Fokker-Planck equation relaxation

Let us calculate the relaxation time of particles in this potential (escape time over a barrier) which agrees with inverse of the lowest nonvanishing eigenvalue Yj. Using the method of eigenfunction analysis as presented in detail in Refs. 2, 15, 17, and 18 we search for the solution of the Fokker-Planck equation in the... 

Since the velocity relaxation time, m/J, is typically 0.1 ps, t is rather shorter than that estimated from the decay of the velocity autocorrelation function. As an operational convenience, rrel — mjl can be deduced from the decay time re of the velocity autocorrelation functions. However, this procedure still does not entirely adequately describe the details of Brownian motion of particles over short times. The velocity relaxes in a purely exponential manner characteristic of a Markovian process. Further comments on the reduction of the Fokker—Planck equation to the diffusion equation have been made by Harris [526] and Tituiaer [527]. 

It has recently been pointed out by Gordon1 that the root-mean-square fluctuations in the sampled values of the autocorrelation function of a dynamical variable do not necessarily relax to their equilibrium values at the same rate as the autocorrelation function itself relaxes. It is the purpose of this paper to investigate the relative rates of relaxation of autocorrelation functions and their fluctuations in certain systems that can be described by Smoluchowski equations,2 i.e., Fokker-Planck equations in coordinate space. We exhibit the fluctuation and autocorrelation functions for several simple systems, and show that they usually relax at different rates. 

This paper by Ya.B. helped lay the foundation for the study of the kinetics of phase transitions of the first kind. It considers the fluctuational formation and subsequent growth of vapor bubbles in a fluid at negative pressures. It is assumed that the fluid state is far from the boundary of metastability and that the volume of the bubbles formed is still small in comparison with the overall volume of the fluid. The first assumption ensures slowness of the process the time of transition to another phase is large compared to the relaxation times of the fluid per se. This allows the application of the Fokker-Planck equation in the space of embryo dimensions to describe the growth of the embryos. 

ANOMALOUS STOCHASTIC PROCESSES IN THE FRACTIONAL DYNAMICS FRAMEWORK FOKKER-PLANCK EQUATION, DISPERSIVE TRANSPORT, AND NON-EXPONENTIAL RELAXATION... 

For systems that exhibit slow anomalous transport, the incorporation of external fields is in complete analogy to the existing Brownian framework which itself is included in the fractional formulation for the limit a —> 1 The FFPE (19) combines the linear competition of drift and diffusion of the classical Fokker-Planck equation with the prevalence of a new relaxation pattern. As we are going to show, also the solution methods for fractional equations are similar to the known methods from standard partial differential equations. However, the temporal behavior of systems ruled by fractional dynamics mirrors the self-similar nature of its nonlocal formulation, manifested in the Mittag-Leffler pattern dominating the system equilibration. 

This section is based mostly on the results presented in Ref. 78 and is arranged in the following way. In Section III.B.l we note mentioned the problem of superparamagnetic relaxation, which has been already tackled by means of the Kramers method, in the in Section II.A), and show how to obtain the analytical solution (in the form of asymptotic series) for the micromagnetic Fokker-Planck equation in the uniaxial case. In Section III.B.l the perturbative... 

The sets of relaxation times x and weight coefficients vc entering Eqs. (4.233) and (4.234) were evaluated numerically. Substitution of expansions (4.228) into the Fokker-Planck equation (4.225) yields a homogeneous tridiagonal recurrence relation... 

A consistent study of the linear and lowest nonlinear (quadratic) susceptibilities of a superparamagnetic system subjected to a constant (bias) field is presented. The particles forming the assembly are assumed to be uniaxial and identical. The method of study is mainly the numerical solution (which may be carried out with any given accuracy) of the Fokker-Planck equation for the orientational distribution function of the particle magnetic moment. Besides that, a simple heuristic expression for the quadratic response based on the effective relaxation... 

Brownian) time of the latter relaxation process by Eq. (4.29), one obtains [131,132] the extended Fokker-Planck equation in the form... 

Equations [13], [14], and [15] involve the assumption that the time scale of the process is large compared to the relaxation time t of the velocity distribution of particles, hence that this distribution reaches equilibrium rapidly In each of the points of the system. A measure of this relaxation time is the reciprocal of the friction coefficient obtained from the Langevin equation for the Brownian motion of a free particle (t = M/Ctoi/ ), where Mis the mass of the particle. If this condition is not satisfied, the Fokker-Planck equation (8) should be the starting point of the analysis. 

Chapter 8 by W. T. Coffey, Y. P. Kalmykov, and S. V. Titov, entitled Fractional Rotational Diffusion and Anomalous Dielectric Relaxation in Dipole Systems, provides an introduction to the theory of fractional rotational Brownian motion and microscopic models for dielectric relaxation in disordered systems. The authors indicate how anomalous relaxation has its origins in anomalous diffusion and that a physical explanation of anomalous diffusion may be given via the continuous time random walk model. It is demonstrated how this model may be used to justify the fractional diffusion equation. In particular, the Debye theory of dielectric relaxation of an assembly of polar molecules is reformulated using a fractional noninertial Fokker-Planck equation for the purpose of extending that theory to explain anomalous dielectric relaxation. Thus, the authors show how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended via the continuous-time random walk to yield the empirical Cole-Cole, Cole-Davidson, and Havriliak-Negami equations of anomalous dielectric relaxation from a microscopic model based on a... 

In the nonlinear case the standard Fokker-Planck equation can be regarded as a good approximation only when for a given nonlinearity the heat bath relaxation time is small enough to make the effects of higher-order corrections negligible. 

We shall now almost exclusively concentrate on the fractal time random walk excluding inertial effects and the discrete orientation model of dielectric relaxation. We shall demonstrate how in the diffusion limit this walk will yield a fractional generalization of the Debye-Frohlich model. Just as in the conventional Debye relaxation, a fractional generalization of the Debye-Frohlich model may be derived from a number of very different models of the relaxation process (compare the approach of Refs. 22, 23, 28 and 34—36). The advantage of using an approach based on a kinetic equation such as the fractional Fokker-Planck equation (FFPE) however is that such a method may easily be extended to include the effects of the inertia of the dipoles, external potentials, and so on. Moreover, the FFPE (by use of a theorem of operational calculus generalized to fractional exponents and continued fraction methods) clearly indicates how many existing results of the classical theory of the Brownian motion may be extended to include fractional dynamics. 

In order to demonstrate how the anomalous relaxation behavior described by the hitherto empirical Eqs. (9)—(11) may be obtained from our fractional generalizations of the Fokker-Planck equation in configuration space (in effect, fractional Smoluchowski equations), Eq. (101), we first consider the fractional rotational motion of a fixed axis rotator [1], which for the normal diffusion is the first Debye model (see Section II.C). The orientation of the dipole is specified by the angular coordinate 4> (the azimuth) constituting a system of one rotational degree of freedom. Electrical interactions between the dipoles are ignored. 

Thus we have demonstrated how the empirical Havriliak-Negami equation [Eq. (11)] can be obtained from a microscopic model, namely, the fractional Fokker-Planck equation [Eq. (101)] applied to noninteracting rotators. This model can explain the anomalous relaxation of complex dipolar systems, where the anomalous exponents ct and v differ from unity (corresponding to the classical Debye theory of dielectric relaxation) that is, the relaxation process is characterized by a broad distribution of relaxation times. Hence, the empirical Havriliak-Negami equation of anomalous dielectric relaxation which has been... 

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