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

Dark matter density profiles: A comparison of nonextensive theory with N-body simulations

Density profiles of simulated galaxy cluster-sized dark matter haloes are analysed in the context of a recently introduced nonextensive theory of dark matter and gas density distributions. Nonextensive statistics accounts for long-range interactions in gravitationally coupled systems and is derived from the fundamental concept of entropy generalisation. The simulated profiles are determined down to radii of ~1% of R_200. The general trend of the relaxed, spherically averaged profiles is accurately reproduced by the theory. For the main free parameter kappa, measuring the degree of coupling within the system, and linked to physical quantities as the heat capacity and the polytropic index of the self-gravitating ensembles, we find a value of -15. The significant advantage over empirical fitting functions is provided by the physical content of the nonextensive approach.Comment: 6 pages, 3 figures, accepted for publication in A&

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

Anderson localization as a parametric instability of the linear kicked oscillator

We rigorously analyse the correspondence between the one-dimensional standard Anderson model and a related classical system, the `kicked oscillator' with noisy frequency. We show that the Anderson localization corresponds to a parametric instability of the oscillator, with the localization length determined by an increment of the exponential growth of the energy. Analytical expression for a weak disorder is obtained, which is valid both inside the energy band and at the band edge.Comment: 7 pages, Revtex, no figures, submitted to Phys. Rev.

An "All Possible Steps" Approach to the Accelerated Use of Gillespie's Algorithm

Many physical and biological processes are stochastic in nature. Computational models and simulations of such processes are a mathematical and computational challenge. The basic stochastic simulation algorithm was published by D. Gillespie about three decades ago [D.T. Gillespie, J. Phys. Chem. {\bf 81}, 2340, (1977)]. Since then, intensive work has been done to make the algorithm more efficient in terms of running time. All accelerated versions of the algorithm are aimed at minimizing the running time required to produce a stochastic trajectory in state space. In these simulations, a necessary condition for reliable statistics is averaging over a large number of simulations. In this study I present a new accelerating approach which does not alter the stochastic algorithm, but reduces the number of required runs. By analysis of collected data I demonstrate high precision levels with fewer simulations. Moreover, the suggested approach provides a good estimation of statistical error, which may serve as a tool for determining the number of required runs.Comment: Accepted for publication at the Journal of Chemical Physics. 19 pages, including 2 Tables and 4 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

1D quantum models with correlated disorder vs. classical oscillators with coloured noise

We perform an analytical study of the correspondence between a classical oscillator with frequency perturbed by a coloured noise and the one-dimensional Anderson-type model with correlated diagonal disorder. It is rigorously shown that localisation of electronic states in the quantum model corresponds to exponential divergence of nearby trajectories of the classical random oscillator. We discuss the relation between the localisation length for the quantum model and the rate of energy growth for the stochastic oscillator. Finally, we examine the problem of electron transmission through a finite disordered barrier by considering the evolution of the classical oscillator.Comment: 23 pages, LaTeX fil

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