Class Of Fokker-Planck Equations Research Articles

Phase space master equations for quantum Brownian motion in a periodic potential: comparison of various kinetic models

The dynamics of quantum Brownian particles in a cosine periodic potential are studied using the phase space formalism associated with the Wigner representation of quantum mechanics. Various kinetic phase space master equation models describing quantum Brownian motion in a potential are compared by evaluating the dynamic structure factor and escape rate from the differential recurrence relations generated by the models. The numerical solution is accomplished via matrix continued fractions in the manner customarily used for the classical Fokker–Planck equation. The results of numerical calculations of the escape rate from a well of the cosine potential are compared with those given analytically by the quantum-mechanical reaction rate theory solution of the Kramers turnover problem for a periodic potential, given by Georgievskii and Pollak (1994 Phys. Rev. E 49 5098), enabling one to appraise each model.

Fokker–Planck Equations for a Free Energy Functional or Markov Process on a Graph

The classical Fokker–Planck equation is a linear parabolic equation which describes the time evolution of the probability distribution of a stochastic process defined on a Euclidean space. Corresponding to a stochastic process, there often exists a free energy functional which is defined on the space of probability distributions and is a linear combination of a potential and an entropy. In recent years, it has been shown that the Fokker–Planck equation is the gradient flow of the free energy functional defined on the Riemannian manifold of probability distributions whose inner product is generated by a 2-Wasserstein distance. In this paper, we consider analogous matters for a free energy functional or Markov process defined on a graph with a finite number of vertices and edges. If N ≧ 2 is the number of vertices of the graph, we show that the corresponding Fokker–Planck equation is a system of Nnonlinear ordinary differential equations defined on a Riemannian manifold of probability distributions. However, in contrast to stochastic processes defined on Euclidean spaces, the situation is more subtle for discrete spaces. We have different choices for inner products on the space of probability distributions resulting in different Fokker–Planck equations for the same process. It is shown that there is a strong connection but there are also substantial discrepancies between the systems of ordinary differential equations and the classical Fokker–Planck equation on Euclidean spaces. Furthermore, both systems of ordinary differential equations are gradient flows for the same free energy functional defined on the Riemannian manifolds of probability distributions with different metrics. Some examples are also discussed.

Master Equation in Phase Space for a Spin in an Arbitrarily Directed Uniform External Field

The time evolution equation for the probability density function of spin orientations in the phase space representation of the polar and azimuthal angles is derived for the nonaxially symmetric problem of a quantum paramagnet subjected to a uniform magnetic field of arbitrary direction. This is accomplished by first rotating the coordinate system into one in which the polar axis is collinear with the field vector, then writing the reduced density matrix equation in the new coordinate system as an explicit inverse Wigner-Stratonovich transformation so that the phase space master equation may be derived just as in the axially symmetric case [Yu.P. Kalmykov et al., J. Stat. Phys. 131:969, 2008]. The properties of this equation, resembling the corresponding Fokker-Planck equation, are investigated. In particular, in the large spin limit, S→∞, the master equation becomes the classical Fokker-Planck equation describing the magnetization dynamics of a classical paramagnet in an arbitrarily directed uniform external field.

Spreading of Collimated Particle Beams Within a Generalized Fokker-Planck Diffusion Description

Recently, an expansion of the Boltzmann scattering operator describing the angular spreading of particle beams was given that included the effects of large angle scattering processes, thus generalizing the classical Fokker-Planck equation, valid in the limit of small angle scattering. The present work aims at making an analytical comparison between predictions based on the classical Fokker-Planck equation and those based on a generalized one, which includes a first-order correction term in the expansion of the Boltzmann scattering operator. The analysis is carried out for thin slabs where backscattering effects can be neglected and makes use of a moment approach, which leads to an infinite system of recursively coupled ordinary differential equations. The system is truncated in a consistent manner, and the effects of large angle scattering on the evolution of the moments are determined in explicit analytical form. An approximate similarity solution of the generalized Fokker-Planck equation is also found, and the results of both approaches provide a clear picture of the increased diffusive beam spreading due to large angle scattering. A comparison with previously published Monte Carlo simulation results shows good agreement.

Classical probability waves

Probability waves in the configuration space are associated with coherent solutions of the classical Liouville or Fokker–Planck equations. Distributions localized in the momentum space provide action waves, described by the probability density and the generating function of the Hamilton–Jacobi theory. It is shown that by introducing a minimum distance in the coordinate space, the action distributions aquire the phase–space dispersion specific to the quantum objects. At finite temperature, probability density waves propagating with the sound velocity can arise as nonstationary solutions of the classical Fokker–Planck equation. The results suggest that in a system of quantum Brownian particles, a transition from complex to real probability waves could be observed.

Generalized diffusion: A microscopic approach

The Fokker-Planck equation for the probability f(r,t) to find a random walker at position r at time t is derived for the case that the probability to make jumps depends nonlinearly on f(r,t) . The result is a generalized form of the classical Fokker-Planck equation where the effects of drift, due to a violation of detailed balance, and of external fields are also considered. It is shown that in the absence of drift and external fields a scaling solution, describing anomalous diffusion, is possible only if the nonlinearity in the jump probability is of the power law type [ approximately f;{eta}(r,t)] , in which case the generalized Fokker-Planck equation reduces to the porous media equation. Monte Carlo simulations are shown to confirm the theoretical results.

Master Equation in Phase Space for a Uniaxial Spin System

A master equation, for the time evolution of the quasi-probability density function of spin orientations in the phase space representation of the polar and azimuthal angles is derived for a uniaxial spin system subject to a magnetic field parallel to the axis of symmetry. This equation is obtained from the reduced density matrix evolution equation (assuming that the spin-bath coupling is weak and that the correlation time of the bath is so short that the stochastic process resulting from it is Markovian) by expressing it in terms of the inverse Wigner-Stratonovich transformation and evaluating the various commutators via the properties of polarization operators and spherical harmonics. The properties of this phase space master equation, resembling the Fokker-Planck equation, are investigated, leading to a finite series (in terms of the spherical harmonics) for its stationary solution, which is the equilibrium quasi-probability density function of spin “orientations” corresponding to the canonical density matrix and which may be expressed in closed form for a given spin number. Moreover, in the large spin limit, the master equation transforms to the classical Fokker-Planck equation describing the magnetization dynamics of a uniaxial paramagnet.

Thermal symmetry of the Markovian master equation

The quantum Markovian master equation of the reduced dynamics of a harmonic oscillator coupled to a thermal reservoir is shown to possess thermal symmetry. This symmetry is revealed by a Bogoliubov transformation that can be represented by a hyperbolic rotation acting on the Liouville space of the reduced dynamics. The Liouville space is obtained as an extension of the Hilbert space through the introduction of tilde variables used in the thermofield dynamics formalism. The angle of rotation depends on the temperature of the reservoir, as well as the value of Planck's constant. This symmetry relates the thermal states of the system at any two temperatures. This includes absolute zero, at which purely quantum effects are revealed. The Caldeira-Leggett equation and the classical Fokker-Planck equation also possess thermal symmetry. We compare the thermal symmetry obtained from the Bogoliubov transformation in related fields and discuss the effects of the symmetry on the shape of a Gaussian wave packet.

Numerical algorithm for the time fractional Fokker–Planck equation

Anomalous diffusion is one of the most ubiquitous phenomena in nature, and it is present in a wide variety of physical situations, for instance, transport of fluid in porous media, diffusion of plasma, diffusion at liquid surfaces, etc. The fractional approach proved to be highly effective in a rich variety of scenarios such as continuous time random walk models, generalized Langevin equations, or the generalized master equation. To investigate the subdiffusion of anomalous diffusion, it would be useful to study a time fractional Fokker–Planck equation. In this paper, firstly the time fractional, the sense of Riemann–Liouville derivative, Fokker–Planck equation is transformed into a time fractional ordinary differential equation (FODE) in the sense of Caputo derivative by discretizing the spatial derivatives and using the properties of Riemann–Liouville derivative and Caputo derivative. Then combining the predictor–corrector approach with the method of lines, the algorithm is designed for numerically solving FODE with the numerical error O ( k min { 1 + 2 α , 2 } ) + O ( h 2 ) , and the corresponding stability condition is got. The effectiveness of this numerical algorithm is evaluated by comparing its numerical results for α = 1.0 with the ones of directly discretizing classical Fokker–Planck equation, some numerical results for time fractional Fokker–Planck equation with several different fractional orders are demonstrated and compared with each other, moreover for α = 0.8 the convergent order in space is confirmed and the numerical results with different time step sizes are shown.

Solution of the master equation for Wigner’s quasiprobability distribution in phase space for the Brownian motion of a particle in a double well potential

Quantum effects in the Brownian motion of a particle in the symmetric double well potential V(x)=ax(2)2+bx(4)4 are treated using the semiclassical master equation for the time evolution of the Wigner distribution function W(x,p,t) in phase space (x,p). The equilibrium position autocorrelation function, dynamic susceptibility, and escape rate are evaluated via matrix continued fractions in the manner customarily used for the classical Fokker-Planck equation. The escape rate so yielded has a quantum correction depending strongly on the barrier height and is compared with that given analytically by the quantum mechanical reaction rate solution of the Kramers turnover problem. The matrix continued fraction solution substantially agrees with the analytic solution. Moreover, the low-frequency part of the spectrum associated with noise assisted Kramers transitions across the potential barrier may be accurately described by a single Lorentzian with characteristic frequency given by the quantum mechanical reaction rate.

Semiclassical master equation in Wigners phase space applied to Brownian motion in a periodic potential

The quantum Brownian motion of a particle in a cosine periodic potential V(x)= -V{0}cos(x/x{0}) is treated using the master equation for the time evolution of the Wigner distribution function W(x,p,t) in phase space (x,p) . The dynamic structure factor, escape rate, and jump-length probabilities are evaluated via matrix continued fractions in the manner customarily used for the classical Fokker-Planck equation. The escape rate so yielded is compared with that given analytically by the quantum-mechanical reaction rate solution of the Kramers turnover problem. The matrix continued fraction solution substantially agrees with the analytic solution.

Wigner function approach to the quantum Brownian motion of a particle in a potential

Recent progress in our understanding of quantum effects on the Brownian motion in an external potential is reviewed. This problem is ubiquitous in physics and chemistry, particularly in the context of decay of metastable states, for example, the reversal of the magnetization of a single domain ferromagnetic particle, kinetics of a superconducting tunnelling junction, etc. Emphasis is laid on the establishment of master equations describing the diffusion process in phase space analogous to the classical Fokker-Planck equation. In particular, it is shown how Wigner's [E. P. Wigner, Phys. Rev., 1932, 40, 749] method of obtaining quantum corrections to the classical equilibrium Maxwell-Boltzmann distribution may be extended to the dissipative non-equilibrium dynamics governing the quantum Brownian motion in an external potential V(x), yielding a master equation for the Wigner distribution function W(x,p,t) in phase space (x,p). The explicit form of the master equation so obtained contains quantum correction terms up to o(h(4)) and in the classical limit, h --> 0, reduces to the classical Klein-Kramers equation. For a quantum oscillator, the method yields an evolution equation coinciding in all respects with that of Agarwal [G. S. Agarwal, Phys. Rev. A, 1971, 4, 739]. In the high dissipation limit, the master equation reduces to a semi-classical Smoluchowski equation describing non-inertial quantum diffusion in configuration space. The Wigner function formulation of quantum Brownian motion is further illustrated by finding quantum corrections to the Kramers escape rate, which, in appropriate limits, reduce to those yielded via quantum generalizations of reaction rate theory.

Classical limit of master equation for a harmonic oscillator coupled to an oscillator bath with separable initial conditions

The Wigner transform of the master equation describing the reduced dynamics of the system, of a harmonic oscillator coupled to an oscillator bath, was obtained by Karrlein and Grabert [Phys. Rev. E 55, 153 (1997)]. It was shown that for some special correlated initial conditions the master equation reduces, in the classical limit, to the corresponding classical Fokker-Planck equation obtained by Adelman [J. Chem Phys. 64, 124 (1976)]. However, for separable initial conditions the Adelman equations were not recovered. We resolve this problem by showing that, for separable initial conditions, the classical Langevin equations are somewhat different from the one considered by Adelman. We obtain the corresponding Fokker-Planck equation and show that they exactly match the classical limit of the evolution of the Wigner function obtained from the master equation for separable initial conditions. We also discuss why thermal initial conditions correspond to Adelman's solution.

Classical q-deformed dynamics

On the basis of the quantum q-oscillator algebra in the framework of quantum groups and non-commutative q-differential calculus, we investigate a possible q-deformation of the classical Poisson bracket in order to extend a generalized q-deformed dynamics in the classical regime. In this framework, classical q-deformed kinetic equations, Kramers and Fokker-Planck equations, are also studied. Pacs: 05.20.Dd, 45.20.-d, 02.20.Uw Keywords: Kinetic theory, q-deformed classical mechanics, quantum groups, quantum algebras

Propagation-Dispersion Equation

A propagation-dispersion equation is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the hydrodynamic limit of the first visit equation, an exact microscopic finite difference equation describing the motion of a particle on a lattice whose sites operate as time-delayers. The propagation-dispersion equation should be contrasted with the advection-diffusion equation (or the classical Fokker–Planck equation) as it describes a dispersion process in time (instead of diffusion in space) with a drift expressed by a propagation speed with non-zero bounded values. The temporal dispersion coefficient is shown to exhibit a form analogous to Taylor's dispersivity. Physical systems where the propagation-dispersion equation applies are discussed.

A class of Fokker-Planck equations with logarithmic factors in diffusion and drift terms

The x2 ln (x) dependence of the diffusion coefficient in the Fokker-Planck equation is retrieved by means of symmetry arguments. Exact solutions of the equation with logarithmic factors in coefficients are presented. Algebraic and log-algebraic solutions are found. For some values of exponents they seem to be analogues (on an interval) of log-normal distributions.

A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales

A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales

Phase space approach to theories of quantum dissipation

Six major theories of quantum dissipative dynamics are compared: Redfield theory, the Gaussian phase space ansatz of Yan and Mukamel, the master equations of Agarwal, Caldeira-Leggett/Oppenheim-Romero-Rochin, and Louisell/Lax, and the semigroup theory of Lindblad. The time evolving density operator from each theory is transformed into a Wigner phase space distribution, and classical-quantum correspondence is investigated via comparison with the phase space distribution of the classical Fokker-Planck (FP) equation. Although the comparison is for the specific case of Markovian dynamics of the damped harmonic oscillator with no pure dephasing, certain inferences can be drawn about general systems. The following are our major conclusions: (1) The harmonic oscillator master equation derived from Redfield theory, in the limit of a classical bath, is identical to the Agarwal master equation. (2) Following Agarwal, the Agarwal master equation can be transformed to phase space, and differs from the classical FP equation only by a zero point energy in the diffusion coefficient. This analytic solution supports Gaussian solutions with the following properties: the differential equations for the first moments in p and q and all but one of the second moments (q2 and pq but not p2) are identical to the classical equations. Moreover, the distribution evolves to the thermal state of the bare quantum system at long times. (3) The Gaussian phase space ansatz of Yan and Mukamel (YM), applied to single surface oscillator dynamics, reduces to the analytical Gaussian solutions of the Agarwal phase space master equation. It follows that the YM ansatz is also a solution to the Redfield master equation. (4) The Agarwal/Redfield master equation has a structure identical to that of the master equation of Caldeira-Leggett/Oppenheim-Romero-Rochin, but the two are equivalent only in the high temperature limit. (5) The Louisell/Lax HO master equation differs from the Agarwal/Redfield form by making a rotating wave approximation (RWA), i.e., keeping terms of the form ââ†,â†â and neglecting terms of the form â†â†,ââ. When transformed into phase space, the neglect of these terms eliminates the modulation in time of the energy dissipation, modulation which is present in the classical solution. This neglect leads to a position-dependent frictional force which violates the principle of translational invariance. (6) The Agarwal/Redfield (AR) equations of motion are shown to violate the semigroup form of Lindblad required for complete positivity. Considering the triad of properties: complete positivity, translational invariance and asymptotic approach to thermal equilibrium, AR sacrifices the first while Lindblad’s form must sacrifice either the second or the third. This implies that for certain initial states Redfield theory can violate simple positivity; however, for a wide range of initial Gaussians, the solution of the AR equations does maintain simple positivity, and thus for these states appears to be distinctly more physical than the solution of the semigroup equations.

Stochastic approach to inflation: Classicality conditions.

The stochastic approach to inflation relies on one key assumption, the emergence of a long-wave classical field that drives the inflation and is subject to a shortwave classical noise. In this work we consider explicitly the potential that acts on the inflaton field, and analyze classicality conditions that must be satisfied to have an effective classical stochastic approach. When these hold, the dynamics is given by a two-dimensional classical Fokker-Planck equation. We develop some examples, already widely considered in different approaches, and find a very suggestive result, which is the damping of the quantum fluctuations by the effect of the inflaton interaction potential.

Fusion Reactors Based on Colliding Beams in a Field Reversed Configuration Plasma

A plasma consisting of large orbit non-adiabatic ions and adiabatic electrons is considered. For such a plasma it is possible that the anomalous transport characteristic of Tokamaks can be avoided. Experimental evidence in support of this possibility has been obtained with energetic beams injected into Tokamaks for heating in DIII-D and TFTR and with energetic fusion products in JET. Energetic particles were observed to slow down and diffuse classically in the presence of anomalous transport of thermal particles. Assuming that classical transport theory is applicable we have elected to investigate magnetic confinement for field reversed configurations (FRC`s). This configuration was chosen because there are some 20 years of experimental investigation, about 600 published papers and current programs in Japan to provide background information for a case where a substantial fraction of the ions are non-adiabatic and contribute to the current. The investigation begins with self-consistent equilibrium solutions of the Vlasov-Maxwell equations. The classical Fokker-Planck equation is employed to evaluate Coulomb collisions and transport. Reactor configurations based on D - T, D - He{sup 3} and H - B{sup 11} reactions are considered. Energy balance is investigated considering the only losses to be Bremsstrahlung. 11 refs., 5 figs., 2 tabs.