 lines of C++ code) No. of bytes in distributed program, including test data, etc.: 412 752 Distribution format: tar.gz Programming language: C++ Computer: PC, Mac Operating system: Linux, Mac OS X RAM: Less than 256 MB Classification: 11.5 External routines: ROOT ( http://root.cern.ch/drupal/) Nature of problem: Solution of the QCD evolution equations for the parton momentum distributions of the DGLAP- and modified-DGLAP-type in the LO and NLO approximations. Solution method: Monte Carlo simulation of the Markovian process of a multiple emission of partons. Restrictions:Limited to the case of massless partons. Implemented in the LO and NLO approximations only. Weighted events only. Unusual features: Modified-DGLAP evolutions included up to the NLO level. Additional comments: Technical precision established at 5×10. Running time: For the 10 6 events at 100 GeV: DGLAP NLO: 27s; C-type modified DGLAP NLO: 150s (MacBook Pro with Mac OS X v.10

Noise suppression via generalized-Markovian processes

Science.gov (United States)

Marshall, Jeffrey; Campos Venuti, Lorenzo; Zanardi, Paolo

2017-11-01

It is by now well established that noise itself can be useful for performing quantum information processing tasks. We present results which show how one can effectively reduce the error rate associated with a noisy quantum channel by counteracting its detrimental effects with another form of noise. In particular, we consider the effect of adding on top of a purely Markovian (Lindblad) dynamics, a more general form of dissipation, which we refer to as generalized-Markovian noise. This noise has an associated memory kernel and the resulting dynamics are described by an integrodifferential equation. The overall dynamics are characterized by decay rates which depend not only on the original dissipative time scales but also on the new integral kernel. We find that one can engineer this kernel such that the overall rate of decay is lowered by the addition of this noise term. We illustrate this technique for the case where the bare noise is described by a dephasing Pauli channel. We analytically solve this model and show that one can effectively double (or even triple) the length of the channel, while achieving the same fidelity, entanglement, and error threshold. We numerically verify this scheme can also be used to protect against thermal Markovian noise (at nonzero temperature), which models spontaneous emission and excitation processes. A physical interpretation of this scheme is discussed, whereby the added generalized-Markovian noise causes the system to become periodically decoupled from the background Markovian noise.

From hard thermal loops to Langevin dynamics

International Nuclear Information System (INIS)

Boedeker, Dietrich

1999-01-01

In hot non-Abelian gauge theories, processes characterized by the momentum scale g 2 T (such as electroweak baryon number violation in the very early universe) are non-perturbative. An effective theory for the soft (vertical bar p vertical bar ∼ g 2 T) field modes is obtained by integrating out momenta larger than than g 2 T. Starting from the hard thermal loop effective theory, which is the result of integrating out the scale T, it is shown how to integrate out the scale gT in an expansion in the gauge coupling g. At leading order in g, one obtains Vlasov-Boltzmann equations for the soft field modes, which contain a Gaussian noise and a collision term. The 2-point function of the noise and the collision term are explicitly calculated in a leading logarithmic approximation. In this approximation the Boltzmann equation is solved. The resulting effective theory for the soft field modes is described by a Langevin equation. It determines the parametric form of the hot baryon number violation rate as Γ = κg 10 log(1/g)gT 4 , and it allows for a calculation for κ on the lattice

Noise spectrum of quantum transport through double quantum dots: Renormalization and non-Markovian effects

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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.

The analysis of the derivation principles of kinetic equations based on exactly solvable models of the bulk reaction A + B → Product

International Nuclear Information System (INIS)

Kipriyanov, A.A.; Doktorov, A.B.

2005-01-01

We have considered two many-particle models of the irreversible reaction A + B → Product for which closed kinetic equations for the mean concentration N A (t) of A species can be exactly obtained. These equations are identically recast into a unified form of integro-differential equation of general kinetic theory. It is shown that the memory functions for both models under consideration can be represented as a sum of the Markovian and non-Markovian parts. It is essential that the Markovian part of the Laplace transform of any kernel can be obtained using the Laplace transform of the kernel itself, and is the root of the non-Markovian part of the Laplace transform of the kernel. The properties established allowed us to perform correct approximation of the memory functions at small concentrations [B] of B species and derive the binary non-Markovian integro-differential equation. Within the binary theory accuracy this equation has been rewritten in a regular frame of a familiar rate equation satisfying general principles of binary kinetic equations. Thus using particular exactly solvable many-particle models, we have reproduced the most essential steps of the known general way for the derivation of the binary kinetic equation avoiding the sophisticated many-particle technique and the corresponding approximations. Besides, the results obtained can serve as an additional evidence of the approximations made in a general many-particle approach to the derivation of the binary kinetic equation

Markovian description of unbiased polymer translocation

International Nuclear Information System (INIS)

Mondaini, Felipe; Moriconi, L.

2012-01-01

We perform, with the help of cloud computing resources, extensive Langevin simulations which provide compelling evidence in favor of a general Markovian framework for unbiased three-dimensional polymer translocation. Our statistical analysis consists of careful evaluations of (i) two-point correlation functions of the translocation coordinate and (ii) the empirical probabilities of complete polymer translocation (taken as a function of the initial number of monomers on a given side of the membrane). We find good agreement with predictions derived from the Markov chain approach recently addressed in the literature by the present authors. -- Highlights: ► We investigate unbiased polymer translocation through membrane pores. ► Large statistical ensembles have been produced with the help of cloud computing resources. ► We evaluate the two-point correlation function of the translocation coordinate. ► We evaluate empirical probabilities for complete polymer translocation. ► Unbiased polymer translocation is described as a Markov stochastic process.

Markovian description of unbiased polymer translocation

Energy Technology Data Exchange (ETDEWEB)

Mondaini, Felipe [Instituto de Física, Universidade Federal do Rio de Janeiro, C.P. 68528, 21945-970 Rio de Janeiro, RJ (Brazil); Centro Federal de Educação Tecnológica Celso Suckow da Fonseca, UnED Angra dos Reis, Angra dos Reis, 23953-030, RJ (Brazil); Moriconi, L., E-mail: moriconi@if.ufrj.br [Instituto de Física, Universidade Federal do Rio de Janeiro, C.P. 68528, 21945-970 Rio de Janeiro, RJ (Brazil)

2012-10-01

We perform, with the help of cloud computing resources, extensive Langevin simulations which provide compelling evidence in favor of a general Markovian framework for unbiased three-dimensional polymer translocation. Our statistical analysis consists of careful evaluations of (i) two-point correlation functions of the translocation coordinate and (ii) the empirical probabilities of complete polymer translocation (taken as a function of the initial number of monomers on a given side of the membrane). We find good agreement with predictions derived from the Markov chain approach recently addressed in the literature by the present authors. -- Highlights: ► We investigate unbiased polymer translocation through membrane pores. ► Large statistical ensembles have been produced with the help of cloud computing resources. ► We evaluate the two-point correlation function of the translocation coordinate. ► We evaluate empirical probabilities for complete polymer translocation. ► Unbiased polymer translocation is described as a Markov stochastic process.

Exploiting Non-Markovianity for Quantum Control.

Science.gov (United States)

Reich, Daniel M; Katz, Nadav; Koch, Christiane P

2015-07-22

Quantum technology, exploiting entanglement and the wave nature of matter, relies on the ability to accurately control quantum systems. Quantum control is often compromised by the interaction of the system with its environment since this causes loss of amplitude and phase. However, when the dynamics of the open quantum system is non-Markovian, amplitude and phase flow not only from the system into the environment but also back. Interaction with the environment is then not necessarily detrimental. We show that the back-flow of amplitude and phase can be exploited to carry out quantum control tasks that could not be realized if the system was isolated. The control is facilitated by a few strongly coupled, sufficiently isolated environmental modes. Our paradigmatic example considers a weakly anharmonic ladder with resonant amplitude control only, restricting realizable operations to SO(N). The coupling to the environment, when harnessed with optimization techniques, allows for full SU(N) controllability.

On the Asymptotic Behavior of the Kernel Function in the Generalized Langevin Equation: A One-Dimensional Lattice Model

Science.gov (United States)

Chu, Weiqi; Li, Xiantao

2018-01-01

We present some estimates for the memory kernel function in the generalized Langevin equation, derived using the Mori-Zwanzig formalism from a one-dimensional lattice model, in which the particles interactions are through nearest and second nearest neighbors. The kernel function can be explicitly expressed in a matrix form. The analysis focuses on the decay properties, both spatially and temporally, revealing a power-law behavior in both cases. The dependence on the level of coarse-graining is also studied.

Solving Langevin equation with the stochastic algebraically correlated noise

International Nuclear Information System (INIS)

Ploszajczak, M.; Srokowski, T.

1996-01-01

Long time tail in the velocity and force autocorrelation function has been found recently in the molecular dynamics simulations of the peripheral collisions of ions. Simulation of those slowly decaying correlations in the stochastic transport theory requires the development of new methods of generating stochastic force of arbitrarily long correlation times. The Markovian process and the multidimensional Kangaroo process which permit describing various algebraic correlated stochastic processes are proposed. (author)

An improved non-Markovian degradation model with long-term dependency and item-to-item uncertainty

Science.gov (United States)

Xi, Xiaopeng; Chen, Maoyin; Zhang, Hanwen; Zhou, Donghua

2018-05-01

It is widely noted in the literature that the degradation should be simplified into a memoryless Markovian process for the purpose of predicting the remaining useful life (RUL). However, there actually exists the long-term dependency in the degradation processes of some industrial systems, including electromechanical equipments, oil tankers, and large blast furnaces. This implies the new degradation state depends not only on the current state, but also on the historical states. Such dynamic systems cannot be accurately described by traditional Markovian models. Here we present an improved non-Markovian degradation model with both the long-term dependency and the item-to-item uncertainty. As a typical non-stationary process with dependent increments, fractional Brownian motion (FBM) is utilized to simulate the fractal diffusion of practical degradations. The uncertainty among multiple items can be represented by a random variable of the drift. Based on this model, the unknown parameters are estimated through the maximum likelihood (ML) algorithm, while a closed-form solution to the RUL distribution is further derived using a weak convergence theorem. The practicability of the proposed model is fully verified by two real-world examples. The results demonstrate that the proposed method can effectively reduce the prediction error.

Stochastic models for surface diffusion of molecules

Energy Technology Data Exchange (ETDEWEB)

Shea, Patrick, E-mail: patrick.shea@dal.ca; Kreuzer, Hans Jürgen [Department of Physics and Atmospheric Science, Dalhousie University, Halifax, Nova Scotia B3H 3J5 (Canada)

2014-07-28

We derive a stochastic model for the surface diffusion of molecules, starting from the classical equations of motion for an N-atom molecule on a surface. The equation of motion becomes a generalized Langevin equation for the center of mass of the molecule, with a non-Markovian friction kernel. In the Markov approximation, a standard Langevin equation is recovered, and the effect of the molecular vibrations on the diffusion is seen to lead to an increase in the friction for center of mass motion. This effective friction has a simple form that depends on the curvature of the lowest energy diffusion path in the 3N-dimensional coordinate space. We also find that so long as the intramolecular forces are sufficiently strong, memory effects are usually not significant and the Markov approximation can be employed, resulting in a simple one-dimensional model that can account for the effect of the dynamics of the molecular vibrations on the diffusive motion.

Langevin approach to synchronization of hyperchaotic time-delay dynamics

Energy Technology Data Exchange (ETDEWEB)

Budini, Adrian A [Consejo Nacional de Investigaciones CientIficas y Tecnicas, Centro Atomico Bariloche, Av. E Bustillo Km 9.5, (8400) Bariloche (Argentina); Consortium of the Americas for Interdisciplinary Science and Department of Physics and Astronomy, University of New Mexico, Albuquerque, NM 87131 (United States)

2008-11-07

In this paper, we characterize the synchronization phenomenon of hyperchaotic scalar nonlinear delay dynamics in a fully-developed chaos regime. Our results rely on the observation that, in that regime, the stationary statistical properties of a class of hyperchaotic attractors can be reproduced with a linear Langevin equation, defined by replacing the nonlinear delay force by a delta-correlated noise. Therefore, the synchronization phenomenon can be analytically characterized by a set of coupled Langevin equations. We apply this formalism to study anticipated synchronization dynamics subject to external noise fluctuations as well as for characterizing the effects of parameter mismatch in a hyperchaotic communication scheme. The same procedure is applied to second-order differential delay equations associated with synchronization in electro-optical devices. In all cases, the departure with respect to perfect synchronization is measured through a similarity function. Numerical simulations in discrete maps associated with the hyperchaotic dynamics support the formalism.

Dynamics of non-Markovian exclusion processes

International Nuclear Information System (INIS)

Khoromskaia, Diana; Grosskinsky, Stefan; Harris, Rosemary J

2014-01-01

Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP) plays a paradigmatic role to describe noise-activated driven motion of entities subject to an excluded volume interaction and many variants have been studied in recent years. While in the standard ASEP the noise is Poissonian and the process is therefore Markovian, in many applications the statistics of the activating noise has a non-standard distribution with possible memory effects resulting from internal degrees of freedom or external sources. This leads to temporal correlations and can significantly affect the shape of the current-density relation as has been studied recently for a number of scenarios. In this paper we report a general framework to derive the fundamental diagram of ASEPs driven by non-Poissonian noise by using effectively only two simple quantities, viz., the mean residual lifetime of the jump distribution and a suitably defined temporal correlation length. We corroborate our results by detailed numerical studies for various noise statistics under periodic boundary conditions and discuss how our approach can be applied to more general driven diffusive systems. (paper)

Dynamics of non-Markovian exclusion processes

Science.gov (United States)

Khoromskaia, Diana; Harris, Rosemary J.; Grosskinsky, Stefan

2014-12-01

Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP) plays a paradigmatic role to describe noise-activated driven motion of entities subject to an excluded volume interaction and many variants have been studied in recent years. While in the standard ASEP the noise is Poissonian and the process is therefore Markovian, in many applications the statistics of the activating noise has a non-standard distribution with possible memory effects resulting from internal degrees of freedom or external sources. This leads to temporal correlations and can significantly affect the shape of the current-density relation as has been studied recently for a number of scenarios. In this paper we report a general framework to derive the fundamental diagram of ASEPs driven by non-Poissonian noise by using effectively only two simple quantities, viz., the mean residual lifetime of the jump distribution and a suitably defined temporal correlation length. We corroborate our results by detailed numerical studies for various noise statistics under periodic boundary conditions and discuss how our approach can be applied to more general driven diffusive systems.

Non-Markovian dynamics of charge carriers in quantum dots

International Nuclear Information System (INIS)

Vaz, E; Kyriakidis, J

2008-01-01

We have investigated the dynamics of bound particles in multilevel current-carrying quantum dots. We look specifically in the regime of resonant tunnelling transport, where several channels are available for transport. Through a non-Markovian formalism under the Born approximation, we investigate the real-time evolution of the confined particles including transport-induced decoherence and relaxation. In the case of a coherent superposition between states with different particle number, we find that a Fock-space coherence may be preserved even in the presence of tunneling into and out of the dot. Real-time results are presented for various asymmetries of tunneling rates into different orbitals

Monte Carlo simulation of fully Markovian stochastic geometries

International Nuclear Information System (INIS)

Lepage, Thibaut; Delaby, Lucie; Malvagi, Fausto; Mazzolo, Alain

2010-01-01

The interest in resolving the equation of transport in stochastic media has continued to increase these last years. For binary stochastic media it is often assumed that the geometry is Markovian, which is never the case in usual environments. In the present paper, based on rigorous mathematical theorems, we construct fully two-dimensional Markovian stochastic geometries and we study their main properties. In particular, we determine a percolation threshold p c , equal to 0.586 ± 0.0015 for such geometries. Finally, Monte Carlo simulations are performed through these geometries and the results compared to homogeneous geometries. (author)

Data-driven non-Markovian closure models

Science.gov (United States)

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

Zero-crossing statistics for non-Markovian time series.

Science.gov (United States)

Nyberg, Markus; Lizana, Ludvig; Ambjörnsson, Tobias

2018-03-01

In applications spanning from image analysis and speech recognition to energy dissipation in turbulence and time-to failure of fatigued materials, researchers and engineers want to calculate how often a stochastic observable crosses a specific level, such as zero. At first glance this problem looks simple, but it is in fact theoretically very challenging, and therefore few exact results exist. One exception is the celebrated Rice formula that gives the mean number of zero crossings in a fixed time interval of a zero-mean Gaussian stationary process. In this study we use the so-called independent interval approximation to go beyond Rice's result and derive analytic expressions for all higher-order zero-crossing cumulants and moments. Our results agree well with simulations for the non-Markovian autoregressive model.

Zero-crossing statistics for non-Markovian time series

Science.gov (United States)

Nyberg, Markus; Lizana, Ludvig; Ambjörnsson, Tobias

2018-03-01

In applications spanning from image analysis and speech recognition to energy dissipation in turbulence and time-to failure of fatigued materials, researchers and engineers want to calculate how often a stochastic observable crosses a specific level, such as zero. At first glance this problem looks simple, but it is in fact theoretically very challenging, and therefore few exact results exist. One exception is the celebrated Rice formula that gives the mean number of zero crossings in a fixed time interval of a zero-mean Gaussian stationary process. In this study we use the so-called independent interval approximation to go beyond Rice's result and derive analytic expressions for all higher-order zero-crossing cumulants and moments. Our results agree well with simulations for the non-Markovian autoregressive model.

Complex saddle points and the sign problem in complex Langevin simulation

International Nuclear Information System (INIS)

Hayata, Tomoya; Hidaka, Yoshimasa; Tanizaki, Yuya

2016-01-01

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.

Generalized formalism for information backflow in assessing Markovianity and its equivalence to divisibility

Science.gov (United States)

Chakraborty, Sagnik

2018-03-01

We present a general framework for the information backflow (IB) approach of Markovianity that not only includes a large number, if not all, of IB prescriptions proposed so far but also is equivalent to completely positive divisibility for invertible evolutions. Following the common approach of IB, where monotonic decay of some physical property or some information quantifier is seen as the definition of Markovianity, we propose in our framework a general description of what should be called a proper "physicality quantifier" to define Markovianity. We elucidate different properties of our framework and use them to argue that an infinite family of non-Markovianity measures can be constructed, which would capture varied strengths of non-Markovianity in the dynamics. Moreover, we show that generalized trace-distance measure in two dimensions serve as a sufficient criteria for IB Markovianity for a number of prescriptions suggested earlier in the literature.

Comparison of Langevin and Markov channel noise models for neuronal signal generation.

Science.gov (United States)

Sengupta, B; Laughlin, S B; Niven, J E

2010-01-01

The stochastic opening and closing of voltage-gated ion channels produce noise in neurons. The effect of this noise on the neuronal performance has been modeled using either an approximate or Langevin model based on stochastic differential equations or an exact model based on a Markov process model of channel gating. Yet whether the Langevin model accurately reproduces the channel noise produced by the Markov model remains unclear. Here we present a comparison between Langevin and Markov models of channel noise in neurons using single compartment Hodgkin-Huxley models containing either Na+ and K+, or only K+ voltage-gated ion channels. The performance of the Langevin and Markov models was quantified over a range of stimulus statistics, membrane areas, and channel numbers. We find that in comparison to the Markov model, the Langevin model underestimates the noise contributed by voltage-gated ion channels, overestimating information rates for both spiking and nonspiking membranes. Even with increasing numbers of channels, the difference between the two models persists. This suggests that the Langevin model may not be suitable for accurately simulating channel noise in neurons, even in simulations with large numbers of ion channels.

Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

KAUST Repository

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.

Relevance of quantum mechanics on some aspects of ion channel function

OpenAIRE

Roy, Sisir; Llinás, Rodolfo

2009-01-01

Mathematical modeling of ionic diffusion along K ion channels indicates that such diffusion is oscillatory, at the weak non-Markovian limit. This finding leads us to derive a Schrödinger–Langevin equation for this kind of system within the framework of stochastic quantization. The Planck’s constant is shown to be relevant to the Lagrangian action at the level of a single ion channel. This sheds new light on the issue of applicability of quantum formalism to ion channel dynamics and to the phy...

Non-Markovian near-infrared Q branch of HCl diluted in liquid Ar.

Science.gov (United States)

Padilla, Antonio; Pérez, Justo

2013-08-28

By using a non-Markovian spectral theory based in the Kubo cumulant expansion technique, we have qualitatively studied the infrared Q branch observed in the fundamental absorption band of HCl diluted in liquid Ar. The statistical parameters of the anisotropic interaction present in this spectral theory were calculated by means of molecular dynamics techniques, and found that the values of the anisotropic correlation times are significantly greater (by a factor of two) than those previously obtained by fitting procedures or microscopic cell models. This fact is decisive for the observation in the theoretical spectral band of a central Q resonance which is absent in the abundant previous researches carried out with the usual theories based in Kubo cumulant expansion techniques. Although the theory used in this work only allows a qualitative study of the Q branch, we can employ it to study the unknown characteristics of the Q resonance which are difficult to obtain with the quantum simulation techniques recently developed. For example, in this study we have found that the Q branch is basically a non-Markovian (or memory) effect produced by the spectral line interferences, where the PR interferential profile basically determines the Q branch spectral shape. Furthermore, we have found that the Q resonance is principally generated by the first rotational states of the first two vibrational levels, those more affected by the action of the dissolvent.

Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion

Science.gov (United States)

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.

Quench of non-Markovian coherence in the deep sub-Ohmic spin–boson model: A unitary equilibration scheme

International Nuclear Information System (INIS)

Yao, Yao

2015-01-01

The deep sub-Ohmic spin–boson model shows a longstanding non-Markovian coherence at low temperature. Motivating to quench this robust coherence, the thermal effect is unitarily incorporated into the time evolution of the model, which is calculated by the adaptive time-dependent density matrix renormalization group algorithm combined with the orthogonal polynomials theory. Via introducing a unitary heating operator to the bosonic bath, the bath is heated up so that a majority portion of the bosonic excited states is occupied. It is found in this situation the coherence of the spin is quickly quenched even in the coherent regime, in which the non-Markovian feature dominates. With this finding we come up with a novel way to implement the unitary equilibration, the essential term of the eigenstate-thermalization hypothesis, through a short-time evolution of the model

Stochastic quantization for the axial model

International Nuclear Information System (INIS)

Farina, C.; Montani, H.; Albuquerque, L.C.

1991-01-01

We use bosonization ideas to solve the axial model in the stochastic quantization framework. We obtain the fermion propagator of the theory decoupling directly the Langevin equation, instead of the Fokker-Planck equation. In the Appendix we calculate explicitly the anomalous divergence of the axial-vector current by using a regularization that does not break the Markovian character of the stochastic process

Langevin modelling of high-frequency Hang-Seng index data

Science.gov (United States)

Tang, Lei-Han

2003-06-01

Accurate statistical characterization of financial time series, such as compound stock indices, foreign currency exchange rates, etc., is fundamental to investment risk management, pricing of derivative products and financial decision making. Traditionally, such data were analyzed and modeled from a purely statistics point of view, with little concern on the specifics of financial markets. Increasingly, however, attention has been paid to the underlying economic forces and the collective behavior of investors. Here we summarize a novel approach to the statistical modeling of a major stock index (the Hang Seng index). Based on mathematical results previously derived in the fluid turbulence literature, we show that a Langevin equation with a variable noise amplitude correctly reproduces the ubiquitous fat tails in the probability distribution of intra-day price moves. The form of the Langevin equation suggests that, despite the extremely complex nature of financial concerns and investment strategies at the individual's level, there exist simple universal rules governing the high-frequency price move in a stock market.

Emergence of nonwhite noise in Langevin dynamics with magnetic Lorentz force

Science.gov (United States)

Chun, Hyun-Myung; Durang, Xavier; Noh, Jae Dong

2018-03-01

We investigate the low mass limit of Langevin dynamics for a charged Brownian particle driven by a magnetic Lorentz force. In the low mass limit, velocity variables relaxing quickly are coarse-grained out to yield effective dynamics for position variables. Without the Lorentz force, the low mass limit is equivalent to the high friction limit. Both cases share the same Langevin equation that is obtained by setting the mass to zero. The equivalence breaks down in the presence of the Lorentz force. The low mass limit cannot be achieved by setting the mass to zero. The limit is also distinct from the large friction limit. We derive the effective equations of motion in the low mass limit. The resulting stochastic differential equation involves a nonwhite noise whose correlation matrix has antisymmetric components. We demonstrate the importance of the nonwhite noise by investigating the heat dissipation by a driven Brownian particle, where the emergent nonwhite noise has a physically measurable effect.

Finite-difference time-domain simulation of thermal noise in open cavities

International Nuclear Information System (INIS)

Andreasen, Jonathan; Cao Hui; Taflove, Allen; Kumar, Prem; Cao Changqi

2008-01-01

A numerical model based on the finite-difference time-domain (FDTD) method is developed to simulate thermal noise in open cavities owing to output coupling. The absorbing boundary of the FDTD grid is treated as a blackbody, whose thermal radiation penetrates the cavity in the grid. The calculated amount of thermal noise in a one-dimensional dielectric cavity recovers the standard result of the quantum Langevin equation in the Markovian regime. Our FDTD simulation also demonstrates that in the non-Markovian regime the buildup of the intracavity noise field depends on the ratio of the cavity photon lifetime to the coherence time of thermal radiation. The advantage of our numerical method is that the thermal noise is introduced in the time domain without prior knowledge of cavity modes

Time step rescaling recovers continuous-time dynamical properties for discrete-time Langevin integration of nonequilibrium systems.

Science.gov (United States)

Sivak, David A; Chodera, John D; Crooks, Gavin E

2014-06-19

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon desirable properties. However, for stochastic equations of motion (e.g., Langevin dynamics), there is still broad disagreement over which integration algorithms are most appropriate. While multiple desiderata have been proposed throughout the literature, consensus on which criteria are important is absent, and no published integration scheme satisfies all desiderata simultaneously. Additional nontrivial complications stem from simulating systems driven out of equilibrium using existing stochastic integration schemes in conjunction with recently developed nonequilibrium fluctuation theorems. Here, we examine a family of discrete time integration schemes for Langevin dynamics, assessing how each member satisfies a variety of desiderata that have been enumerated in prior efforts to construct suitable Langevin integrators. We show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting (related to the velocity Verlet discretization) that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

Quantization of non-Hamiltonian physical systems

International Nuclear Information System (INIS)

Bolivar, A.O.

1998-09-01

We propose a general method of quantization of non-Hamiltonian physical systems. Applying it, for example, to a dissipative system coupled to a thermal reservoir described by the Fokker-Planck equation, we are able to obtain the Caldeira-Leggett master equation, the non-linear Schroedinger-Langevin equation and Caldirola-Kanai equation (with an additional term), as particular cases. (author)

Irreversible work in a thermal medium with colored noise

International Nuclear Information System (INIS)

Ohkuma, Takahiro

2009-01-01

Irreversible work and its fluctuations in a classical system governed by non-Markovian stochastic dynamics are investigated. The production of irreversible work depends not only on the protocol of an operation but also on the details of the non-Markovian memory. We consider a generalized Langevin equation with a memory kernel and derive an expression for the irreversible work in the case of slow operations by carrying out an expansion of this memory kernel in the parameter representing the length of the memory. We apply our formulation to a harmonically trapped system and demonstrate the efficiency of a cycle by evaluating the irreversible work. It is found that a decrease in the irreversible work due to the memory effect can occur for an operation through which the trap is squeezed. The results for this harmonic system are verified exactly in the case that the memory kernel has exponential decay

Irreversible work in a thermal medium with colored noise

Science.gov (United States)

Ohkuma, Takahiro

2009-10-01

Irreversible work and its fluctuations in a classical system governed by non-Markovian stochastic dynamics are investigated. The production of irreversible work depends not only on the protocol of an operation but also on the details of the non-Markovian memory. We consider a generalized Langevin equation with a memory kernel and derive an expression for the irreversible work in the case of slow operations by carrying out an expansion of this memory kernel in the parameter representing the length of the memory. We apply our formulation to a harmonically trapped system and demonstrate the efficiency of a cycle by evaluating the irreversible work. It is found that a decrease in the irreversible work due to the memory effect can occur for an operation through which the trap is squeezed. The results for this harmonic system are verified exactly in the case that the memory kernel has exponential decay.

Semiclassical evolution of dissipative Markovian systems

International Nuclear Information System (INIS)

Ozorio de Almeida, A M; Rios, P de M; Brodier, O

2009-01-01

A semiclassical approximation for an evolving density operator, driven by a 'closed' Hamiltonian operator and 'open' Markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the Wigner function. It reduces to an exact solution of the Lindblad master equation if the Hamiltonian operator is a quadratic function and the Lindblad operators are linear functions of positions and momenta. Initially, the semiclassical formulae for the case of Hermitian Lindblad operators are reinterpreted in terms of a (real) double phase space, generated by an appropriate classical double Hamiltonian. An extra 'open' term is added to the double Hamiltonian by the non-Hermitian part of the Lindblad operators in the general case of dissipative Markovian evolution. The particular case of generic Hamiltonian operators, but linear dissipative Lindblad operators, is studied in more detail. A Liouville-type equivariance still holds for the corresponding classical evolution in double phase space, but the centre subspace, which supports the Wigner function, is compressed, along with expansion of its conjugate subspace, which supports the chord function. Decoherence narrows the relevant region of double phase space to the neighbourhood of a caustic for both the Wigner function and the chord function. This difficulty is avoided by a propagator in a mixed representation, so that a further 'small-chord' approximation leads to a simple generalization of the quadratic theory for evolving Wigner functions

A Langevin Canonical Approach to the Study of Quantum Stochastic Resonance in Chiral Molecules

Directory of Open Access Journals (Sweden)

Germán Rojas-Lorenzo

2016-09-01

Full Text Available A Langevin canonical framework for a chiral two-level system coupled to a bath of harmonic oscillators is used within a coupling scheme different from the well-known spin-boson model to study the quantum stochastic resonance for chiral molecules. This process refers to the amplification of the response to an external periodic signal at a certain value of the noise strength, being a cooperative effect of friction, noise, and periodic driving occurring in a bistable system. Furthermore, from this stochastic dynamics within the Markovian regime and Ohmic friction, the competing process between tunneling and the parity violating energy difference present in this type of chiral systems plays a fundamental role. This mechanism is finally proposed to observe the so-far elusive parity-violating energy difference in chiral molecules.

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Science.gov (United States)

Borges, G. M.; Ferreira, A. S.; da Silva, M. A. A.; Cressoni, J. C.; Viswanathan, G. M.; Mariz, A. M.

2012-09-01

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e.g., fractional Brownian motion, Lévy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation σt which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

Langevin description of fission fragment charge distribution from excited nuclei

CERN Document Server

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

Long-range correlations in Boltzmann-Langevin model

International Nuclear Information System (INIS)

Ayik, S.

1994-01-01

The average phase-space density described by the Boltzmann-Langevin model can largely deviate from the one provided by the Boltzmann-Uhling-Uhlenbeck model, due to the non-linear evolution of density fluctuations. This aspect is investigated for long-wavelength, small density fluctuations in the framework of a memory incorporated Boltzmann-Langevin model. It is shown that the correlations associated with density fluctuations yield a collision term describing coupling between the collective vibrations and the single-particle degrees of freedom, which may play an important role in damping of collective motion in both the stable and unstable regions. (orig.)

The population and decay evolution of a qubit under the time-convolutionless master equation

International Nuclear Information System (INIS)

Huang Jiang; Fang Mao-Fa; Liu Xiang

2012-01-01

We consider the population and decay of a qubit under the electromagnetic environment. Employing the time-convolutionless master equation, we investigate the Markovian and non-Markovian behaviour of the corresponding perturbation expansion. The Jaynes-Cummings model on resonance is investigated. Some figures clearly show the different evolution behaviours. The reasons are interpreted in the paper. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

Nonlinear von Neumann equations for quantum dissipative systems

International Nuclear Information System (INIS)

Messer, J.; Baumgartner, B.

1978-01-01

For pure states nonlinear Schroedinger equations, the so-called Schroedinger-Langevin equations are well-known to model quantum dissipative systems of the Langevin type. For mixtures it is shown that these wave equations do not extend to master equations, but to corresponding nonlinear von Neumann equations. Solutions for the damped harmonic oscillator are discussed. (Auth.)

Nonlinear von Neumann equations for quantum dissipative systems

International Nuclear Information System (INIS)

Messer, J.; Baumgartner, B.

For pure states nonlinear Schroedinger equations, the so-called Schroedinger-Langevin equations are well-known to model quantum dissipative systems of the Langevin type. For mixtures it is shown that these wave equations do not extend to master equations, but to corresponding nonlinear von Neumann equations. Solutions for the damped harmonic oscillator are discussed. (Author)

Ionic diffusion through confined geometries: from Langevin equations to partial differential equations

International Nuclear Information System (INIS)

Nadler, Boaz; Schuss, Zeev; Singer, Amit; Eisenberg, R S

2004-01-01

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

Entanglement backflow under the composite effect of two non-Markovian reservoirs

International Nuclear Information System (INIS)

Li, Jun-Gang; Zou, Jian; Shao, Bin

2012-01-01

The entanglement backflow of two qubits coupled to two independent reservoirs is investigated. It is found that under the collective effects of the two independent reservoirs, the entanglement backflow of the qubits does not always increase with the increase of the non-Markovianity of one of the reservoirs but demonstrates an intricate behavior. Interestingly, the action of one reservoir can affect the other reservoir's contribution to the entanglement backflow even when the two reservoirs are independent. -- Highlights: ► We study entanglement backflow of two qubits coupled to two independent reservoirs. ► We find that the entanglement backflow demonstrates an intricate behavior. ► The action of one reservoir can affect the contribution of the other reservoir.

Decoherence suppression of tripartite entanglement in non-Markovian environments by using weak measurements

Energy Technology Data Exchange (ETDEWEB)

Ding, Zhi-yong [School of Physics & Material Science, Anhui University, Hefei 230039 (China); School of Physics & Electronic Engineering, Fuyang Normal University, Fuyang 236037 (China); He, Juan, E-mail: juanhe78@163.com [School of Physics & Electronic Engineering, Fuyang Normal University, Fuyang 236037 (China); Ye, Liu, E-mail: yeliu@ahu.edu.cn [School of Physics & Material Science, Anhui University, Hefei 230039 (China)

2017-02-15

A feasible scheme for protecting the Greenberger–Horne–Zeilinger (GHZ) entanglement state in non-Markovian environments is proposed. It consists of prior weak measurement on each qubit before the interaction with decoherence environments followed by post quantum measurement reversals. It is shown that both the fidelity and concurrence of the GHZ state can be effectively improved. Meanwhile, we also verified that our scenario can enhance tripartite nonlocality remarkably. In addition, the result indicates that the larger the weak measurement strength, the better the effectiveness of the scheme with the lower success probability.

Stochastic wave-function simulation of irreversible emission processes for open quantum systems in a non-Markovian environment

Science.gov (United States)

Polyakov, Evgeny A.; Rubtsov, Alexey N.

2018-02-01

When conducting the numerical simulation of quantum transport, the main obstacle is a rapid growth of the dimension of entangled Hilbert subspace. The Quantum Monte Carlo simulation techniques, while being capable of treating the problems of high dimension, are hindered by the so-called "sign problem". In the quantum transport, we have fundamental asymmetry between the processes of emission and absorption of environment excitations: the emitted excitations are rapidly and irreversibly scattered away. Whereas only a small part of these excitations is absorbed back by the open subsystem, thus exercising the non-Markovian self-action of the subsystem onto itself. We were able to devise a method for the exact simulation of the dominant quantum emission processes, while taking into account the small backaction effects in an approximate self-consistent way. Such an approach allows us to efficiently conduct simulations of real-time dynamics of small quantum subsystems immersed in non-Markovian bath for large times, reaching the quasistationary regime. As an example we calculate the spatial quench dynamics of Kondo cloud for a bozonized Kodno impurity model.

Quantum corrected Langevin dynamics for adsorbates on metal surfaces interacting with hot electrons

DEFF Research Database (Denmark)

Olsen, Thomas; Schiøtz, Jakob

2010-01-01

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...... 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...... 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...

Markovian Limit of a Spatio-Temporal Correlated Open Systems

Science.gov (United States)

Monnai, T.

Large fluctuation of Brownian particles is affected by the finiteness of the correlation length of the background noise field. Indeed a Fokker—Planck equation is derived in a Markovian limit of a spatio-temporal short correlated noise. Corresponding kinetic quantities are renormalized due to the spatio-temporal memory. We also investigate the case of open system by connecting a thermostat to the system.

Fitting Markovian binary trees using global and individual demographic data

OpenAIRE

Hautphenne, Sophie; Massaro, Melanie; Turner, Katharine

2017-01-01

We consider a class of branching processes called Markovian binary trees, in which the individuals lifetime and reproduction epochs are modeled using a transient Markovian arrival process (TMAP). We estimate the parameters of the TMAP based on population data containing information on age-specific fertility and mortality rates. Depending on the degree of detail of the available data, a weighted non-linear regression method or a maximum likelihood method is applied. We discuss the optimal choi...

Finite-Temperature Non-equilibrium Quasicontinuum Method based on Langevin Dynamics

Energy Technology Data Exchange (ETDEWEB)

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.

Another higher order Langevin algorithm for QCD

International Nuclear Information System (INIS)

Kronfeld, A.S.

1986-01-01

This note provides an algorithm for integrating the Langevin equation which is second order. It introduces a term into the drift force which is a product of the Gaussian noise and a second derivative of the action. The specific application presented here is for nonabelian gauge theories interacting with fermions, e.g. QCD, for which it requires less memory than the Runge-Kutta algorithm of the same order. The memory and computational requirements of Euler, Runge-Kutta, and the present algorithm are compared. (orig.)

Counting statistics of transport through Coulomb blockade nanostructures: High-order cumulants and non-Markovian effects

DEFF Research Database (Denmark)

Flindt, Christian; Novotny, Tomás; Braggio, Alessandro

2010-01-01

Recent experimental progress has made it possible to detect in real-time single electrons tunneling through Coulomb blockade nanostructures, thereby allowing for precise measurements of the statistical distribution of the number of transferred charges, the so-called full counting statistics...... interactions. Our recursive method can treat systems with many states as well as non-Markovian dynamics. We illustrate our approach with three examples of current experimental relevance: bunching transport through a two-level quantum dot, transport through a nanoelectromechanical system with dynamical Franck...

Approximate method for stochastic chemical kinetics with two-time scales by chemical Langevin equations

International Nuclear Information System (INIS)

Wu, Fuke; Tian, Tianhai; Rawlings, James B.; Yin, George

2016-01-01

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.

Nuclear quantum effects in solids using a colored-noise thermostat.

Science.gov (United States)

Ceriotti, Michele; Bussi, Giovanni; Parrinello, Michele

2009-07-17

We present a method, based on a non-Markovian Langevin equation, to include quantum corrections to the classical dynamics of ions in a quasiharmonic system. By properly fitting the correlation function of the noise, one can vary the fluctuations in positions and momenta as a function of the vibrational frequency, and fit them so as to reproduce the quantum-mechanical behavior, with minimal a priori knowledge of the details of the system. We discuss the application of the thermostat to diamond and to ice Ih. We find that results in agreement with path-integral methods can be obtained using only a fraction of the computational effort.

Quantum Darwinism and non-Markovian dissipative dynamics from quantum phases of the spin-1/2 X X model

Science.gov (United States)

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.

Ergodicity of the Stochastic Nosé-Hoover Heat Bath

Science.gov (United States)

Wei Chung Lo,; Baowen Li,

2010-07-01

We numerically study the ergodicity of the stochastic Nosé-Hoover heat bath whose formalism is based on the Markovian approximation for the Nosé-Hoover equation [J. Phys. Soc. Jpn. 77 (2008) 103001]. The approximation leads to a Langevin-like equation driven by a fluctuating dissipative force and multiplicative Gaussian white noise. The steady state solution of the associated Fokker-Planck equation is the canonical distribution. We investigate the dynamics of this method for the case of (i) free particle, (ii) nonlinear oscillators and (iii) lattice chains. We derive the Fokker-Planck equation for the free particle and present approximate analytical solution for the stationary distribution in the context of the Markovian approximation. Numerical simulation results for nonlinear oscillators show that this method results in a Gaussian distribution for the particles velocity. We also employ the method as heat baths to study nonequilibrium heat flow in one-dimensional Fermi-Pasta-Ulam (FPU-β) and Frenkel-Kontorova (FK) lattices. The establishment of well-defined temperature profiles are observed only when the lattice size is large. Our results provide numerical justification for such Markovian approximation for classical single- and many-body systems.

Perturbative approach to Markovian open quantum systems.

Science.gov (United States)

Li, Andy C Y; Petruccione, F; Koch, Jens

2014-05-08

The exact treatment of Markovian open quantum systems, when based on numerical diagonalization of the Liouville super-operator or averaging over quantum trajectories, is severely limited by Hilbert space size. Perturbation theory, standard in the investigation of closed quantum systems, has remained much less developed for open quantum systems where a direct application to the Lindblad master equation is desirable. We present such a perturbative treatment which will be useful for an analytical understanding of open quantum systems and for numerical calculation of system observables which would otherwise be impractical.

Simulating the Langevin force by simple noise in nuclear one-body dynamics

International Nuclear Information System (INIS)

Chomaz, Ph.; Colonna, M.; Burgio, G.F.; Toro, M. Di; Randrup, J.

1992-01-01

For the purpose of addressing catastrophic phenomena in nuclear dynamics, the possibility of simulating the stochastic part of the collision integral is explored in the Boltzmann-Langevin model by the numerical noise associated with the finite number of test particles in the ordinary BUU treatment. Considering idealized two-dimensional matter, for which it is practical to simulate the Boltzmann-Langevin equation directly, it is demonstrated that the number of test-particles per nucleon can be adjusted so that the corresponding BUU calculation yields a good reproduction of the spontaneous clusterization occurring inside the spinodal region. This approximate method may therefore provide a relatively easy way to introduce meaningful fluctuations in simulations of unstable nuclear dynamics. (author) 18 refs.; 3 figs

Some performance measures for vacation models with a batch Markovian arrival process

Directory of Open Access Journals (Sweden)

Sadrac K. Matendo

1994-01-01

Full Text Available We consider a single server infinite capacity queueing system, where the arrival process is a batch Markovian arrival process (BMAP. Particular BMAPs are the batch Poisson arrival process, the Markovian arrival process (MAP, many batch arrival processes with correlated interarrival times and batch sizes, and superpositions of these processes. We note that the MAP includes phase-type (PH renewal processes and non-renewal processes such as the Markov modulated Poisson process (MMPP.

Correlated continuous-time random walks—scaling limits and Langevin picture

International Nuclear Information System (INIS)

Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr

2012-01-01

In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations

Nonequilibrium dynamics of moving mirrors in quantum fields: Influence functional and the Langevin equation

International Nuclear Information System (INIS)

Wu, C.-H.; Lee, D.-S.

2005-01-01

We employ the Schwinger-Keldysh formalism to study the nonequilibrium dynamics of the mirror with perfect reflection moving in a quantum field. In the case where the mirror undergoes the small displacement, the coarse-grained effective action is obtained by integrating out the quantum field with the method of influence functional. The semiclassical Langevin equation is derived, and is found to involve two levels of backreaction effects on the dynamics of mirrors: radiation reaction induced by the motion of the mirror and backreaction dissipation arising from fluctuations in quantum field via a fluctuation-dissipation relation. Although the corresponding theorem of fluctuation and dissipation for the case with the small mirror's displacement is of model independence, the study from the first principles derivation shows that the theorem is also independent of the regulators introduced to deal with short-distance divergences from the quantum field. Thus, when the method of regularization is introduced to compute the dissipation and fluctuation effects, this theorem must be fulfilled as the results are obtained by taking the short-distance limit in the end of calculations. The backreaction effects from vacuum fluctuations on moving mirrors are found to be hardly detected while those effects from thermal fluctuations may be detectable

Calculation of spontaneous emission from a V-type three-level atom in photonic crystals using fractional calculus

International Nuclear Information System (INIS)

Huang, Chih-Hsien; Hsieh, Wen-Feng; Wu, Jing-Nuo; Cheng, Szu-Cheng; Li, Yen-Yin

2011-01-01

Fractional time derivative, an abstract mathematical operator of fractional calculus, is used to describe the real optical system of a V-type three-level atom embedded in a photonic crystal. A fractional kinetic equation governing the dynamics of the spontaneous emission from this optical system is obtained as a fractional Langevin equation. Solving this fractional kinetic equation by fractional calculus leads to the analytical solutions expressed in terms of fractional exponential functions. The accuracy of the obtained solutions is verified through reducing the system into the special cases whose results are consistent with the experimental observation. With accurate physical results and avoiding the complex integration for solving this optical system, we propose fractional calculus with fractional time derivative as a better mathematical method to study spontaneous emission dynamics from the optical system with non-Markovian dynamics.

Paul Langevin

Indian Academy of Sciences (India)

tions not only in physics but also in various other fields such as chemistry, biology and ... the required tools for the development of t~e special theory of relativity and would ... During the second world war Langevin became a vocal anti-.

Resolving a puzzle concerning fluctuation theorems for forced harmonic oscillators in non-Markovian heat baths

International Nuclear Information System (INIS)

Chaudhury, Srabanti; Chatterjee, Debarati; Cherayil, Binny J

2008-01-01

A harmonic oscillator that evolves under the action of both a systematic time-dependent force and a random time-correlated force can do work w. This work is a random quantity, and Mai and Dhar have recently shown, using the generalized Langevin equation (GLE) for the oscillator's position x, that it satisfies a fluctuation theorem. In principle, the same result could have been derived from the Fokker–Planck equation (FPE) for the probability density function, P(x,w,t), for the oscillator being at x at time t, having done work w. Although the FPE equivalent to the above GLE is easily constructed and solved, one finds, unexpectedly, that its predictions for the mean and variance of w do not agree with the fluctuation theorem. We show that to resolve this contradiction, it is necessary to construct an FPE that includes the velocity of the oscillator, v, as an additional variable. The FPE for P(x,v,w,t) does indeed yield expressions for the mean and variance of w that agree with the fluctuation theorem

Nonequilibrium Langevin dynamics: A demonstration study of shear flow fluctuations in a simple fluid

Science.gov (United States)

Belousov, Roman; Cohen, E. G. D.; Rondoni, Lamberto

2017-08-01

The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

Noninvasive Quantum Measurement of Arbitrary Operator Order by Engineered Non-Markovian Detectors

Science.gov (United States)

Bülte, Johannes; Bednorz, Adam; Bruder, Christoph; Belzig, Wolfgang

2018-04-01

The development of solid-state quantum technologies requires the understanding of quantum measurements in interacting, nonisolated quantum systems. In general, a permanent coupling of detectors to a quantum system leads to memory effects that have to be taken into account in interpreting the measurement results. We analyze a generic setup of two detectors coupled to a quantum system and derive a compact formula in the weak-measurement limit that interpolates between an instantaneous (text-book type) and almost continuous—detector dynamics-dependent—measurement. A quantum memory effect that we term "system-mediated detector-detector interaction" is crucial to observe noncommuting observables simultaneously. Finally, we propose a mesoscopic double-dot detector setup in which the memory effect is tunable and that can be used to explore the transition to non-Markovian quantum measurements experimentally.

Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise

Directory of Open Access Journals (Sweden)

Huiying Sun

2014-01-01

Full Text Available We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochastic Tn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs. Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.

Power-law tails and non-Markovian dynamics in open quantum systems: An exact solution from Keldysh field theory

Science.gov (United States)

Chakraborty, Ahana; Sensarma, Rajdeep

2018-03-01

The Born-Markov approximation is widely used to study the dynamics of open quantum systems coupled to external baths. Using Keldysh formalism, we show that the dynamics of a system of bosons (fermions) linearly coupled to a noninteracting bosonic (fermionic) bath falls outside this paradigm if the bath spectral function has nonanalyticities as a function of frequency. In this case, we show that the dissipative and noise kernels governing the dynamics have distinct power-law tails. The Green's functions show a short-time "quasi"-Markovian exponential decay before crossing over to a power-law tail governed by the nonanalyticity of the spectral function. We study a system of bosons (fermions) hopping on a one-dimensional lattice, where each site is coupled linearly to an independent bath of noninteracting bosons (fermions). We obtain exact expressions for the Green's functions of this system, which show power-law decay ˜|t - t'|-3 /2 . We use these to calculate the density and current profile, as well as unequal-time current-current correlators. While the density and current profiles show interesting quantitative deviations from Markovian results, the current-current correlators show qualitatively distinct long-time power-law tails |t - t'|-3 characteristic of non-Markovian dynamics. We show that the power-law decays survive in the presence of interparticle interaction in the system, but the crossover time scale is shifted to larger values with increasing interaction strength.

Closed hierarchy of correlations in Markovian open quantum systems

International Nuclear Information System (INIS)

Žunkovič, Bojan

2014-01-01

We study the Lindblad master equation in the space of operators and provide simple criteria for closeness of the hierarchy of equations for correlations. We separately consider the time evolution of closed and open systems and show that open systems satisfying the closeness conditions are not necessarily of Gaussian type. In addition, we show that dissipation can induce the closeness of the hierarchy of correlations in interacting quantum systems. As an example we study an interacting optomechanical model, the Fermi–Hubbard model, and the Rabi model, all coupled to a fine-tuned Markovian environment and obtain exact analytic expressions for the time evolution of two-point correlations. (paper)

Some recent developments in non-equilibrium statistical physics

Indian Academy of Sciences (India)

: ... This canonical prescription is the starting point for studying a system in ... abilistic approach to non-equilibrium dynamics by treating the case of Markovian ..... equation in this network between the incoming flux and the outgoing flux at each.

Supersymmetric Field Theory of Non-Equilibrium Thermodynamic System

OpenAIRE

Olemskoi, Alexander I.; Brazhnyi, Valerii A.

1998-01-01

On the basis of Langevin equation the optimal SUSY field scheme is formulated to discribe a non-equilibrium thermodynamic system with quenched disorder and non-ergodicity effects. Thermodynamic and isothermal susceptibilities, memory parameter and irreversible response are determined at different temperatures and quenched disorder intensities.

Memory-induced acceleration and slowdown of barrier crossing

Science.gov (United States)

Kappler, Julian; Daldrop, Jan O.; Brünig, Florian N.; Boehle, Moritz D.; Netz, Roland R.

2018-01-01

We study the mean first-passage time τMFP for the barrier crossing of a single massive particle with non-Markovian memory by Langevin simulations in one dimension. In the Markovian limit of short memory time τΓ, the expected Kramers turnover between the overdamped (high-friction) and the inertial (low-friction) limits is recovered. Compared to the Markovian case, we find barrier crossing to be accelerated for intermediate memory time, while for long memory time, barrier crossing is slowed down and τMFP increases with τΓ as a power law τM F P˜τΓ2. Both effects are derived from an asymptotic propagator analysis: while barrier crossing acceleration at intermediate memory can be understood as an effective particle mass reduction, slowing down for long memory is caused by the slow kinetics of energy diffusion. A simple and globally accurate heuristic formula for τMFP in terms of all relevant time scales of the system is presented and used to establish a scaling diagram featuring the Markovian overdamped and the Markovian inertial regimes, as well as the non-Markovian intermediate memory time regime where barrier crossing is accelerated and the non-Markovian long memory time regime where barrier crossing is slowed down.

Transport-level description of the 252Cf-source method using the Langevin technique

International Nuclear Information System (INIS)

Stolle, A.M.; Akcasu, A.Z.

1991-01-01

The fluctuations in the neutron number density and detector outputs in a nuclear reactor can be analyzed conveniently by using the Langevin equation approach. This approach can be implemented at any level of approximation to describe the time evolution of the neutron population, from the most complete transport-level description to the very basic point reactor analysis of neutron number density fluctuations. In this summary, the complete space- and velocity-dependent transport-level formulation of the Langevin equation approach is applied to the analysis of the 252 Cf-source-driven noise analysis (CSDNA) method, an experimental technique developed by J.T. Mihalczo at Oak Ridge National Laboratory, which makes use of noise analysis to determine the reactivity of subcritical media. From this analysis, a theoretical expression for the subcritical multiplication factor is obtained that can then be used to interpret the experimental data. Results at the transport level are in complete agreement with an independent derivation performed by Sutton and Doub, who used the probability density method to interpret the CSDNA experiment, but differed from other expressions that have appeared in the literature

Influence of Superconducting Leads Energy Gap on Electron Transport Through Double Quantum Dot by Markovian Quantum Master Equation Approach

International Nuclear Information System (INIS)

Afsaneh, E.; Yavari, H.

2014-01-01

The superconducting reservoir effect on the current carrying transport of a double quantum dot in Markovian regime is investigated. For this purpose, a quantum master equation at finite temperature is derived for the many-body density matrix of an open quantum system. The dynamics and the steady-state properties of the double quantum dot system for arbitrary bias are studied. We will show that how the populations and coherencies of the system states are affected by superconducting leads. The energy parameter of system contains essentially four contributions due to dots system-electrodes coupling, intra dot coupling, two quantum dots inter coupling and superconducting gap. The coupling effect of each energy contribution is applied to currents and coherencies results. In addition, the effect of energy gap is studied by considering the amplitude and lifetime of coherencies to get more current through the system. (author)

Suitability of the double Langevin function for description of anhysteretic magnetization curves in NO and GO electrical steel grades

Directory of Open Access Journals (Sweden)

Simon Steentjes

2017-05-01

Full Text Available This paper compares the match obtained using the classical Langevin function, the tanh function as well as a recently by the authors proposed double Langevin function with the measured anhysteretic magnetization curve of three different non-oriented electrical steel grades and one grain-oriented grade. Two standard non-oriented grades and a high-silicon grade (Si content of 6.5% made by CVD are analyzed. An excellent match is obtained using the double Langevin function, whereas the classical solutions are less appropriate. Thereby, problems such as those due to propagation of approximation errors observed in hysteresis modeling can be bypassed.

Nonperturbative non-Markovian quantum master equation: Validity and limitation to calculate nonlinear response functions

Science.gov (United States)

Ishizaki, Akihito; Tanimura, Yoshitaka

2008-05-01

Based on the influence functional formalism, we have derived a nonperturbative equation of motion for a reduced system coupled to a harmonic bath with colored noise in which the system-bath coupling operator does not necessarily commute with the system Hamiltonian. The resultant expression coincides with the time-convolutionless quantum master equation derived from the second-order perturbative approximation, which is also equivalent to a generalized Redfield equation. This agreement occurs because, in the nonperturbative case, the relaxation operators arise from the higher-order system-bath interaction that can be incorporated into the reduced density matrix as the influence operator; while the second-order interaction remains as a relaxation operator in the equation of motion. While the equation describes the exact dynamics of the density matrix beyond weak system-bath interactions, it does not have the capability to calculate nonlinear response functions appropriately. This is because the equation cannot describe memory effects which straddle the external system interactions due to the reduced description of the bath. To illustrate this point, we have calculated the third-order two-dimensional (2D) spectra for a two-level system from the present approach and the hierarchically coupled equations approach that can handle quantal system-bath coherence thanks to its hierarchical formalism. The numerical demonstration clearly indicates the lack of the system-bath correlation in the present formalism as fast dephasing profiles of the 2D spectra.

A simple method to calculate first-passage time densities with arbitrary initial conditions

Science.gov (United States)

Nyberg, Markus; Ambjörnsson, Tobias; Lizana, Ludvig

2016-06-01

Numerous applications all the way from biology and physics to economics depend on the density of first crossings over a boundary. Motivated by the lack of general purpose analytical tools for computing first-passage time densities (FPTDs) for complex problems, we propose a new simple method based on the independent interval approximation (IIA). We generalise previous formulations of the IIA to include arbitrary initial conditions as well as to deal with discrete time and non-smooth continuous time processes. We derive a closed form expression for the FPTD in z and Laplace-transform space to a boundary in one dimension. Two classes of problems are analysed in detail: discrete time symmetric random walks (Markovian) and continuous time Gaussian stationary processes (Markovian and non-Markovian). Our results are in good agreement with Langevin dynamics simulations.

The Langevin method and Hubbard-like models

International Nuclear Information System (INIS)

Gross, M.; Hamber, H.

1989-01-01

The authors reexamine the difficulties associated with application of the Langevin method to numerical simulation of models with non-positive definite statistical weights, including the Hubbard model. They show how to avoid the violent crossing of the zeroes of the weight and how to move those nodes away from the real axis. However, it still appears necessary to keep track of the sign (or phase) of the weight

Non-Markovian dynamics of quantum systems: decay rate, capture and pure states

International Nuclear Information System (INIS)

Kanokov, Z.; Palchikov, Yu.V.; Antonenko, N.V.; Adamian, G.G.; Kanokov, Z.; Adamian, G.G.; Scheid, W.

2004-01-01

Full text: With the exact numerical solution of the equation for the reduced density matrix we found a minor role of the time dependence of the friction and diffusion coefficients in the escape rate from a potential well [1]. Since the used friction and diffusion coefficients were self- consistently under certain approximations derived, they preserve the positivity of the density matrix at any time. The mixed diffusion coefficient leads to a decrease of the escape rate. Since the used value of quantum diffusion coefficient in momentum is larger than the one following from a 'classic' treatment, the obtained escape rate is close to the rate calculated with the 'classic' set of diffusion coefficients. If the regime of motion is close to the under damped case or the temperature is small, the quasi-stationary escape rate can increase with friction. This is explained by the larger role of the increasing diffusion in the decay process. The agreement of the escape rate obtained with the analytical expressions in comparison to numerically calculated data depends on the characteristics of the considered system. The agreement is better in the overdamped regime. However, for any regime the deviations are not larger than in the case of the classical Kramers formula. Therefore, the analytical expressions can be applied in a large range of parameters for the potential and diffusion coefficients. We demonstrated that the uncertainty function is related to the linear entropy. The diffusion coefficients supplying the purity of states were elaborated for the non-Markovian dynamics. The obtained dependences of the capture probability on the friction proves that the quantum nature of this process should be taken into consideration when one calculates the capture cross section in nucleus-nucleus collisions

Two-dimensional spectroscopy for harmonic vibrational modes with nonlinear system-bath interactions. II. Gaussian-Markovian case

NARCIS (Netherlands)

Tanimura, Y; Steffen, T

2000-01-01

The relaxation processes in a quantum system nonlinearly coupled to a harmonic Gaussian-Markovian heat bath are investigated by the quantum Fokker-Planck equation in the hierarchy form. This model describes frequency fluctuations in the quantum system with an arbitrary correlation time and thus

Atomic theory of viscoelastic response and memory effects in metallic glasses

Science.gov (United States)

Cui, Bingyu; Yang, Jie; Qiao, Jichao; Jiang, Minqiang; Dai, Lanhong; Wang, Yun-Jiang; Zaccone, Alessio

2017-09-01

An atomic-scale theory of the viscoelastic response of metallic glasses is derived from first principles, using a Zwanzig-Caldeira-Leggett system-bath Hamiltonian as a starting point within the framework of nonaffine linear response to mechanical deformation. This approach provides a generalized Langevin equation (GLE) as the average equation of motion for an atom or ion in the material, from which non-Markovian nonaffine viscoelastic moduli are extracted. These can be evaluated using the vibrational density of states (DOS) as input, where the boson peak plays a prominent role in the mechanics. To compare with experimental data for binary ZrCu alloys, a numerical DOS was obtained from simulations of this system, which also take electronic degrees of freedom into account via the embedded-atom method for the interatomic potential. It is shown that the viscoelastic α -relaxation, including the α -wing asymmetry in the loss modulus, can be very well described by the theory if the memory kernel (the non-Markovian friction) in the GLE is taken to be a stretched-exponential decaying function of time. This finding directly implies strong memory effects in the atomic-scale dynamics and suggests that the α -relaxation time is related to the characteristic time scale over which atoms retain memory of their previous collision history. This memory time grows dramatically below the glass transition.

Resonant behavior of the generalized Langevin system with tempered Mittag–Leffler memory kernel

Science.gov (United States)

Chen, Yao; Wang, Xudong; Deng, Weihua

2018-05-01

The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signals with information, termed stochastic resonance (SR). This paper analyzes the anomalous resonant behaviors of the generalized Langevin system with a multiplicative dichotomous noise and an internal tempered Mittag–Leffler noise. For a system with a fluctuating harmonic potential, we obtain the exact expressions of several types of SR such as the first moment, the amplitude and autocorrelation function for the output signal as well as the signal–noise ratio. We analyze the influence of the tempering parameter and memory exponent on the bona fide SR and the general SR. Moreover, it is detected that the critical memory exponent changes regularly with the increase of the tempering parameter. Almost all the theoretical results are validated by numerical simulations.

Difference and differential equations with applications in queueing theory

CERN Document Server

Haghighi, Aliakbar Montazer

2013-01-01

  A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference and Differential Equations with Applications in Queueing Theory presents the unique connections between the methods and applications of differential equations, difference equations, and Markovian queues. Featuring a comprehensive collection of

Diffusion in the special theory of relativity.

Science.gov (United States)

Herrmann, Joachim

2009-11-01

The Markovian diffusion theory is generalized within the framework of the special theory of relativity. Since the velocity space in relativity is a hyperboloid, the mathematical stochastic calculus on Riemanian manifolds can be applied but adopted here to the velocity space. A generalized Langevin equation in the fiber space of position, velocity, and orthonormal velocity frames is defined from which the generalized relativistic Kramers equation in the phase space in external force fields is derived. The obtained diffusion equation is invariant under Lorentz transformations and its stationary solution is given by the Jüttner distribution. Besides, a nonstationary analytical solution is derived for the example of force-free relativistic diffusion.

Dynamic pathways to mediate reactions buried in thermal fluctuations. I. Time-dependent normal form theory for multidimensional Langevin equation.

Science.gov (United States)

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.

Modeling non-Fickian dispersion by use of the velocity PDF on the pore scale

Science.gov (United States)

Kooshapur, Sheema; Manhart, Michael

2015-04-01

For obtaining a description of reactive flows in porous media, apart from the geometrical complications of resolving the velocities and scalar values, one has to deal with the additional reactive term in the transport equation. An accurate description of the interface of the reacting fluids - which is strongly influenced by dispersion- is essential for resolving this term. In REV-based simulations the reactive term needs to be modeled taking sub-REV fluctuations and possibly non-Fickian dispersion into account. Non-Fickian dispersion has been observed in strongly heterogeneous domains and in early phases of transport. A fully resolved solution of the Navier-Stokes and transport equations which yields a detailed description of the flow properties, dispersion, interfaces of fluids, etc. however, is not practical for domains containing more than a few thousand grains, due to the huge computational effort required. Through Probability Density Function (PDF) based methods, the velocity distribution in the pore space can facilitate the understanding and modelling of non-Fickian dispersion [1,2]. Our aim is to model the transition between non-Fickian and Fickian dispersion in a random sphere pack within the framework of a PDF based transport model proposed by Meyer and Tchelepi [1,3]. They proposed a stochastic transport model where velocity components of tracer particles are represented by a continuous Markovian stochastic process. In addition to [3], we consider the effects of pore scale diffusion and formulate a different stochastic equation for the increments in velocity space from first principles. To assess the terms in this equation, we performed Direct Numerical Simulations (DNS) for solving the Navier-Stokes equation on a random sphere pack. We extracted the PDFs and statistical moments (up to the 4th moment) of the stream-wise velocity, u, and first and second order velocity derivatives both independent and conditioned on velocity. By using this data and

Protecting entanglement by adjusting the velocities of moving qubits inside non-Markovian environments

Science.gov (United States)

Mortezapour, Ali; Ahmadi Borji, Mahdi; Lo Franco, Rosario

2017-05-01

Efficient entanglement preservation in open quantum systems is a crucial scope towards a reliable exploitation of quantum resources. We address this issue by studying how two-qubit entanglement dynamically behaves when two atom qubits move inside two separated identical cavities. The moving qubits independently interact with their respective cavity. As a main general result, we find that under resonant qubit-cavity interaction the initial entanglement between two moving qubits remains closer to its initial value as time passes compared to the case of stationary qubits. In particular, we show that the initial entanglement can be strongly protected from decay by suitably adjusting the velocities of the qubits according to the non-Markovian features of the cavities. Our results supply a further way of preserving quantum correlations against noise with a natural implementation in cavity-QED scenarios and are straightforwardly extendable to many qubits for scalability.

Nonlinear transport properties of non-ideal systems

International Nuclear Information System (INIS)

Pavlov, G A

2009-01-01

The theory of nonlinear transport is elaborated to determine the Burnett transport properties of non-ideal multi-element plasma and neutral systems. The procedure for the comparison of the phenomenological conservation equations of a continuous dense medium and the microscopic equations for dynamical variable operators is used for the definition of these properties. The Mori algorithm is developed to derive the equations of motion of dynamical value operators of a non-ideal system in the form of the generalized nonlinear Langevin equations. In consequence, the microscopic expressions of transport coefficients corresponding to second-order thermal disturbances (temperature, mass velocity, etc) have been found in the long wavelength and low frequency limits

Parameter estimation in stochastic differential equations

CERN Document Server

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.

Hadamard-type fractional differential equations, inclusions and inequalities

CERN Document Server

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.

On the Langevin approach to particle transport

International Nuclear Information System (INIS)

Bringuier, Eric

2006-01-01

In the Langevin description of Brownian motion, the action of the surrounding medium upon the Brownian particle is split up into a systematic friction force of Stokes type and a randomly fluctuating force, alternatively termed noise. That simple description accounts for several basic features of particle transport in a medium, making it attractive to teach at the undergraduate level, but its range of applicability is limited. The limitation is illustrated here by showing that the Langevin description fails to account realistically for the transport of a charged particle in a medium under crossed electric and magnetic fields and the ensuing Hall effect. That particular failure is rooted in the concept of the friction force rather than in the accompanying random force. It is then shown that the framework of kinetic theory offers a better account of the Hall effect. It is concluded that the Langevin description is nothing but an extension of Drude's transport model subsuming diffusion, and so it inherits basic limitations from that model. This paper thus describes the interrelationship of the Langevin approach, the Drude model and kinetic theory, in a specific transport problem of physical interest

Inelastic X-ray scattering on liquid benzene analyzed using a generalized Langevin equation

Science.gov (United States)

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.

Effect of turbulent collisions on diffusion in stationary plasma turbulence

International Nuclear Information System (INIS)

Xia, H.; Ishihara, O.

1990-01-01

Recently the velocity diffusion process was studied by the generalized Langevin equation derived by the projection operator method. The further study shows that the retarded frictional function plays an important role in suppressing particle diffusion in the velocity space in stronger turbulence as much as the resonance broadening effect. The retarded frictional effect, produced by the effective collisions due to the plasma turbulence is assumed to be a Gaussian, but non-Markovian and non-wide-sense stationary process. The relations between the proposed formulation and the extended resonance broadening theory is discussed. The authors also carry out test particle numerical experiment for Langmuir turbulence to test the theories. In a stronger turbulence a deviation of the diffusion rate from the one predicted by both the quasilinear and the extended resonance theories has been observed and is explained qualitatively by the present formulation

Langevin dynamics of A+A reactions in one dimension

International Nuclear Information System (INIS)

Sancho, J M; Romero, A H; Lacasta, A M; Lindenberg, Katja

2007-01-01

We propose a set of Langevin equations of motion together with a reaction rule for the study of binary reactions. Our scheme is designed to address this problem for arbitrary friction γ and temperature T. It easily accommodates the inclusion of a substrate potential, and it lends itself to straightforward numerical integration. We test this approach on diffusion-limited (γ → ∞) as well as ballistic (γ = 0) A+A → P reactions for which there are extensive exact and approximate theoretical results as well as extensive Monte Carlo results. We reproduce the known results using our integration scheme, and also present new results for the ballistic reactions

Deterministic quantum controlled-PHASE gates based on non-Markovian environments

Science.gov (United States)

Zhang, Rui; Chen, Tian; Wang, Xiang-Bin

2017-12-01

We study the realization of the quantum controlled-PHASE gate in an atom-cavity system beyond the Markovian approximation. The general description of the dynamics for the atom-cavity system without any approximation is presented. When the spectral density of the reservoir has the Lorentz form, by making use of the memory backflow from the reservoir, we can always construct the deterministic quantum controlled-PHASE gate between a photon and an atom, no matter the atom-cavity coupling strength is weak or strong. While, the phase shift in the output pulse hinders the implementation of quantum controlled-PHASE gates in the sub-Ohmic, Ohmic or super-Ohmic reservoirs.

The Langevin Approach: An R Package for Modeling Markov Processes

Directory of Open Access Journals (Sweden)

Philip Rinn

2016-08-01

Full Text Available We describe an 'R' package developed by the research group 'Turbulence, Wind energy' 'and Stochastics' (TWiSt at the Carl von Ossietzky University of Oldenburg, which extracts the (stochastic evolution equation underlying a set of data or measurements. The method can be directly applied to data sets with one or two stochastic variables. Examples for the one-dimensional and two-dimensional cases are provided. This framework is valid under a small set of conditions which are explicitly presented and which imply simple preliminary test procedures to the data. For Markovian processes involving Gaussian white noise, a stochastic differential equation is derived straightforwardly from the time series and captures the full dynamical properties of the underlying process. Still, even in the case such conditions are not fulfilled, there are alternative versions of this method which we discuss briefly and provide the user with the necessary bibliography.

AdS/CFT correspondence, critical strings and stochastic quantization

International Nuclear Information System (INIS)

Polyakov, D.

2000-05-01

In our previous paper we have shown that the NSR string sigma-model with the massless 5-form vertex operator in D = 10 NSR string theory: V 5 ∼e -3φ ψ 0 ψ 1 ψ 2 ψ 3 ψ t δ-barX t e ikparallelxparallel (t = 4, ..9) reproduces the correlators of the N = 4 D = 4 super Yang-Mills theory. In particular, this implies that the sigma-model with the V 5 operator in flat space-time should be the NSR analogue of the GS string theory on AdS 5 x S 5 . This means that the V 5 -operator plays the role of cosmological constant, curving flat ten-dimensional space-time into that of AdS 5 x S 5 . In the present paper we show that dilaton beta-function equation in such a sigma-model has the form of stochastic Langevin equation with the non-Markovian noise. The worldsheet cutoff is identified with stochastic time and the V 5 -operator plays the role of the noise. We derive the Fokker-Planck equation associated with this stochastic process and show that the Hamiltonian of the AdS 5 supergravity defines the distribution satisfying this Fokker-Planck equation. This means that the dynamical compactification of the space-time on AdS 5 x S 5 occurs as a result of the non-Markovian stochastic process, generated by the V 5 -operator noise. This provides us with an insight into relations between holography principle and the concept of stochastic quantization from the point of view of critical string theory. (author)

Robust Guaranteed Cost Observer Design for Singular Markovian Jump Time-Delay Systems with Generally Incomplete Transition Probability

Directory of Open Access Journals (Sweden)

Yanbo Li

2014-01-01

Full Text Available This paper is devoted to the investigation of the design of robust guaranteed cost observer for a class of linear singular Markovian jump time-delay systems with generally incomplete transition probability. In this singular model, each transition rate can be completely unknown or only its estimate value is known. Based on stability theory of stochastic differential equations and linear matrix inequality (LMI technique, we design an observer to ensure that, for all uncertainties, the resulting augmented system is regular, impulse free, and robust stochastically stable with the proposed guaranteed cost performance. Finally, a convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost filters for linear singular Markovian jump time-delay systems with generally incomplete transition probability.

Markovian approach: From Ising model to stochastic radiative transfer

International Nuclear Information System (INIS)

Kassianov, E.; Veron, D.

2009-01-01

The origin of the Markovian approach can be traced back to 1906; however, it gained explicit recognition in the last few decades. This overview outlines some important applications of the Markovian approach, which illustrate its immense prestige, respect, and success. These applications include examples in the statistical physics, astronomy, mathematics, computational science and the stochastic transport problem. In particular, the overview highlights important contributions made by Pomraning and Titov to the neutron and radiation transport theory in a stochastic medium with homogeneous statistics. Using simple probabilistic assumptions (Markovian approximation), they have introduced a simplified, but quite realistic, representation of the neutron/radiation transfer through a two-component discrete stochastic mixture. New concepts and methodologies introduced by these two distinguished scientists allow us to generalize the Markovian treatment to the stochastic medium with inhomogeneous statistics and demonstrate its improved predictive performance for the down-welling shortwave fluxes. (authors)

Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation

DEFF Research Database (Denmark)

Ditlevsen, Ove Dalager

2004-01-01

-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...

Adaptive resummation of Markovian quantum dynamics

International Nuclear Information System (INIS)

Lucas, Felix

2014-01-01

In this thesis we derive a highly convergent, nonperturbative expansion of Markovian open quantum dynamics. It is based on a splitting of the incoherent dynamics into periods of continuous evolution and abrupt jumps and attains its favorable convergence properties from an adaptive resummation of this so-called jump expansion. By means of the long-standing problems of spatial particle detection and Landau-Zener tunneling in the presence of dephasing, we show that this adaptive resummation technique facilitates new highly accurate analytic approximations of Markovian open systems. The open Landau-Zener model leads us to propose an efficient and robust incoherent control technique for the isomerization reaction of the visual pigment protein rhodopsin. Besides leading to approximate analytic descriptions of Markovian open quantum dynamics, the adaptive resummation of the jump expansion implies an efficient numerical simulation method. We spell out the corresponding numerical algorithm by means of Monte Carlo integration of the relevant terms in the jump expansion and demonstrate it in a set of paradigmatic open quantum systems.

Extracting the diffusion tensor from molecular dynamics simulation with Milestoning

International Nuclear Information System (INIS)

Mugnai, Mauro L.; Elber, Ron

2015-01-01

We propose an algorithm to extract the diffusion tensor from Molecular Dynamics simulations with Milestoning. A Kramers-Moyal expansion of a discrete master equation, which is the Markovian limit of the Milestoning theory, determines the diffusion tensor. To test the algorithm, we analyze overdamped Langevin trajectories and recover a multidimensional Fokker-Planck equation. The recovery process determines the flux through a mesh and estimates local kinetic parameters. Rate coefficients are converted to the derivatives of the potential of mean force and to coordinate dependent diffusion tensor. We illustrate the computation on simple models and on an atomically detailed system—the diffusion along the backbone torsions of a solvated alanine dipeptide

The Fokker-Planck equation for coupled Brown-Néel-rotation.

Science.gov (United States)

Weizenecker, Jürgen

2018-01-22

Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.

The Fokker-Planck equation for coupled Brown-Néel-rotation

Science.gov (United States)

Weizenecker, Jürgen

2018-02-01

Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.

On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

KAUST Repository

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.

Photophysics of internal twisting

International Nuclear Information System (INIS)

Heisel, F.; Miehe, J.A.; Lippert, E.; Rettig, W.; Bonacic-Koutecky, V.

1987-01-01

The formation and characteristics of the ''twisted intermolecular charge transfer'' is studied. Basic concepts on dual fluorescence, steady-state fluorescence, kinetic investigations and cage effects are discussed. The theoretical treatment on the electronic structure of the bonded π - donor - π acceptor pairs is outlined. The two-electron, two-orbital model, the ab initio CI models of simple double, charged and dative π - bonds as well as complex dative π - bonds and the origin of the dual fluorescence of 9.9'-Bianthryl are shown. Concerning the stochastic description of chemical reactions, Master equation, Markov, Birth-Death and Diffusion processes, Kramers-Moyal expansion, Langevin equation, Kramers' approach to steady-state rates of reaction and its extension to non-Markovian processes, and also unimolecular reactions in the absence of potential barrier are considered. Experimental results and interpretation on dynamics of DMABN in the excited state, kinetics of other dialkylanilines, extended donor-acceptor systems with anomalous fluorescence and donor-acceptor systems without anomalous fluorescence are given

Expectation-maximization of the potential of mean force and diffusion coefficient in Langevin dynamics from single molecule FRET data photon by photon.

Science.gov (United States)

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.

Quantum master equation for collisional dynamics of massive particles with internal degrees of freedom

International Nuclear Information System (INIS)

Smirne, Andrea; Vacchini, Bassano

2010-01-01

We address the microscopic derivation of a quantum master equation in Lindblad form for the dynamics of a massive test particle with internal degrees of freedom, interacting through collisions with a background ideal gas. When either internal or center-of-mass degrees of freedom can be treated classically, previously established equations are obtained as special cases. If in an interferometric setup the internal degrees of freedom are not detected at the output, the equation can be recast in the form of a generalized Lindblad structure, which describes non-Markovian effects. The effect of internal degrees of freedom on center-of-mass decoherence is considered in this framework.

On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment

Directory of Open Access Journals (Sweden)

Shuanming Li

2018-05-01

Full Text Available This paper studies the moments and the distribution of the aggregate discounted claims (ADCs in a Markovian environment, where the claim arrivals, claim amounts, and forces of interest (for discounting are influenced by an underlying Markov process. Specifically, we assume that claims occur according to a Markovian arrival process (MAP. The paper shows that the vector of joint Laplace transforms of the ADC occurring in each state of the environment process by any specific time satisfies a matrix-form first-order partial differential equation, through which a recursive formula is derived for the moments of the ADC occurring in certain states (a subset. We also study two types of covariances of the ADC occurring in any two subsets of the state space and with two different time lengths. The distribution of the ADC occurring in certain states by any specific time is also investigated. Numerical results are also presented for a two-state Markov-modulated model case.

External non-white noise and nonequilibrium phase transitions

International Nuclear Information System (INIS)

Sancho, J.M.; San Miguel, M.

1980-01-01

Langevin equations with external non-white noise are considered. A Fokker Planck equation valid in general in first order of the correlation time tau of the noise is derived. In some cases its validity can be extended to any value of tau. The effect of a finite tau in the nonequilibrium phase transitions induced by the noise is analyzed, by means of such Fokker Planck equation, in general, for the Verhulst equation under two different kind of fluctuations, and for a genetic model. It is shown that new transitions can appear and that the threshold value of the parameter can be changed. (orig.)

Exactly solvable nonequilibrium Langevin relaxation of a trapped nanoparticle

International Nuclear Information System (INIS)

Salazar, Domingos S P; Lira, Sérgio A

2016-01-01

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. (paper)

Efficient determination of the Markovian time-evolution towards a steady-state of a complex open quantum system

Science.gov (United States)

Jonsson, Thorsteinn H.; Manolescu, Andrei; Goan, Hsi-Sheng; Abdullah, Nzar Rauf; Sitek, Anna; Tang, Chi-Shung; Gudmundsson, Vidar

2017-11-01

Master equations are commonly used to describe time evolution of open systems. We introduce a general computationally efficient method for calculating a Markovian solution of the Nakajima-Zwanzig generalized master equation. We do so for a time-dependent transport of interacting electrons through a complex nano scale system in a photon cavity. The central system, described by 120 many-body states in a Fock space, is weakly coupled to the external leads. The efficiency of the approach allows us to place the bias window defined by the external leads high into the many-body spectrum of the cavity photon-dressed states of the central system revealing a cascade of intermediate transitions as the system relaxes to a steady state. The very diverse relaxation times present in the open system, reflecting radiative or non-radiative transitions, require information about the time evolution through many orders of magnitude. In our approach, the generalized master equation is mapped from a many-body Fock space of states to a Liouville space of transitions. We show that this results in a linear equation which is solved exactly through an eigenvalue analysis, which supplies information on the steady state and the time evolution of the system.

Slave equations for spin models

International Nuclear Information System (INIS)

Catterall, S.M.; Drummond, I.T.; Horgan, R.R.

1992-01-01

We apply an accelerated Langevin algorithm to the simulation of continuous spin models on the lattice. In conjunction with the evolution equation for the spins we use slave equations to compute estimators for the connected correlation functions of the model. In situations for which the symmetry of the model is sufficiently strongly broken by an external field these estimators work well and yield a signal-to-noise ratio for the Green function at large time separations more favourable than that resulting from the standard method. With the restoration of symmetry, however, the slave equation estimators exhibit an intrinsic instability associated with the growth of a power law tail in the probability distributions for the measured quantities. Once this tail has grown sufficiently strong it results in a divergence of the variance of the estimator which then ceases to be useful for measurement purposes. The instability of the slave equation method in circumstances of weak symmetry breaking precludes its use in determining the mass gap in non-linear sigma models. (orig.)

The Wigner representation of classical mechanics, quantization and classical limit

Energy Technology Data Exchange (ETDEWEB)

Bolivar, A.O. [Centro Brasileiro de Pesquisas Fisicas (CBPF), Rio de Janeiro, RJ (Brazil)

2001-08-01

Starting from the Liouvillian formulation of classical physics it is possible by means of a Fourier transform to introduce the Wigner representation and to derive an operator structure to classical mechanisms. The importance of this new representation lies on the fact that it turns out to be suitable route to establish a general method of quantization directly from the equations of motion without alluding to the existence of Hamiltonian and Lagrangian functions. Following this approach we quantize only the motion of a Browian particle with non-linear friction in the Markovian approximation - the thermal bath may be quantum or classical -, thus when the bath is classically described we obtain a master equation which reduces to Caldeira-Legget equation for the linear friction case, and when the reservoir is quantum we get an equation reducing to the one found by Caldeira et al. By neglecting the environmental influence we show that the system can be approximately described by equations of motion in terms of wave function, such as the Schrodinger-Langevin equation and equations of the Caldirola-Kanai type. Finally to make the present study self-consistent we evaluate the classical limit of these dynamical equations employing a new classical limiting method h/2{pi} {yields} 0. (author)

The Wigner representation of classical mechanics, quantization and classical limit

International Nuclear Information System (INIS)

Bolivar, A.O.

2001-08-01

Starting from the Liouvillian formulation of classical physics it is possible by means of a Fourier transform to introduce the Wigner representation and to derive an operator structure to classical mechanisms. The importance of this new representation lies on the fact that it turns out to be suitable route to establish a general method of quantization directly from the equations of motion without alluding to the existence of Hamiltonian and Lagrangian functions. Following this approach we quantize only the motion of a Browian particle with non-linear friction in the Markovian approximation - the thermal bath may be quantum or classical -, thus when the bath is classically described we obtain a master equation which reduces to Caldeira-Legget equation for the linear friction case, and when the reservoir is quantum we get an equation reducing to the one found by Caldeira et al. By neglecting the environmental influence we show that the system can be approximately described by equations of motion in terms of wave function, such as the Schrodinger-Langevin equation and equations of the Caldirola-Kanai type. Finally to make the present study self-consistent we evaluate the classical limit of these dynamical equations employing a new classical limiting method h/2π → 0. (author)

Implied Stopping Rules for American Basket Options from Markovian Projection

KAUST Repository

Bayer, Christian; Hä ppö lä , Juho; Tempone, Raul

2017-01-01

This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and the Black-Scholes models. In high dimensions, nonlinear partial differential equation methods for solving the problem become prohibitively costly due to the curse of dimensionality. Instead, this work proposes to use a stopping rule that depends on the dynamics of a low-dimensional Markovian projection of the given basket of assets. It is shown that the ability to approximate the original value function by a lower-dimensional approximation is a feature of the dynamics of the system and is unaffected by the path-dependent nature of the American basket option. Assuming that we know the density of the forward process and using the Laplace approximation, we first efficiently evaluate the diffusion coefficient corresponding to the low-dimensional Markovian projection of the basket. Then, we approximate the optimal early-exercise boundary of the option by solving a Hamilton-Jacobi-Bellman partial differential equation in the projected, low-dimensional space. The resulting near-optimal early-exercise boundary is used to produce an exercise strategy for the high-dimensional option, thereby providing a lower bound for the price of the American basket option. A corresponding upper bound is also provided. These bounds allow to assess the accuracy of the proposed pricing method. Indeed, our approximate early-exercise strategy provides a straightforward lower bound for the American basket option price. Following a duality argument due to Rogers, we derive a corresponding upper bound solving only the low-dimensional optimal control problem. Numerically, we show the feasibility of the method using baskets with dimensions up to fifty. In these examples, the resulting option price relative errors are only of the order of few percent.

Implied Stopping Rules for American Basket Options from Markovian Projection

KAUST Repository

Bayer, Christian

2017-05-01

This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and the Black-Scholes models. In high dimensions, nonlinear partial differential equation methods for solving the problem become prohibitively costly due to the curse of dimensionality. Instead, this work proposes to use a stopping rule that depends on the dynamics of a low-dimensional Markovian projection of the given basket of assets. It is shown that the ability to approximate the original value function by a lower-dimensional approximation is a feature of the dynamics of the system and is unaffected by the path-dependent nature of the American basket option. Assuming that we know the density of the forward process and using the Laplace approximation, we first efficiently evaluate the diffusion coefficient corresponding to the low-dimensional Markovian projection of the basket. Then, we approximate the optimal early-exercise boundary of the option by solving a Hamilton-Jacobi-Bellman partial differential equation in the projected, low-dimensional space. The resulting near-optimal early-exercise boundary is used to produce an exercise strategy for the high-dimensional option, thereby providing a lower bound for the price of the American basket option. A corresponding upper bound is also provided. These bounds allow to assess the accuracy of the proposed pricing method. Indeed, our approximate early-exercise strategy provides a straightforward lower bound for the American basket option price. Following a duality argument due to Rogers, we derive a corresponding upper bound solving only the low-dimensional optimal control problem. Numerically, we show the feasibility of the method using baskets with dimensions up to fifty. In these examples, the resulting option price relative errors are only of the order of few percent.

Generalized Langevin Theory Of The Brownian Motion And The Dynamics Of Polymers In Solution

International Nuclear Information System (INIS)

Tothova, J.; Lisy, V.

2015-01-01

The review deals with a generalization of the Rouse and Zimm bead-spring models of the dynamics of flexible polymers in dilute solutions. As distinct from these popular theories, the memory in the polymer motion is taken into account. The memory naturally arises as a consequence of the fluid and bead inertia within the linearized Navier-Stokes hydrodynamics. We begin with a generalization of the classical theory of the Brownian motion, which forms the basis of any theory of the polymer dynamics. The random force driving the Brownian particles is not the white one as in the Langevin theory, but “colored”, i.e., statistically correlated in time, and the friction force on the particles depends on the history of their motion. An efficient method of solving the resulting generalized Langevin equations is presented and applied to the solution of the equations of motion of polymer beads. The memory effects lead to several peculiarities in the time correlation functions used to describe the dynamics of polymer chains. So, the mean square displacement of the polymer coils contains algebraic long-time tails and at short times it is ballistic. It is shown how these features reveal in the experimentally observable quantities, such as the dynamic structure factors of the scattering or the viscosity of polymer solutions. A phenomenological theory is also presented that describes the dependence of these quantities on the polymer concentration in solution. (author)

Fractional Langevin Equation Model for Characterization of Anomalous Brownian Motion from NMR Signals

Science.gov (United States)

Lisý, Vladimír; Tóthová, Jana

2018-02-01

Nuclear magnetic resonance is often used to study random motion of spins in different systems. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard Langevin theory of the Brownian motion (BM). In the present work, the attenuation function S (t) for an ensemble of spins in a magnetic-field gradient, expressed in a form applicable for any kind of stationary stochastic dynamics of spins with or without a memory, is calculated in the frame of the model of fractional BM. The solution of the model for particles trapped in a harmonic potential is obtained in a simple way and used for the calculation of S (t). In the limit of free particles coupled to a fractal heat bath, the results compare favorably with experiments acquired in human neuronal tissues.

Synchronization of Markovian jumping inertial neural networks and its applications in image encryption.

Science.gov (United States)

Prakash, M; Balasubramaniam, P; Lakshmanan, S

2016-11-01

This study is mainly concerned with the problem on synchronization criteria for Markovian jumping time delayed bidirectional associative memory neural networks and their applications in secure image communications. Based on the variable transformation method, the addressed second order differential equations are transformed into first order differential equations. Then, by constructing a suitable Lyapunov-Krasovskii functional and based on integral inequalities, the criteria which ensure the synchronization between the uncontrolled system and controlled system are established through designed feedback controllers and linear matrix inequalities. Further, the proposed results proved that the error system is globally asymptotically stable in the mean square. Moreover, numerical illustrations are provided to validate the effectiveness of the derived analytical results. Finally, the application of addressed system is explored via image encryption/decryption process. Copyright © 2016 Elsevier Ltd. All rights reserved.

Non-instantaneous impulses in differential equations

CERN Document Server

Agarwal, Ravi; O'Regan, Donal

2017-01-01

This monograph is the first published book devoted to the theory of differential equations with non-instantaneous impulses. It aims to equip the reader with mathematical models and theory behind real life processes in physics, biology, population dynamics, ecology and pharmacokinetics. The authors examine a wide scope of differential equations with non-instantaneous impulses through three comprehensive chapters, providing an all-rounded and unique presentation on the topic, including: - Ordinary differential equations with non-instantaneous impulses (scalar and n-dimensional case) - Fractional differential equa tions with non-instantaneous impulses (with Caputo fractional derivatives of order q ϵ (0, 1)) - Ordinary differential equations with non-instantaneous impulses occurring at random moments (with exponential, Erlang, or Gamma distribution) Each chapter focuses on theory, proofs and examples, and contains numerous graphs to enrich the reader’s understanding. Additionally, a carefully selected bibliogr...

Models for microtubule cargo transport coupling the Langevin equation to stochastic stepping motor dynamics: Caring about fluctuations.

Science.gov (United States)

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.

A Dynamical Theory of Markovian Diffusion

OpenAIRE

Davidson, Mark

2001-01-01

A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order quantum effects is derived.

Langevin dynamics of heavy flavors in relativistic heavy-ion collisions

CERN Document Server

Alberico, W M; De Pace, A; Molinari, A; Monteno, M; Nardi, M; Prino, F

2011-01-01

We study the stochastic dynamics of c and b quarks, produced in hard initial processes, in the hot medium created after the collision of two relativistic heavy ions. This is done through the numerical solution of the relativistic Langevin equation. The latter requires the knowledge of the friction and diffusion coefficients, whose microscopic evaluation is performed treating separately the contribution of soft and hard collisions. The evolution of the background medium is described by ideal/viscous hydrodynamics. Below the critical temperature the heavy quarks are converted into hadrons, whose semileptonic decays provide single-electron spectra to be compared with the current experimental data measured at RHIC. We focus on the nuclear modification factor R_AA and on the elliptic-flow coefficient v_2, getting, for sufficiently large p_T, a reasonable agreement.

Sensitivity Analysis Based on Markovian Integration by Parts Formula

Directory of Open Access Journals (Sweden)

Yongsheng Hang

2017-10-01

Full Text Available Sensitivity analysis is widely applied in financial risk management and engineering; it describes the variations brought by the changes of parameters. Since the integration by parts technique for Markov chains is well developed in recent years, in this paper we apply it for computation of sensitivity and show the closed-form expressions for two commonly-used time-continuous Markovian models. By comparison, we conclude that our approach outperforms the existing technique of computing sensitivity on Markovian models.

Birth–death process of local structures in defect turbulence described by the one-dimensional complex Ginzburg–Landau equation

Energy Technology Data Exchange (ETDEWEB)

Uchiyama, Yusuke, E-mail: r1230160@risk.tsukuba.ac.jp; Konno, Hidetoshi

2014-04-01

Defect turbulence described by the one-dimensional complex Ginzburg–Landau equation is investigated and analyzed via a birth–death process of the local structures composed of defects, holes, and modulated amplitude waves (MAWs). All the number statistics of each local structure, in its stationary state, are subjected to Poisson statistics. In addition, the probability density functions of interarrival times of defects, lifetimes of holes, and MAWs show the existence of long-memory and some characteristic time scales caused by zigzag motions of oscillating traveling holes. The corresponding stochastic process for these observations is fully described by a non-Markovian master equation.

Quantum continual measurements and a posteriori collapse on CCR

International Nuclear Information System (INIS)

Belavkin, V.P.

1992-01-01

A quantum stochastic model for the Markovian dynamics of an open system under the nondemolition unsharp observation which is continuous in time, is given. A stochastic equation for the posterior evolution of a quantum continuously observed system is derived and the spontaneous collapse (stochastically continuous reduction of the wave packet) is described. The quantum Langevin evolution equation is solved for the case of a quasi-free Hamiltonian in the initial CCR algebra with a linear output channel, and the posterior dynamics corresponding to an initial Gaussian state is found. It is shown for an example of the posterior dynamics of a quantum oscillator that any mixed state under a complete nondemolition measurement collapses exponentially to a pure Gaussian one. (orig.)

Survival probability of a local excitation in a non-Markovian environment: Survival collapse, Zeno and anti-Zeno effects

International Nuclear Information System (INIS)

Rufeil-Fiori, E.; Pastawski, H.M.

2009-01-01

The decay dynamics of a local excitation interacting with a non-Markovian environment, modeled by a semi-infinite tight-binding chain, is exactly evaluated. We identify distinctive regimes for the dynamics. Sequentially: (i) early quadratic decay of the initial-state survival probability, up to a spreading time t S , (ii) exponential decay described by a self-consistent Fermi Golden Rule, and (iii) asymptotic behavior governed by quantum diffusion through the return processes, leading to an inverse power law decay. At this last cross-over time t R a survival collapse becomes possible. This could reduce the survival probability by several orders of magnitude. The cross-over times t S and t R allow to assess the range of applicability of the Fermi Golden Rule and give the conditions for the observation of the Zeno and anti-Zeno effect.

Suppression of thermal noise in a non-Markovian random velocity field

International Nuclear Information System (INIS)

Ueda, Masahiko

2016-01-01

We study the diffusion of Brownian particles in a Gaussian random velocity field with short memory. By extending the derivation of an effective Fokker–Planck equation for the Lanvegin equation with weakly colored noise to a random velocity-field problem, we find that the effect of thermal noise on particles is suppressed by the existence of memory. We also find that the renormalization effect for the relative diffusion of two particles is stronger than that for single-particle diffusion. The results are compared with those of molecular dynamics simulations. (paper: classical statistical mechanics, equilibrium and non-equilibrium)

Stochastic sensitivity analysis and Langevin simulation for neural network learning

International Nuclear Information System (INIS)

Koda, Masato

1997-01-01

A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method

Langevin equation with the deterministic algebraically correlated noise

Energy Technology Data Exchange (ETDEWEB)

Ploszajczak, M. [Grand Accelerateur National d`Ions Lourds (GANIL), 14 - Caen (France); Srokowski, T. [Grand Accelerateur National d`Ions Lourds (GANIL), 14 - Caen (France)]|[Institute of Nuclear Physics, Cracow (Poland)

1995-12-31

Stochastic differential equations with the deterministic, algebraically correlated noise are solved for a few model problems. The chaotic force with both exponential and algebraic temporal correlations is generated by the adjoined extended Sinai billiard with periodic boundary conditions. The correspondence between the autocorrelation function for the chaotic force and both the survival probability and the asymptotic energy distribution of escaping particles is found. (author). 58 refs.

Langevin equation with the deterministic algebraically correlated noise

International Nuclear Information System (INIS)

Ploszajczak, M.; Srokowski, T.

1995-01-01

Stochastic differential equations with the deterministic, algebraically correlated noise are solved for a few model problems. The chaotic force with both exponential and algebraic temporal correlations is generated by the adjoined extended Sinai billiard with periodic boundary conditions. The correspondence between the autocorrelation function for the chaotic force and both the survival probability and the asymptotic energy distribution of escaping particles is found. (author)

Generalized Langevin Equation Description of Stochastic ...

Indian Academy of Sciences (India)

dissipation theorems. The vertical ... luminosity is also obtained, and it is shown that it has non-standard values. The theoretical .... black hole (a), for A = 0.0015 and a = 0.03 (red curve), a = 0.1 (green curve) and a = 0.001. (black curve) ...

Asymmetrically extremely dilute neural networks with Langevin dynamics and unconventional results

International Nuclear Information System (INIS)

Hatchett, J P L; Coolen, A C C

2004-01-01

We study graded response attractor neural networks with asymmetrically extremely dilute interactions and Langevin dynamics. We solve our model in the thermodynamic limit using generating functional analysis, and find (in contrast to the binary neurons case) that even in statics, for T > 0 or large α, one cannot eliminate the non-persistent order parameters, atypically for recurrent neural network models. The macroscopic dynamics is driven by the (non-trivial) joint distribution of neurons and fields, rather than just the (Gaussian) field distribution. We calculate phase transition lines and find, as may be expected for this asymmetric model, that there is no spin-glass phase, only recall and paramagnetic phases. We present simulation results in support of our theory

On the quantum-mechanical Fokker-Planck and Kramers-Chandrasekhar equation

International Nuclear Information System (INIS)

Balazs, N.L.

1978-01-01

In the classical theory of Brownian motion the Langevin equation can be considered as an infinitesimal transformation between the coordinates and momenta of a Brownian particle, given probabilistically, since the impulse appearing is characterized by a Gaussian random process. This probabilistic infinitesimal transformation generates a streaming on the distribution function, expressed by the classical Fokker-Planck and Kramers-Chandrasekhar equations. If the laws obeyed by the Brownian particle are quantum mechanical, the Langevin equation can be reinterpreted as an operator relation expressing an infinitesimal transformation of these operators. Since the impulses are independent of the coordinates and momenta one can think of them as c numbers described by a Gaussian random process. The so resulting infinitesimal operator transformation induces a streaming on the density matrix. One may associate, according to Weyl, functions with operators. The function associated with the density matrix is the Wigner function. Expressing, then, these operator relations in terms of these functions the streaming can be expressed as a continuity equation of the Wigner function. It is found that in this parametrization the extra terms which appear are the same as in the classical theory, augmenting the usual Wigner equation. (Auth.)

Single particle dynamics of many-body systems described by Vlasov-Fokker-Planck equations

International Nuclear Information System (INIS)

Frank, T.D.

2003-01-01

Using Langevin equations we describe the random walk of single particles that belong to particle systems satisfying Vlasov-Fokker-Planck equations. In doing so, we show that Haissinski distributions of bunched particles in electron storage rings can be derived from a particle dynamics model

Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters

International Nuclear Information System (INIS)

Ye, Zhiyong; Zhang, He; Zhang, Hongyu; Zhang, Hua; Lu, Guichen

2015-01-01

Highlights: •This paper introduces a non-conservative Lyapunov functional. •The achieved results impose non-conservative and can be widely used. •The conditions are easily checked by the Matlab LMI Tool Box. The desired state feedback controller can be well represented by the conditions. -- Abstract: This paper addresses the mean square exponential stabilization problem of stochastic bidirectional associative memory (BAM) neural networks with Markovian jumping parameters and time-varying delays. By establishing a proper Lyapunov–Krasovskii functional and combining with LMIs technique, several sufficient conditions are derived for ensuring exponential stabilization in the mean square sense of such stochastic BAM neural networks. In addition, the achieved results are not difficult to verify for determining the mean square exponential stabilization of delayed BAM neural networks with Markovian jumping parameters and impose less restrictive and less conservative than the ones in previous papers. Finally, numerical results are given to show the effectiveness and applicability of the achieved results

Langevin- Science and vigilance

International Nuclear Information System (INIS)

Bensaude-Vincent, B.

1987-01-01

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 with Spatial Correlations as a Model for Electron-Phonon Coupling

Science.gov (United States)

Tamm, A.; Caro, M.; Caro, A.; Samolyuk, G.; Klintenberg, M.; Correa, A. A.

2018-05-01

Stochastic Langevin dynamics has been traditionally used as a tool to describe nonequilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their wavelength. We propose a generalization of Langevin dynamics that can capture a differential coupling between collective modes and the bath, by introducing spatial correlations in the random forces. This allows modeling the electronic subsystem in a metal as a generalized Langevin bath endowed with a concept of locality, greatly improving the capabilities of the two-temperature model. The specific form proposed here for the spatial correlations produces a physical wave-vector and polarization dependency of the relaxation produced by the electron-phonon coupling in a solid. We show that the resulting model can be used for describing the path to equilibration of ions and electrons and also as a thermostat to sample the equilibrium canonical ensemble. By extension, the family of models presented here can be applied in general to any dense system, solids, alloys, and dense plasmas. As an example, we apply the model to study the nonequilibrium dynamics of an electron-ion two-temperature Ni crystal.

Complex Langevin simulation of real time quantum evolution

International Nuclear Information System (INIS)

Ilgenfritz, E.M.; Kripfganz, J.

1986-07-01

Complex Langevin methods are used to study the time evolution of quantum mechanical wave packets. We do not need any Feynman ε regularization for the numerical evaluation of the double time path integral. (author)

A strongly coupled open system with a non-linear bath: fluctuation-dissipation and Langevin dynamics

Science.gov (United States)

Bhadra, Chitrak

2018-03-01

The study of Langevin dynamics and fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass M ), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for the microscopic theory of stochastic processes for several decades. The question that we probe in this paper is, how robust the structure of the classical FDR is, when one replaces the harmonic bath by an anharmonic one in the limit of strong system-bath coupling? Such a picture carries the signature of the probe system in the zeroth order through a nonlocal time kernel. We observe that the two-time noise correlations hold a rich structure from which the usual FDR emerges only in the leading order of perturbation. Beyond this order, multiple time scales and nontrivial dependence on the temperature starts to manifest. These new aspects conspire to break the time-translational invariance of the noise-correlations. Several other interesting features show up and we discuss them methodically through rigorous calculations order-by-order in perturbation. This formalistic derivation along with a specific example of non-linearity can be easily applied to a huge range of processes and statistical observables that fall under the purview of a system-reservoir theory.

Hamiltonian structures of some non-linear evolution equations

International Nuclear Information System (INIS)

Tu, G.Z.

1983-06-01

The Hamiltonian structure of the O(2,1) non-linear sigma model, generalized AKNS equations, are discussed. By reducing the O(2,1) non-linear sigma model to its Hamiltonian form some new conservation laws are derived. A new hierarchy of non-linear evolution equations is proposed and shown to be generalized Hamiltonian equations with an infinite number of conservation laws. (author)

Dynamics of non-Markovianity in the presence of a driving field

Indian Academy of Sciences (India)

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 ...

Maximum Path Information and Fokker Planck Equation

Science.gov (United States)

Li, Wei; Wang A., Q.; LeMehaute, A.

2008-04-01

We present a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang [Chaos, Solitons & Fractals 23 (2005) 1253] for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q (the index of Tsallis entropy [J. Stat. Phys. 52 (1988) 479] and the time t.

Stochastic substitute for coupled rate equations in the modeling of highly ionized transient plasmas

International Nuclear Information System (INIS)

Eliezer, S.; Falquina, R.; Minguez, E.

1994-01-01

Plasmas produced by intense laser pulses incident on solid targets often do not satisfy the conditions for local thermodynamic equilibrium, and so cannot be modeled by transport equations relying on equations of state. A proper description involves an excessively large number of coupled rate equations connecting many quantum states of numerous species having different degrees of ionization. Here we pursue a recent suggestion to model the plasma by a few dominant states perturbed by a stochastic driving force. The driving force is taken to be a Poisson impulse process, giving a Langevin equation which is equivalent to a Fokker-Planck equation for the probability density governing the distribution of electron density. An approximate solution to the Langevin equation permits calculation of the characteristic relaxation rate. An exact stationary solution to the Fokker-Planck equation is given as a function of the strength of the stochastic driving force. This stationary solution is used, along with a Laplace transform, to convert the Fokker-Planck equation to one of Schroedinger type. We consider using the classical Hamiltonian formalism and the WKB method to obtain the time-dependent solution

SELF-CONSISTENT LANGEVIN SIMULATION OF COULOMB COLLISIONS IN CHARGED-PARTICLE BEAMS

International Nuclear Information System (INIS)

QIANG, J.; RYNE, R.; HABIB, S.

2000-01-01

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 FR-iction and diffusion coefficients are computed FR-om 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

RBSDE's with jumps and the related obstacle problems for integral-partial differential equations

Institute of Scientific and Technical Information of China (English)

FAN; Yulian

2006-01-01

The author proves, when the noise is driven by a Brownian motion and an independent Poisson random measure, the one-dimensional reflected backward stochastic differential equation with a stopping time terminal has a unique solution. And in a Markovian framework, the solution can provide a probabilistic interpretation for the obstacle problem for the integral-partial differential equation.

Efficient steady-state solver for hierarchical quantum master equations

Science.gov (United States)

Zhang, Hou-Dao; Qiao, Qin; Xu, Rui-Xue; Zheng, Xiao; Yan, YiJing

2017-07-01

Steady states play pivotal roles in many equilibrium and non-equilibrium open system studies. Their accurate evaluations call for exact theories with rigorous treatment of system-bath interactions. Therein, the hierarchical equations-of-motion (HEOM) formalism is a nonperturbative and non-Markovian quantum dissipation theory, which can faithfully describe the dissipative dynamics and nonlinear response of open systems. Nevertheless, solving the steady states of open quantum systems via HEOM is often a challenging task, due to the vast number of dynamical quantities involved. In this work, we propose a self-consistent iteration approach that quickly solves the HEOM steady states. We demonstrate its high efficiency with accurate and fast evaluations of low-temperature thermal equilibrium of a model Fenna-Matthews-Olson pigment-protein complex. Numerically exact evaluation of thermal equilibrium Rényi entropies and stationary emission line shapes is presented with detailed discussion.

Langevin description of mass distributions of fragments originating from the fission of excited nuclei

International Nuclear Information System (INIS)

Vanin, D.V.; Nadtochy, P.N.; Adeev, G.D.; Kosenko, G.I.

2000-01-01

A stochastic approach to fission dynamics is proposed. The approach, which is based on Langevin equations, is used to calculate the mass distributions of fragments originating from the fission of excited nuclei. The effect of viscosity and light-particle emission on the variance of mass distributions is studied. The results of the calculations based on the above approach reveal that, in order to obtain a simultaneous description of mass-distribution parameters and the multiplicities of prescission particles, it is necessary to use sufficiently large values of nuclear viscosity both for the one-body and for the two-body viscosity mechanism, anomalously large values of the viscosity coefficient being required in the latter case

Markovian Building Blocks for Individual-Based Modelling

DEFF Research Database (Denmark)

Nilsson, Lars Anders Fredrik

2007-01-01

previous exposure to Markov chains in continuous time (see e.g. Grimmett and Stirzaker, 2001)). Markovian arrival processes are very general point processes that are relatively easy to analyse. They have, so far, been largely unknown to the ecological modelling community. The article C deals...

Quantum trajectories: Memory and continuous observation

Science.gov (United States)

Barchielli, Alberto; Pellegrini, Clément; Petruccione, Francesco

2012-12-01

Starting from a generalization of the quantum trajectory theory [based on the stochastic Schrödinger equation (SSE)], non-Markovian models of quantum dynamics are derived. In order to describe non-Markovian effects, the approach used in this article is based on the introduction of random coefficients in the usual linear SSE. A major interest is that this allows a consistent theory of quantum measurement in continuous time to be developed for these non-Markovian quantum trajectory models. In this context, the notions of “instrument,” “a priori,” and “a posteriori” states can be introduced. The key point is that by starting from a stochastic equation on the Hilbert space of the system, we are able to respect the complete positivity of the mean dynamics for the statistical operator and the requirements of the axioms of quantum measurement theory. The flexibility of the theory is next illustrated by a concrete physical model of a noisy oscillator where non-Markovian effects come from the random environment, colored noises, randomness in the stimulating light, and delay effects. The statistics of the emitted photons and the heterodyne and homodyne spectra are studied, and we show how these quantities are sensitive to the non-Markovian features of the system dynamics, so that, in principle, the observation and analysis of the fluorescent light could reveal the presence of non-Markovian effects and allow for a measure of the spectra of the noises affecting the system dynamics.

Brownian motion with multiplicative noises revisited

International Nuclear Information System (INIS)

Kuroiwa, T; Miyazaki, K

2014-01-01

The Langevin equation with multiplicative noise and a state-dependent transport coefficient should always complemented with the proper interpretation rule of the noise, such as the Itô and Stratonovich conventions. Although the mathematical relationship between the different rules and how to translate from one rule to another are well established, the subject of which is a more physically natural rule still remains controversial. In this communication, we derive the overdamped Langevin equation with multiplicative noise for Brownian particles, by systematically eliminating the fast degrees of freedom of the underdamped Langevin equation. The Langevin equations obtained here vary depending on the choice of the noise conventions but they are different representations for an identical phenomenon. The results apply to multi-variable, nonequilibrium, non-stationary systems, and other general settings. (fast track communication)

Exact non-linear equations for cosmological perturbations

Energy Technology Data Exchange (ETDEWEB)

Gong, Jinn-Ouk [Asia Pacific Center for Theoretical Physics, Pohang 37673 (Korea, Republic of); Hwang, Jai-chan [Department of Astronomy and Atmospheric Sciences, Kyungpook National University, Daegu 41566 (Korea, Republic of); Noh, Hyerim [Korea Astronomy and Space Science Institute, Daejeon 34055 (Korea, Republic of); Wu, David Chan Lon; Yoo, Jaiyul, E-mail: jinn-ouk.gong@apctp.org, E-mail: jchan@knu.ac.kr, E-mail: hr@kasi.re.kr, E-mail: clwu@physik.uzh.ch, E-mail: jyoo@physik.uzh.ch [Center for Theoretical Astrophysics and Cosmology, Institute for Computational Science, Universität Zürich, CH-8057 Zürich (Switzerland)

2017-10-01

We present a complete set of exact and fully non-linear equations describing all three types of cosmological perturbations—scalar, vector and tensor perturbations. We derive the equations in a thoroughly gauge-ready manner, so that any spatial and temporal gauge conditions can be employed. The equations are completely general without any physical restriction except that we assume a flat homogeneous and isotropic universe as a background. We also comment briefly on the application of our formulation to the non-expanding Minkowski background.

Deviation from the kinetic law of mass action for reactions induced by binary encounters in liquid solutions

International Nuclear Information System (INIS)

Doktorov, Alexander B; Kipriyanov, Alexey A

2007-01-01

In considering the irreversible chemical reaction A+B→ C+B in liquid solutions two many-particle approaches to the derivation of binary non-Markovian kinetic equations are compared: simple superposition decoupling and a method of extracting 'pair' channels from three-particle correlation evolution. It is shown that both methods provide an almost identical description of this reaction. However, in studies of reversible reactions in liquid solutions only the channel extraction method gives a correct physically clear description of the reaction though it consists of a sequence of steps: the development of integral encounter theory (IET), effective pairs approximation (EPA), modified encounter theory (MET), and the final regular form (RF) of kinetic equations. It is shown that the rate equations often encountered in the literature correspond to the independence of transient channels of 'scattering' in the bimolecular reversible reaction (A+B -B), while the independent transient channel of 'decay' in the reversible reactionA+B -C is defined solely by time integral convolution. In the general case transient channels in non-Markovian theory are not independent, and their interference manifests itself as a non-Markovian inhomogeneous source in binary non-Markovian kinetic equations in regular form. Based on the derived equations new universal kinetics (independent of models) of chemical equilibrium attainment have been obtained. It is shown that these kinetics can differ essentially from the kinetics corresponding to the kinetic law of mass action of formal chemical kinetics

Effective electrodiffusion equation for non-uniform nanochannels.

Science.gov (United States)

Marini Bettolo Marconi, Umberto; Melchionna, Simone; Pagonabarraga, Ignacio

2013-06-28

We derive a one-dimensional formulation of the Planck-Nernst-Poisson equation to describe the dynamics of a symmetric binary electrolyte in channels whose section is nanometric and varies along the axial direction. The approach is in the spirit of the Fick-Jacobs diffusion equation and leads to a system of coupled equations for the partial densities which depends on the charge sitting at the walls in a non-trivial fashion. We consider two kinds of non-uniformities, those due to the spatial variation of charge distribution and those due to the shape variation of the pore and report one- and three-dimensional solutions of the electrokinetic equations.

Analytical exact solution of the non-linear Schroedinger equation

International Nuclear Information System (INIS)

Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da

2011-01-01

Full text: In this work we present how to classify and obtain analytical solutions of the Schroedinger equation with a generic non-linearity in 1+1 dimensions. Our approach is based on the determination of Lie symmetry transformation mapping solutions into solutions, and non-classical symmetry transformations, mapping a given solution into itself. From these symmetries it is then possible to reduce the equation to a system of ordinary differential equations which can then be solved using standard methods. The generic non-linearity is handled by considering it as an additional unknown in the determining equations for the symmetry transformations. This results in an over-determined system of non-linear partial differential equations. Its solution can then be determined in some cases by reducing it to the so called involutive (triangular) form, and then solved. This reduction is very tedious and can only performed using a computer algebra system. Once the determining system is solved, we obtain the explicit form for the non-linearity admitting a Lie or non-classical symmetry. The analytical solutions are then derived by solving the reduced ordinary differential equations. The non-linear determining system for the non-classical symmetry transformations and Lie symmetry generators are obtaining using the computer algebra package SADE (symmetry analysis of differential equations), developed at our group. (author)

Heat dissipation and information flow for delayed bistable Langevin systems near coherence resonance.

Science.gov (United States)

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.

Langevin diffusions on the torus

DEFF Research Database (Denmark)

García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.

2018-01-01

We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since such diffusions can be regarded as toroidal analogues......) a likelihood based on the stationary distribution; (ii) toroidal adaptations of the Euler and Shoji–Ozaki pseudo-likelihoods; (iii) a likelihood based on a specific approximation to the transition density of the wrapped normal process. A simulation study compares, in dimensions one and two, the approximate...

Analytical solutions of time-fractional models for homogeneous Gardner equation and non-homogeneous differential equations

Directory of Open Access Journals (Sweden)

Olaniyi Samuel Iyiola

2014-09-01

Full Text Available In this paper, we obtain analytical solutions of homogeneous time-fractional Gardner equation and non-homogeneous time-fractional models (including Buck-master equation using q-Homotopy Analysis Method (q-HAM. Our work displays the elegant nature of the application of q-HAM not only to solve homogeneous non-linear fractional differential equations but also to solve the non-homogeneous fractional differential equations. The presence of the auxiliary parameter h helps in an effective way to obtain better approximation comparable to exact solutions. The fraction-factor in this method gives it an edge over other existing analytical methods for non-linear differential equations. Comparisons are made upon the existence of exact solutions to these models. The analysis shows that our analytical solutions converge very rapidly to the exact solutions.

The Cauchy problem for non-linear Klein-Gordon equations

International Nuclear Information System (INIS)

Simon, J.C.H.; Taflin, E.

1993-01-01

We consider in R n+1 , n≥2, the non-linear Klein-Gordon equation. We prove for such an equation that there is neighbourhood of zero in a Hilbert space of initial conditions for which the Cauchy problem has global solutions and on which there is asymptotic completeness. The inverse of the wave operator linearizes the non-linear equation. If, moreover, the equation is manifestly Poincare covariant then the non-linear representation of the Poincare-Lie algebra, associated with the non-linear Klein-Gordon equation is integrated to a non-linear representation of the Poincare group on an invariant neighbourhood of zero in the Hilbert space. This representation is linearized by the inverse of the wave operator. The Hilbert space is, in both cases, the closure of the space of the differentiable vectors for the linear representation of the Poincare group, associated with the Klein-Gordon equation, with respect to a norm defined by the representation of the enveloping algebra. (orig.)

Progress on Complex Langevin simulations of a finite density matrix model for QCD

Energy Technology Data Exchange (ETDEWEB)

Bloch, Jacques [Univ. of Regensburg (Germany). Inst. for Theorectical Physics; Glesaan, Jonas [Swansea Univ., Swansea U.K.; Verbaarschot, Jacobus [Stony Brook Univ., NY (United States). Dept. of Physics and Astronomy; Zafeiropoulos, Savvas [Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States); College of William and Mary, Williamsburg, VA (United States); Heidelberg Univ. (Germany). Inst. for Theoretische Physik

2018-04-01

We study the Stephanov model, which is an RMT model for QCD at finite density, using the Complex Langevin algorithm. Naive implementation of the algorithm shows convergence towards the phase quenched or quenched theory rather than to intended theory with dynamical quarks. A detailed analysis of this issue and a potential resolution of the failure of this algorithm are discussed. We study the effect of gauge cooling on the Dirac eigenvalue distribution and time evolution of the norm for various cooling norms, which were specifically designed to remove the pathologies of the complex Langevin evolution. The cooling is further supplemented with a shifted representation for the random matrices. Unfortunately, none of these modifications generate a substantial improvement on the complex Langevin evolution and the final results still do not agree with the analytical predictions.

Control and filtering for semi-Markovian jump systems

CERN Document Server

Li, Fanbiao; Wu, Ligang

2017-01-01

This book presents up-to-date research developments and novel methodologies on semi-Markovian jump systems (S-MJS). It presents solutions to a series of problems with new approaches for the control and filtering of S-MJS, including stability analysis, sliding mode control, dynamic output feedback control, robust filter design, and fault detection. A set of newly developed techniques such as piecewise analysis method, positively invariant set approach, event-triggered method, and cone complementary linearization approaches are presented. Control and Filtering for Semi-Markovian Jump Systems is a comprehensive reference for researcher and practitioners working in control engineering, system sciences and applied mathematics, and is also a useful source of information for senior undergraduates and graduates in these areas. The readers will benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.

Principle of detailed balance and the finite-difference stochastic equation in field theory

International Nuclear Information System (INIS)

Kozhamkulov, T.A.

1986-01-01

The principle of detailed balance for the Markov chain is used to obtain a finite-difference equation which generalizes the Langevin equation in field theory. The advantages of using this approach compared to the conventional Parisi-Wu method are demonstrated for the examples of an exactly solvable problem in zero-dimensional quantum theory and a simple numerical simulation

Detailed balance principle and finite-difference stochastic equation in a field theory

International Nuclear Information System (INIS)

Kozhamkulov, T.A.

1986-01-01

A finite-difference equation, which is a generalization of the Langevin equation in field theory, has been obtained basing upon the principle of detailed balance for the Markov chain. Advantages of the present approach as compared with the conventional Parisi-Wu method are shown for examples of an exactly solvable problem of zero-dimensional quantum theory and a simple numerical simulation

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

International Nuclear Information System (INIS)

Gelß, Patrick; Matera, Sebastian; Schütte, Christof

2016-01-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO 2 (110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

Science.gov (United States)

Gelß, Patrick; Matera, Sebastian; Schütte, Christof

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

Energy Technology Data Exchange (ETDEWEB)

Gelß, Patrick, E-mail: p.gelss@fu-berlin.de; Matera, Sebastian, E-mail: matera@math.fu-berlin.de; Schütte, Christof, E-mail: schuette@mi.fu-berlin.de

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

Asymptotic behaviour of time averages for non-ergodic Gaussian processes

Science.gov (United States)

Ślęzak, Jakub

2017-08-01

In this work, we study the behaviour of time-averages for stationary (non-ageing), but ergodicity-breaking Gaussian processes using their representation in Fourier space. We provide explicit formulae for various time-averaged quantities, such as mean square displacement, density, and analyse the behaviour of time-averaged characteristic function, which gives insight into rich memory structure of the studied processes. Moreover, we show applications of the ergodic criteria in Fourier space, determining the ergodicity of the generalised Langevin equation's solutions.

Application of Markovian model to school enrolment projection ...

African Journals Online (AJOL)

Application of Markovian model to school enrolment projection process. VU Ekhosuehi, AA Osagiede. Abstract. No Abstract. Global Journal of Mathematical Sciences Vol. 5(1) 2006: 9-16. Full Text: EMAIL FREE FULL TEXT EMAIL FREE FULL TEXT · DOWNLOAD FULL TEXT DOWNLOAD FULL TEXT.

Diffusion equation and non-holonomy

International Nuclear Information System (INIS)

Gomes, Luiz Carlos; Lobo, R.; Simao, F.R.A.

1980-01-01

The diffusion equation for particles in a Riemannian space subject to a single constraint is discussed. The implications of the holonomy and non-holonomy of this single constraint is also discussed. (L.C.) [pt

Quantization of O(N) non-linear sigma models as the stochastic motion on Ssup(N-1)

International Nuclear Information System (INIS)

Aldazabal, G.; Parga, N.

1983-09-01

We obtain the Langevin equations for the stochastic quantization of the O(N) non-linear sigma model by studying the random (Gaussian) motion on the sphere Ssup(N-1). We prove the equivalence of this procedure with a different one where the random forces are elements of the O(N) algebra. A proof that our approach yields in the equilibrium regime the quantum field theory is also given. (author)

Fluctuations from dissipation in a hot non-Abelian plasma

CERN Document Server

Litim, Daniel F; Litim, Daniel F.; Manuel, Cristina

2000-01-01

We consider a transport equation of the Boltzmann-Langevin type for non-Abelian plasmas close to equilibrium to derive the spectral functions of the underlying microscopic fluctuations from the entropy. The correlator of the stochastic source is obtained from the dissipative processes in the plasma. This approach, based on classical transport theory, exploits the well-known link between a linearized collision integral, the entropy and the spectral functions. Applied to the ultra-soft modes of a hot non-Abelian (classical or quantum) plasma, the resulting spectral functions agree with earlier findings obtained from the microscopic theory. As a by-product, it follows that theorem.

Complex Langevin Simulations of QCD at Finite Density - Progress Report

Science.gov (United States)

Sinclair, D. K.; Kogut, J. B.

2018-03-01

We simulate lattice QCD at finite quark-number chemical potential to study nuclear matter, using the complex Langevin equation (CLE). The CLE is used because the fermion determinant is complex so that standard methods relying on importance sampling fail. Adaptive methods and gauge-cooling are used to prevent runaway solutions. Even then, the CLE is not guaranteed to give correct results. We are therefore performing extensive testing to determine under what, if any, conditions we can achieve reliable results. Our earlier simulations at β = 6/g2 = 5.6, m = 0.025 on a 124 lattice reproduced the expected phase structure but failed in the details. Our current simulations at β = 5.7 on a 164 lattice fail in similar ways while showing some improvement. We are therefore moving to even weaker couplings to see if the CLE might produce the correct results in the continuum (weak-coupling) limit, or, if it still fails, whether it might reproduce the results of the phase-quenched theory. We also discuss action (and other dynamics) modifications which might improve the performance of the CLE.

Non-local quasi-linear parabolic equations

International Nuclear Information System (INIS)

Amann, H

2005-01-01

This is a survey of the most common approaches to quasi-linear parabolic evolution equations, a discussion of their advantages and drawbacks, and a presentation of an entirely new approach based on maximal L p regularity. The general results here apply, above all, to parabolic initial-boundary value problems that are non-local in time. This is illustrated by indicating their relevance for quasi-linear parabolic equations with memory and, in particular, for time-regularized versions of the Perona-Malik equation of image processing

On the application of semi-Markovian processes to the unavailability analysis of majority voting protective systems

International Nuclear Information System (INIS)

Frutuoso e Melo, Paulo Fernando Ferreira

1992-01-01

In this work the application of semi-Markovian processes to the unavailability analysis of majority voting protective systems is discussed aiming at: modeling two problems that, possess practical relevance: explicit consideration of test intervals and possibility of including nonexponential repair times. Initially, protective systems up to 5 channels are modeled considering intervals between tests by means of a Markovian model in or.der to take into account the possibility of high demand rates. This model is a new extension of previous ones already published in the literature. The above mentioned Markovian model allows for considering either that the failure of a single channel is re by a real system demand or, alternatively, the failure is revealed only when k channels are found failed. Practical implications of this policies are important as they allow for different system actuation policies to be discussed and evaluated. A computer co de named RAMPSMM has been written in order to perform the aforementioned analysis. Results for different system configurations are shown and compared to published results concerning one and two channels. Those results agree adequately and the effect of higher demand rates on the systems is acknowledged. Next, a new semi-Markovian model for the the intervals between tests is discussed. The reason for employing it is that it describes a time interval that is constant, so that its describing process is not Markovian anymore. The model takes into account the influence of different parameters and repair policies as, for example, demand rate (considering the possibility of test overrides), staggered and sequential test policies and so on. l' Another consideration is made concerning the possibility of nonexponential ,- repair times. These kind of repair times are modeled by means of negative binomial distributions which correspond to discretized gamma densities assumed for the repair times. A second computer code named RAMPSSM has been

Nonlinear Dynamic Modeling of Langevin-Type Piezoelectric Transducers

Directory of Open Access Journals (Sweden)

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.

Non-linear wave equations:Mathematical techniques

International Nuclear Information System (INIS)

1978-01-01

An account of certain well-established mathematical methods, which prove useful to deal with non-linear partial differential equations is presented. Within the strict framework of Functional Analysis, it describes Semigroup Techniques in Banach Spaces as well as variational approaches towards critical points. Detailed proofs are given of the existence of local and global solutions of the Cauchy problem and of the stability of stationary solutions. The formal approach based upon invariance under Lie transformations deserves attention due to its wide range of applicability, even if the explicit solutions thus obtained do not allow for a deep analysis of the equations. A compre ensive introduction to the inverse scattering approach and to the solution concept for certain non-linear equations of physical interest are also presented. A detailed discussion is made about certain convergence and stability problems which arise in importance need not be emphasized. (author) [es

From a stochastic to a macroscopic approach to brownian motion

International Nuclear Information System (INIS)

Bocquet, L.

1998-01-01

In this lecture, we examine the dynamics of suspensions of mesoscopic (Brownian) particles in a molecular fluid, starting from first principles. We introduce the technique of multiple time-scales to derive the Fokker-Planck equation for a single, or for a set of interacting Brownian particles, starting from the Liouville equation for the full system (Brownian particles and discrete bath). The limitations of the Fokker-Planck equation will then be emphasized. In particular, we shall point out that under ''standard'' experimental conditions, the Fokker-Planck description cannot be correct and that non-Markovian effects are expected. A microscopic description in the true experimental limit confirms this breakdown and leads to a ''generalized'' (non-Markovian and non-local in velocity space) Fokker-Planck equation, which describes the thermalization of the Brownian particle. (author)

Correlation Function and Generalized Master Equation of Arbitrary Age

National Research Council Canada - National Science Library

Allegrini, Paolo; Aquino, Gerardo; Grigolini, Paolo; Palatella, Luigi; Rosa, Angelo; West, Bruce J

2005-01-01

...). Actually, non-Poisson statistics yields infinite memory at the probability level, thereby breaking any form of Markovian approximation, including the one adopted herein, to find an approximated analytical formula...

Continuous Markovian Logics

DEFF Research Database (Denmark)

Mardare, Radu Iulian; Cardelli, Luca; Larsen, Kim Guldstrand

2012-01-01

Continuous Markovian Logic (CML) is a multimodal logic that expresses quantitative and qualitative properties of continuous-time labelled Markov processes with arbitrary (analytic) state-spaces, henceforth called continuous Markov processes (CMPs). The modalities of CML evaluate the rates...... of the exponentially distributed random variables that characterize the duration of the labeled transitions of a CMP. In this paper we present weak and strong complete axiomatizations for CML and prove a series of metaproperties, including the finite model property and the construction of canonical models. CML...... characterizes stochastic bisimilarity and it supports the definition of a quantified extension of the satisfiability relation that measures the "compatibility" between a model and a property. In this context, the metaproperties allows us to prove two robustness theorems for the logic stating that one can...

Depolarizing channel as a completely positive map with memory

International Nuclear Information System (INIS)

Daffer, Sonja; McIver, John K.; Wodkiewicz, Krzysztof; Cresser, James D.

2004-01-01

The prevailing description for dissipative quantum dynamics is given by the Lindblad form of a Markovian master equation, used under the assumption that memory effects are negligible. However, in certain physical situations, the master equation is essentially of a non-Markovian nature. In this paper we examine master equations that possess a memory kernel, leading to a replacement of white noise by colored noise. The conditions under which this leads to a completely positive, trace-preserving map are discussed for an exponential memory kernel

Pseudodifferential equations over non-Archimedean spaces

CERN Document Server

Zúñiga-Galindo, W A

2016-01-01

Focusing on p-adic and adelic analogues of pseudodifferential equations, this monograph presents a very general theory of parabolic-type equations and their Markov processes motivated by their connection with models of complex hierarchic systems. The Gelfand-Shilov method for constructing fundamental solutions using local zeta functions is developed in a p-adic setting and several particular equations are studied, such as the p-adic analogues of the Klein-Gordon equation. Pseudodifferential equations for complex-valued functions on non-Archimedean local fields are central to contemporary harmonic analysis and mathematical physics and their theory reveals a deep connection with probability and number theory. The results of this book extend and complement the material presented by Vladimirov, Volovich and Zelenov (1994) and Kochubei (2001), which emphasize spectral theory and evolution equations in a single variable, and Albeverio, Khrennikov and Shelkovich (2010), which deals mainly with the theory and applica...

TIPPtool: Compositional Specification and Analysis of Markovian Performance Models

NARCIS (Netherlands)

Hermanns, H.; Halbwachs, N.; Peled, D.; Mertsiotakis, V.; Siegle, M.

1999-01-01

In this short paper we briefly describe a tool which is based on a Markovian stochastic process algebra. The tool offers both model specification and quantitative model analysis in a compositional fashion, wrapped in a userfriendly graphical front-end.

Construction of local and non-local conservation laws for non-linear field equations

International Nuclear Information System (INIS)

Vladimirov, V.S.; Volovich, I.V.

1984-08-01

A method of constructing conserved currents for non-linear field equations is presented. More explicitly for non-linear equations, which can be derived from compatibility conditions of some linear system with a parameter, a procedure of obtaining explicit expressions for local and non-local currents is developed. Some examples such as the classical Heisenberg spin chain and supersymmetric Yang-Mills theory are considered. (author)

Joint probability distributions and fluctuation theorems

International Nuclear Information System (INIS)

García-García, Reinaldo; Kolton, Alejandro B; Domínguez, Daniel; Lecomte, Vivien

2012-01-01

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady state by using joint probability distribution symmetries of different entropy production decompositions. The analytical approach is applied to diverse problems such as the description of the fluctuations induced by experimental errors, for unveiling symmetries of correlation functions appearing in fluctuation–dissipation relations recently generalized to non-equilibrium steady states, and also for mapping averages between different trajectory-based dynamical ensembles. Many known fluctuation theorems arise as special instances of our approach for particular twofold decompositions of the total entropy production. As a complement, we also briefly review and synthesize the variety of fluctuation theorems applying to stochastic dynamics of both continuous systems described by a Langevin dynamics and discrete systems obeying a Markov dynamics, emphasizing how these results emerge from distinct symmetries of the dynamical entropy of the trajectory followed by the system. For Langevin dynamics, we embed the 'dual dynamics' with a physical meaning, and for Markov systems we show how the fluctuation theorems translate into symmetries of modified evolution operators

On the propagation of a charged particle beam in a random medium. II: Discrete binary statistics

International Nuclear Information System (INIS)

Promraning, G.C.; Prinja, A.K.

1995-01-01

The authors consider the linear transport of energetic charged particles through a background stochastic mixture consisting of two immiscible fluids or solids. The transport model used is the continuous slowing down description in the straight ahead approximation. Under the assumption of homogeneous Markovian mixing statistics and separable (in space and energy) stopping powers with a common energy dependence, the problem of finding the ensemble averaged intensity and dose is reduced to simple quadrature. The use of the Liouville master equation offers an alternate approach to this problem, and leads to an exact differential equations whose solutions give the ensemble-averaged intensity and dose. This master equation approach applies to inhomogeneous Markovian statistics as well as non-separable stopping powers. Both treatments can be extended, in an approximate way, to non-Markovian statistics. Typical numerical results are given, contrasting this stochastic treatment with the standard treatment which ignores the stochastic nature of the problem. 11 refs., 9 figs., 1 tab

a markovian study of manpow an study of manpower planning

African Journals Online (AJOL)

eobe

The Markovian method of manpower planning foretell the future. ... ive years from a soft drink manufacturing company based in Lagos, Nigeria company based ... ces management approach. ... handbook have also used Markov processes for.

Nonlinear Fokker-Planck Equations Fundamentals and Applications

CERN Document Server

Frank, Till Daniel

2005-01-01

Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fundamental properties of transient and stationary solutions, emphasizing the stability analysis of stationary solutions by means of self-consistency equations, linear stability analysis, and Lyapunov's direct method. Also treated are Langevin equations and correlation functions. Nonlinear Fokker-Planck Equations addresses various phenomena such as phase transitions, multistability of systems, synchronization, anomalous diffusion, cut-off solutions, travelling-wave solutions and the emergence of power law solutions. A nonlinear Fokker-Planck perspective to quantum statistics, generalized thermodynamics, and linear nonequilibrium thermodynamics is given. Theoretical concepts are illustrated where possible by simple examples. The book also reviews several applications in the fields of condensed matter physics, the physics of porous media and liquid crystals, accelerator physics, neurophysics, social sciences, popul...

A Langevin model for fluctuating contact angle behaviour parametrised using molecular dynamics.

Science.gov (United States)

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.

Stochastic Lorentz forces on a point charge moving near the conducting plate

International Nuclear Information System (INIS)

Hsiang, J.-T.; Wu, T.-H.; Lee, D.-S.

2008-01-01

The influence of quantized electromagnetic fields on a nonrelativistic charged particle moving near a conducting plate is studied. We give a field-theoretic derivation of the nonlinear, non-Markovian Langevin equation of the particle by the method of Feynman-Vernon influence functional. This stochastic approach incorporates not only the stochastic noise manifested from electromagnetic vacuum fluctuations, but also dissipation backreaction on a charge in the form of the retarded Lorentz forces. Since the imposition of the boundary is expected to anisotropically modify the effects of the fields on the evolution of the particle, we consider the motion of a charge undergoing small-amplitude oscillations in the direction either parallel or normal to the plane boundary. Under the dipole approximation for nonrelativistic motion, velocity fluctuations of the charge are found to grow linearly with time in the early stage of the evolution at the rather different rate, revealing strong anisotropic behavior. They are then asymptotically saturated as a result of the fluctuation-dissipation relation, and the same saturated value is found for the motion in both directions. The observational consequences are discussed

Population density equations for stochastic processes with memory kernels

Science.gov (United States)

Lai, Yi Ming; de Kamps, Marc

2017-06-01

We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.

Institut Max von Laue-Paul Langevin

International Nuclear Information System (INIS)

This part of the annual report is concerned with the external and internal organization of the ILL (Institut Laue-Langevin), and a general presentation of the activities of the ILL during 1975. A first part is concerned with measurement and control instruments: three axis spectrometers,, time-of-flight, crystallography, diffuse scattering, powder spectrometers, polarized neutrons, monochromators, nuclear physics. In the second part the fields of research are reviewed by College: theory, nuclear physics, excitations, structures, liquids, gas and amorphous materials, imperfections, physical biochemistry, and chemistry, reactor exploitation [fr

Institut Max von Laue-Paul Langevin

International Nuclear Information System (INIS)

Whereas the first volume of the Annual Report gives a general survey of the activities of the different sections of the ILL (Institut Laue-Langevin), this second volume titled Annex to the 1975 annual report is dealing in more details with the scientific work carried out at the ILL from November the 1st 1974 to October the 1st 1975. Scientific works for which reports are available are presented grouped as possible, by college: theory; nuclear physics; excitations; structures; liquids, gas and amorphous materials; imperfections; physical biochemistry; and chemistry [fr

Potential and flux field landscape theory. II. Non-equilibrium thermodynamics of spatially inhomogeneous stochastic dynamical systems

International Nuclear Information System (INIS)

Wu, Wei; Wang, Jin

2014-01-01

We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic and thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series

Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks

KAUST Repository

Vilanova, Pedro

2015-05-04

This thesis focuses on the development and analysis of efficient simulation and inference techniques for Markovian pure jump processes with a view towards applications in dense communication networks. These techniques are especially relevant for modeling networks of smart devices —tiny, abundant microprocessors with integrated sensors and wireless communication abilities— that form highly complex and diverse communication networks. During 2010, the number of devices connected to the Internet exceeded the number of people on Earth: over 12.5 billion devices. By 2015, Cisco’s Internet Business Solutions Group predicts that this number will exceed 25 billion. The first part of this work proposes novel numerical methods to estimate, in an efficient and accurate way, observables from realizations of Markovian jump processes. In particular, hybrid Monte Carlo type methods are developed that combine the exact and approximate simulation algorithms to exploit their respective advantages. These methods are tailored to keep a global computational error below a prescribed global error tolerance and within a given statistical confidence level. Indeed, the computational work of these methods is similar to the one of an exact method, but with a smaller constant. Finally, the methods are extended to systems with a disparity of time scales. The second part develops novel inference methods to estimate the parameters of Markovian pure jump process. First, an indirect inference approach is presented, which is based on upscaled representations and does not require sampling. This method is simpler than dealing directly with the likelihood of the process, which, in general, cannot be expressed in closed form and whose maximization requires computationally intensive sampling techniques. Second, a forward-reverse Monte Carlo Expectation-Maximization algorithm is provided to approximate a local maximum or saddle point of the likelihood function of the parameters given a set of

On the precise connection between the GRW master equation and master equations for the description of decoherence

Energy Technology Data Exchange (ETDEWEB)

Vacchini, Bassano [Dipartimento di Fisica dell' Universita di Milano, Via Celoria 16, 20133 Milan (Italy); Istituto Nazionale di Fisica Nucleare, sezione di Milano, Via Celoria 16, 20133 Milan (Italy)

2007-03-09

We point out that the celebrated GRW master equation is invariant under translations, reflecting the homogeneity of space, thus providing a particular realization of a general class of translation-covariant Markovian master equations. Such master equations are typically used for the description of decoherence due to momentum transfers between the system and environment. Building on this analogy we show the exact relationship between the GRW master equation and decoherence master equations, further providing a collisional decoherence model formally equivalent to the GRW master equation. This allows for a direct comparison of order of magnitudes of relevant parameters. This formal analogy should not lead to confusion on the utterly different spirit of the two research fields, in particular it has to be stressed that the decoherence approach does not lead to a solution of the measurement problem. Building on this analogy however the feasibility of the extension of spontaneous localization models in order to avoid the infinite energy growth is discussed. Apart from a particular case considered in the paper, it appears that the amplification mechanism is generally spoiled by such modifications.

Approaching complexity by stochastic methods: From biological systems to turbulence

Energy Technology Data Exchange (ETDEWEB)

Friedrich, Rudolf [Institute for Theoretical Physics, University of Muenster, D-48149 Muenster (Germany); Peinke, Joachim [Institute of Physics, Carl von Ossietzky University, D-26111 Oldenburg (Germany); Sahimi, Muhammad [Mork Family Department of Chemical Engineering and Materials Science, University of Southern California, Los Angeles, CA 90089-1211 (United States); Reza Rahimi Tabar, M., E-mail: mohammed.r.rahimi.tabar@uni-oldenburg.de [Department of Physics, Sharif University of Technology, Tehran 11155-9161 (Iran, Islamic Republic of); Institute of Physics, Carl von Ossietzky University, D-26111 Oldenburg (Germany); Fachbereich Physik, Universitaet Osnabrueck, Barbarastrasse 7, 49076 Osnabrueck (Germany)

2011-09-15

This review addresses a central question in the field of complex systems: given a fluctuating (in time or space), sequentially measured set of experimental data, how should one analyze the data, assess their underlying trends, and discover the characteristics of the fluctuations that generate the experimental traces? In recent years, significant progress has been made in addressing this question for a class of stochastic processes that can be modeled by Langevin equations, including additive as well as multiplicative fluctuations or noise. Important results have emerged from the analysis of temporal data for such diverse fields as neuroscience, cardiology, finance, economy, surface science, turbulence, seismic time series and epileptic brain dynamics, to name but a few. Furthermore, it has been recognized that a similar approach can be applied to the data that depend on a length scale, such as velocity increments in fully developed turbulent flow, or height increments that characterize rough surfaces. A basic ingredient of the approach to the analysis of fluctuating data is the presence of a Markovian property, which can be detected in real systems above a certain time or length scale. This scale is referred to as the Markov-Einstein (ME) scale, and has turned out to be a useful characteristic of complex systems. We provide a review of the operational methods that have been developed for analyzing stochastic data in time and scale. We address in detail the following issues: (i) reconstruction of stochastic evolution equations from data in terms of the Langevin equations or the corresponding Fokker-Planck equations and (ii) intermittency, cascades, and multiscale correlation functions.

Approaching complexity by stochastic methods: From biological systems to turbulence

International Nuclear Information System (INIS)

Friedrich, Rudolf; Peinke, Joachim; Sahimi, Muhammad; Reza Rahimi Tabar, M.

2011-01-01

This review addresses a central question in the field of complex systems: given a fluctuating (in time or space), sequentially measured set of experimental data, how should one analyze the data, assess their underlying trends, and discover the characteristics of the fluctuations that generate the experimental traces? In recent years, significant progress has been made in addressing this question for a class of stochastic processes that can be modeled by Langevin equations, including additive as well as multiplicative fluctuations or noise. Important results have emerged from the analysis of temporal data for such diverse fields as neuroscience, cardiology, finance, economy, surface science, turbulence, seismic time series and epileptic brain dynamics, to name but a few. Furthermore, it has been recognized that a similar approach can be applied to the data that depend on a length scale, such as velocity increments in fully developed turbulent flow, or height increments that characterize rough surfaces. A basic ingredient of the approach to the analysis of fluctuating data is the presence of a Markovian property, which can be detected in real systems above a certain time or length scale. This scale is referred to as the Markov-Einstein (ME) scale, and has turned out to be a useful characteristic of complex systems. We provide a review of the operational methods that have been developed for analyzing stochastic data in time and scale. We address in detail the following issues: (i) reconstruction of stochastic evolution equations from data in terms of the Langevin equations or the corresponding Fokker-Planck equations and (ii) intermittency, cascades, and multiscale correlation functions.

A generalized fluctuation-dissipation theorem for the one-dimensional diffusion process

International Nuclear Information System (INIS)

Okabe, Y.

1985-01-01

The [α,β,γ]-Langevin equation describes the time evolution of a real stationary process with T-positivity (reflection positivity) originating in the axiomatic quantum field theory. For this [α,β,γ]-Langevin equation a generalized fluctuation-dissipation theorem is proved. We shall obtain, as its application, a generalized fluctuation-dissipation theorem for the one-dimensional non-linear diffusion process, which presents one solution of Ryogo Kubo's problem in physics. (orig.)

Real-time relaxation and kinetics in hot scalar QED: Landau damping

International Nuclear Information System (INIS)

Boyanovsky, D.; Vega, H.J. de; Holman, R.; Kumar, S.P.; Pisarski, R.D.

1998-01-01

The real time evolution of non-equilibrium expectation values with soft length scales ∼k -1 >(eT) -1 is solved in hot scalar electrodynamics, with a view towards understanding relaxational phenomena in the QGP and the electroweak plasma. We find that the gauge invariant non-equilibrium expectation values relax via power laws to asymptotic amplitudes that are determined by the quasiparticle poles. The long time relaxational dynamics and relevant time scales are determined by the behavior of the retarded self-energy not at the small frequencies, but at the Landau damping thresholds. This explains the presence of power laws and not of exponential decay. In the process we rederive the HTL effective action using non-equilibrium field theory. Furthermore we obtain the influence functional, the Langevin equation and the fluctuation-dissipation theorem for the soft modes, identifying the correlators that emerge in the classical limit. We show that a Markovian approximation fails to describe the dynamics both at short and long times. We find that the distribution function for soft quasiparticles relaxes with a power law through Landau damping. We also introduce a novel kinetic approach that goes beyond the standard Boltzmann equation by incorporating off-shell processes and find that the distribution function for soft quasiparticles relaxes with a power law through Landau damping. We find an unusual dressing dynamics of bare particles and anomalous (logarithmic) relaxation of hard quasiparticles. copyright 1998 The American Physical Society

A field-theoretic approach to non-equilibrium work identities

International Nuclear Information System (INIS)

Mallick, Kirone; Orland, Henri; Moshe, Moshe

2011-01-01

We study non-equilibrium work relations for a space-dependent field with stochastic dynamics (model A). Jarzynski's equality is obtained through symmetries of the dynamical action in the path-integral representation. We derive a set of exact identities that generalize the fluctuation-dissipation relations to non-stationary and far-from-equilibrium situations. These identities are prone to experimental verification. Furthermore, we show that a well-studied invariance of the Langevin equation under supersymmetry, which is known to be broken when the external potential is time dependent, can be partially restored by adding to the action a term which is precisely Jarzynski's work. The work identities can then be retrieved as consequences of the associated Ward-Takahashi identities.

Inverse Boundary Value Problem for Non-linear Hyperbolic Partial Differential Equations

OpenAIRE

Nakamura, Gen; Vashisth, Manmohan

2017-01-01

In this article we are concerned with an inverse boundary value problem for a non-linear wave equation of divergence form with space dimension $n\\geq 3$. This non-linear wave equation has a trivial solution, i.e. zero solution. By linearizing this equation at the trivial solution, we have the usual linear isotropic wave equation with the speed $\\sqrt{\\gamma(x)}$ at each point $x$ in a given spacial domain. For any small solution $u=u(t,x)$ of this non-linear equation, we have the linear isotr...

Order-disorder transitions in time-discrete mean field systems with memory: a novel approach via nonlinear autoregressive models

International Nuclear Information System (INIS)

Frank, T D; Mongkolsakulvong, S

2015-01-01

In a previous study strongly nonlinear autoregressive (SNAR) models have been introduced as a generalization of the widely-used time-discrete autoregressive models that are known to apply both to Markov and non-Markovian systems. In contrast to conventional autoregressive models, SNAR models depend on process mean values. So far, only linear dependences have been studied. We consider the case in which process mean values can have a nonlinear impact on the processes under consideration. It is shown that such models describe Markov and non-Markovian many-body systems with mean field forces that exhibit a nonlinear impact on single subsystems. We exemplify that such nonlinear dependences can describe order-disorder phase transitions of time-discrete Markovian and non-Markovian many-body systems. The relevant order parameter equations are derived and issues of stability and stationarity are studied. (paper)

Bayesian feedback versus Markovian feedback in a two-level atom

International Nuclear Information System (INIS)

Wiseman, H.M.; Mancini, Stefano; Wang Jin

2002-01-01

We compare two different approaches to the control of the dynamics of a continuously monitored open quantum system. The first is Markovian feedback, as introduced in quantum optics by Wiseman and Milburn [Phys. Rev. Lett. 70, 548 (1993)]. The second is feedback based on an estimate of the system state, developed recently by Doherty and Jacobs [Phys. Rev. A 60, 2700 (1999)]. Here we choose to call it, for brevity, Bayesian feedback. For systems with nonlinear dynamics, we expect these two methods of feedback control to give markedly different results. The simplest possible nonlinear system is a driven and damped two-level atom, so we choose this as our model system. The monitoring is taken to be homodyne detection of the atomic fluorescence, and the control is by modulating the driving. The aim of the feedback in both cases is to stabilize the internal state of the atom as close as possible to an arbitrarily chosen pure state, in the presence of inefficient detection and other forms of decoherence. Our results (obtained without recourse to stochastic simulations) prove that Bayesian feedback is never inferior, and is usually superior, to Markovian feedback. However, it would be far more difficult to implement than Markovian feedback and it loses its superiority when obvious simplifying approximations are made. It is thus not clear which form of feedback would be better in the face of inevitable experimental imperfections

Warm inflation in the stochastic inflation formalism

International Nuclear Information System (INIS)

Silva, Leandro A. da; Ramos, Rudnei O.

2011-01-01

Full text: The basic assumption of stochastic inflation is the splitting, through the definition of a appropriate window function, of the quantum inflaton field in a long wavelength part (modes outside of the de Sitter horizon) and in a short wavelength (modes inside the de Sitter horizon) part. The inflationary mechanism then continuously shifts more and more modes of the bath field into the system stretching their physical wavelengths beyond the de Sitter horizon size, what generates an effective system-bath interaction. Therefore, the system field develops a stochastic dynamics driven by the bath field, that plays the role of noise source. The resulting equation of motion (EoM) is a Langevin-like equation. Applying this formalism to Warm Inflation scenario (where, alternatively to the cold inflation, we assume that the inflaton evolves in a thermal bath and through a dissipative process continuously generates radiation, thus avoiding the necessity of a reheating mechanism), we contrast the exact numerical solution of thermal power spectrum and two approximations currently used in the literature, and compare this to the quantum power spectrum at horizon crossing. Finally, we consider a more realistic model based on microscopic derivations to estimate the effects of non-Markovianity on the inflaton dynamics and on the thermal power spectrum. (author)

Parametrizing linear generalized Langevin dynamics from explicit molecular dynamics simulations

Energy Technology Data Exchange (ETDEWEB)

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.

Parametrizing linear generalized Langevin dynamics from explicit molecular dynamics simulations

International Nuclear Information System (INIS)

Gottwald, Fabian; Karsten, Sven; 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 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

Accurate nonadiabatic quantum dynamics on the cheap: Making the most of mean field theory with master equations

Energy Technology Data Exchange (ETDEWEB)

Kelly, Aaron; Markland, Thomas E., E-mail: tmarkland@stanford.edu [Department of Chemistry, Stanford University, Stanford, California 94305 (United States); Brackbill, Nora [Department of Physics, Stanford University, Stanford, California 94305 (United States)

2015-03-07

In this article, we show how Ehrenfest mean field theory can be made both a more accurate and efficient method to treat nonadiabatic quantum dynamics by combining it with the generalized quantum master equation framework. The resulting mean field generalized quantum master equation (MF-GQME) approach is a non-perturbative and non-Markovian theory to treat open quantum systems without any restrictions on the form of the Hamiltonian that it can be applied to. By studying relaxation dynamics in a wide range of dynamical regimes, typical of charge and energy transfer, we show that MF-GQME provides a much higher accuracy than a direct application of mean field theory. In addition, these increases in accuracy are accompanied by computational speed-ups of between one and two orders of magnitude that become larger as the system becomes more nonadiabatic. This combination of quantum-classical theory and master equation techniques thus makes it possible to obtain the accuracy of much more computationally expensive approaches at a cost lower than even mean field dynamics, providing the ability to treat the quantum dynamics of atomistic condensed phase systems for long times.

Accurate nonadiabatic quantum dynamics on the cheap: making the most of mean field theory with master equations.

Science.gov (United States)

Kelly, Aaron; Brackbill, Nora; Markland, Thomas E

2015-03-07

In this article, we show how Ehrenfest mean field theory can be made both a more accurate and efficient method to treat nonadiabatic quantum dynamics by combining it with the generalized quantum master equation framework. The resulting mean field generalized quantum master equation (MF-GQME) approach is a non-perturbative and non-Markovian theory to treat open quantum systems without any restrictions on the form of the Hamiltonian that it can be applied to. By studying relaxation dynamics in a wide range of dynamical regimes, typical of charge and energy transfer, we show that MF-GQME provides a much higher accuracy than a direct application of mean field theory. In addition, these increases in accuracy are accompanied by computational speed-ups of between one and two orders of magnitude that become larger as the system becomes more nonadiabatic. This combination of quantum-classical theory and master equation techniques thus makes it possible to obtain the accuracy of much more computationally expensive approaches at a cost lower than even mean field dynamics, providing the ability to treat the quantum dynamics of atomistic condensed phase systems for long times.

Sojourn time distributions in a Markovian G-queue with batch arrival and batch removal

Directory of Open Access Journals (Sweden)

Yang Woo Shin

1999-01-01

Full Text Available We consider a single server Markovian queue with two types of customers; positive and negative, where positive customers arrive in batches and arrivals of negative customers remove positive customers in batches. Only positive customers form a queue and negative customers just reduce the system congestion by removing positive ones upon their arrivals. We derive the LSTs of sojourn time distributions for a single server Markovian queue with positive customers and negative customers by using the first passage time arguments for Markov chains.

Langevin synchronization in a time-dependent, harmonic basin: An exact solution in 1D

Science.gov (United States)

Cadilhe, A.; Voter, Arthur F.

2018-02-01

The trajectories of two particles undergoing Langevin dynamics while sharing a common noise sequence can merge into a single (master) trajectory. Here, we present an exact solution for a particle undergoing Langevin dynamics in a harmonic, time-dependent potential, thus extending the idea of synchronization to nonequilibrium systems. We calculate the synchronization level, i.e., the mismatch between two trajectories sharing a common noise sequence, in the underdamped, critically damped, and overdamped regimes. Finally, we provide asymptotic expansions in various limiting cases and compare to the time independent case.

approximate controllability of a non-autonomous differential equation

Indian Academy of Sciences (India)

53

for a non-autonomous functional differential equation using the theory of linear ... approximate controllability of various functional differential equations in abstract ...... the operator A(t) and into the requirement that x(t) ∈ D(A) for all t ≥ 0.

Diagonalizing quadratic bosonic operators by non-autonomous flow equations

CERN Document Server

Bach, Volker

2016-01-01

The authors study a non-autonomous, non-linear evolution equation on the space of operators on a complex Hilbert space. They specify assumptions that ensure the global existence of its solutions and allow them to derive its asymptotics at temporal infinity. They demonstrate that these assumptions are optimal in a suitable sense and more general than those used before. The evolution equation derives from the Brocketâe"Wegner flow that was proposed to diagonalize matrices and operators by a strongly continuous unitary flow. In fact, the solution of the non-linear flow equation leads to a diagonalization of Hamiltonian operators in boson quantum field theory which are quadratic in the field.

Sensitivity theory for general non-linear algebraic equations with constraints

International Nuclear Information System (INIS)

Oblow, E.M.

1977-04-01

Sensitivity theory has been developed to a high state of sophistication for applications involving solutions of the linear Boltzmann equation or approximations to it. The success of this theory in the field of radiation transport has prompted study of possible extensions of the method to more general systems of non-linear equations. Initial work in the U.S. and in Europe on the reactor fuel cycle shows that the sensitivity methodology works equally well for those non-linear problems studied to date. The general non-linear theory for algebraic equations is summarized and applied to a class of problems whose solutions are characterized by constrained extrema. Such equations form the basis of much work on energy systems modelling and the econometrics of power production and distribution. It is valuable to have a sensitivity theory available for these problem areas since it is difficult to repeatedly solve complex non-linear equations to find out the effects of alternative input assumptions or the uncertainties associated with predictions of system behavior. The sensitivity theory for a linear system of algebraic equations with constraints which can be solved using linear programming techniques is discussed. The role of the constraints in simplifying the problem so that sensitivity methodology can be applied is highlighted. The general non-linear method is summarized and applied to a non-linear programming problem in particular. Conclusions are drawn in about the applicability of the method for practical problems

Eulerian derivations of non-inertial Navier-Stokes equations

CSIR Research Space (South Africa)

Combrinck, MA

2014-09-01

Full Text Available The paper presents an Eulerian derivation of the non-inertial Navier-Stokes equations as an alternative to the Lagrangian fluid parcel approach. This work expands on the work of Kageyama and Hyodo [1] who derived the incompressible momentum equation...

Signals for the QCD phase transition and critical point in a Langevin dynamical model

International Nuclear Information System (INIS)

Herold, Christoph; Bleicher, Marcus; Yan, Yu-Peng

2013-01-01

The search for the critical point is one of the central issues that will be investigated in the upcoming FAIR project. For a profound theoretical understanding of the expected signals we go beyond thermodynamic studies and present a fully dynamical model for the chiral and deconfinement phase transition in heavy ion collisions. The corresponding order parameters are propagated by Langevin equations of motions on a thermal background provided by a fluid dynamically expanding plasma of quarks. By that we are able to describe nonequilibrium effects occurring during the rapid expansion of a hot fireball. For an evolution through the phase transition the formation of a supercooled phase and its subsequent decay crucially influence the trajectories in the phase diagram and lead to a significant reheating of the quark medium at highest baryon densities. Furthermore, we find inhomogeneous structures with high density domains along the first order transition line within single events.

Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems

Science.gov (United States)

Zúñiga-Galindo, W. A.

2018-06-01

We initiate the study of non-Archimedean reaction-ultradiffusion equations and their connections with models of complex hierarchic systems. From a mathematical perspective, the equations studied here are the p-adic counterpart of the integro-differential models for phase separation introduced by Bates and Chmaj. Our equations are also generalizations of the ultradiffusion equations on trees studied in the 1980s by Ogielski, Stein, Bachas, Huberman, among others, and also generalizations of the master equations of the Avetisov et al models, which describe certain complex hierarchic systems. From a physical perspective, our equations are gradient flows of non-Archimedean free energy functionals and their solutions describe the macroscopic density profile of a bistable material whose space of states has an ultrametric structure. Some of our results are p-adic analogs of some well-known results in the Archimedean setting, however, the mechanism of diffusion is completely different due to the fact that it occurs in an ultrametric space.

Hamiltonian models for the Madelung fluid and generalized Langevin equations

International Nuclear Information System (INIS)

Nonnenmacher, T.F.

1985-01-01

We present a Hamiltonian formulation of some type of an 'electromagnetic' Madelung fluid leading to a fluid mechanics interpretation of the Aharonov-Bohm effect and to a subsidary condition to be required in order to make the correspondence between Schroedinger's quantum mechanics and Madelung's fluid mechanics unique. Then we discuss some problems related with the Brownian oscillator. Our aim is to start out with a Hamiltonian for the composite system with surrounding heat bath) and to finally arrive at a stochastic differential equation with completely determined statistical properties. (orig./HSI)

Phase coherence among the Fourier modes and non-Gaussian characteristics in the Alfvén chaos system

Science.gov (United States)

Nariyuki, Yasuhiro; Sasaki, Makoto; Kasuya, Naohiro; Hada, Tohru; Yagi, Masatoshi

2017-03-01

Non-Gaussian characteristics in time series of the Alfvén chaos system are discussed. The phase coherence index, a measure defined by using the surrogate data method and the structure function, is used to evaluate the phase coherence among the Fourier modes. Through Monte Carlo significance testing, it is found that the phase coherence decays monotonically with increasing dissipative parameter and time scale. By applying the Mori projection operator method assuming the Markov process, a model equation for the time correlation function is derived from the generalized Langevin equation. As opposed to the result of the phase coherence analysis, it is concluded that the difference between the direct numerical simulation and the model equation becomes pronounced as the dissipative parameters are increased. This suggests that, even when the phase coherence index is not significant, the underlying physical system may be a non-Gaussian process.

Squeezing corrections to the Bloch equations

International Nuclear Information System (INIS)

Abundo, M.; Accardi, L.

1991-01-01

The general analysis of quantum noise shows that a squeezing noise can produce quadratic nonlinearities in the Langevin equations leading to the Bloch equations. These quadratic nonlinearities are governed by the imaginary part of the off-diagonal terms of the covariance of the noise (the squeezing terms) and imply a correction to the usual form of the Bloch equations. Here the case of spin-one nuclei subjected to squeezing noises of particular type is studied numerically. It is shown that the corrections to the Bloch equations, suggested by the theory, to the behaviour of the macroscopic nuclear polarization in a scale of times of the order of the relaxation time can be quite substantial. In the equilibrium regime, even if the qualitative behaviour of the system is the same (exponential decay), the numerical equilibrium values predicted by the theory are consistently different from those predicted by the usual Bloch equation. It is suggested that this difference might be used to test experimentally the observable effects of squeezing noises

Reconstruction of dynamical equations for traffic flow

OpenAIRE

Kriso, S.; Friedrich, R.; Peinke, J.; Wagner, P.

2001-01-01

Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In particular we present a new method, with which the flow dynamics can be extracted directly from the measured data. As a result a Langevin equation for the traffic flow is obtained. From the deterministic part of the flow dynamics, stable fixed points are extracted and set into relation with common features of the fund...

Trap-assisted and Langevin-type recombination in organic light-emitting diodes

Science.gov (United States)

Wetzelaer, G. A. H.; Kuik, M.; Nicolai, H. T.; Blom, P. W. M.

2011-04-01

Trapping of charges is known to play an important role in the charge transport of organic semiconductors, but the role of traps in the recombination process has not been addressed. Here we show that the ideality factor of the current of organic light-emitting diodes (OLEDs) in the diffusion-dominated regime has a temperature-independent value of 2, which reveals that nonradiative trap-assisted recombination dominates the current. In contrast, the ideality factor of the light output approaches unity, demonstrating that luminance is governed by recombination of the bimolecular Langevin type. This apparent contradiction can be resolved by measuring the current and luminance ideality factor for a white-emitting polymer, where both free and trapped charge carriers recombine radiatively. With increasing bias voltage, Langevin recombination becomes dominant over trap-assisted recombination due to its stronger dependence on carrier density, leading to an enhancement in OLED efficiency.

Colored thermal noise driven dynamical system in the presence and absence of non-equilibrium constraint: time dependence of information entropy flux and entropy production

International Nuclear Information System (INIS)

Goswami, Gurupada; Mukherjee, Biswajit; Bag, Bidhan Chandra

2005-01-01

We have studied the relaxation of non-Markovian and thermodynamically closed system both in the absence and presence of non-equilibrium constraint in terms of the information entropy flux and entropy production based on the Fokker-Planck and the entropy balance equations. Our calculation shows how the relaxation time depends on noise correlation time. It also considers how the non-equilibrium constraint is affected by system parameters such as noise correlation time, strength of dissipation and frequency of dynamical system. The interplay of non-equilibrium constraint, frictional memory kernel, noise correlation time and frequency of dynamical system reveals the extremum nature of the entropy production

Colored thermal noise driven dynamical system in the presence and absence of non-equilibrium constraint: time dependence of information entropy flux and entropy production

Science.gov (United States)

Goswami, Gurupada; Mukherjee, Biswajit; Bag, Bidhan Chandra

2005-06-01

We have studied the relaxation of non-Markovian and thermodynamically closed system both in the absence and presence of non-equilibrium constraint in terms of the information entropy flux and entropy production based on the Fokker-Planck and the entropy balance equations. Our calculation shows how the relaxation time depends on noise correlation time. It also considers how the non-equilibrium constraint is affected by system parameters such as noise correlation time, strength of dissipation and frequency of dynamical system. The interplay of non-equilibrium constraint, frictional memory kernel, noise correlation time and frequency of dynamical system reveals the extremum nature of the entropy production.

Attractors of equations of non-Newtonian fluid dynamics

International Nuclear Information System (INIS)

Zvyagin, V G; Kondrat'ev, S K

2014-01-01

This survey describes a version of the trajectory-attractor method, which is applied to study the limit asymptotic behaviour of solutions of equations of non-Newtonian fluid dynamics. The trajectory-attractor method emerged in papers of the Russian mathematicians Vishik and Chepyzhov and the American mathematician Sell under the condition that the corresponding trajectory spaces be invariant under the translation semigroup. The need for such an approach was caused by the fact that for many equations of mathematical physics for which the Cauchy initial-value problem has a global (weak) solution with respect to the time, the uniqueness of such a solution has either not been established or does not hold. In particular, this is the case for equations of fluid dynamics. At the same time, trajectory spaces invariant under the translation semigroup could not be constructed for many equations of non-Newtonian fluid dynamics. In this connection, a different approach to the construction of trajectory attractors for dissipative systems was proposed in papers of Zvyagin and Vorotnikov without using invariance of trajectory spaces under the translation semigroup and is based on the topological lemma of Shura-Bura. This paper presents examples of equations of non-Newtonian fluid dynamics (the Jeffreys system describing movement of the Earth's crust, the model of motion of weak aqueous solutions of polymers, a system with memory) for which the aforementioned construction is used to prove the existence of attractors in both the autonomous and the non-autonomous cases. At the beginning of the paper there is also a brief exposition of the results of Ladyzhenskaya on the existence of attractors of the two-dimensional Navier-Stokes system and the result of Vishik and Chepyzhov for the case of attractors of the three-dimensional Navier-Stokes system. Bibliography: 34 titles

Approximate zero-variance Monte Carlo estimation of Markovian unreliability

International Nuclear Information System (INIS)

Delcoux, J.L.; Labeau, P.E.; Devooght, J.

1997-01-01

Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)

Mixed H2/H∞ Pitch Control of Wind Turbine with a Markovian Jump Model

DEFF Research Database (Denmark)

Lin, Zhongwei; Liu, Jizhen; Wu, Qiuwei

2016-01-01

This paper proposes a Markovian jump model and the corresponding H2 /H∞ control strategy for the wind turbine driven by the stochastic switching wind speed, which can be used to regulate the generator speed in order to harvest the rated power while reducing the fatigue loads on the mechanical side...... operating points of wind turbine can be divided into separate subregions correspondingly, where the model parameters and the control mode can be fixed in each mode. Then, the mixed H2 /H∞ control problem is discussed for such a class of Markovian jump wind turbine working above the rated wind speed...

Fission observables from 4D Langevin calculations with macroscopic transport coefficients

Directory of Open Access Journals (Sweden)

Usang Mark D.

2018-01-01

Full Text Available We have extended the Langevin equations to 4 dimensions (4D by allowing the independent deformation for the left (δ1 and right fragments (δ2 of the fissioning nucleus. At the moment we are only able to use them in conjunction with the macroscopic transport coefficients. Nevertheless, we can see a considerable improvement in the preliminary results for the fission observables, especially those related to the total kinetic energy (TKE of fission fragments. By plotting the TKE distributions we have revealed the super-long fission modes in 236U and super-short fission modes in 257Fm. By plotting the distribution of δ against the fragment’s TKE we have noted a correlation between the values of δ and Brosa’s fission modes. We have found that the standard fission modes correspond to prolate tips of the light fragments while the complementary heavy fragments have oblate fission tips. On the other hand, if both fragments were prolate at the tips, we get super-long fission modes. If both fragments were oblate at the tips, we get super-short fission modes.

Non-relativistic and relativistic quantum kinetic equations in nuclear physics

International Nuclear Information System (INIS)

Botermans, W.M.M.

1989-01-01

In this thesis an attempt is made to draw up a quantummechanical tranport equation for the explicit calculation oof collision processes between two (heavy) ions, by making proper approaches of the exact equations (non-rel.: N-particles Schroedinger equation; rel.: Euler-Lagrange field equations.). An important starting point in the drag-up of the theory is the behaviour of nuclear matter in equilibrium which is determined by individual as well as collective effects. The central point in this theory is the effective interaction between two nucleons both surrounded by other nucleons. In the derivation of the tranport equations use is made of the green's function formalism as developed by Schwinger and Keldys. For the Green's function kinematic equations are drawn up and are solved by choosing a proper factorization of three- and four-particle Green's functions in terms of one- and two-particle Green's functions. The necessary boundary condition is obtained by explicitly making use of Boltzmann's assumption that colliding particles are statistically uncorrelated. Finally a transport equation is obtained in which the mean field as well as the nucleon-nucleon collisions are given by the same (medium dependent) interaction. This interaction is the non-equilibrium extension of the interaction as given in the Brueckner theory of nuclear matter. Together, kinetic equation and interaction, form a self-consistent set of equations for the case of a non-relativistic as well as for the case of a relativistic starting point. (H.W.) 148 refs.; 6 figs.; 411 schemes

Coarse-grained representation of the quasi adiabatic propagator path integral for the treatment of non-Markovian long-time bath memory

Science.gov (United States)

Richter, Martin; Fingerhut, Benjamin P.

2017-06-01

The description of non-Markovian effects imposed by low frequency bath modes poses a persistent challenge for path integral based approaches like the iterative quasi-adiabatic propagator path integral (iQUAPI) method. We present a novel approximate method, termed mask assisted coarse graining of influence coefficients (MACGIC)-iQUAPI, that offers appealing computational savings due to substantial reduction of considered path segments for propagation. The method relies on an efficient path segment merging procedure via an intermediate coarse grained representation of Feynman-Vernon influence coefficients that exploits physical properties of system decoherence. The MACGIC-iQUAPI method allows us to access the regime of biological significant long-time bath memory on the order of hundred propagation time steps while retaining convergence to iQUAPI results. Numerical performance is demonstrated for a set of benchmark problems that cover bath assisted long range electron transfer, the transition from coherent to incoherent dynamics in a prototypical molecular dimer and excitation energy transfer in a 24-state model of the Fenna-Matthews-Olson trimer complex where in all cases excellent agreement with numerically exact reference data is obtained.

Nodal infection in Markovian susceptible-infected-susceptible and susceptible-infected-removed epidemics on networks are non-negatively correlated.

Science.gov (United States)

Cator, E; Van Mieghem, P

2014-05-01

By invoking the famous Fortuin, Kasteleyn, and Ginibre (FKG) inequality, we prove the conjecture that the correlation of infection at the same time between any pair of nodes in a network cannot be negative for (exact) Markovian susceptible-infected-susceptible (SIS) and susceptible-infected-removed (SIR) epidemics on networks. The truth of the conjecture establishes that the N-intertwined mean-field approximation (NIMFA) upper bounds the infection probability in any graph so that network design based on NIMFA always leads to safe protections against malware spread. However, when the infection or/and curing are not Poisson processes, the infection correlation between two nodes can be negative.

Nodal infection in Markovian susceptible-infected-susceptible and susceptible-infected-removed epidemics on networks are non-negatively correlated

Science.gov (United States)

Cator, E.; Van Mieghem, P.

2014-05-01

By invoking the famous Fortuin, Kasteleyn, and Ginibre (FKG) inequality, we prove the conjecture that the correlation of infection at the same time between any pair of nodes in a network cannot be negative for (exact) Markovian susceptible-infected-susceptible (SIS) and susceptible-infected-removed (SIR) epidemics on networks. The truth of the conjecture establishes that the N-intertwined mean-field approximation (NIMFA) upper bounds the infection probability in any graph so that network design based on NIMFA always leads to safe protections against malware spread. However, when the infection or/and curing are not Poisson processes, the infection correlation between two nodes can be negative.

A note on Markovian manpower models | Osagiede | Journal of the ...

African Journals Online (AJOL)

In modelling manpower systems, most authors rely on Markov-based theoretic methodology as an analytic tool to unify the states of the system with the axiomatic foundation that there is a one-stage dependence of events. In this study, Markovian manpower models are surveyed. Specific areas are highlighted as future ...

Transport benchmarks for one-dimensional binary Markovian mixtures revisited

International Nuclear Information System (INIS)

Malvagi, F.

2013-01-01

The classic benchmarks for transport through a binary Markovian mixture are revisited to look at the probability distribution function of the chosen 'results': reflection, transmission and scalar flux. We argue that the knowledge of the ensemble averaged results is not sufficient for reliable predictions: a measure of the dispersion must also be obtained. An algorithm to estimate this dispersion is tested. (author)

Adiabatically steered open quantum systems: Master equation and optimal phase

International Nuclear Information System (INIS)

Salmilehto, J.; Solinas, P.; Ankerhold, J.; Moettoenen, M.

2010-01-01

We introduce an alternative way to derive the generalized form of the master equation recently presented by J. P. Pekola et al. [Phys. Rev. Lett. 105, 030401 (2010)] for an adiabatically steered two-level quantum system interacting with a Markovian environment. The original derivation employed the effective Hamiltonian in the adiabatic basis with the standard interaction picture approach but without the usual secular approximation. Our approach is based on utilizing a master equation for a nonsteered system in the first superadiabatic basis. It is potentially efficient in obtaining higher-order equations. Furthermore, we show how to select the phases of the adiabatic eigenstates to minimize the local adiabatic parameter and how this selection leads to states which are invariant under a local gauge change. We also discuss the effects of the adiabatic noncyclic geometric phase on the master equation.

Kelvin Equation for a Non-Ideal Multicomponent Mixture

DEFF Research Database (Denmark)

Shapiro, Alexander; Stenby, Erling Halfdan

1997-01-01

The Kelvin equation is generalized by application to a case of a multicomponent non-ideal mixture. Such a generalization is necessary in order to describe the two-phase equilibrium in a capillary medium with respect to both normal and retrograde condensation. The equation obtained is applied...... to the equilibrium state of a hydrocarbon mixture ina gas-condensate reservoir....

Geometrical Solutions of Some Quadratic Equations with Non-Real Roots

Science.gov (United States)

Pathak, H. K.; Grewal, A. S.

2002-01-01

This note gives geometrical/graphical methods of finding solutions of the quadratic equation ax[squared] + bx + c = 0, a [not equal to] 0, with non-real roots. Three different cases which give rise to non-real roots of the quadratic equation have been discussed. In case I a geometrical construction and its proof for finding the solutions of the…

Description of quantum-mechanical motion by using the formalism of non-Markov stochastic process

International Nuclear Information System (INIS)

Skorobogatov, G.A.; Svertilov, S.I.

1999-01-01

The principle possibilities of mathematical modeling of quantum mechanical motion by the theory of a real stochastic processes is considered. The set of equations corresponding to the simplest case of a two-level system undergoing transitions under the influence of electromagnetic field are obtained. It is shown that quantum-mechanical processes are purely discrete processes of non-Markovian type. They are continuous processes in the space of probability amplitudes and posses the properties of quantum Markovity. The formulation of quantum mechanics in terms of the theory of stochastic processes is necessary for its generalization on small space-time intervals [ru

Stochastic quantization of field theories on the lattice and supersymmetrical models

International Nuclear Information System (INIS)

Aldazabal, Gerardo.

1984-01-01

Several aspects of the stochastic quantization method are considered. Specifically, field theories on the lattice and supersymmetrical models are studied. A non-linear sigma model is studied firstly, and it is shown that it is possible to obtain evolution equations written directly for invariant quantities. These ideas are generalized to obtain Langevin equations for the Wilson loops of non-abelian lattice gauge theories U (N) and SU (N). In order to write these equations, some different ways of introducing the constraints which the fields must satisfy are discussed. It is natural to have a strong coupling expansion in these equations. The correspondence with quantum field theory is established, and it is noticed that at all orders in the perturbation theory, Langevin equations reduce to Schwinger-Dyson equations. From another point of view, stochastic quantization is applied to large N matrix models on the lattice. As a result, a simple and systematic way of building reduced models is found. Referring to stochastic quantization in supersymmetric theories, a simple supersymmetric model is studied. It is shown that it is possible to write an evolution equation for the superfield wich leads to quantum field theory results in equilibrium. As the Langevin equation preserves supersymmetry, the property of dimensional reduction known for the quantum model is shown to be valid at all times. (M.E.L.) [es

Multi-diffusive nonlinear Fokker–Planck equation

International Nuclear Information System (INIS)

Ribeiro, Mauricio S; Casas, Gabriela A; Nobre, Fernando D

2017-01-01

Nonlinear Fokker–Planck equations, characterized by more than one diffusion term, have appeared recently in literature. Here, it is shown that these equations may be derived either from approximations in a master equation, or from a Langevin-type approach. An H-theorem is proven, relating these Fokker–Planck equations to an entropy composed by a sum of contributions, each of them associated with a given diffusion term. Moreover, the stationary state of the Fokker–Planck equation is shown to coincide with the equilibrium state, obtained by extremization of the entropy, in the sense that both procedures yield precisely the same equation. Due to the nonlinear character of this equation, the equilibrium probability may be obtained, in most cases, only by means of numerical approaches. Some examples are worked out, where the equilibrium probability distribution is computed for nonlinear Fokker–Planck equations presenting two diffusion terms, corresponding to an entropy characterized by a sum of two contributions. It is shown that the resulting equilibrium distribution, in general, presents a form that differs from a sum of the equilibrium distributions that maximizes each entropic contribution separately, although in some cases one may construct such a linear combination as a good approximation for the equilibrium distribution. (paper)

Quantum Difference Langevin System with Nonlocal q-Derivative Conditions

Directory of Open Access Journals (Sweden)

Surang Sitho

2016-01-01

Full Text Available We introduce a new class of boundary value problems for Langevin quantum difference systems. Some new existence and uniqueness results for coupled systems are obtained by using fixed point theorems. The existence and uniqueness of solutions are established by Banach’s contraction mapping principle, while the existence of solutions is derived by using Leray-Schauder’s alternative. The obtained results are well illustrated with the aid of examples.

Stochastic stability analysis for delayed neural networks of neutral type with Markovian jump parameters

International Nuclear Information System (INIS)

Lou Xuyang; Cui Baotong

2009-01-01

In this paper, the problem of stochastic stability for a class of delayed neural networks of neutral type with Markovian jump parameters is investigated. The jumping parameters are modelled as a continuous-time, discrete-state Markov process. A sufficient condition guaranteeing the stochastic stability of the equilibrium point is derived for the Markovian jumping delayed neural networks (MJDNNs) with neutral type. The stability criterion not only eliminates the differences between excitatory and inhibitory effects on the neural networks, but also can be conveniently checked. The sufficient condition obtained can be essentially solved in terms of linear matrix inequality. A numerical example is given to show the effectiveness of the obtained results.

Anomalous hydrodynamical dispersion and the Coats-Smith equation: the finite size effects

International Nuclear Information System (INIS)

Caceres, Manuel O.

2003-09-01

We investigate a family of probability distributions that shows anomalous hydrodynamics dispersion, by solving a particular class of coupled generalized master equations. The Fourier-Laplace solution is obtained analytically in terms of the matrix Green function method; then the Coats-Smith concentration profile is revisited in a particular case. Two models of disorder are worked out explicitly, and the mean current is asymptotically calculated. We present an approximation method to calculate the first passage time distribution for this stochastic transport process, and as an example an exact Markovian result is worked out; scaling results are also shown. We discuss the comparison with other different methods to work out complex diffusion phenomena in the presence of disordered multiple transport paths. Extensions when the models are non diffusive can also be solved in the Fourier-Laplace representation. (author)

Microscopic model for the non-linear fluctuating hydrodynamic of 4 He superfluid helium deduced by maximum entropy method

International Nuclear Information System (INIS)

Alvarez R, J.T.

1998-01-01

elements that lead to the local transport coefficients for the superfluid helium, by means of a generalization of the Green-Kubo fluctuation-dissipation relation, in analogy with the results present in the Appendix A, obtained with a local equilibrium statistical operator ρhut l -tilde. Specified the Lagrange multipliers, the currents and the local transport coefficients, a non-linear local FP equation is determined for the superfluid helium in the Fourier space. Starting with such FP equation their associated non-linear equations of the Langevin type are built, where the random forces that appear are of multiplicative type. Forces that are expressed as the product of Gaussian random variables and local variablesin such way that the variances of the random variables are independent of the local variables. Finally, applying the Fourier inverse transformed to the non-linear equations of the Langevin type in the space of Fourier, the equations of the non-linear fluctuating hydrodynamic are built for the superfluid helium in the configuration space. Lastly, in the chapter 4, it is presented a discussion of the results and the conclusions of this thesis. (Author)

Lorentz-like covariant equations of non-relativistic fluids

International Nuclear Information System (INIS)

Montigny, M de; Khanna, F C; Santana, A E

2003-01-01

We use a geometrical formalism of Galilean invariance to build various hydrodynamics models. It consists in embedding the Newtonian spacetime into a non-Euclidean 4 + 1 space and provides thereby a procedure that unifies models otherwise apparently unrelated. After expressing the Navier-Stokes equation within this framework, we show that slight modifications of its Lagrangian allow us to recover the Chaplygin equation of state as well as models of superfluids for liquid helium (with both its irrotational and rotational components). Other fluid equations are also expressed in a covariant form

Non self-similar collapses described by the non-linear Schroedinger equation

International Nuclear Information System (INIS)

Berge, L.; Pesme, D.

1992-01-01

We develop a rapid method in order to find the contraction rates of the radially symmetric collapsing solutions of the nonlinear Schroedinger equation defined for space dimensions exceeding a threshold value. We explicitly determine the asymptotic behaviour of these latter solutions by solving the non stationary linear problem relative to the nonlinear Schroedinger equation. We show that the self-similar states associated with the collapsing solutions are characterized by a spatial extent which is bounded from the top by a cut-off radius

Numerical Solutions for Convection-Diffusion Equation through Non-Polynomial Spline

Directory of Open Access Journals (Sweden)

Ravi Kanth A.S.V.

2016-01-01

Full Text Available In this paper, numerical solutions for convection-diffusion equation via non-polynomial splines are studied. We purpose an implicit method based on non-polynomial spline functions for solving the convection-diffusion equation. The method is proven to be unconditionally stable by using Von Neumann technique. Numerical results are illustrated to demonstrate the efficiency and stability of the purposed method.

Role of statistical linearization in the solution of nonlinear stochastic equations

International Nuclear Information System (INIS)

Budgor, A.B.

1977-01-01

The solution of a generalized Langevin equation is referred to as a stochastic process. If the external forcing function is Gaussian white noise, the forward Kolmogarov equation yields the transition probability density function. Nonlinear problems must be handled by approximation procedures e.g., perturbation theories, eigenfunction expansions, and nonlinear optimization procedures. After some comments on the first two of these, attention is directed to the third, and the method of statistical linearization is used to demonstrate a relation to the former two. Nonlinear stochastic systems exhibiting sustained or forced oscillations and the centered nonlinear Schroedinger equation in the presence of Gaussian white noise excitation are considered as examples. 5 figures, 2 tables

Large-time asymptotic behaviour of solutions of non-linear Sobolev-type equations

International Nuclear Information System (INIS)

Kaikina, Elena I; Naumkin, Pavel I; Shishmarev, Il'ya A

2009-01-01

The large-time asymptotic behaviour of solutions of the Cauchy problem is investigated for a non-linear Sobolev-type equation with dissipation. For small initial data the approach taken is based on a detailed analysis of the Green's function of the linear problem and the use of the contraction mapping method. The case of large initial data is also closely considered. In the supercritical case the asymptotic formulae are quasi-linear. The asymptotic behaviour of solutions of a non-linear Sobolev-type equation with a critical non-linearity of the non-convective kind differs by a logarithmic correction term from the behaviour of solutions of the corresponding linear equation. For a critical convective non-linearity, as well as for a subcritical non-convective non-linearity it is proved that the leading term of the asymptotic expression for large times is a self-similar solution. For Sobolev equations with convective non-linearity the asymptotic behaviour of solutions in the subcritical case is the product of a rarefaction wave and a shock wave. Bibliography: 84 titles.

Kinetic equations within the formalism of non-equilibrium thermo field dynamics

International Nuclear Information System (INIS)

Arimitsu, Toshihico

1988-01-01

After reviewing the real-time formalism of dissipative quantum field theory, i.e. non-equilibrium thermo field dynamics (NETFD), a kinetic equation, a self-consistent equation for the dissipation coefficient and a ''mass'' or ''chemical potential'' renormalization equation for non-equilibrium transient situations are extracted out of the two-point Green's function of the Heisenberg field, in their most general forms upon the basic requirements of NETFD. The formulation is applied to the electron-phonon system, as an example, where the gradient expansion and the quasi-particle approximation are performed. The formalism of NETFD is reinvestigated in connection with the kinetic equations. (orig.)

Langevin dynamics encapsulate the microscopic and emergent macroscopic properties of midge swarms

Science.gov (United States)

2018-01-01

In contrast to bird flocks, fish schools and animal herds, midge swarms maintain cohesion but do not possess global order. High-speed imaging techniques are now revealing that these swarms have surprising properties. Here, I show that simple models found on the Langevin equation are consistent with this wealth of recent observations. The models predict correctly that large accelerations, exceeding 10 g, will be common and they predict correctly the coexistence of core condensed phases surrounded by dilute vapour phases. The models also provide new insights into the influence of environmental conditions on swarm dynamics. They predict that correlations between midges increase the strength of the effective force binding the swarm together. This may explain why such correlations are absent in laboratory swarms but present in natural swarms which contend with the wind and other disturbances. Finally, the models predict that swarms have fluid-like macroscopic mechanical properties and will slosh rather than slide back and forth after being abruptly displaced. This prediction offers a promising avenue for future experimentation that goes beyond current quasi-static testing which has revealed solid-like responses. PMID:29298958

H2 Control for the Continuous-Time Markovian Jump Linear Uncertain Systems with Partly Known Transition Rates and Input Quantization

Directory of Open Access Journals (Sweden)

Xin-Gang Zhao

2013-01-01

Full Text Available For a class of continuous-time Markovian jump linear uncertain systems with partly known transition rates and input quantization, the H2 state-feedback control design is considered. The elements in the transition rates matrix include completely known, boundary known, and completely unknown ones. First, an H2 cost index for Markovian jump linear uncertain systems is introduced; then by introducing a new matrix inequality condition, sufficient conditions are formulated in terms of linear matrix inequalities (LMIs for the H2 control of the Markovian jump linear uncertain systems. Less conservativeness is achieved than the result obtained with the existing technique. Finally, a numerical example is given to verify the validity of the theoretical results.

New non-linear modified massless Klein-Gordon equation

Energy Technology Data Exchange (ETDEWEB)

Asenjo, Felipe A. [Universidad Adolfo Ibanez, UAI Physics Center, Santiago (Chile); Universidad Adolfo Ibanez, Facultad de Ingenieria y Ciencias, Santiago (Chile); Hojman, Sergio A. [Universidad Adolfo Ibanez, UAI Physics Center, Santiago (Chile); Universidad Adolfo Ibanez, Departamento de Ciencias, Facultad de Artes Liberales, Santiago (Chile); Universidad de Chile, Departamento de Fisica, Facultad de Ciencias, Santiago (Chile); Centro de Recursos Educativos Avanzados, CREA, Santiago (Chile)

2017-11-15

The massless Klein-Gordon equation on arbitrary curved backgrounds allows for solutions which develop ''tails'' inside the light cone and, therefore, do not strictly follow null geodesics as discovered by DeWitt and Brehme almost 60 years ago. A modification of the massless Klein-Gordon equation is presented, which always exhibits null geodesic propagation of waves on arbitrary curved spacetimes. This new equation is derived from a Lagrangian which exhibits current-current interaction. Its non-linearity is due to a self-coupling term which is related to the quantum mechanical Bohm potential. (orig.)

A Langevin simulation of the Gross-Neveu spectrum

International Nuclear Information System (INIS)

Lacaze, R.; Morel, A.; Petersson, B.

1989-01-01

We study the order parameter of Chiral symmetry, and fermion and boson masses in the Gross-Neveu model as a function of the flavour number N and of the Langevin time step ε in the scaling region. The 1/N dependence of the ε=0 value of the order parameter is in excellent agreement with an analytical calculation up to second order. Care is taken of the important two fermion contribution in the bosonic correlation functions. Mass ratios are found to be ε dependent, but their ε=0 extrapolation is compatible with the analytic expectation

Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

Science.gov (United States)

Li, Lei; Liu, Jian-Guo; Lu, Jianfeng

2017-10-01

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.

Modeling delay in genetic networks: from delay birth-death processes to delay stochastic differential equations.

Science.gov (United States)

Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Bennett, Matthew R; Josić, Krešimir; Ott, William

2014-05-28

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

Energy Technology Data Exchange (ETDEWEB)

Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Bennett, Matthew R. [Department of Biochemistry and Cell Biology, Rice University, Houston, Texas 77204, USA and Institute of Biosciences and Bioengineering, Rice University, Houston, Texas 77005 (United States); Josić, Krešimir [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Department of Biology and Biochemistry, University of Houston, Houston, Texas 77204 (United States)

2014-05-28

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

International Nuclear Information System (INIS)

Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William; Bennett, Matthew R.; Josić, Krešimir

2014-01-01

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay

PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

Institute of Scientific and Technical Information of China (English)

Li XIE; Lihua XIE

2007-01-01

We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.

Approximate Forward Difference Equations for the Lower Order Non-Stationary Statistics of Geometrically Non-Linear Systems subject to Random Excitation

DEFF Research Database (Denmark)

Köylüoglu, H. U.; Nielsen, Søren R. K.; Cakmak, A. S.

Geometrically non-linear multi-degree-of-freedom (MDOF) systems subject to random excitation are considered. New semi-analytical approximate forward difference equations for the lower order non-stationary statistical moments of the response are derived from the stochastic differential equations...... of motion, and, the accuracy of these equations is numerically investigated. For stationary excitations, the proposed method computes the stationary statistical moments of the response from the solution of non-linear algebraic equations....

Coarse-grained forms for equations describing the microscopic motion of particles in a fluid.

Science.gov (United States)

Das, Shankar P; Yoshimori, Akira

2013-10-01

Exact equations of motion for the microscopically defined collective density ρ(x,t) and the momentum density ĝ(x,t) of a fluid have been obtained in the past starting from the corresponding Langevin equations representing the dynamics of the fluid particles. In the present work we average these exact equations of microscopic dynamics over the local equilibrium distribution to obtain stochastic partial differential equations for the coarse-grained densities with smooth spatial and temporal dependence. In particular, we consider Dean's exact balance equation for the microscopic density of a system of interacting Brownian particles to obtain the basic equation of the dynamic density functional theory with noise. Our analysis demonstrates that on thermal averaging the dependence of the exact equations on the bare interaction potential is converted to dependence on the corresponding thermodynamic direct correlation functions in the coarse-grained equations.

Solving Non-Isospectral mKdV Equation and Sine-Gordon Equation Hierarchies with Self-Consistent Sources via Inverse Scattering Transform

International Nuclear Information System (INIS)

Li Qi; Zhang Dajun; Chen Dengyuan

2010-01-01

N-soliton solutions of the hierarchy of non-isospectral mKdV equation with self-consistent sources and the hierarchy of non-isospectral sine-Gordon equation with self-consistent sources are obtained via the inverse scattering transform. (general)

Inverse scattering solution of non-linear evolution equations in one space dimension: an introduction

International Nuclear Information System (INIS)

Alvarez-Estrada, R.F.

1979-01-01

A comprehensive review of the inverse scattering solution of certain non-linear evolution equations of physical interest in one space dimension is presented. We explain in some detail the interrelated techniques which allow to linearize exactly the following equations: (1) the Korteweg and de Vries equation; (2) the non-linear Schrodinger equation; (3) the modified Korteweg and de Vries equation; (4) the Sine-Gordon equation. We concentrate in discussing the pairs of linear operators which accomplish such an exact linearization and the solution of the associated initial value problem. The application of the method to other non-linear evolution equations is reviewed very briefly

Non-equilibrium statistical thermodynamics of neutron gas in reactor

International Nuclear Information System (INIS)

Hayasaka, Hideo

1977-01-01

The thermodynamic structures of non-equilibrium steady states of highly rarefied neutron gas in various media are considered for the irreversible processes owing to creative and destructive reactions of neutrons with nuclei of these media and supply from the external sources. Under the so-called clean and cold condition in reactor, the medium is regarded virtually as offering the different chemical potential fields for each subsystem of a steady neutron gas system. The fluctuations around a steady state are considered in a Markovian-Gaussian process. The generalized Einstein relations are derived for stationary neutron gas systems. The forces and flows of neutron gases in a medium are defined upon the general stationary solution of the Fokker-Planck equation. There exist the symmetry of the kinetic coefficients, and the minimum entropy production upon neutron-nuclear reactions. The distribution functions in various media are determined by each corresponding extremum condition under the vanishing of changes of the respective total entropies in the Gibbs equation. (auth.)

Langevin equation of a fluid particle in wall-induced turbulence = Уравнение ланжевена для частицы жидкости в потоке с вызванной наличием стенок турбулентностью

NARCIS (Netherlands)

Brouwers, J.J.H.

2010-01-01

We derive the Langevin equation describing the stochastic process of fluid particle motion in wall-induced turbulence (turbulent flow in pipes, channels, and boundary layers including the atmospheric surface layer). The analysis is based on the asymptotic behavior at a large Reynolds number. We use

The selection problem for discounted Hamilton–Jacobi equations: some non-convex cases