ac-driven Brownian motors: a Fokker-Planck treatment

We consider a primary model of ac-driven Brownian motors, i.e., a classical particle placed in a spatial-time periodic potential and coupled to a heat bath. The effects of fluctuations and dissipations are studied by a time-dependent Fokker-Planck equation. The approach allows us to map the original stochastic problem onto a system of ordinary linear algebraic equations. The solution of the system provides complete information about ratchet transport, avoiding such disadvantages of direct stochastic calculations as long transients and large statistical fluctuations. The Fokker-Planck approach to dynamical ratchets is instructive and opens the space for further generalizations

Domain statistics in a finite Ising chain

We present a comprehensive study for the statistical properties of random variables that describe the domain structure of a finite Ising chain with nearest-neighbor exchange interactions and free boundary conditions. By use of extensive combinatorics we succeed in obtaining the one-variable probability functions for (i) the number of domain walls, (ii) the number of up domains, and (iii) the number of spins in an up domain. The corresponding averages and variances of these probability distributions are calculated and the limiting case of an infinite chain is considered. Analyzing the averages and the transition time between differing chain states at low temperatures, we also introduce a criterion of the ferromagnetic-like behavior of a finite Ising chain. The results can be used to characterize magnetism in monatomic metal wires and atomic-scale memory devices.Comment: 19 page

Strong coupling theory for tunneling and vibrational relaxation in driven bistable systems

A study of the dynamics of a tunneling particle in a driven bistable potential which is moderately-to-strongly coupled to a bath is presented. Upon restricting the system dynamics to the Hilbert space spanned by the M lowest energy eigenstates of the bare static potential, a set of coupled non-Markovian master equations for the diagonal elements of the reduced density matrix, within the discrete variale representation, is derived. The resulting dynamics is in good agreement with predictions of ab-initio real-time path integral simulations. Numerous results, analytical as well as numerical, for the quantum relaxation rate and for the asymptotic populations are presented. Our method is particularly convenient to investigate the case of shallow, time-dependent potential barriers and moderate-to-strong damping, where both a semi-classical and a Redfield-type approach are inappropriate.Comment: 37 pages, 23 figure

Thermodynamics and Fluctuation Theorems for a Strongly Coupled Open Quantum System: An Exactly Solvable Case

We illustrate recent results concerning the validity of the work fluctuation theorem in open quantum systems [M. Campisi, P. Talkner, and P. H\"{a}nggi, Phys. Rev. Lett. {\bf 102}, 210401 (2009)], by applying them to a solvable model of an open quantum system. The central role played by the thermodynamic partition function of the open quantum system, -- a two level fluctuator with a strong quantum nondemolition coupling to a harmonic oscillator --, is elucidated. The corresponding quantum Hamiltonian of mean force is evaluated explicitly. We study the thermodynamic entropy and the corresponding specific heat of this open system as a function of temperature and coupling strength and show that both may assume negative values at nonzero low temperatures.Comment: 8 pages, 6 figure

Coexistence of absolute negative mobility and anomalous diffusion

Using extensive numerical studies we demonstrate that absolute negative mobility of a Brownian particle (i.e. the net motion into the direction opposite to a constant biasing force acting around zero bias) does coexist with anomalous diffusion. The latter is characterized in terms of a nonlinear scaling with time of the mean-square deviation of the particle position. Such anomalous diffusion covers "coherent" motion (i.e. the position dynamics x(t) approaches in evolving time a constant dispersion), ballistic diffusion, subdiffusion, superdiffusion and hyperdiffusion. In providing evidence for this coexistence we consider a paradigmatic model of an inertial Brownian particle moving in a one-dimensional symmetric periodic potential being driven by both an unbiased time-periodic force and a constant bias. This very setup allows for various sorts of different physical realizations

Levy--Brownian motion on finite intervals: Mean first passage time analysis

We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by L\'evy stable noises. The complexity of the first passage time statistics (mean first passage time, cumulative first passage time distribution) is elucidated together with a discussion of the proper setup of corresponding boundary conditions that correctly yield the statistics of first passages for these non-Gaussian noises. The validity of the method is tested numerically and compared against analytical formulae when the stability index $\alpha$ approaches 2, recovering in this limit the standard results for the Fokker-Planck dynamics driven by Gaussian white noise.Comment: 9 pages, 13 figure

Relativistic Brownian motion: From a microscopic binary collision model to the Langevin equation

The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, non-relativistic LE is deduced from this model, by taking into account the non-relativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still \gd-correlated (white noise) but does \emph{no} longer correspond to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.Comment: v2: Eqs. (17c) and (28) corrected; v3: discussion extended, Eqs. (33) added, thereby connection to earlier work clarified; v4: final version, accepted for publication in Phys. Rev.

Interplay of frequency-synchronization with noise: current resonances, giant diffusion and diffusion-crests

We elucidate how the presence of noise may significantly interact with the synchronization mechanism of systems exhibiting frequency-locking. The response of these systems exhibits a rich variety of behaviors, such as resonances and anti-resonances which can be controlled by the intensity of noise. The transition between different locked regimes provokes the development of a multiple enhancement of the effective diffusion. This diffusion behavior is accompanied by a crest-like peak-splitting cascade when the distribution of the lockings is self-similar, as it occurs in periodic systems that are able to exhibit a Devil's staircase sequence of frequency-lockings.Comment: 7 pages, 6 figures, epl.cls. Accepted for publication in Europhysics Letter

Nonclassical Kinetics in Constrained Geometries: Initial Distribution Effects

We present a detailed study of the effects of the initial distribution on the kinetic evolution of the irreversible reaction A+B -> 0 in one dimension. Our analytic as well as numerical work is based on a reaction-diffusion model of this reaction. We focus on the role of initial density fluctuations in the creation of the macroscopic patterns that lead to the well-known kinetic anomalies in this system. In particular, we discuss the role of the long wavelength components of the initial fluctuations in determining the long-time behavior of the system. We note that the frequently studied random initial distribution is but one of a variety of possible distributions leading to interesting anomalous behavior. Our discussion includes an initial distribution with correlated A-B pairs and one in which the initial distribution forms a fractal pattern. The former is an example of a distribution whose long wavelength components are suppressed, while the latter exemplifies one whose long wavelength components are enhanced, relative to those of the random distribution.Comment: To appear in International Journal of Bifurcation and Chaos Vol. 8 No.

Use and Abuse of a Fractional Fokker-Planck Dynamics for Time-Dependent Driving

We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in an {\it ad hoc} manner to time-dependent forces. A modified FFPE (MFFPE) is rigorously derived, being valid for a family of dichotomously alternating force-fields. This MFFPE is numerically validated for a rectangular time-dependent force with zero average bias. For this case subdiffusion is shown to become enhanced as compared to the force free case. We question, however, the existence of any physically valid FFPE for arbitrary varying time-dependent fields that differ from this dichotomous varying family.Comment: 4 pages, 2 figure