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

Vlasov Equation In Magnetic Field

The linearized Vlasov equation for a plasma system in a uniform magnetic field and the corresponding linear Vlasov operator are studied. The spectrum and the corresponding eigenfunctions of the Vlasov operator are found. The spectrum of this operator consists of two parts: one is continuous and real; the other is discrete and complex. Interestingly, the real eigenvalues are infinitely degenerate, which causes difficulty solving this initial value problem by using the conventional eigenfunction expansion method. Finally, the Vlasov equation is solved by the resolvent method.Comment: 15 page

Sub-Poissonian atom number fluctuations using light-assisted collisions

We investigate experimentally the number statistics of a mesoscopic ensemble of cold atoms in a microscopic dipole trap loaded from a magneto-optical trap, and find that the atom number fluctuations are reduced with respect to a Poisson distribution due to light-assisted two-body collisions. For numbers of atoms N>2, we measure a reduction factor (Fano factor) of 0.72+/-0.07, which differs from 1 by more than 4 standard deviations. We analyze this fact by a general stochastic model describing the competition between the loading of the trap from a reservoir of cold atoms and multi-atom losses, which leads to a master equation. Applied to our experimental regime, this model indicates an asymptotic value of 3/4 for the Fano factor at large N and in steady state. We thus show that we have reached the ultimate level of reduction in number fluctuations in our system.Comment: 4 pages, 3 figure

Paradoxical diffusion: Discriminating between normal and anomalous random walks

Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $\propto t$, while anomalous behavior is expected to show a different time dependence, $\propto t^{\delta}$ with $\delta 1$ for superdiffusive motions. Here we demonstrate that this kind of qualification, if applied straightforwardly, may be misleading: There are anomalous transport motions revealing perfectly "normal" diffusive character ($\propto t$), yet being non-Markov and non-Gaussian in nature. We use recently developed framework \cite[Phys. Rev. E \textbf{75}, 056702 (2007)]{magdziarz2007b} of Monte Carlo simulations which incorporates anomalous diffusion statistics in time and space and creates trajectories of such an extended random walk. For special choice of stability indices describing statistics of waiting times and jump lengths, the ensemble analysis of paradoxical diffusion is shown to hide temporal memory effects which can be properly detected only by examination of formal criteria of Markovianity (fulfillment of the Chapman-Kolmogorov equation).Comment: 8 pages, 7 figure

Enhanced quantum tunnelling induced by disorder

We reconsider the problem of the enhancement of tunnelling of a quantum particle induced by disorder of a one-dimensional tunnel barrier of length $L$, using two different approximate analytic solutions of the invariant imbedding equations of wave propagation for weak disorder. The two solutions are complementary for the detailed understanding of important aspects of numerical results on disorder-enhanced tunnelling obtained recently by Kim et al. (Phys. rev. B{\bf 77}, 024203 (2008)). In particular, we derive analytically the scaled wavenumber $(kL)$-threshold where disorder-enhanced tunnelling of an incident electron first occurs, as well as the rate of variation of the transmittance in the limit of vanishing disorder. Both quantities are in good agreement with the numerical results of Kim et al. Our non-perturbative solution of the invariant imbedding equations allows us to show that the disorder enhances both the mean conductance and the mean resistance of the barrier.Comment: 10 page

Sub-Poissonian atom number fluctuations by three-body loss in mesoscopic ensembles

We show that three-body loss of trapped atoms leads to sub-Poissonian atom number fluctuations. We prepare hundreds of dense ultracold ensembles in an array of magnetic microtraps which undergo rapid three-body decay. The shot-to-shot fluctuations of the number of atoms per trap are sub-Poissonian, for ensembles comprising 50--300 atoms. The measured relative variance or Fano factor $F=0.53\pm 0.22$ agrees very well with the prediction by an analytic theory ($F=3/5$) and numerical calculations. These results will facilitate studies of quantum information science with mesoscopic ensembles.Comment: 4 pages, 3 figure

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

Temporally Asymmetric Fluctuations are Sufficient for the Operation of a Correlation Ratchet

It has been shown that the combination of a broken spatial symmetry in the potential (or ratchet potential) and time correlations in the driving are crucial, and enough to allow transformation of the fluctuations into work. The required broken spatial symmetry implies a specific molecular arrangement of the proteins involved. Here we show that a broken spatial symmetry is not required, and that temporally asymmetric fluctuations (with mean zero) can be used to do work, even when the ratchet potential is completely symmetric. Temporal asymmetry, defined as a lack of invariance of the statistical properties under the operation to temporal inversion, is a generic property of nonequilibrium fluctuation, and should therefore be expected to be quite common in biological systems.Comment: 17 pages, ps figures on request, LaTeX Article Forma

Steady-state fluctuations of a genetic feedback loop:an exact solution

Genetic feedback loops in cells break detailed balance and involve bimolecular reactions; hence exact solutions revealing the nature of the stochastic fluctuations in these loops are lacking. We here consider the master equation for a gene regulatory feedback loop: a gene produces protein which then binds to the promoter of the same gene and regulates its expression. The protein degrades in its free and bound forms. This network breaks detailed balance and involves a single bimolecular reaction step. We provide an exact solution of the steady-state master equation for arbitrary values of the parameters, and present simplified solutions for a number of special cases. The full parametric dependence of the analytical non-equilibrium steady-state probability distribution is verified by direct numerical solution of the master equations. For the case where the degradation rate of bound and free protein is the same, our solution is at variance with a previous claim of an exact solution (Hornos et al, Phys. Rev. E {\bf 72}, 051907 (2005) and subsequent studies). We show explicitly that this is due to an unphysical formulation of the underlying master equation in those studies.Comment: 31 pages, 3 figures. Accepted for publication in the Journal of Chemical Physics (2012

Efficient computation of the first passage time distribution of the generalized master equation by steady-state relaxation

The generalized master equation or the equivalent continuous time random walk equations can be used to compute the macroscopic first passage time distribution (FPTD) of a complex stochastic system from short-term microscopic simulation data. The computation of the mean first passage time and additional low-order FPTD moments can be simplified by directly relating the FPTD moment generating function to the moments of the local FPTD matrix. This relationship can be physically interpreted in terms of steady-state relaxation, an extension of steady-state flow. Moreover, it is amenable to a statistical error analysis that can be used to significantly increase computational efficiency. The efficiency improvement can be extended to the FPTD itself by modelling it using a Gamma distribution or rational function approximation to its Laplace transform