Brownian motion of spins; generalized spin Langevin equation

We derive the Langevin equations for a spin interacting with a heat bath, starting from a fully dynamical treatment. The obtained equations are non-Markovian with multiplicative fluctuations and concommitant dissipative terms obeying the fluctuation-dissipation theorem. In the Markovian limit our equations reduce to the phenomenological equations proposed by Kubo and Hashitsume. The perturbative treatment on our equations lead to Landau-Lifshitz equations and to other known results in the literature.

Path integral description of polymers using fractional Brownian walks

The statistical properties of fractional Brownian walks are used to construct a path integral representation of the conformations of polymers with different degrees of bond correlation. We specifically derive an expression for the distribution function of the chains’ end‐to‐end distance, and evaluate it by several independent methods, including direct evaluation of the discrete limit of the path integral, decomposition into normal modes, and solution of a partial differential equation. The distribution function is found to be Gaussian in the spatial coordinates of the monomer positions, as in the random walk description of the chain, but the contour variables, which specify the location of the monomer along the chain backbone, now depend on an index h, the degree of correlation of the fractional Brownian walk. The special case of h=1/2 corresponds to the random walk. In constructing the normal mode picture of the chain, we conjecture the existence of a theorem regarding the zeros of the Bessel function.

Dynamics of Fractional Brownian Walks

We investigate the dynamics of polymers whose solution configurations are represented by fractional Brownian walks. The calculation of the two dynamical quantities considered here, the longest relaxation time tau(r) and the intrinsic viscosity [eta], is formulated in terms of Langevin equations and is carried out within the continuum approach developed in an earlier paper. Our results for tau(r) and [eta] reproduce known scaling relations and provide reasonable numerical estimates of scaling amplitudes. The possible relevance of the work to the study of globular proteins and other compact polymeric phases is discussed.

Subdiffusion in hair bundle dynamics: The role of protein conformational fluctuations

The detection of sound signals in vertebrates involves a complex network of different mechano-sensory elements in the inner ear. An especially important element in this network is the hair bundle, an antenna-like array of stereocilia containing gated ion channels that operate under the control of one or more adaptation motors. Deflections of the hair bundle by sound vibrations or thermal fluctuations transiently open the ion channels, allowing the flow of ions through them, and producing an electrical signal in the process, eventually causing the sensation of hearing. Recent high frequency (0.1-10 kHz) measurements by Kozlov et al. Proc. Natl. Acad. Sci. U. S. A. 109, 2896 (2012)] of the power spectrum and the mean square displacement of the thermal fluctuations of the hair bundle suggest that in this regime the dynamics of the hair bundle are subdiffusive. This finding has been explained in terms of the simple Brownian motion of a filament connecting neighboring stereocilia (the tip link), which is modeled as a viscoelastic spring. In the present paper, the diffusive anomalies of the hair bundle are ascribed to tip link fluctuations that evolve by fractional Brownian motion, which originates in fractional Gaussian noise and is characterized by a power law memory. The predictions of this model for the power spectrum of the hair bundle and its mean square displacement are consistent with the experimental data and the known properties of the tip link. (C) 2012 American Institute of Physics. http://dx.doi.org/10.1063/1.4768902]

Dynamics of Barrierless and Activated Chemical Reactions in a Dispersive Medium within the Fractional Diffusion Equation Approach

Barrierless chemical reactions have often been modeled as a Brownian motion on a one-dimensional harmonic potential energy surface with a position-dependent reaction sink or window located near the minimum of the surface. This simple (but highly successful) description leads to a nonexponential survival probability only at small to intermediate times but exponential decay in the long-time limit. However, in several reactive events involving proteins and glasses, the reactions are found to exhibit a strongly nonexponential (power law) decay kinetics even in the long time. In order to address such reactions, here, we introduce a model of barrierless chemical reaction where the motion along the reaction coordinate sustains dispersive diffusion. A complete analytical solution of the model can be obtained only in the frequency domain, but an asymptotic solution is obtained in the limit of long time. In this case, the asymptotic long-time decay of the survival probability is a power law of the Mittag−Leffler functional form. When the barrier height is increased, the decay of the survival probability still remains nonexponential, in contrast to the ordinary Brownian motion case where the rate is given by the Smoluchowski limit of the well-known Kramers' expression. Interestingly, the reaction under dispersive diffusion is shown to exhibit strong dependence on the initial state of the system, thus predicting a strong dependence on the excitation wavelength for photoisomerization reactions in a dispersive medium. The theory also predicts a fractional viscosity dependence of the rate, which is often observed in the reactions occurring in complex environments.

Quantum diffusion in thin disordered wires

Quantum Ohmic residual resistance of a thin disordered wire, approximated as a one-dimensional multichannel conductor, is known to scale exponentially with length. This nonadditivity is shown to imply (i) a low-frequency noise-power spectrum proportional to -ln(Ω)/Ω, and (ii) a dispersive capacitative impedance proportional to tanh(√iΩ )/ √iΩ. A deep connection to the quantum Brownian motion with linear dynamical frictional coupling to a harmonic-oscillator bath is pointed out and interpreted in physical terms.

Non-diffusive classical transport in a medium with static randomness

The probability distribution for the displacement x of a particle moving in a one-dimensional continuum is derived exactly for the general case of combined static and dynamic gaussian randomness of the applied force. The dynamics of the particle is governed by the high-friction limit of Brownian motion discussed originally by Einstein and Smoluchowski. In particular, the mean square displacement of the particle varies as t2 for t to infinity . This ballistic motion induced by the disorder does not give rise to a 1/f power spectrum, contrary to recent suggestions based on the above dynamical model.

A lower bound to the survival probability and an approximate first passage time distribution for Markovian and non-Markovian dynamics in phase space

We derive a very general expression of the survival probability and the first passage time distribution for a particle executing Brownian motion in full phase space with an absorbing boundary condition at a point in the position space, which is valid irrespective of the statistical nature of the dynamics. The expression, together with the Jensen's inequality, naturally leads to a lower bound to the actual survival probability and an approximate first passage time distribution. These are expressed in terms of the position-position, velocity-velocity, and position-velocity variances. Knowledge of these variances enables one to compute a lower bound to the survival probability and consequently the first passage distribution function. As examples, we compute these for a Gaussian Markovian process and, in the case of non-Markovian process, with an exponentially decaying friction kernel and also with a power law friction kernel. Our analysis shows that the survival probability decays exponentially at the long time irrespective of the nature of the dynamics with an exponent equal to the transition state rate constant.

Spatial survival probability for one-dimensional fluctuating interfaces in the steady state

We report numerical and analytic results for the spatial survival probability for fluctuating one-dimensional interfaces with Edwards-Wilkinson or Kardar-Parisi-Zhang dynamics in the steady state. Our numerical results are obtained from analysis of steady-state profiles generated by integrating a spatially discretized form of the Edwards-Wilkinson equation to long times. We show that the survival probability exhibits scaling behavior in its dependence on the system size and the "sampling interval" used in the measurement for both "steady-state" and "finite" initial conditions. Analytic results for the scaling functions are obtained from a path-integral treatment of a formulation of the problem in terms of one-dimensional Brownian motion. A "deterministic approximation" is used to obtain closed-form expressions for survival probabilities from the formally exact analytic treatment. The resulting approximate analytic results provide a fairly good description of the numerical data.

The 2D Coulomb gas on a 1D lattice

The statistical mechanics of a two-dimensional Coulomb gas confined to one dimension is studied, wherein hard core particles move on a ring. Exact self-duality is shown for a version of the sine-Gordon model arising in this context, thereby locating the transition temperature exactly. We present asymptotically exact results for the correlations in the model and characterize the low- and high-temperature phases. Numerical simulations provide support to these renormalization group calculations. Connections with other interesting problems, such as the quantum Brownian motion of a panicle in a periodic potential and impurity problems, are pointed out.

An instantaneous control model for flow control in an ATM network

This paper is concerned with the optimal flow control of an ATM switching element in a broadband-integrated services digital network. We model the switching element as a stochastic fluid flow system with a finite buffer, a constant output rate server, and a Gaussian process to characterize the input, which is a heterogeneous set of traffic sources. The fluid level should be maintained between two levels namely b1 and b2 with b1Brownian motion analysis and derive the limiting distribution for the queue length touching the critical levels. Also the application of instantaneous control on the ATM network is considered

Diffusing-wave spectroscopy in an inhomogeneous object: Local viscoelastic spectra from ultrasound-assisted measurement of correlation decay arising from the ultrasound focal volume

We demonstrate diffusing-wave spectroscopy (DWS) in a localized region of a viscoelastically inhomogeneous object by measurement of the intensity autocorrelation g(2)(tau)] that captures only the decay introduced by the temperature-induced Brownian motion in the region. The region is roughly specified by the focal volume of an ultrasound transducer which introduces region specific mechanical vibration owing to insonification. Essential characteristics of the localized non-Markovian dynamics are contained in the decay of the modulation depth M(tau)], introduced by the ultrasound forcing in the focal volume selected, on g(2)(tau). The modulation depth M(tau(i)) at any delay time tau(i) can be measured by short-time Fourier transform of g(2)(tau) and measurement of the magnitude of the spectrum at the ultrasound drive frequency. By following the established theoretical framework of DWS, we are able to connect the decay in M(tau) to the mean-squared displacement (MSD) of scattering centers and the MSD to G*(omega), the complex viscoelastic spectrum. A two-region composite polyvinyl alcohol phantom with different viscoelastic properties is selected for demonstrating local DWS-based recovery of G*(omega) corresponding to these regions from the measured region specific M(tau(i))vs tau(i). The ultrasound-assisted measurement of MSD is verified by simulating, using a generalized Langevin equation (GLE), the dynamics of the particles in the region selected as well as by the usual DWS experiment without the ultrasound. It is shown that whereas the MSD obtained by solving the GLE without the ultrasound forcing agreed with its experimental counterpart covering small and large values of tau, the match was good only in the initial transients in regard to experimental measurements with ultrasound.

Phase space path integral approach to harmonic oscillator with a time-dependent force constant

The quantum statistical mechanical propagator for a harmonic oscillator with a time-dependent force constant, m omega(2)(t), has been investigated in the past and was found to have only a formal solution in terms of the solutions of certain ordinary differential equations. Such path integrals are frequently encountered in semiclassical path integral evaluations and having exact analytical expressions for such path integrals is of great interest. In a previous work, we had obtained the exact propagator for motion in an arbitrary time-dependent harmonic potential in the overdamped limit of friction using phase space path integrals in the context of Levy flights - a result that can be easily extended to Brownian motion. In this paper, we make a connection between the overdamped Brownian motion and the imaginary time propagator of quantum mechanics and thereby get yet another way to evaluate the latter exactly. We find that explicit analytic solution for the quantum statistical mechanical propagator can be written when the time-dependent force constant has the form omega(2)(t) = lambda(2)(t) - d lambda(t)/dt where lambda(t) is any arbitrary function of t and use it to evaluate path integrals which have not been evaluated previously. We also employ this method to arrive at a formal solution of the propagator for both Levy flights and Brownian subjected to a time-dependent harmonic potential in the underdamped limit of friction. (C) 2015 Elsevier B.V. All rights reserved.

Detection and estimation of liquid flow through a pipe in a tissue-like object with ultrasound-assisted diffuse correlation spectroscopy

Using coherent light interrogating a turbid object perturbed by a focused ultrasound (US) beam, we demonstrate localized measurement of dynamics in the focal region, termed the region-of-interest (ROI), from the decay of the modulation in intensity autocorrelation of light. When the ROI contains a pipe flow, the decay is shown to be sensitive to the average flow velocity from which the mean-squared displacement (MSD) of the scattering centers in the flow can be estimated. While the MSD estimated is seen to be an order of magnitude higher than that obtainable through the usual diffusing wave spectroscopy (DWS) without the US, it is seen to be more accurate as verified by the volume flow estimated from it. It is further observed that, whereas the MSD from the localized measurement grows with time as tau(alpha) with alpha approximate to 1.65, without using the US, a is seen to be much less. Moreover, with the local measurement, this super-diffusive nature of the pipe flow is seen to persist longer, i.e., over a wider range of initial tau, than with the unassisted DWS. The reason for the super-diffusivity of flow, i.e., alpha < 2, in the ROI is the presence of a fluctuating (thermodynamically nonequilibrium) component in the dynamics induced by the US forcing. Beyond this initial range, both methods measure MSDs that rise linearly with time, indicating that ballistic and near-ballistic photons hardly capture anything beyond the background Brownian motion. (C) 2015 Optical Society of America

Brownian dynamics simulation of dense binary colloidal mixtures. I. Structural evolution and dynamics

We have carried out Brownian dynamics simulations of binary mixtures of charged colloidal suspensions of two different diameter particles with varying volume fractions phi and charged impurity concentrations n(i). For a given phi, the effective temperature is lowered in many steps by reducing n(i) to see how structure and dynamics evolve. The structural quantities studied are the partial and total pair distribution functions g(tau), the static structure factors, the time average g(<(tau)over bar>), and the Wendt-Abraham parameter. The dynamic quantity is the temporal evolution of the total meansquared displacement (MSD). All these parameters show that by lowering the effective temperature at phi = 0.2, liquid freezes into a body-centered-cubic crystal whereas at phi = 0.3, a glassy state is formed. The MSD at intermediate times shows significant subdiffusive behavior whose time span increases with a reduction in the effective temperature. The mean-squared displacements for the supercooled liquid with phi = 0.3 show staircase behavior indicating a strongly cooperative jump motion of the particles.