Green function for the diffusion limit of one-dimensional continuous time random walks

It is shown how the fractional probability density diffusion equation for the diffusion limit of one-dimensional continuous time random walks may be derived from a generalized Markovian Chapman-Kolmogorov equation. The non-Markovian behaviour is incorporated into the Markovian Chapman-Kolmogorov equation by postulating a Levy like distribution of waiting times as a kernel. The Chapman-Kolmogorov equation so generalised then takes on the form of a convolution integral. The dependence on the initial conditions typical of a non-Markovian process is treated by adding a time dependent term involving the survival probability to the convolution integral. In the diffusion limit these two assumptions about the past history of the process are sufficient to reproduce anomalous diffusion and relaxation behaviour of the Cole-Cole type. The Green function in the diffusion limit is calculated using the fact that the characteristic function is the Mittag-Leffler function. Fourier inversion of the characteristic function yields the Green function in terms of a Wright function. The moments of the distribution function are evaluated from the Mittag-Leffler function using the properties of characteristic functions and a relation between the powers of the second moment and higher order even moments is derived. (C) 2004 Elsevier B.V. All rights reserved.

Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution

The greatest relaxation time for an assembly of three- dimensional rigid rotators in an axially symmetric bistable potential is obtained exactly in terms of continued fractions as a sum of the zero frequency decay functions (averages of the Legendre polynomials) of the system. This is accomplished by studying the entire time evolution of the Green function (transition probability) by expanding the time dependent distribution as a Fourier series and proceeding to the zero frequency limit of the Laplace transform of that distribution. The procedure is entirely analogous to the calculation of the characteristic time of the probability evolution (the integral of the configuration space probability density function with respect to the position co-ordinate) for a particle undergoing translational diffusion in a potential; a concept originally used by Malakhov and Pankratov (Physica A 229 (1996) 109). This procedure allowed them to obtain exact solutions of the Kramers one-dimensional translational escape rate problem for piecewise parabolic potentials. The solution was accomplished by posing the problem in terms of the appropriate Sturm-Liouville equation which could be solved in terms of the parabolic cylinder functions. The method (as applied to rotational problems and posed in terms of recurrence relations for the decay functions, i.e., the Brinkman approach c.f. Blomberg, Physica A 86 (1977) 49, as opposed to the Sturm-Liouville one) demonstrates clearly that the greatest relaxation time unlike the integral relaxation time which is governed by a single decay function (albeit coupled to all the others in non-linear fashion via the underlying recurrence relation) is governed by a sum of decay functions. The method is easily generalized to multidimensional state spaces by matrix continued fraction methods allowing one to treat non-axially symmetric potentials, where the distribution function is governed by two state variables. (C) 2001 Elsevier Science B.V. All rights reserved.

A variational approach to the relaxation of single domain magnetic particles based on Brown's model

Brown's model for the relaxation of the magnetization of a single domain ferromagnetic particle is considered. This model results in the Fokker-Planck equation of the process. The solution of this equation in the cases of most interest is non- trivial. The probability density of orientations of the magnetization in the Fokker-Planck equation can be expanded in terms of an infinite set of eigenfunctions and their corresponding eigenvalues where these obey a Sturm-Liouville type equation. A variational principle is applied to the solution of this equation in the case of an axially symmetric potential. The first (non-zero) eigenvalue, corresponding to the largest time constant, is considered. From this we obtain two new results. Firstly, an approximate minimising trial function is obtained which allows calculation of a rigorous upper bound. Secondly, a new upper bound formula is derived based on the Euler-Lagrange condition. This leads to very accurate calculation of the eigenvalue but also, interestingly, from this, use of the simplest trial function yields an equivalent result to the correlation time of Coffey et at. and the integral relaxation time of Garanin. (C) 2004 Elsevier B.V. All rights reserved.

An exactly solvable four transition point model

Heavy particle collisions, in particular low-energy ion-atom collisions, are amenable to semiclassical JWKB phase integral analysis in the complex plane of the internuclear separation. Analytic continuation in this plane requires due attention to the Stokes phenomenon which parametrizes the physical mechanisms of curve crossing, non-crossing, the hybrid Nikitin model, rotational coupling and predissociation. Complex transition points represent adiabatic degeneracies. In the case of two or more such points, the Stokes constants may only be completely determined by resort to the so-called comparison- equation method involving, in particular, parabolic cylinder functions or Whittaker functions and their strong-coupling asymptotics. In particular, the Nikitin model is a two transition-point one-double-pole problem in each half-plane corresponding to either ingoing or outgoing waves. When the four transition points are closely clustered, new techniques are required to determine Stokes constants. However, such investigations remain incomplete, A model problem is therefore solved exactly for scattering along a one-dimensional z-axis. The energy eigenvalue is b(2)-a(2) and the potential comprises -z(2)/2 (parabolic) and -a(2) + b(2)/2z(2) (centrifugal/centripetal) components. The square of the wavenumber has in the complex z-plane, four zeros each a transition point at z = +/-a +/- ib and has a double pole at z = 0. In cases (a) and (b), a and b are real and unitarity obtains. In case (a) the reflection and transition coefficients are parametrized by exponentials when a(2) + b(2) > 1/2. In case (b) they are parametrized by trigonometrics when a(2) + b(2) <1/2 and total reflection is achievable. In case (c) a and b are complex and in general unitarity is not achieved due to loss of flux to a continuum (O'Rourke and Crothers, 1992 Proc. R. Sec. 438 1). Nevertheless, case (c) coefficients reduce to (a) or (b) under appropriate limiting conditions. Setting z = ht, with h a real constant, an attempt is made to model a two-state collision problem modelled by a pair of coupled first-order impact parameter equations and an appropriate (T) over tilde-tau relation, where (T) over tilde is the Stueckelberg variable and tau is the reduced or scaled time. The attempt fails because (T) over tilde is an odd function of tau, which is unphysical in a real collision problem. However, it is pointed out that by applying the Kummer exponential model to each half-plane (O'Rourke and Crothers 1994 J. Phys. B: At. Mel. Opt. Phys. 27 2497) the current model is in effect extended to a collision problem with four transition points and a double pole in each half-plane. Moreover, the attempt in itself is not a complete failure since it is shown that the result is a perfect diabatic inelastic collision for a traceless Hamiltonian matrix, or at least when both diagonal elements are odd and the off-diagonal elements equal and even.

Path-integral study of a two-dimensional Lennard-Jones glass

The glass transition in a quantum Lennard-Jones mixture is investigated by constant-volume path-integral simulations. Particles are assumed to be distinguishable, and the strength of quantum effects is varied by changing h from zero (the classical case) to one (corresponding to a highly quantum-mechanical regime). Quantum delocalization and zero point energy drastically reduce the sensitivity of structural and thermodynamic properties to the glass transition. Nevertheless, the glass transition temperature T-g can be determined by analyzing the phase space mobility of path-integral centroids. At constant volume, the T-g of the simulated model increases monotonically with increasing h. Low temperature tunneling centers are identified, and the quantum versus thermal character of each center is analyzed. The relation between these centers and soft quasilocalized harmonic vibrations is investigated. Periodic minimizations of the potential energy with respect to the positions of the particles are performed to determine the inherent structure of classical and quantum glassy samples. The geometries corresponding to these energy minima are found to be qualitatively similar in all cases. Systematic comparisons for ordered and disordered structures, harmonic and anharmonic dynamics, classical and quantum systems show that disorder, anharmonicity, and quantum effects are closely interlinked.

Solving the advection-dispersion equation using the discrete puff particle method

A flexible, mass-conservative numerical technique for solving the advection-dispersion equation for miscible contaminant transport is presented. The method combines features of puff transport models from air pollution studies with features from the random walk particle method used in water resources studies, providing a deterministic time-marching algorithm which is independent of the grid Peclet number and scales from one to higher dimensions simply. The concentration field is discretised into a number of particles, each of which is treated as a point release which advects and disperses over the time interval. The dispersed puff is itself discretised into a spatial distribution of particles whose masses can be pre-calculated. Concentration within the simulation domain is then calculated from the mass distribution as an average over some small volume. Comparison with analytical solutions for a one-dimensional fixed-duration concentration pulse and for two-dimensional transport in an axisymmetric flow field indicate that the algorithm performs well. For a given level of accuracy the new method has lower computation times than the random walk particle method.

A Van der Pol-Mathieu equation for the dynamics of dust grain charge in dusty plasmas

The chaotic profile of dust grain dynamics associated with dust-acoustic oscillations in a dusty plasma is considered. The collective behaviour of the dust plasma component is described via a multi-fluid model, comprising Boltzmann distributed electrons and ions, as well as an equation of continuity possessing a source term for the dust grains, the dust momentum and Poisson's equations. A Van der Pol–Mathieu-type nonlinear ordinary differential equation for the dust grain density dynamics is derived. The dynamical system is cast into an autonomous form by employing an averaging method. Critical stability boundaries for a particular trivial solution of the governing equation with varying parameters are specified. The equation is analysed to determine the resonance region, and finally numerically solved by using a fourth-order Runge–Kutta method. The presence of chaotic limit cycles is pointed out.