Langevin Trajectories between Fixed Concentrations

We consider the trajectories of particles diffusing between two infinite baths of fixed concentrations connected by a channel, e.g. a protein channel of a biological membrane. The steady state influx and efflux of Langevin trajectories at the boundaries of a finite volume containing the channel and parts of the two baths is replicated by termination of outgoing trajectories and injection according to a residual phase space density. We present a simulation scheme that maintains averaged fixed concentrations without creating spurious boundary layers, consistent with the assumed physics

Spatial propagation of excitonic coherence enables ratcheted energy transfer

Experimental evidence shows that a variety of photosynthetic systems can preserve quantum beats in the process of electronic energy transfer, even at room temperature. However, whether this quantum coherence arises in vivo and whether it has any biological function have remained unclear. Here we present a theoretical model that suggests that the creation and recreation of coherence under natural conditions is ubiquitous. Our model allows us to theoretically demonstrate a mechanism for a ratchet effect enabled by quantum coherence, in a design inspired by an energy transfer pathway in the Fenna-Matthews-Olson complex of the green sulfur bacteria. This suggests a possible biological role for coherent oscillations in spatially directing energy transfer. Our results emphasize the importance of analyzing long-range energy transfer in terms of transfer between inter-complex coupling (ICC) states rather than between site or exciton states.Comment: Accepted version for Phys. Rev. E. 14 pages, 7 figure

Distributed state estimation in sensor networks with randomly occurring nonlinearities subject to time delays

This is the post-print version of the Article. The official published version can be accessed from the links below - Copyright @ 2012 ACM.This article is concerned with a new distributed state estimation problem for a class of dynamical systems in sensor networks. The target plant is described by a set of differential equations disturbed by a Brownian motion and randomly occurring nonlinearities (RONs) subject to time delays. The RONs are investigated here to reflect network-induced randomly occurring regulation of the delayed states on the current ones. Through available measurement output transmitted from the sensors, a distributed state estimator is designed to estimate the states of the target system, where each sensor can communicate with the neighboring sensors according to the given topology by means of a directed graph. The state estimation is carried out in a distributed way and is therefore applicable to online application. By resorting to the Lyapunov functional combined with stochastic analysis techniques, several delay-dependent criteria are established that not only ensure the estimation error to be globally asymptotically stable in the mean square, but also guarantee the existence of the desired estimator gains that can then be explicitly expressed when certain matrix inequalities are solved. A numerical example is given to verify the designed distributed state estimators.This work was supported in part by the National Natural Science Foundation of China under Grants 61028008, 60804028 and 61174136, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Temporal dynamics of tunneling. Hydrodynamic approach

We use the hydrodynamic representation of the Gross -Pitaevskii/Nonlinear Schroedinger equation in order to analyze the dynamics of macroscopic tunneling process. We observe a tendency to a wave breaking and shock formation during the early stages of the tunneling process. A blip in the density distribution appears in the outskirts of the barrier and under proper conditions it may transform into a bright soliton. Our approach, based on the theory of shock formation in solutions of Burgers equation, allows us to find the parameters of the ejected blip (or soliton if formed) including the velocity of its propagation. The blip in the density is formed regardless of the value and sign of the nonlinearity parameter. However a soliton may be formed only if this parameter is negative (attraction) and large enough. A criterion is proposed. An ejection of a soliton is also observed numerically. We demonstrate, theoretically and numerically, controlled formation of soliton through tunneling. The mass of the ejected soliton is controlled by the initial state.Comment: 11 pages, 6 figures, expanded and more detailed verions of the previous submissio

Thermophoresis of Brownian particles driven by coloured noise

The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory. The noise characteristic time scale is typically of the same order as the time over which the particle's kinetic energy is lost due to friction (inertial time scale). We demonstrate theoretically that, in the presence of a temperature gradient, the interplay between these two characteristic time scales can have measurable consequences on the particle long-time behaviour. Using homogenization theory, we analyse the infinitesimal generator of the stochastic differential equation describing the system in the limit where the two characteristic times are taken to zero; from this generator, we derive the thermophoretic transport coefficient, which, we find, can vary in both magnitude and sign, as observed in experiments. Furthermore, studying the long-term stationary particle distribution, we show that particles can accumulate towards the colder (positive thermophoresis) or the warmer (negative thermophoresis) regions depending on the dependence of their physical parameters and, in particular, their mobility on the temperature.Comment: 9 pages, 4 figure

Diffusion Process in a Flow

We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case only, $\vec{F}=\vec{\nabla }V$ with $V(\vec{x},t)$ bounded from below, is unquestionably admitted by the compatibility conditions. A class of diffusion processes is exemplified, such that the attractive forcing is allowed as well, due to an appropriate compensation coming from the "pressure" term. The compressible Euler flows form their subclass, when regarded as stochastic processes. We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case only, $\vec{F}=\vec{\nabla }V$ with $V(\vec{x},t)$ bounded from below, is unquestionably admitted by the compatibility conditions. A class of diffusion processes is exemplified, such that the attractive forcing is allowed as well, due to an appropriate compensation coming from the "pressure" term. The compressible Euler flows form their subclass, when regarded as stochastic processes.Comment: 10 pages, Late

Modeling long-range memory with stationary Markovian processes

In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate transformation of a specific power-law correlated additive process x(t), already known in the literature, whose pdf shows power-law tails 1/x^a. We give analytical and numerical evidence that although the new processes (i) are Markovian and (ii) have gaussian or exponential tails their autocorrelation function still shows a power-law decay =1/T^b where b grows with a with a law which is compatible with b=a/2-c, where c is a numerical constant. When a<2(1+c) the process y(t), although Markovian, is long-range correlated. Our results help in clarifying that even in the context of Markovian processes long-range dependencies are not necessarily associated to the occurrence of extreme events. Moreover, our results can be relevant in the modeling of complex systems with long memory. In fact, we provide simple processes associated to Langevin equations thus showing that long-memory effects can be modeled in the context of continuous time stationary Markovian processes.Comment: 5 figure

The Escape Problem in a Classical Field Theory With Two Coupled Fields

We introduce and analyze a system of two coupled partial differential equations with external noise. The equations are constructed to model transitions of monovalent metallic nanowires with non-axisymmetric intermediate or end states, but also have more general applicability. They provide a rare example of a system for which an exact solution of nonuniform stationary states can be found. We find a transition in activation behavior as the interval length on which the fields are defined is varied. We discuss several applications to physical problems.Comment: 24 page

The Escape Problem for Irreversible Systems

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When this assumption fails many of the results of classical transition-rate theory no longer apply, and no general method exists for computing the weak-noise asymptotics of fundamental quantities such as the mean escape time. In this paper we present a general technique for analysing the weak-noise limit of a wide range of stochastically perturbed continuous-time nonlinear dynamical systems. We simplify the original problem, which involves solving a partial differential equation, into one in which only ordinary differential equations need be solved. This allows us to resolve some old issues for the case when detailed balance holds. When it does not hold, we show how the formula for the mean escape time asymptotics depends on the dynamics of the system along the most probable escape path. We also present new results on short-time behavior and discuss the possibility of focusing along the escape path.Comment: 24 pages, APS revtex macros (version 2.1) now available from PBB via `get oldrevtex.sty

Matter wave pulses characteristics

We study the properties of quantum single-particle wave pulses created by sharp-edged or apodized shutters with single or periodic openings. In particular, we examine the visibility of diffraction fringes depending on evolution time and temperature; the purity of the state depending on the opening-time window; the accuracy of a simplified description which uses ``source'' boundary conditions instead of solving an initial value problem; and the effects of apodization on the energy width.Comment: 11 pages, 11 figure