Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Exact temporal evolution for some non-linear diffusion process

Exact solutions to FokkerPlanck equations with nonlinear drift are considered. Applications of these exact solutions for concrete models are studied. We arrive at the conclusion that for certain drifts we obtain divergent moments (and infinite relaxation time) if the diffusion process can be extended without any obstacle to the whole space. But if we introduce a potential barrier that limits the diffusion process, moments converge with a finite relaxation time.

Strong coupling solution to Schrödinger Equation: the mixing of states

In this paper we give some ideas that can be useful to solve Schrödinger equations in the case when the Hamiltonian contains a large term. We obtain an expansion of the solution in reciprocal powers of the large coupling constant. The procedure followed consists in considering that the small part of the Hamiltonian engenders a motion adiabatic to the motion generated by the large part of the same.

Diffusion in spatially and temporarily inhomogeneous media

In this paper we consider diffusion of a passive substance C in a temporarily and spatially inhomogeneous two-dimensional medium. As a realization for the latter we choose a phase-separating medium consisting of two substances A and B, whose dynamics is determined by the Cahn-Hilliard equation. Assuming different diffusion coefficients of C in A and B, we find that the variance of the distribution function of the said substance grows less than linearly in time. We derive a simple identity for the variance using a probabilistic ansatz and are then able to identify the interface between A and B as the main cause for this nonlinear dependence. We argue that, finally, for very large times the here temporarily dependent diffusion "constant" goes like t-1/3 to a constant asymptotic value D¿. The latter is calculated approximately by employing the effective-medium approximation and by fitting the simulation data to the said time dependence.

Diffusion of passive scalars under stochastic convection

The diffusion of passive scalars convected by turbulent flows is addressed here. A practical procedure to obtain stochastic velocity fields with well¿defined energy spectrum functions is also presented. Analytical results are derived, based on the use of stochastic differential equations, where the basic hypothesis involved refers to a rapidly decaying turbulence. These predictions are favorable compared with direct computer simulations of stochastic differential equations containing multiplicative space¿time correlated noise.

Approximation and support theorem for a wave equation in two space dimensions

We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an approximation theorem, in the convergence of probability, for equations obtained by smoothing the random noise. For some particular classes of coefficients, approximation in the Lp-norm for p¿1 is also proved.

Diffusion in stationary flow from mesoscopic nonequilibrium thermodynamics

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of nonequilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation that is compared with others derived from the kinetic theory and projector operator techniques. This equation exhibits violation of the fluctuation-dissipation theorem. By implementing the hydrodynamic regime described by the first moments of the nonequilibrium distribution, we find relaxation equations for the diffusion current and pressure tensor, allowing us to arrive at a complete description of the system in the inertial and diffusion regimes. The simplicity and generality of the method we propose makes it applicable to more complex situations, often encountered in problems of soft-condensed matter, in which not only one but more degrees of freedom are coupled to a nonequilibrium bath.

Biased diffusion in confined media: Test of the Fick-Jacobs approximation and validity criteria

We study biased, diffusive transport of Brownian particles through narrow, spatially periodic structures in which the motion is constrained in lateral directions. The problem is analyzed under the perspective of the Fick-Jacobs equation, which accounts for the effect of the lateral confinement by introducing an entropic barrier in a one-dimensional diffusion. The validity of this approximation, based on the assumption of an instantaneous equilibration of the particle distribution in the cross section of the structure, is analyzed by comparing the different time scales that characterize the problem. A validity criterion is established in terms of the shape of the structure and of the applied force. It is analytically corroborated and verified by numerical simulations that the critical value of the force up to which this description holds true scales as the square of the periodicity of the structure. The criterion can be visualized by means of a diagram representing the regions where the Fick-Jacobs description becomes inaccurate in terms of the scaled force versus the periodicity of the structure.

Interaction of Spiral Waves in the Complex Ginzburg-Landau Equation

Solutions of the general cubic complex Ginzburg-Landau equation comprising multiple spiral waves are considered, and laws of motion for the centers are derived. The direction of the motion changes from along the line of centers to perpendicular to the line of centers as the separation increases, with the strength of the interaction algebraic at small separations and exponentially small at large separations. The corresponding asymptotic wave number and frequency are also determined, which evolve slowly as the spirals move

Symmetries of the free Schrödinger equation in the non-commutative plane

We study all the symmetries of the free Schr odinger equation in the non-commu- tative plane. These symmetry transformations form an infinite-dimensional Weyl algebra that appears naturally from a two-dimensional Heisenberg algebra generated by Galilean boosts and momenta. These infinite high symmetries could be useful for constructing non-relativistic interacting higher spin theories. A finite-dimensional subalgebra is given by the Schröodinger algebra which, besides the Galilei generators, contains also the dilatation and the expansion. We consider the quantization of the symmetry generators in both the reduced and extended phase spaces, and discuss the relation between both approaches.

Symmetries of the free Schrödinger equation in the non-commutative plane

We study all the symmetries of the free Schrödinger equation in the non-commu- tative plane. These symmetry transformations form an infinite-dimensional Weyl algebra that appears naturally from a two-dimensional Heisenberg algebra generated by Galilean boosts and momenta. These infinite high symmetries could be useful for constructing non-relativistic interacting higher spin theories. A finite-dimensional subalgebra is given by the Schröodinger algebra which, besides the Galilei generators, contains also the dilatation and the expansion. We consider the quantization of the symmetry generators in both the reduced and extended phase spaces, and discuss the relation between both approaches.

Local thermodynamics and the generalized Gibbs-Duhem equation in systems with long-range interactions

The local thermodynamics of a system with long-range interactions in d dimensions is studied using the mean-field approximation. Long-range interactions are introduced through pair interaction potentials that decay as a power law in the interparticle distance. We compute the local entropy, Helmholtz free energy, and grand potential per particle in the microcanonical, canonical, and grand canonical ensembles, respectively. From the local entropy per particle we obtain the local equation of state of the system by using the condition of local thermodynamic equilibrium. This local equation of state has the form of the ideal gas equation of state, but with the density depending on the potential characterizing long-range interactions. By volume integration of the relation between the different thermodynamic potentials at the local level, we find the corresponding equation satisfied by the potentials at the global level. It is shown that the potential energy enters as a thermodynamic variable that modifies the global thermodynamic potentials. As a result, we find a generalized Gibbs-Duhem equation that relates the potential energy to the temperature, pressure, and chemical potential. For the marginal case where the power of the decaying interaction potential is equal to the dimension of the space, the usual Gibbs-Duhem equation is recovered. As examples of the application of this equation, we consider spatially uniform interaction potentials and the self-gravitating gas. We also point out a close relationship with the thermodynamics of small systems.

Predicting overall service quality: a structural equation modelling approach

In this article, the results of a modified SERVQUAL questionnaire (Parasuraman et al., 1991) are reported. The modifications consisted in substituting questionnaire items particularly suited to a specific service (banking) and context (county of Girona, Spain) for the original rather general and abstract items. These modifications led to more interpretable factors which accounted for a higher percentage of item variance. The data were submitted to various structural equation models which made it possible to conclude that the questionnaire contains items with a high measurement quality with respect to five identified dimensions of service quality which differ from those specified by Parasuraman et al. And are specific to the banking service. The two dimensions relating to the behaviour of employees have the greatest predictive power on overall quality and satisfaction ratings, which enables managers to use a low-cost reduced version of the questionnaire to monitor quality on a regular basis. It was also found that satisfaction and overall quality were perfectly correlated thus showing that customers do not perceive these concepts as being distinct

Finite-temperature T matrix in a real-time formalism

A generalized off-shell unitarity relation for the two-body scattering T matrix in a many-body medium at finite temperature is derived, through a consistent real-time perturbation expansion by means of Feynman diagrams. We comment on perturbation schemes at finite temperature in connection with an erroneous formulation of the Dyson equation in a paper recently published.