Statistics of three interacting optical solitons

We examine the statistics of three interacting optical solitons under the effects of amplifier noise and filtering. We derive rigorously the Fokker-Planck equation that governs the probability distribution of soliton parameters.

Statistics of a noise-driven Manakov soliton

We investigate the statistics of a vector Manakov soliton in the presence of additive Gaussian white noise. The adiabatic perturbation theory for a Manakov soliton yields a stochastic Langevin system which we analyse via the corresponding Fokker-Planck equation for the probability density function (PDF) for the soliton parameters. We obtain marginal PDFs for the soliton frequency and amplitude as well as soliton amplitude and polarization angle. We also derive formulae for the variances of all soliton parameters and analyse their dependence on the initial values of polarization angle and phase. © 2006 IOP Publishing Ltd.

Non-Gaussian statistics of an optical soliton in the presence of amplified spontaneous emission

A study was performed on non-Gaussian statistics of an optical soliton in the presence of amplified spontaneous emission. An approach based on the Fokker-Planck equation was applied to study the optical soliton parameters in the presence of additive noise. The rigorous method not only allowed to reproduce and justify the classical Gordon-Haus formula but also led to new exact results.

Computer simulations of soft particles in flow

Understanding the dynamics of blood cells is a crucial element to discover biological mechanisms, to develop new efficient drugs, design sophisticated microfluidic devices, for diagnostics. In this work, we focus on the dynamics of red blood cells in microvascular flow. Microvascular blood flow resistance has a strong impact on cardiovascular function and tissue perfusion. The flow resistance in microcirculation is governed by flow behavior of blood through a complex network of vessels, where the distribution of red blood cells across vessel cross-sections may be significantly distorted at vessel bifurcations and junctions. We investigate the development of blood flow and its resistance starting from a dispersed configuration of red blood cells in simulations for different hematocrits, flow rates, vessel diameters, and aggregation interactions between red blood cells. Initially dispersed red blood cells migrate toward the vessel center leading to the formation of a cell-free layer near the wall and to a decrease of the flow resistance. The development of cell-free layer appears to be nearly universal when scaled with a characteristic shear rate of the flow, which allows an estimation of the length of a vessel required for full flow development, $l_c \approx 25D$, with vessel diameter $D$. Thus, the potential effect of red blood cell dispersion at vessel bifurcations and junctions on the flow resistance may be significant in vessels which are shorter or comparable to the length $l_c$. The presence of aggregation interactions between red blood cells lead in general to a reduction of blood flow resistance. The development of the cell-free layer thickness looks similar for both cases with and without aggregation interactions. Although, attractive interactions result in a larger cell-free layer plateau values. However, because the aggregation forces are short-ranged at high enough shear rates ($\bar{\dot{\gamma}} \gtrsim 50~\text{s}^{-1}$) aggregation of red blood cells does not bring a significant change to the blood flow properties. Also, we develop a simple theoretical model which is able to describe the converged cell-free-layer thickness with respect to flow rate assuming steady-state flow. The model is based on the balance between a lift force on red blood cells due to cell-wall hydrodynamic interactions and shear-induced effective pressure due to cell-cell interactions in flow. We expect that these results can also be used to better understand the flow behavior of other suspensions of deformable particles such as vesicles, capsules, and cells. Finally, we investigate segregation phenomena in blood as a two-component suspension under Poiseuille flow, consisting of red blood cells and target cells. The spatial distribution of particles in blood flow is very important. For example, in case of nanoparticle drug delivery, the particles need to come closer to microvessel walls, in order to adhere and bring the drug to a target position within the microvasculature. Here we consider that segregation can be described as a competition between shear-induced diffusion and the lift force that pushes every soft particle in a flow away from the wall. In order to investigate the segregation, on one hand, we have 2D DPD simulations of red blood cells and target cell of different sizes, on the other hand the Fokker-Planck equation for steady state. For the equation we measure force profile, particle distribution and diffusion constant across the channel. We compare simulation results with those from the Fokker-Planck equation and find a very good correspondence between the two approaches. Moreover, we investigate the diffusion behavior of target particles for different hematocrit values and shear rates. Our simulation results indicate that diffusion constant increases with increasing hematocrit and depends linearly on shear rate. The third part of the study describes development of a simulation model of complex vascular geometries. The development of the model is important to reproduce vascular systems of small pieces of tissues which might be gotten from MRI or microscope images. The simulation model of the complex vascular systems might be divided into three parts: modeling the geometry, developing in- and outflow boundary conditions, and simulation domain decomposition for an efficient computation. We have found that for the in- and outflow boundary conditions it is better to use the SDPD fluid than DPD one because of the density fluctuations along the channel of the latter. During the flow in a straight channel, it is difficult to control the density of the DPD fluid. However, the SDPD fluid has not that shortcoming even in more complex channels with many branches and in- and outflows because the force acting on particles is calculated also depending on the local density of the fluid.

Further development of discrete computational techniques for calculation of restricted diffusion propagators in porous media

Magnetic resonance is a well-established tool for structural characterisation of porous media. Features of pore-space morphology can be inferred from NMR diffusion-diffraction plots or the time-dependence of the apparent diffusion coefficient. Diffusion NMR signal attenuation can be computed from the restricted diffusion propagator, which describes the distribution of diffusing particles for a given starting position and diffusion time. We present two techniques for efficient evaluation of restricted diffusion propagators for use in NMR porous-media characterisation. The first is the Lattice Path Count (LPC). Its physical essence is that the restricted diffusion propagator connecting points A and B in time t is proportional to the number of distinct length-t paths from A to B. By using a discrete lattice, the number of such paths can be counted exactly. The second technique is the Markov transition matrix (MTM). The matrix represents the probabilities of jumps between every pair of lattice nodes within a single timestep. The propagator for an arbitrary diffusion time can be calculated as the appropriate matrix power. For periodic geometries, the transition matrix needs to be defined only for a single unit cell. This makes MTM ideally suited for periodic systems. Both LPC and MTM are closely related to existing computational techniques: LPC, to combinatorial techniques; and MTM, to the Fokker-Planck master equation. The relationship between LPC, MTM and other computational techniques is briefly discussed in the paper. Both LPC and MTM perform favourably compared to Monte Carlo sampling, yielding highly accurate and almost noiseless restricted diffusion propagators. Initial tests indicate that their computational performance is comparable to that of finite element methods. Both LPC and MTM can be applied to complicated pore-space geometries with no analytic solution. We discuss the new methods in the context of diffusion propagator calculation in porous materials and model biological tissues.

Nonequilibrium statistical mechanics of two-dimensional turbulence

The vorticity dynamics of two-dimensional turbulence are investigated analytically, applying the method of Qian (1983). The vorticity equation and its Fourier transform are presented; a set of modal parameters and a modal dynamic equation are derived; and the corresponding Liouville equation for the probability distribution in phase space is solved using a Langevin/Fokker-Planck approach to obtain integral equations for the enstrophy and for the dynamic damping coefficient eta. The equilibrium spectrum for inviscid flow is found to be a stationary solution of the enstrophy equation, and the inertial-range spectrum is determined by introducing a localization factor in the two integral equations and evaluating the localized versions numerically.

Continuous stochastic processes

A general review of stochastic processes is given in the introduction; definitions, properties and a rough classification are presented together with the position and scope of the author's work as it fits into the general scheme.

The first section presents a brief summary of the pertinent analytical properties of continuous stochastic processes and their probability-theoretic foundations which are used in the sequel.

The remaining two sections (II and III), comprising the body of the work, are the author's contribution to the theory. It turns out that a very inclusive class of continuous stochastic processes are characterized by a fundamental partial differential equation and its adjoint (the Fokker-Planck equations). The coefficients appearing in those equations assimilate, in a most concise way, all the salient properties of the process, freed from boundary value considerations. The writer’s work consists in characterizing the processes through these coefficients without recourse to solving the partial differential equations.

First, a class of coefficients leading to a unique, continuous process is presented, and several facts are proven to show why this class is restricted. Then, in terms of the coefficients, the unconditional statistics are deduced, these being the mean, variance and covariance. The most general class of coefficients leading to the Gaussian distribution is deduced, and a complete characterization of these processes is presented. By specializing the coefficients, all the known stochastic processes may be readily studied, and some examples of these are presented; viz. the Einstein process, Bachelier process, Ornstein-Uhlenbeck process, etc. The calculations are effectively reduced down to ordinary first order differential equations, and in addition to giving a comprehensive characterization, the derivations are materially simplified over the solution to the original partial differential equations.

In the last section the properties of the integral process are presented. After an expository section on the definition, meaning, and importance of the integral process, a particular example is carried through starting from basic definition. This illustrates the fundamental properties, and an inherent paradox. Next the basic coefficients of the integral process are studied in terms of the original coefficients, and the integral process is uniquely characterized. It is shown that the integral process, with a slight modification, is a continuous Markoff process.

The elementary statistics of the integral process are deduced: means, variances, and covariances, in terms of the original coefficients. It is shown that an integral process is never temporally homogeneous in a non-degenerate process.

Finally, in terms of the original class of admissible coefficients, the statistics of the integral process are explicitly presented, and the integral process of all known continuous processes are specified.

Spectral density of first order Piecewise linear systems excited by white noise

The Fokker-Planck (FP) equation is used to develop a general method for finding the spectral density for a class of randomly excited first order systems. This class consists of systems satisfying stochastic differential equations of form ẋ + f(x) = m/Ʃ/j = 1 h_j(x)n_j(t) where f and the h_j are piecewise linear functions (not necessarily continuous), and the n_j are stationary Gaussian white noise. For such systems, it is shown how the Laplace-transformed FP equation can be solved for the transformed transition probability density. By manipulation of the FP equation and its adjoint, a formula is derived for the transformed autocorrelation function in terms of the transformed transition density. From this, the spectral density is readily obtained. The method generalizes that of Caughey and Dienes, J. Appl. Phys., 32.11.

This method is applied to 4 subclasses: (1) m = 1, h₁ = const. (forcing function excitation); (2) m = 1, h₁ = f (parametric excitation); (3) m = 2, h₁ = const., h₂ = f, n₁ and n₂ correlated; (4) the same, uncorrelated. Many special cases, especially in subclass (1), are worked through to obtain explicit formulas for the spectral density, most of which have not been obtained before. Some results are graphed.

Dealing with parametrically excited first order systems leads to two complications. There is some controversy concerning the form of the FP equation involved (see Gray and Caughey, J. Math. Phys., 44.3); and the conditions which apply at irregular points, where the second order coefficient of the FP equation vanishes, are not obvious but require use of the mathematical theory of diffusion processes developed by Feller and others. These points are discussed in the first chapter, relevant results from various sources being summarized and applied. Also discussed is the steady-state density (the limit of the transition density as t → ∞).

Formulação supersimétrica de processos estocásticos com ruído multiplicativo

Os processos estocásticos com ruído branco multiplicativo são objeto de atenção constante em uma grande área da pesquisa científica. A variedade de prescrições possíveis para definir matematicamente estes processos oferece um obstáculo ao desenvolvimento de ferramentas gerais para seu tratamento. Na presente tese, estudamos propriedades de equilíbrio de processos markovianos com ruído branco multiplicativo. Para conseguirmos isto, definimos uma transformação de reversão temporal de tais processos levando em conta que a distribuição estacionária de probabilidade depende da prescrição. Deduzimos um formalismo funcional visando obter o funcional gerador das funções de correlação e resposta de um processo estocástico multiplicativo representado por uma equação de Langevin. Ao representar o processo estocástico neste formalismo (de Grassmann) funcional eludimos a necessidade de fixar uma prescrição particular. Neste contexto, analisamos as propriedades de equilíbrio e estudamos as simetrias ocultas do processo. Mostramos que, usando uma definição apropriada da distribuição de equilíbrio e considerando a transformação de reversão temporal adequada, as propriedades usuais de equilíbrio são satisfeitas para qualquer prescrição. Finalmente, apresentamos uma dedução detalhada da formulação supersimétrica covariante de um processo markoviano com ruído branco multiplicativo e estudamos algumas das relações impostas pelas funções de correlação através das identidades de Ward-Takahashi.

Dynamics of quantum dissipation systems interacting with fermion and boson grand canonical bath ensembles: Hierarchical equations of motion approach

A hierarchical equations of motion formalism for a quantum dissipation system in a grand canonical bath ensemble surrounding is constructed on the basis of the calculus-on-path-integral algorithm, together with the parametrization of arbitrary non-Markovian bath that satisfies fluctuation-dissipation theorem. The influence functionals for both the fermion or boson bath interaction are found to be of the same path integral expression as the canonical bath, assuming they all satisfy the Gaussian statistics. However, the equation of motion formalism is different due to the fluctuation-dissipation theories that are distinct and used explicitly. The implications of the present work to quantum transport through molecular wires and electron transfer in complex molecular systems are discussed. (c) 2007 American Institute of Physics.

基于重离子输运理论对超重核合成及非对称核物质状态方程的研究

本论文基于重离子输运理论模型对当前人们感兴趣的超重核合成及非对称核物质状态方程做了研究。基于双核系统概念建立了一个描述超重核合成的理论模型。这个模型中通过求解Fokker-Planck方程来描述重离子碰撞过程的能量、角动量以及形变等的弛豫过程，从而合理地包含了重离子熔合过程中的动力学效应。在求解弹靶的质量扩散时采用了数值求解主方程的方法，避免对势能面做任何近似，因此能够充分地体现重离子熔合过程中弹靶的结构效应。本文利用这一模型计算了重离子熔合形成超重元素的最佳激发能、熔合几率、复合核的存活几率以及蒸发剩余核截面等，并给出了合成超重核的最佳弹靶组合。计算了超重核形成的最佳激发能，在符合已有最佳激发能实验数据的基础上预言了基于冷熔合反应合成114，116和118号元素的最佳激发能。计算了重离子熔合反应的熔合几率。结果表明，随着反应系统变得越来越重，重离子的熔合几率呈指数规律下降，准裂变变得越来越严重。这解释了实验上观测到的超重剩余核截面随体系的变重而急剧下降的现象。研究了重离子熔合截面的弹靶相关性。结果表明弹靶的质量非对称度越高越有利于熔合生成复合核，同时重离子熔合截面还强烈地依赖于弹靶结构。重离子的熔合过程是合成超重元素的关键因素之一，另一个影响超重核合成的因素是超重复合核的存活几率。基于统计模型，系统的研究了超重复合核存活几率的质量、能量、角动量等相关性。计算了基于冷熔合反应的蒸发剩余截面，得到的结果与实验基本符合，并预言了基于冷熔合反应生成114，116和115号元素的截面。在研究超重核蒸发剩余截面的弹靶相关性的基础上给出了合成超重核的最佳弹靶组合。计算表明，在挑选弹靶组合时使得合成的超重复合核是奇A核则会得到更高的奇数中子蒸发剩余核截面。计算给出了超重复合核的自旋布居及其对裂变位垒和鞍点态形变的依赖性。发现超重复合核的自旋布居强烈地依赖于复合核的裂变位垒，高的裂变位垒会给出宽的自旋布居；而超重复合核的自旋布居对鞍点态形变不是很敏感。另外研究了多核子转移反应合成超重元素的可能性。结果表明基于多核子转移反应合成大于108号的元素是很困难的。非对称核物质状态方程由于其对天体物理及理解奇异核结构的重要性，因此是人们长期以来一直感兴趣的研究内容，然而直到现在人们对核物质状态方程特别是高密核物质和非对称核物质状态状态方程仍了解甚少。基于Skyrme-Hartree-Fock理论以及同位旋相关的量子分子动力学（IQMD）模型研究了非对称核物质的化学不稳定性，结果表明非对称核物质可以发生化学不稳定性，且化学不稳定性发生的条件依赖于单粒子势能的密度相关形式。同时计算表明化学不稳定性是可以发生在真实的重离子碰撞过程中的，且在入射能量较高时化学不稳定性会消失。另外首次研究了高密核物质的化学不稳定性及其发生的条件。由于实验室很难达到很高密度的核物质，而中子星是由致密的极丰中子物质组成，因此提供了研究高密非对称核物质的自然实验室。基于Skyrme-Hartree-Fock理论研究了两种典型的非对称核物质状态方程（软对称势和硬对称势）对中子星中质子百分比的影响。另外研究了热中子星中质子百分比的温度相关性，发现热中子星中质子百分比随温度的升高而减小。基于IQMD模型研究了同位旋相分化现象的产生机制。通过与MSU的实验数据比较指出核物质应该有软的对称势。研究了重离子碰撞过程中的径向流现象，及其同位旋效应。计算了径向流产生的能量闭，并给出了实验上利用径向流产生的能量闭来提取非对称核物质状态方程的方法。

Statistical-mechanical description of classical test-particle dynamics in the presence of an external force field: modelling noise and damping from first principles

Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly coupled to a large heat-bath in thermal equilibrium. Both subsystems are subject to an external force field. From the (time-non-local) generalized master equation a Fokker-Planck-type equation follows as a "quasi-Markovian" approximation. The kinetic operator thus defined is shown to be ill-defined; in specific, it does not preserve the positivity of the test-particle distribution function f(x, v; t). Adopting an alternative approach, previously introduced for quantum open systems, is proposed to lead to a correct kinetic operator, which yields all the expected properties. A set of explicit expressions for the diffusion and drift coefficients are obtained, allowing for modelling macroscopic diffusion and dynamical friction phenomena, in terms of an external field and intrinsic physical parameters.

Random particle motion in magnetized plasma

A multivariate Fokker-Planck-type kinetic equation modeling a test - panicle weakly interacting with an electrostatic plasma. in the presence of a magnetic field B . is analytically solved in an Ornstein - Uhlenbeck - type approximation. A new set of analytic expressions are obtained for variable moments and panicle density as a function of time. The process is diffusive.

Microscopic theory for random processes in weakly-coupled open systems

In order to relate macroscopic random motion (described e.g. by Langevin-type theories) to microscopic dynamics, we have undertaken the derivation of a Fokker-Planck-type equation from first microscopic principles. Both subsystems are subject to an external force field. Explicit expressions for the diffusion and drift coefficients are obtained, in terms of the field.

Genesis of quantum nonlocality

We revisit the problem of an otherwise classical particle immersed in the zero-point radiation field, with the purpose of tracing the origin of the nonlocality characteristic of Schrodinger`s equation. The Fokker-Planck-type equation in the particles phase-space leads to an infinite hierarchy of equations in configuration space. In the radiationless limit the first two equations decouple from the rest. The first is the continuity equation: the second one, for the particle flux, contains a nonlocal term due to the momentum fluctuations impressed by the field. These equations are shown to lead to Schrodinger`s equation. Nonlocality (obtained here for the one-particle system) appears thus as a property of the description, not of Nature. (C) 2011 Elsevier B.V. All rights reserved.