arXiv subjects

Jan Wehr

Publications and source records attributed to Jan Wehr.

At least 37 records · Page 2Linked to original sources

arXiv2016

A Lindblad Model of Quantum Brownian Motion

The theory of quantum Brownian motion describes the properties of a large class of open quantum systems. Nonetheless, its description in terms of a Born-Markov master equation, widely used in the literature, is known to violate the positivity of the density operator at very low temperatures. We study an extension of existing models, leading to an equation in the Lindblad form, which is free of this problem. We study the dynamics of the model, including the detailed properties of its stationary solution, for both constant and position-dependent coupling of the Brownian particle to the bath, focusing in particular on the correlations and the squeezing of the probability distribution induced by the environment

quant-ph↗

arXiv2016

An SDE approximation for stochastic differential delay equations with state-dependent colored noise

We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and the correlation times of the noises go to zero. The main result is proven using a theorem about convergence of stochastic integrals by Kurtz and Protter. It formalizes and extends a result that has been obtained in the analysis of a noisy electrical circuit with delayed state-dependent noise, and may be used as a working SDE approximation of an SDDE modeling a real system where noises are correlated in time and whose response to noise sources depends on the system's state at a previous time.

math.PR↗

arXiv2015

Dynamical systems with multiplicative noise: Time-scale competition, delayed feedback and effective drifts

Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales, there is often need to resort to effective mathematical models such as stochastic differential equations (SDEs). In particular, here we consider effective SDEs describing the behavior of systems in the limits when natural time scales became very small. In the presence of multiplicative noise (i.e., noise whose intensity depends upon the system's state), an additional drift term, called noise-induced drift, appears. The nature of this noise-induced drift has been recently the subject of a growing number of theoretical and experimental studies. Here, we provide an extensive review of the state of the art in this field. After an introduction, we discuss a minimal model of how multiplicative noise affects the evolution of a system. Next, we consider several case studies with a focus on recent experiments: Brownian motion of a microscopic particle in thermal equilibrium with a heat bath in the presence of a diffusion gradient, and the limiting behavior of a system driven by a colored noise modulated by a multiplicative feedback. This allows us to present the experimental results, as well as mathematical methods and numerical techniques that can be employed to study a wide range of systems. At the end we give an application-oriented overview of future projects involving noise-induced drifts, including both theory and experiment.

cond-mat.stat-mech↗

arXiv2015

Engineering sensorial delay to control phototaxis and emergent collective behaviors

Collective motions emerging from the interaction of autonomous mobile individuals play a key role in many phenomena, from the growth of bacterial colonies to the coordination of robotic swarms. For these collective behaviours to take hold, the individuals must be able to emit, sense and react to signals. When dealing with simple organisms and robots, these signals are necessarily very elementary, e.g. a cell might signal its presence by releasing chemicals and a robot by shining light. An additional challenge arises because the motion of the individuals is often noisy, e.g. the orientation of cells can be altered by Brownian motion and that of robots by an uneven terrain. Therefore, the emphasis is on achieving complex and tunable behaviors from simple autonomous agents communicating with each other in robust ways. Here, we show that the delay between sensing and reacting to a signal can determine the individual and collective long-term behavior of autonomous agents whose motion is intrinsically noisy. We experimentally demonstrate that the collective behaviour of a group of phototactic robots capable of emitting a radially decaying light field can be tuned from segregation to aggregation and clustering by controlling the delay with which they change their propulsion speed in response to the light intensity they measure. We track this transition to the underlying dynamics of this system, in particular, to the ratio between the robots' sensorial delay time and the characteristic time of the robots' random reorientation. Supported by numerics, we discuss how the same mechanism can be applied to control active agents, e.g. airborne drones, moving in a three-dimensional space.

physics.bio-ph↗

arXiv2015

Percolation thresholds for discrete-continuous models with non-uniform probabilities of bond formation

We consider a family of percolation models in which geometry and connectivity are defined by two independent random processes. Such models merge characteristics of discrete and continuous percolation. We develop an algorithm allowing effective computation of both universal and modelspecific percolation quantities in the case when both random processes are Poisson processes. The algorithm extends percolation algorithm by Newman and Ziff (M.E.J. Newman and R.M. Ziff, Phys Rev E, 64(1):016706, 2001) to handle inhomogeneous lattices. In particular, we use the proposed method to compute critical exponents and cluster density distribution in two and three dimensions for the model of parallel random tubes connected randomly by bonds, which models the connectivity properties of activated carbon.

cond-mat.stat-mech↗

arXiv2015

Order-from-disorder and critical scalings of spontaneous magnetization in random-field quantum spin systems

We investigate the effect of a unidirectional quenched random field on the anisotropic quantum spin-1/2 $XY$ model, which magnetizes spontaneously in the absence of the random field. We adopt mean-field approach to show that spontaneous magnetization persists even in the presence of this random field but the magnitude of magnetization gets suppressed due to disorder, and the system magnetizes in the directions parallel and transverse to the random field. Our results are obtained by analytical calculations within perturbative framework and by numerical simulations. Interestingly, we show that it is possible to enhance a component of the magnetization in presence of the disorder field provided we apply an additional constant field in the $XY$ plane. Moreover, we derive generalized expressions for the critical temperature and the scalings of the magnetization near the critical point for the $XY$ spin system with arbitrary fixed quantum spin angular momentum.

cond-mat.dis-nn↗

arXiv2015

Quantum Brownian Motion with Inhomogeneous Damping and Diffusion

We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear function of the position of the particle. Physically, this corresponds to a configuration in which damping and diffusion are spatially inhomogeneous. We derive systematically the quantum master equation for the Brownian particle in the Born-Markov approximation and we discuss the appearance of novel terms, for various polynomials forms of the coupling. We discuss the cases of linear and quadratic coupling in great detail and we derive, using Wigner function techniques, the stationary solutions of the master equation for a Brownian particle in a harmonic trapping potential. We predict quite generally Gaussian stationary states, and we compute the aspect ratio and the spread of the distributions. In particular, we find that these solutions may be squeezed (super-localized) with respect to the position of the Brownian particle. We analyze various restrictions to the validity of our theory posed by non-Markovian effects and by the Heisenberg principle. We further study the dynamical stability of the system, by applying a Gaussian approximation to the time dependent Wigner function, and we compute the decoherence rates of coherent quantum superpositions in position space. Finally, we propose a possible experimental realization of the physics discussed here, by considering an impurity particle embedded in a degenerate quantum gas.

cond-mat.quant-gas↗

arXiv2014

The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction

We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the small mass limit. Our systems have arbitrary state-dependent friction and noise coefficients. We identify the limiting equation and, in particular, the additional drift term that appears in the limit is expressed in terms of the solution to a Lyapunov matrix equation. The proof uses a theory of convergence of stochastic integrals developed by Kurtz and Protter. The result is sufficiently general to include systems driven by both white and Ornstein-Uhlenbeck colored noises. We discuss applications of the main theorem to several physical phenomena, including the experimental study of Brownian motion in a diffusion gradient.

math-ph↗

arXiv2014

Uniqueness of zero-temperature metastate in disordered Ising ferromagnets

We study ground states of Ising models with random ferromagnetic couplings, proving the triviality of all zero-temperature metastates. This unexpected result sheds a new light on the properties of these systems, putting strong restrictions on their possible ground state structure. Open problems related to existence of interface-supporting ground states are stated and an interpretation of the main result in terms of first-passage and random surface models in a random environment is presented.

math-ph↗

arXiv2014

Lifschitz Tails for Random Schrödinger Operator in Bernoulli Distributed Potentials

This paper presents an elementary proof of Lifschitz tail behavior for random discrete Schrödinger operators with a Bernoulli-distributed potential. The proof approximates the low eigenvalues by eigenvalues of sine waves supported where the potential takes its lower value. This is motivated by the idea that the eigenvectors associated to the low eigenvalues react to the jump in the values of the potential as if the gap were infinite.

math-ph↗

arXiv2013

Geodesics of Random Riemannian Metrics

We analyze the disordered Riemannian geometry resulting from random perturbations of the Euclidean metric. We focus on geodesics, the paths traced out by a particle traveling in this quenched random environment. By taking the point of the view of the particle, we show that the law of its observed environment is absolutely continuous with respect to the law of the random metric, and we provide an explicit form for its Radon-Nikodym derivative. We use this result to prove a "local Markov property" along an unbounded geodesic, demonstrating that it eventually encounters any type of geometric phenomenon. We also develop in this paper some general results on conditional Gaussian measures. Our Main Theorem states that a geodesic chosen with random initial conditions (chosen independently of the metric) is almost surely not minimizing. To demonstrate this, we show that a minimizing geodesic is guaranteed to eventually pass over a certain "bump surface," which locally has constant positive curvature. By using Jacobi fields, we show that this is sufficient to destabilize the minimizing property.

math.PR↗

arXiv2013

Geodesics of Random Riemannian Metrics: Supplementary Material

This is supplementary material for the main Geodesics article by the authors. In Appendix A, we present some general results on the construction of Gaussian random fields. In Appendix B, we restate our Shape Theorem, specialized to the setting of this article. In Appendix C, we state some straightforward consequences on the geometry of geodesics for a random metric. In Appendix D, we provide a rapid introduction to Riemannian geometry for the unfamiliar reader. In Appendix E, we present some analytic estimates which we use in the article. In Appendix F, we present the construction of the conditional mean operator for Gaussian measures. In Appendix G, we describe Fermi normal coordinates, which we use in our construction of the bump metric.

math.PR↗

arXiv2012

Ground State Energy of Mean-field Model of Interacting Bosons in Bernoulli Potential

This paper explores a system of interacting `soft core' bosons in the Gross-Pitaevskii mean-field approximation in a random Bernoulli potential. First, a condition for delocalization of the ground state wave function is proved which depends on the number of particles and interaction strength. Using this condition, asymptotics for ground state energy per particle are derived in the large system limit for small values of the coupling constant. Our methods directly describe the shape of the ground state in a given realization of the random potential.

math-ph↗

arXiv2012

Thermophoresis of Brownian particles driven by coloured noise

The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory. The noise characteristic time scale is typically of the same order as the time over which the particle's kinetic energy is lost due to friction (inertial time scale). We demonstrate theoretically that, in the presence of a temperature gradient, the interplay between these two characteristic time scales can have measurable consequences on the particle long-time behaviour. Using homogenization theory, we analyse the infinitesimal generator of the stochastic differential equation describing the system in the limit where the two characteristic times are taken to zero; from this generator, we derive the thermophoretic transport coefficient, which, we find, can vary in both magnitude and sign, as observed in experiments. Furthermore, studying the long-term stationary particle distribution, we show that particles can accumulate towards the colder (positive thermophoresis) or the warmer (negative thermophoresis) regions depending on the dependence of their physical parameters and, in particular, their mobility on the temperature.

cond-mat.stat-mech↗

arXiv2012

Dynamical Effects of Multiplicative Feedback on a Noisy System

Intrinsically noisy mechanisms drive most physical, biological and economic phenomena, from stock pricing to phenotypic variability. Frequently, the system's state influences the driving noise intensity, as, for example, the actual value of a commodity may alter its volatility or the concentration of gene products may regulate their expression. All these phenomena are often modeled using stochastic differential equations (SDEs). However, an SDE is not sufficient to fully describe a noisy system with a multiplicative feedback, because it can be interpreted according to various conventions -- in particular, Itô calculus and Stratonovitch calculus --, each of which leads to a qualitatively different solution. Which convention to adopt must be determined case by case on the basis of the available experimental data; for example, the SDE describing electrical circuits driven by a noise are known to obey Stratonovich calculus. Once such an SDE-convention pair is determined, it c an be employed to predict the system's behavior under new conditions. Here, we experimentally demonstrate that the convention for a given physical system may actually vary under varying operational conditions. We show that, under certain conditions, a noisy electric circuit shifts to obey Itô calculus, which may dramatically alter the system's long term stability. We track such Stratonovich-to-Itô transition to the underlying dynamics of the system and, in particular, to the ratio between the driving noise correlation time and the feedback delay time. We briefly discuss ramifications of our conclusions for biology and economics: the possibility of similar transitions and their dramatic consequences should be recognized and accounted for where SDEs are employed to predict the evolution of complex phenomena.

cond-mat.stat-mech↗

arXiv2012

Glass to superfluid transition in dirty bosons on a lattice

We investigate the interplay between disorder and interactions in a Bose gas on a lattice in presence of randomly localized impurities. We compare the performance of two theoretical methods, the simple version of multi-orbital Hartree-Fock and the common Gross-Pitaevskii approach, showing how the former gives a very good approximation to the ground state in the limit of weak interactions, where the superfluid fraction is small. We further prove rigorously that for this class of disorder the fractal dimension of the ground state d* tends to the physical dimension in the thermodynamic limit. This allows us to introduce a quantity, the fractional occupation, which gives insightful information on the crossover from a Lifshits to a Bose glass. Finally, we compare temperature and interaction effects, highlighting similarities and intrinsic differences.

cond-mat.dis-nn↗

arXiv2012

Ground State Energy of the One-Dimensional Discrete Random Schrödinger Operator with Bernoulli Potential

In this paper, we show the that the ground state energy of the one dimensional Discrete Random Schroedinger Operator with Bernoulli Potential is controlled asymptotically as the system size N goes to infinity by the random variable \ell_N, the length the longest consecutive sequence of sites on the lattice with potential equal to zero. Specifically, we will show that for almost every realization of the potential the ground state energy behaves asymptotically as $\frac{π^2}{\ell_N+1)^2}$ in the sense that the ratio of the quantities goes to one.

math-ph↗

arXiv2011

Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit

We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluctuation-dissipation relation, e.g. Brownian motion. We study the limit where friction effects dominate the inertia, i.e. where the mass goes to zero (Smoluchowski-Kramers limit). {Using the Itô stochastic integral convention,} we show that the limiting effective Langevin equations has different drift fields depending on the relation between friction and diffusion. {Alternatively, our results can be cast as different interpretations of stochastic integration in the limiting equation}, which can be parametrized by $α\in \mathbb{R}$. Interestingly, in addition to the classical Itô ($α=0$), Stratonovich ($α=0.5$) and anti-Itô ($α=1$) integrals, we show that position-dependent $α= α(x)$, and even stochastic integrals with $α\notin [0,1]$ arise. Our findings are supported by numerical simulations.

math-ph↗