Transient rectification of Brownian diffusion with asymmetric initial distribution

In an ensemble of non-interacting Brownian particles, a finite systematic average velocity may temporarily develop, even if it is zero initially. The effect originates from a small nonlinear correction to the dissipative force, causing the equation for the first moment of velocity to couple to moments of higher order. The effect may be relevant when a complex system dissociates in a viscous medium with conservation of momentum

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

Beyond the constraints underlying Kolmogorov-Johnson-Mehl-Avrami theory related to the growth laws

The theory of Kolmogorov-Johnson-Mehl-Avrami (KJMA) for phase transition kinetics is subjected to severe limitations concerning the functional form of the growth law. This paper is devoted to side step this drawback through the use of correlation function approach. Moreover, we put forward an easy-to-handle formula, written in terms of the experimentally accessible actual extended volume fraction, which is found to match several types of growths. Computer simulations have been done for corroborating the theoretical approach.Comment: 18 pages ;11 figure

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

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

Field theoretic formulation of a mode-coupling equation for colloids

The only available quantitative description of the slowing down of the dynamics upon approaching the glass transition has been, so far, the mode-coupling theory, developed in the 80's by G\"otze and collaborators. The standard derivation of this theory does not result from a systematic expansion. We present a field theoretic formulation that arrives at very similar mode-coupling equation but which is based on a variational principle and on a controlled expansion in a small dimensioneless parameter. Our approach applies to such physical systems as colloids interacting via a mildly repulsive potential. It can in principle, with moderate efforts, be extended to higher orders and to multipoint correlation functions

On Nonlinear Diffusion with Multiplicative Noise

Nonlinear diffusion is studied in the presence of multiplicative noise. The nonlinearity can be viewed as a ``wall'' limiting the motion of the diffusing field. A dynamic phase transition occurs when the system ``unbinds'' from the wall. Two different universality classes, corresponding to the cases of an ``upper'' and a ``lower'' wall, are identified and their critical properties are characterized. While the lower wall problem can be understood by applying the knowledge of linear diffusion with multiplicative noise, the upper wall problem exhibits an anomaly due to nontrivial dynamics in the vicinity of the wall. Broad power-law distribution is obtained throughout the bound phase.Comment: 4 pages, LaTeX, text and figures also available at http://matisse.ucsd.edu/~hw

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

On the Validity of the 0-1 Test for Chaos

In this paper, we present a theoretical justification of the 0-1 test for chaos. In particular, we show that with probability one, the test yields 0 for periodic and quasiperiodic dynamics, and 1 for sufficiently chaotic dynamics

The Barrier Method: A Technique for Calculating Very Long Transition Times

In many dynamical systems there is a large separation of time scales between typical events and "rare" events which can be the cases of interest. Rare-event rates are quite difficult to compute numerically, but they are of considerable practical importance in many fields: for example transition times in chemical physics and extinction times in epidemiology can be very long, but are quite important. We present a very fast numerical technique that can be used to find long transition times (very small rates) in low-dimensional systems, even if they lack detailed balance. We illustrate the method for a bistable non-equilibrium system introduced by Maier and Stein and a two-dimensional (in parameter space) epidemiology model.Comment: 20 pages, 8 figure