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 $$\rho(F_n,\Phi)\le\frac{0.335789(\beta^3+0.425)}{\sqrt{n}}$$ and $$\rho(F_n,\Phi)\le \frac{0.3051(\beta^3+1)}{\sqrt{n}}$$ are proved for the uniform distance $\rho(F_n,\Phi)$ between the standard normal distribution function $\Phi$ and the distribution function $F_n$ of the normalized sum of an arbitrary number $n\ge1$ of independent identically distributed random variables with zero mean, unit variance and finite third absolute moment $\beta^3$. The first of these inequalities sharpens the best known version of the classical Berry--Esseen inequality since $0.335789(\beta^3+0.425)\le0.335789(1+0.425)\beta^3<0.4785\beta^3$ by virtue of the condition $\beta^3\ge1$, 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 $Z_{s}(\omega,q)$ and $Z_{p}(\omega,q)$ corresponding to two different polarization states. In contrast with the approximate Leontovich impedance they depend not only on frequency $\omega$ but also on the wave vector along the plate $q$. In this paper only the nonlocal effects happening at frequencies $\omega<\omega_{p}$ (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 $Z_p$ 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 $\omega\sim\omega_p$ 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