806 research outputs found
Phase transitions driven by L\'evy stable noise: exact solutions and stability analysis of nonlinear fractional Fokker-Planck equations
Phase transitions and effects of external noise on many body systems are one
of the main topics in physics. In mean field coupled nonlinear dynamical
stochastic systems driven by Brownian noise, various types of phase transitions
including nonequilibrium ones may appear. A Brownian motion is a special case
of L\'evy motion and the stochastic process based on the latter is an
alternative choice for studying cooperative phenomena in various fields.
Recently, fractional Fokker-Planck equations associated with L\'evy noise have
attracted much attention and behaviors of systems with double-well potential
subjected to L\'evy noise have been studied intensively. However, most of such
studies have resorted to numerical computation. We construct an {\it
analytically solvable model} to study the occurrence of phase transitions
driven by L\'evy stable noise.Comment: submitted to EP
An improvement of the Berry--Esseen inequality with applications to Poisson and mixed Poisson random sums
By a modification of the method that was applied in (Korolev and Shevtsova,
2009), here the inequalities
and
are proved for the
uniform distance between the standard normal distribution
function and the distribution function of the normalized sum of an
arbitrary number of independent identically distributed random
variables with zero mean, unit variance and finite third absolute moment
. The first of these inequalities sharpens the best known version of
the classical Berry--Esseen inequality since
by virtue of
the condition , and 0.4785 is the best known upper estimate of the
absolute constant in the classical Berry--Esseen inequality. The second
inequality is applied to lowering the upper estimate of the absolute constant
in the analog of the Berry--Esseen inequality for Poisson random sums to 0.3051
which is strictly less than the least possible value of the absolute constant
in the classical Berry--Esseen inequality. As a corollary, the estimates of the
rate of convergence in limit theorems for compound mixed Poisson distributions
are refined.Comment: 33 page
Fractional Kinetics for Relaxation and Superdiffusion in Magnetic Field
We propose fractional Fokker-Planck equation for the kinetic description of
relaxation and superdiffusion processes in constant magnetic and random
electric fields. We assume that the random electric field acting on a test
charged particle is isotropic and possesses non-Gaussian Levy stable
statistics. These assumptions provide us with a straightforward possibility to
consider formation of anomalous stationary states and superdiffusion processes,
both properties are inherent to strongly non-equilibrium plasmas of solar
systems and thermonuclear devices. We solve fractional kinetic equations, study
the properties of the solution, and compare analytical results with those of
numerical simulation based on the solution of the Langevin equations with the
noise source having Levy stable probability density. We found, in particular,
that the stationary states are essentially non-Maxwellian ones and, at the
diffusion stage of relaxation, the characteristic displacement of a particle
grows superdiffusively with time and is inversely proportional to the magnetic
field.Comment: 15 pages, LaTeX, 5 figures PostScrip
Excitation of surface plasmon-polaritons in metal films with double periodic modulation: anomalous optical effects
We perform a thorough theoretical analysis of resonance effects when an
arbitrarily polarized plane monochromatic wave is incident onto a double
periodically modulated metal film sandwiched by two different transparent
media. The proposed theory offers a generalization of the theory that had been
build in our recent papers for the simplest case of one-dimensional structures
to two-dimensional ones. A special emphasis is placed on the films with the
modulation caused by cylindrical inclusions, hence, the results obtained are
applicable to the films used in the experiments. We discuss a spectral
composition of modulated films and highlight the principal role of
``resonance'' and ``coupling'' modulation harmonics. All the originating
multiple resonances are examined in detail. The transformation coefficients
corresponding to different diffraction orders are investigated in the vicinity
of each resonance. We make a comparison between our theory and recent
experiments concerning enhanced light transmittance and show the ways of
increasing the efficiency of these phenomena. In the appendix we demonstrate a
close analogy between ELT effect and peculiarities of a forced motion of two
coupled classical oscillators.Comment: 24 pages, 17 figure
Coulomb blockade and transport in a chain of one-dimensional quantum dots
A long one-dimensional wire with a finite density of strong random impurities
is modelled as a chain of weakly coupled quantum dots. At low temperature T and
applied voltage V its resistance is limited by "breaks": randomly occuring
clusters of quantum dots with a special length distribution pattern that
inhibits the transport. Due to the interplay of interaction and disorder
effects the resistance can exhibit T and V dependences that can be approximated
by power laws. The corresponding two exponents differ greatly from each other
and depend not only on the intrinsic electronic parameters but also on the
impurity distribution statistics.Comment: 4 pages, 1 figure. Changes from v2: Dropped discussion of the
high-field regime. Added discussion of mesoscopic fluctuations and multiple
channels in the quasi-1D case. Improved presentation styl
Theory of Systematic Computational Error in Free Energy Differences
Systematic inaccuracy is inherent in any computational estimate of a
non-linear average, due to the availability of only a finite number of data
values, N. Free energy differences (DF) between two states or systems are
critically important examples of such averages in physical, chemical and
biological settings. Previous work has demonstrated, empirically, that the
``finite-sampling error'' can be very large -- many times kT -- in DF estimates
for simple molecular systems. Here, we present a theoretical description of the
inaccuracy, including the exact solution of a sample problem, the precise
asymptotic behavior in terms of 1/N for large N, the identification of
universal law, and numerical illustrations. The theory relies on corrections to
the central and other limit theorems, and thus a role is played by stable
(Levy) probability distributions.Comment: 5 pages, 4 figure
Correction to the Casimir force due to the anomalous skin effect
The surface impedance approach is discussed in connection with the precise
calculation of the Casimir force between metallic plates. It allows to take
into account the nonlocal connection between the current density and electric
field inside of metals. In general, a material has to be described by two
impedances and corresponding to two
different polarization states. In contrast with the approximate Leontovich
impedance they depend not only on frequency but also on the wave
vector along the plate . In this paper only the nonlocal effects happening
at frequencies (plasma frequency) are analyzed. We refer to
all of them as the anomalous skin effect. The impedances are calculated for the
propagating and evanescent fields in the Boltzmann approximation. It is found
that significantly deviates from the local impedance as a result of the
Thomas-Fermi screening. The nonlocal correction to the Casimir force is
calculated at zero temperature. This correction is small but observable at
small separations between bodies. The same theory can be used to find more
significant nonlocal contribution at due to the plasmon
excitation.Comment: 29 pages. To appear in Phys. Rev.
Beam propagation in a Randomly Inhomogeneous Medium
An integro-differential equation describing the angular distribution of beams
is analyzed for a medium with random inhomogeneities. Beams are trapped because
inhomogeneities give rise to wave localization at random locations and random
times. The expressions obtained for the mean square deviation from the initial
direction of beam propagation generalize the "3/2 law".Comment: 4 page
Steady-State L\'evy Flights in a Confined Domain
We derive the generalized Fokker-Planck equation associated with a Langevin
equation driven by arbitrary additive white noise. We apply our result to study
the distribution of symmetric and asymmetric L\'{e}vy flights in an infinitely
deep potential well. The fractional Fokker-Planck equation for L\'{e}vy flights
is derived and solved analytically in the steady state. It is shown that
L\'{e}vy flights are distributed according to the beta distribution, whose
probability density becomes singular at the boundaries of the well. The origin
of the preferred concentration of flying objects near the boundaries in
nonequilibrium systems is clarified.Comment: 10 pages, 1 figur
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