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Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion

There are few numerical analysis results for nonlinear neutral stochastic delay differential equations driven by G-Brownian motion (G-NSDDEs). This paper is concerned with the numerical solutions of the G-NSDDEs to fill this gap. In this paper, we first devote to show that the stochastic theta numerical solution converges to the exact solution for the G-NSDDE. We then prove that the backward Euler–Maruyama numerical solution for the G-NSDDE is asymptotically mean-square stable under suitable conditions. Moreover, a numerical example is demonstrated to illustrate the effectiveness of our obtained results.

97 MATHEMATICS AND COMPUTING↗

Application of hat basis functions for solving two-dimensional stochastic fractional integral equations

This article concerns with a computational scheme to solve two-dimensional stochastic fractional integral equations (2DSFIEs), numerically. In these equations, the fractional integral is considered in the Riemann–Liouville sense. The proposed method is essentially based on two-dimensional hat basis functions and its fractional operational matrices. The fractional-order operational matrices of integration are applied to reduce the solution of 2DSFIEs to the solution of a system of linear equations which can be solved using a direct method or iterative method. Some results concerning the convergence analysis associated with the proposed technique are discussed. In addition, we establish the rate of convergence of this approach for solving 2DSFIEs is O(h{sup 2}). Finally, some examples are solved using present method to indicate the pertinent features of the method.

97 MATHEMATICS AND COMPUTING↗

Galerkin finite element method for time-fractional stochastic diffusion equations

In this paper, Galerkin finite element method for solving the time-fractional stochastic diffusion equations with multiplicative noise is proposed and investigated. The pathwise regularity properties of solutions to the semidiscrete Galerkin approximations are demonstrated and the convergence of optimal rates are derived. And also we construct the fully discrete scheme which is based on the approximations of the Mittag–Leffler function and analyze the error estimates of convergence in L{sub 2}-norm space. Finally, numerical results are conducted to confirm our theoretical findings.

97 MATHEMATICS AND COMPUTING↗

Numerical multi-scaling method to solve the linear stochastic partial differential equations

In this paper, we propose a multi-scaling method to solve a class of the stochastic partial differential equations (SPDEs) of Itô-type. By this method, we approximate the solution of the SPDEs with strongly elliptic operator on a finite domain. The method is based on B-spline wavelet approximations; some of these functions are reshaped to satisfy on boundary conditions exactly. We prove the consistency and stability of the method. Illustrative examples are included to demonstrate the validity and applicability of our proposed technique.

97 MATHEMATICS AND COMPUTING↗

A data science approach for analysis and reconstruction of spinodal-like composition fields in irradiated FeCrAl alloys

A statistical method for the analysis of continuously distributed data representative of composition fluctuations in irradiated FeCrAl alloys acquired using Energy Dispersive X-ray Spectroscopy (EDS) method is presented. Using probability distribution functions, direct and cross-covariances between the elemental compositions, the effects of alloy composition and irradiation dose were investigated on the spatial distribution and length scale of composition fluctuations at the nanoscale. We have observed that, for neutron-irradiated FeCrAl alloys, the distribution of Fe and Cr followed a left-skewed and right-skewed distribution, respectively for all (average) alloy compositions and irradiation doses. The analysis also revealed enhanced spatial gradients in the elemental compositions at higher irradiation dose. Direct and cross-covariance estimates of the experimental data were also utilized for reconstruction of composition data through fitting it to a parametric form of the covariance functions. Linear Model of Coregionalization was used to determine the parameters of the covariance functions. Subsequently, a spectral method was utilized for simulating a realization of the alloy compositions. Close correspondence was observed between the experimental and the reconstructed data which was analyzed using probability distribution functions and covariance functions. Composition space of the experimental and reconstructed data and dislocation velocities as a function of applied stress and line directions over the entire composition maps were also examined.

36 MATERIALS SCIENCE↗

Weak chaos in the disordered nonlinear Schroedinger chain: Destruction of Anderson localization by Arnold diffusion

Research Highlights: > In a one-dimensional disordered chain of oscillators all normal modes are localized. > Nonlinearity leads to chaotic dynamics. > Chaos is concentrated on rare chaotic spots. > Chaotic spots drive energy exchange between oscillators. > Macroscopic transport coefficients are obtained. - Abstract: The subject of this study is the long-time equilibration dynamics of a strongly disordered one-dimensional chain of coupled weakly anharmonic classical oscillators. It is shown that chaos in this system has a very particular spatial structure: it can be viewed as a dilute gas of chaotic spots. Each chaotic spot corresponds to a stochastic pump which drives the Arnold diffusion of the oscillators surrounding it, thus leading to their relaxation and thermalization. The most important mechanism of equilibration at long distances is provided by random migration of the chaotic spots along the chain, which bears analogy with variable-range hopping of electrons in strongly disordered solids. The corresponding macroscopic transport equations are obtained.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Phase space theory of Bose-Einstein condensates and time-dependent modes

A phase space theory approach for treating dynamical behaviour of Bose-Einstein condensates applicable to situations such as interferometry with BEC in time-dependent double well potentials is presented. Time-dependent mode functions are used, chosen so that one, two, Horizontal-Ellipsis highly occupied modes describe well the physics of interacting condensate bosons in time dependent potentials at well below the transition temperature. Time dependent mode annihilation, creation operators are represented by time dependent phase variables, but time independent total field annihilation, creation operators are represented by time independent field functions. Two situations are treated, one (mode theory) is where specific mode annihilation, creation operators and their related phase variables and distribution functions are dealt with, the other (field theory) is where only field creation, annihilation operators and their related field functions and distribution functionals are involved. The field theory treatment is more suitable when large boson numbers are involved. The paper focuses on the hybrid approach, where the modes are divided up between condensate (highly occupied) modes and non-condensate (sparsely occupied) modes. It is found that there are extra terms in the Ito stochastic equations both for the stochastic phases and stochastic fields, involving coupling coefficients defined via overlap integrals between mode functions and their time derivatives. For the hybrid approach both the Fokker-Planck and functional Fokker-Planck equations differ from those derived via the correspondence rules, the drift vectors are unchanged but the diffusion matrices contain additional terms involving the coupling coefficients. Results are also presented for the combined approach where all the modes are treated as one set. Here both the Fokker-Planck and functional Fokker-Planck equations are exactly the same as those derived via the correspondence rules. However, although the Ito stochastic field equations are also unchanged, the Ito equations for the stochastic phases contain an extra classical term involving the coupling coefficients. - Highlights: Black-Right-Pointing-Pointer Wigner, P+ representations used for condensate and non-condensate bosons, respectively. Black-Right-Pointing-Pointer Time dependence of modes leads to novel Fokker-Planck and Ito equations. Black-Right-Pointing-Pointer Field theory and separate mode treatments.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quantum noise in the mirror-field system: A field theoretic approach

We revisit the quantum noise problem in the mirror-field system by a field-theoretic approach. Here a perfectly reflecting mirror is illuminated by a single-mode coherent state of the massless scalar field. The associated radiation pressure is described by a surface integral of the stress-tensor of the field. The read-out field is measured by a monopole detector, from which the effective distance between the detector and mirror can be obtained. In the slow-motion limit of the mirror, this field-theoretic approach allows to identify various sources of quantum noise that all in all leads to uncertainty of the read-out measurement. In addition to well-known sources from shot noise and radiation pressure fluctuations, a new source of noise is found from field fluctuations modified by the mirror's displacement. Correlation between different sources of noise can be established in the read-out measurement as the consequence of interference between the incident field and the field reflected off the mirror. In the case of negative correlation, we found that the uncertainty can be lowered than the value predicted by the standard quantum limit. Since the particle-number approach is often used in quantum optics, we compared results obtained by both approaches and examine its validity. We also derive a Langevin equation that describes the stochastic dynamics of the mirror. The underlying fluctuation-dissipation relation is briefly mentioned. Finally we discuss the backreaction induced by the radiation pressure. It will alter the mean displacement of the mirror, but we argue this backreaction can be ignored for a slowly moving mirror. - Highlights: Black-Right-Pointing-Pointer The quantum noise problem in the mirror-field system is re-visited by a field-theoretic approach. Black-Right-Pointing-Pointer Other than the shot noise and radiation pressure noise, we show there are new sources of noise and correlation between them. Black-Right-Pointing-Pointer The noise correlations can be used to suppress the overall quantum noise on the mirror. Black-Right-Pointing-Pointer The equation of motion of the mirror is derived and the backreaction of the radiation field is discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Temporal breakdown and Borel resummation in the complex Langevin method

We reexamine the Parisi-Klauder conjecture for complex e{sup i{theta}/2}{phi}{sup 4} measures with a Wick rotation angle 0{<=}{theta}/2{<=}{pi}/2 interpolating between Euclidean signature and Lorentzian signature. Our main result is that the asymptotics for short stochastic times t encapsulates information also about the equilibrium aspects. The moments evaluated with the complex measure and with the real measure defined by the stochastic Langevin equation have the same t{yields}0 asymptotic expansion which is shown to be Borel summable. The Borel transform correctly reproduces the time dependent moments of the complex measure for all t, including their t{yields}{infinity} equilibrium values. On the other hand the results of a direct numerical simulation of the Langevin moments are found to disagree from the 'correct' result for t larger than a finite t{sub c}. The breakdown time t{sub c} increases powerlike for decreasing strength of the noise's imaginary part but cannot be excluded to be finite for purely real noise. To ascertain the discrepancy we also compute the real equilibrium distribution for complex noise explicitly and verify that its moments differ from those obtained with the complex measure. - Highlights: Black-Right-Pointing-Pointer The Parisi-Klauder conjecture is reexamined for complex e{sup i{theta}/2}{phi}{sup 4} measures. Black-Right-Pointing-Pointer The time dependent moments are evaluated by temporal Borel resummation. Black-Right-Pointing-Pointer The results disagree with the Langevin simulations beyond a critical time t{sub c}. Black-Right-Pointing-Pointer t{sub c} increases with decreasing strength of the noise's imaginary part. Black-Right-Pointing-Pointer The technical reason for the breakdown is identified.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The impact of hierarchically constrained dynamics with a finite mean of cluster sizes on relaxation properties

In this paper, a stochastic scenario of relaxation underlying the generalization (Kahlau et al., 2010) [15] of the Cole–Davidson (CD) and Kohlrausch–Williams–Watts (KWW) functions is proposed. As it has been shown (Kahlau et al., 2010) [15], the new three-parameter time-domain fitting function provides a very flexible description of the dielectric spectroscopy data for viscous glass-forming liquids. In relation to that result we discuss a hierarchically-constrained model yielding the proposed relaxation fitting function. Within the “exponentially decaying relaxation contributions” framework we show origins of the high-frequency (short-time, respectively) fractional power law, i.e., the characteristic feature of the new, as well as, of both CD and KWW response functions. We also bring into light a reason for which their common behavior in the opposite frequency limit is linear on external field frequency. Finally, we relate the new relaxation pattern (Kahlau et al., 2010) [15] with the Generalized Gamma (GG) survival probability of an imposed, non-equilibrium initial state in a relaxing system. -- Highlights: ► Combine the empirical Kohlrausch–Williams–Watts and Cole–Davidson laws of relaxation. ► Establish a microscopic stochastic scenario explaining the generalized law. ► Derive a frequency-domain relaxation function fitting the dielectric spectroscopy data. ► Find the low- and high-frequency properties for the relaxation pattern.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Grassmann phase space theory and the Jaynes–Cummings model

The Jaynes–Cummings model of a two-level atom in a single mode cavity is of fundamental importance both in quantum optics and in quantum physics generally, involving the interaction of two simple quantum systems—one fermionic system (the TLA), the other bosonic (the cavity mode). Depending on the initial conditions a variety of interesting effects occur, ranging from ongoing oscillations of the atomic population difference at the Rabi frequency when the atom is excited and the cavity is in an n-photon Fock state, to collapses and revivals of these oscillations starting with the atom unexcited and the cavity mode in a coherent state. The observation of revivals for Rydberg atoms in a high-Q microwave cavity is key experimental evidence for quantisation of the EM field. Theoretical treatments of the Jaynes–Cummings model based on expanding the state vector in terms of products of atomic and n-photon states and deriving coupled equations for the amplitudes are a well-known and simple method for determining the effects. In quantum optics however, the behaviour of the bosonic quantum EM field is often treated using phase space methods, where the bosonic mode annihilation and creation operators are represented by c-number phase space variables, with the density operator represented by a distribution function of these variables. Fokker–Planck equations for the distribution function are obtained, and either used directly to determine quantities of experimental interest or used to develop c-number Langevin equations for stochastic versions of the phase space variables from which experimental quantities are obtained as stochastic averages. Phase space methods have also been developed to include atomic systems, with the atomic spin operators being represented by c-number phase space variables, and distribution functions involving these variables and those for any bosonic modes being shown to satisfy Fokker–Planck equations from which c-number Langevin equations are often developed. However, atomic spin operators satisfy the standard angular momentum commutation rules rather than the commutation rules for bosonic annihilation and creation operators, and are in fact second order combinations of fermionic annihilation and creation operators. Though phase space methods in which the fermionic operators are represented directly by c-number phase space variables have not been successful, the anti-commutation rules for these operators suggest the possibility of using Grassmann variables—which have similar anti-commutation properties. However, in spite of the seminal work by Cahill and Glauber and a few applications, the use of phase space methods in quantum optics to treat fermionic systems by representing fermionic annihilation and creation operators directly by Grassmann phase space variables is rather rare. This paper shows that phase space methods using a positive P type distribution function involving both c-number variables (for the cavity mode) and Grassmann variables (for the TLA) can be used to treat the Jaynes–Cummings model. Although it is a Grassmann function, the distribution function is equivalent to six c-number functions of the two bosonic variables. Experimental quantities are given as bosonic phase space integrals involving the six functions. A Fokker–Planck equation involving both left and right Grassmann differentiations can be obtained for the distribution function, and is equivalent to six coupled equations for the six c-number functions. The approach used involves choosing the canonical form of the (non-unique) positive P distribution function, in which the correspondence rules for the bosonic operators are non-standard and hence the Fokker–Planck equation is also unusual. Initial conditions, such as those above for initially uncorrelated states, are discussed and used to determine the initial distribution function. Transformations to new bosonic variables rotating at the cavity frequency enable the six coupled equations for the new c-number functions–that are also equivalent to the canonical Grassmann distribution function–to be solved analytically, based on an ansatz from an earlier paper by Stenholm. It is then shown that the distribution function is exactly the same as that determined from the well-known solution based on coupled amplitude equations. In quantum–atom optics theories for many atom bosonic and fermionic systems are needed. With large atom numbers, treatments must often take into account many quantum modes—especially for fermions. Generalisations of phase space distribution functions of phase space variables for a few modes to phase space distribution functionals of field functions (which represent the field operators, c-number fields for bosons, Grassmann fields for fermions) are now being developed for large systems. For the fermionic case, the treatment of the simple two mode problem represented by the Jaynes–Cummings model is a useful test case for the future development of phase space Grassmann distribution functional methods for fermionic applications in quantum–atom optics. -- Highlights: •Novel phase space theory of the Jaynes–Cummings model using Grassmann variables. •Fokker–Planck equations solved analytically. •Results agree with the standard quantum optics treatment. •Grassmann phase space theory applicable to fermion many-body problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Causal signal transmission by quantum fields. VI: The Lorentz condition and Maxwell’s equations for fluctuations of the electromagnetic field

The general structure of electromagnetic interactions in the so-called response representation of quantum electrodynamics (QED) is analysed. A formal solution to the general quantum problem of the electromagnetic field interacting with matter is found. Independently, a formal solution to the corresponding problem in classical stochastic electrodynamics (CSED) is constructed. CSED and QED differ only in the replacement of stochastic averages of c-number fields and currents by time-normal averages of the corresponding Heisenberg operators. All relations of QED connecting quantum field to quantum current lack Planck’s constant, and thus coincide with their counterparts in CSED. In Feynman’s terms, one encounters complete disentanglement of the potential and current operators in response picture. Based on this parallelism between QED and CSED, it is natural to expect validity of the Lorentz condition and Maxwell’s equations for the time-normal averages of the potential and current. Things however turn out to be more complicated. Maxwell’s equations under the time-normal ordering can only be demonstrated subject to cancellation of the so-called Schwinger terms by gauge-invariant regularisations. We presume this pattern to be general, formulating this as “commutativity conjecture”. Consistency of the latter with the Heisenberg uncertainty principle is discussed. -- Highlights: •The general structure of interaction in quantum electrodynamics (QED) is analysed. •A detailed parallelism between QED and classical stochastic electrodynamics is shown. •Validity of Maxwell’s equations for fluctuations of the field is discussed. •This validity turns out to be in essence a renormalisation postulate.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Phase space theory of quantum–classical systems with nonlinear and stochastic dynamics

A novel theory of hybrid quantum–classical systems is developed, utilizing the mathematical framework of constrained dynamical systems on the quantum–classical phase space. Both, the quantum and classical descriptions of the respective parts of the hybrid system are treated as fundamental. Therefore, the description of the quantum–classical interaction has to be postulated, and includes the effects of neglected degrees of freedom. Dynamical law of the theory is given in terms of nonlinear stochastic differential equations with Hamiltonian and gradient terms. The theory provides a successful dynamical description of the collapse during quantum measurement. -- Highlights: •A novel theory of quantum–classical systems is developed. •Framework of quantum constrained dynamical systems is used. •A dynamical description of the measurement induced collapse is obtained.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Brownian motion of massive skyrmions in magnetic thin films

We report on the thermal effects on the motion of current-driven massive magnetic skyrmions. The reduced equation for the motion of skyrmion has the form of a stochastic generalized Thiele’s equation. We propose an ansatz for the magnetization texture of a non-rigid single skyrmion that depends linearly with the velocity. By using this ansatz it is found that the skyrmion mass tensor is closely related to intrinsic skyrmion parameters, such as Gilbert damping, skyrmion-charge and dissipative force. We have found an exact expression for the average drift velocity as well as the mean-square velocity of the skyrmion. The longitudinal and transverse mobility of skyrmions for small spin-velocity of electrons is also determined and found to be independent of the skyrmion mass.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the inclusion of collisional correlations in quantum dynamics

We present a formalism to describe collisional correlations responsible for thermalization effects in finite quantum systems. The approach consists in a stochastic extension of time dependent mean field theory. Correlations are treated in time dependent perturbation theory and loss of coherence is assumed at some time intervals allowing a stochastic reduction of the correlated dynamics in terms of a stochastic ensemble of time dependent mean-fields. This theory was formulated long ago in terms of density matrices but never applied in practical cases because of its complexity. We propose here a reformulation of the theory in terms of wave functions and use a simplified 1D model of cluster and molecules allowing to test the theory in a schematic but realistic manner. We illustrate the performance in terms of several observables, in particular global moments of the density matrix and single particle entropy built on occupation numbers. The occupation numbers remain fixed in time dependent mean-field propagation and change when evaluating the correlations, then taking fractional values. They converge asymptotically towards Fermi distributions which is a clear indication of thermalization.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Incorporation of generalized uncertainty principle into Lifshitz field theories

In this paper, we will incorporate the generalized uncertainty principle into field theories with Lifshitz scaling. We will first construct both bosonic and fermionic theories with Lifshitz scaling based on generalized uncertainty principle. After that we will incorporate the generalized uncertainty principle into a non-abelian gauge theory with Lifshitz scaling. We will observe that even though the action for this theory is non-local, it is invariant under local gauge transformations. We will also perform the stochastic quantization of this Lifshitz fermionic theory based generalized uncertainty principle.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Nonequilibrium steady state in open quantum systems: Influence action, stochastic equation and power balance

The existence and uniqueness of a steady state for nonequilibrium systems (NESS) is a fundamental subject and a main theme of research in statistical mechanics for decades. For Gaussian systems, such as a chain of classical harmonic oscillators connected at each end to a heat bath, and for classical anharmonic oscillators under specified conditions, definitive answers exist in the form of proven theorems. Answering this question for quantum many-body systems poses a challenge for the present. In this work we address this issue by deriving the stochastic equations for the reduced system with self-consistent backaction from the two baths, calculating the energy flow from one bath to the chain to the other bath, and exhibiting a power balance relation in the total (chain + baths) system which testifies to the existence of a NESS in this system at late times. Its insensitivity to the initial conditions of the chain corroborates to its uniqueness. The functional method we adopt here entails the use of the influence functional, the coarse-grained and stochastic effective actions, from which one can derive the stochastic equations and calculate the average values of physical variables in open quantum systems. This involves both taking the expectation values of quantum operators of the system and the distributional averages of stochastic variables stemming from the coarse-grained environment. This method though formal in appearance is compact and complete. It can also easily accommodate perturbative techniques and diagrammatic methods from field theory. Taken all together it provides a solid platform for carrying out systematic investigations into the nonequilibrium dynamics of open quantum systems and quantum thermodynamics. -- Highlights: •Nonequilibrium steady state (NESS) for interacting quantum many-body systems. •Derivation of stochastic equations for quantum oscillator chain with two heat baths. •Explicit calculation of the energy flow from one bath to the chain to the other bath. •Power balance relation shows the existence of NESS insensitive to initial conditions. •Functional method as a viable platform for issues in quantum thermodynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The Schrödinger–Langevin equation with and without thermal fluctuations

The Schrödinger–Langevin equation (SLE) is considered as an effective open quantum system formalism suitable for phenomenological applications involving a quantum subsystem interacting with a thermal bath. We focus on two open issues relative to its solutions: the stationarity of the excited states of the non-interacting subsystem when one considers the dissipation only and the thermal relaxation toward asymptotic distributions with the additional stochastic term. We first show that a proper application of the Madelung/polar transformation of the wave function leads to a non zero damping of the excited states of the quantum subsystem. We then study analytically and numerically the SLE ability to bring a quantum subsystem to the thermal equilibrium of statistical mechanics. To do so, concepts about statistical mixed states and quantum noises are discussed and a detailed analysis is carried with two kinds of noise and potential. We show that within our assumptions the use of the SLE as an effective open quantum system formalism is possible and discuss some of its limitations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗