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

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

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

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

Fluctuation spectrum of quasispherical membranes with force-dipole activity

The fluctuation spectrum of a quasi-spherical vesicle with active membrane proteins is calculated. The activity of the proteins is modeled as the proteins pushing on their surroundings giving rise to non-local force distributions. Both the contributions from the thermal fluctuations of the active protein densities and the temporal noise in the individual active force distributions of the proteins are taken into account. The noise in the individual force distributions is found to become significant at short wavelengths.Comment: 9 pages, 2 figures, minor changes and addition

A new view of the spin echo diffusive diffraction on porous structures

Analysis with the characteristic functional of stochastic motion is used for the gradient spin echo measurement of restricted motion to clarify details of the diffraction-like effect in a porous structure. It gives the diffusive diffraction as an interference of spin phase shifts due to the back-flow of spins bouncing at the boundaries, when mean displacement of scattered spins is equal to the spin phase grating prepared by applied magnetic field gradients. The diffraction patterns convey information about morphology of the surrounding media at times long enough that opposite boundaries are restricting displacements. The method explains the dependence of diffraction on the time and width of gradient pulses, as observed at the experiments and the simulations. It also enlightens the analysis of transport properties by the spin echo, particularly in systems, where the motion is restricted by structure or configuration

Poisson-noise induced escape from a metastable state

We provide a complete solution of the problems of the probability distribution and the escape rate in Poisson-noise driven systems. It includes both the exponents and the prefactors. The analysis refers to an overdamped particle in a potential well. The results apply for an arbitrary average rate of noise pulses, from slow pulse rates, where the noise acts on the system as strongly non-Gaussian, to high pulse rates, where the noise acts as effectively Gaussian

Chaotic properties of systems with Markov dynamics

We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the first time a corresponding finite Kolmogorov-Sinai entropy for these processes. Then, as an example, the latter is computed for a symmetric exclusion process. We further present the first exact calculation of the topological pressure for an N-body stochastic interacting system, namely an infinite-range Ising model endowed with spin-flip dynamics. Expressions for the Kolmogorov-Sinai and the topological entropies follow.Comment: 4 pages, to appear in the Physical Review Letter

Theory of Second and Higher Order Stochastic Processes

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial example is $\ddot x = R(t)$, where $R(t)$ is not a Gaussian white noise). The stochastic process is discretized into $n$ time-steps, all possible realizations are summed up and the continuum limit is taken. This procedure often yields closed form formulas for the joint probability distributions. Completely worked out examples include all Gaussian random forces and a large class of Markovian (non-Gaussian) forces. This approach is also useful for deriving Fokker-Planck equations for the probability distribution functions. This is worked out for Gaussian noises and for the Markovian dichotomous noise.Comment: 35 pages, PlainTex, accepted for publication in Phys Rev. E

Relationship between long time scales and the static free-energy in the Hopfield model

The Glauber dynamics of the Hopfield model at low storage level is considered. We analytically derive the spectrum of relaxation times for large system sizes. The longest time scales are gathered in families, each family being in one to one correspondence with a stationary (not necessarily stable) point of the static mean-field free-energy. Inside a family, the time scales are given by the reciprocals (of the absolute values) of the eigenvalues of the free-energy Hessian matrix.Comment: 5 pages RevTex file, accepted for publication in J.Phys.