Generalized Fokker-Planck equation, Brownian motion, and ergodicity

Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the dissipative force, and the generalized Fokker-Planck equation involves derivatives of order higher than two. These equations are derived from first principles with coefficients expressed in terms of correlation functions of microscopic force on the particle. The coefficients are evaluated explicitly for a generalized Rayleigh model with a finite time of molecule-particle collisions. In the limit of a low-density bath, we recover the results obtained previously for a model with instantaneous binary collisions. In general case, the equations contain additional corrections, quadratic in bath density, originating from a finite collision time. These corrections survive to order $(m/M)^2$ and are found to make the stationary distribution non-Maxwellian. Some relevant numerical simulations are also presented

A model for alignment between microscopic rods and vorticity

Numerical simulations show that microscopic rod-like bodies suspended in a turbulent flow tend to align with the vorticity vector, rather than with the dominant eignevector of the strain-rate tensor. This paper investigates an analytically solvable limit of a model for alignment in a random velocity field with isotropic statistics. The vorticity varies very slowly and the isotropic random flow is equivalent to a pure strain with statistics which are axisymmetric about the direction of the vorticity. We analyse the alignment in a weakly fluctuating uniaxial strain field, as a function of the product of the strain relaxation time $\tau_{\rm s}$ and the angular velocity $\omega$ about the vorticity axis. We find that when $\omega\tau_{\rm s}\gg 1$, the rods are predominantly either perpendicular or parallel to the vorticity

Stationary distributions of sums of marginally chaotic variables as renormalization group fixed points

We determine the limit distributions of sums of deterministic chaotic variables in unimodal maps assisted by a novel renormalization group (RG) framework associated to the operation of increment of summands and rescaling. In this framework the difference in control parameter from its value at the transition to chaos is the only relevant variable, the trivial fixed point is the Gaussian distribution and a nontrivial fixed point is a multifractal distribution with features similar to those of the Feigenbaum attractor. The crossover between the two fixed points is discussed and the flow toward the trivial fixed point is seen to consist of a sequence of chaotic band mergers.Comment: 7 pages, 2 figures, to appear in Journal of Physics: Conf.Series (IOP, 2010

Stochastic oscillations in models of epidemics on a network of cities

We carry out an analytic investigation of stochastic oscillations in a susceptible-infected-recovered model of disease spread on a network of $n$ cities. In the model a fraction $f_{jk}$ of individuals from city $k$ commute to city $j$, where they may infect, or be infected by, others. Starting from a continuous time Markov description of the model the deterministic equations, which are valid in the limit when the population of each city is infinite, are recovered. The stochastic fluctuations about the fixed point of these equations are derived by use of the van Kampen system-size expansion. The fixed point structure of the deterministic equations is remarkably simple: a unique non-trivial fixed point always exists and has the feature that the fraction of susceptible, infected and recovered individuals is the same for each city irrespective of its size. We find that the stochastic fluctuations have an analogously simple dynamics: all oscillations have a single frequency, equal to that found in the one city case. We interpret this phenomenon in terms of the properties of the spectrum of the matrix of the linear approximation of the deterministic equations at the fixed point.Comment: 13 pages, 7 figure

A Paradox of State-Dependent Diffusion and How to Resolve It

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal proportions of time in the two regions in the long term? Statistical mechanics would suggest yes, since the number of accessible states in each region is presumably the same. However, another line of reasoning suggests that the particle should spend less time in the region with faster diffusion, since it will exit that region more quickly. We demonstrate with a simple microscopic model system that both predictions are consistent with the information given. Thus, specifying the diffusion rate as a function of position is not enough to characterize the behaviour of a system, even assuming the absence of external forces. We propose an alternative framework for modelling diffusive dynamics in which both the diffusion rate and equilibrium probability density for the position of the particle are specified by the modeller. We introduce a numerical method for simulating dynamics in our framework that samples from the equilibrium probability density exactly and is suitable for discontinuous diffusion coefficients.Comment: 21 pages, 6 figures. Second round of revisions. This is the version that will appear in Proc Roy So

Casimir effect with rough metallic mirrors

We calculate the second order roughness correction to the Casimir energy for two parallel metallic mirrors. Our results may also be applied to the plane-sphere geometry used in most experiments. The metallic mirrors are described by the plasma model, with arbitrary values for the plasma wavelength, the mirror separation and the roughness correlation length, with the roughness amplitude remaining the smallest length scale for perturbation theory to hold. From the analysis of the intracavity field fluctuations, we obtain the Casimir energy correction in terms of generalized reflection operators, which account for diffraction and polarization coupling in the scattering by the rough surfaces. We present simple analytical expressions for several limiting cases, as well as numerical results that allow for a reliable calculation of the roughness correction in real experiments. The correction is larger than the result of the Proximity Force Approximation, which is obtained from our theory as a limiting case (very smooth surfaces).Comment: 16 page

Thermodynamics of quantum jump trajectories in systems driven by classical fluctuations

The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in the context of a (equilibrium) thermodynamic approach defined in terms of dynamical phases and transitions between them in the trajectory space [J.P. Garrahan and I. Lesanovsky, Phys. Rev. Lett. 104, 160601 (2010)]. In this paper, we study the thermodynamic approach for fluorescent systems coupled to complex reservoirs that induce stochastic fluctuations in their dynamical parameters. In a fast modulation limit the thermodynamics corresponds to that of a Markovian two-level system. In a slow modulation limit, the thermodynamic properties are equivalent to those of a finite system that in an infinite-size limit is characterized by a first-order transition. The dynamical phases correspond to different intensity regimes, while the size of the system is measured by the transition rate of the bath fluctuations. As a function of a dimensionless intensive variable, the first and second derivative of the thermodynamic potential develop an abrupt change and a narrow peak respectively. Their scaling properties are consistent with a double-Gaussian probability distribution of the associated extensive variable.Comment: 12 pages, 3 figure

Simultaneous Spectrophotometric Calibration of Wavelength and Absorbance in an Interlaboratory Survey Using Holmium Oxide (HO2O3) in Perchloric Acid as Reference, Compared with p-Nitrophenol and Cobaltous Sulphate Solutions (1978-1984)

Peer Reviewe

Decoherence of a Measure of Entanglement

We demonstrate by an explicit model calculation that the decay of entanglement of two two-state systems (two qubits) is governed by the product of the factors that measure the degree of decoherence of each of the qubits, subject to independent sources of quantum noise. This demonstrates an important physical property that separated open quantum systems can evolve quantum mechanically on time scales larger than the times for which they remain entangled.Comment: 4 pages, 1 figur