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Fokker–Planck Equations

Bryan J. Dalton, John Jeffers, Stephen Mark Barnett

Published Nov 13, 2014• 10 citations
Publisher

Abstract

Abstract This chapter deals with deriving Fokker–Planck equations (FPEs) that govern the behaviour of phase space distribution functions (normalised and unnormalised) for boson and fermion systems due to dynamical or thermal evolution. Specific forms are obtained for master equation dynamics, relating the drift vector and diffusion matrix elements in the FPE to coefficients specifying terms in the Hamiltonian and relaxation operators. The approach used is to derive correspondence rules, which map changes in the density operator when multiplied from left or right by mode annihilation or creation operators (as in evolution equations) onto corresponding changes in distribution functions, these being differentiations and or multiplications by phase space variables (left or right for fermions). Derivations are carried out via changes to characteristic functions or to canonical forms of the density operator. The correct successive application of correspondence rules for fermions is treated, and alternative forms obtained for bosons to correspondence rules and the FPE.

DOI
10.1093/acprof:oso/9780199562749.003.0008

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Functional Fokker–Planck Equations

Bryan J. Dalton, John Jeffers, Stephen Mark Barnett

Abstract This chapter deals with deriving functional Fokker–Planck equations (FFPEs) that govern the behaviour of phase space distribution functionals (normalised and unnormalised) for boson and fermion systems due to dynamical or thermal evolution. The approach used is to derive correspondence rules, which map changes in the density operator when multiplied from left or right by field annihilation or creation operators (as in evolution equations) onto corresponding changes in distribution functionals, these being functional differentiations and/or multiplications by field functions (left or right for fermions). Derivations are carried out by applying mode expansions to previously established results for distribution functions. Specific forms are obtained for FFPEs relating drift vector and diffusion matrix elements in the FFPE to corresponding quantities in equivalent Fokker–Planck equations and to sums over mode functions. Symmetry (bosons) and antisymmetry (fermions) properties of the diffusion matrix are established. Results are generalised to treat cases with several sets of field operators.

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Langevin Equations

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Abstract In this chapter, Langevin equations (or Ito stochastic differential equations, SDEs) are derived that are equivalent to Fokker–Planck equations for bosons and fermions. The approach involves replacing modal phase space variables by stochastic phase space variables satisfying Ito SDEs containing c-number Wiener stochastic variables, as well as functions of stochastic phase variables. It is shown that if the Ito SDE quantities are related to drift and diffusion terms in the FPE, then the time dependences of phase space averages of arbitrary functions equal those for stochastic averages of these functions. Using Takagi factorisation, Ito SDE quantities satisfying the required relationship are found, for both bosons and fermions. The Wiener variable numbers differ—2n for bosons, 2 n2 for fermions. For fermion unnormalised B distributions, both the drift and the diffusion Ito SDE terms are linear in the stochastic phase variables. SDEs are applied to fluctuations and quantum correlation functions.

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Introduction

Bryan J. Dalton, John Jeffers, Stephen Mark Barnett

Abstract This chapter provides an overview of the phase space method for treating the physics of systems of bosons and fermions in regimes where quantum degeneracy occurs. Key concepts such as modes, creation and annihilation operators, distribution functions in phase space depending on c-number (bosons) or Grassmann (fermions) phase space variables, quantum correlation functions, and phase space integrals are introduced, together with how the dynamics of the system density operator as described via Liouville–von Neumann or master equations is translated into Fokker–Planck equations for the distribution function, and then how phase space integrals for quantum correlation functions can be determined via Langevin stochastic equations that are equivalent to the Fokker–Planck equations, and which involve stochastic phase space variables. The extension of the phase space approach to systems with large mode numbers, involving field annihilation and creation operators, distribution functionals, and functional Fokker–Planck and Langevin stochastic field equations is also reviewed.

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Langevin Field Equations

Bryan J. Dalton, John Jeffers, Stephen Mark Barnett

Abstract In this chapter, Langevin field equations (or Ito stochastic field equations, SFEs) are derived that are equivalent to functional Fokker–Planck equations (FFPEs) for bosons and fermions. Phase space fields are replaced by stochastic phase space fields satisfying Ito SFEs containing c-number Wiener increments, together with functions of the stochastic fields. Derivations are carried out both by applying mode expansions to previous results for Ito stochastic differential equations and, more directly, by establishing the relationship required between Ito SFE quantities and the drift and diffusion terms in the FFPE so the phase space functional integral of an arbitrary functional and its stochastic average have the same time dependence. Both derivations give the same result. The Ito SFEs are sums of deterministic and noise fields. The stochastic averages of these terms and their products are determined. For fermion unnormalised distribution functionals, the deterministic and noise fields are linear in the stochastic phase space fields.

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•Nov 13, 2014•1 citation
Abstract This chapter deals with deriving Fokker–Planck equations (FPEs) that govern the behaviour of phase space distribution functions (normalised and unnormalised) for boson and fermion systems due to dynamical or thermal evolution. Specific forms are obtained for master equation dynamics, relating the drift vector and diffusion matrix elements in the FPE to coefficients specifying terms in the Hamiltonian and relaxation operators. The approach used is to derive correspondence rules, which map changes in the density operator when multiplied from left or right by mode annihilation or creation operators (as in evolution equations) onto corresponding changes in distribution functions, these being differentiations and or multiplications by phase space variables (left or right for fermions). Derivations are carried out via changes to characteristic functions or to canonical forms of the density operator. The correct successive application of correspondence rules for fermions is treated, and alternative forms obtained for bosons to correspondence rules and the FPE.
Abstract This chapter deals with deriving functional Fokker–Planck equations (FFPEs) that govern the behaviour of phase space distribution functionals (normalised and unnormalised) for boson and fermion systems due to dynamical or thermal evolution. The approach used is to derive correspondence rules, which map changes in the density operator when multiplied from left or right by field annihilation or creation operators (as in evolution equations) onto corresponding changes in distribution functionals, these being functional differentiations and/or multiplications by field functions (left or right for fermions). Derivations are carried out by applying mode expansions to previously established results for distribution functions. Specific forms are obtained for FFPEs relating drift vector and diffusion matrix elements in the FFPE to corresponding quantities in equivalent Fokker–Planck equations and to sums over mode functions. Symmetry (bosons) and antisymmetry (fermions) properties of the diffusion matrix are established. Results are generalised to treat cases with several sets of field operators.
Abstract In this chapter, Langevin equations (or Ito stochastic differential equations, SDEs) are derived that are equivalent to Fokker–Planck equations for bosons and fermions. The approach involves replacing modal phase space variables by stochastic phase space variables satisfying Ito SDEs containing c-number Wiener stochastic variables, as well as functions of stochastic phase variables. It is shown that if the Ito SDE quantities are related to drift and diffusion terms in the FPE, then the time dependences of phase space averages of arbitrary functions equal those for stochastic averages of these functions. Using Takagi factorisation, Ito SDE quantities satisfying the required relationship are found, for both bosons and fermions. The Wiener variable numbers differ—2n for bosons, 2 n2 for fermions. For fermion unnormalised B distributions, both the drift and the diffusion Ito SDE terms are linear in the stochastic phase variables. SDEs are applied to fluctuations and quantum correlation functions.
Abstract This chapter provides an overview of the phase space method for treating the physics of systems of bosons and fermions in regimes where quantum degeneracy occurs. Key concepts such as modes, creation and annihilation operators, distribution functions in phase space depending on c-number (bosons) or Grassmann (fermions) phase space variables, quantum correlation functions, and phase space integrals are introduced, together with how the dynamics of the system density operator as described via Liouville–von Neumann or master equations is translated into Fokker–Planck equations for the distribution function, and then how phase space integrals for quantum correlation functions can be determined via Langevin stochastic equations that are equivalent to the Fokker–Planck equations, and which involve stochastic phase space variables. The extension of the phase space approach to systems with large mode numbers, involving field annihilation and creation operators, distribution functionals, and functional Fokker–Planck and Langevin stochastic field equations is also reviewed.
Abstract In this chapter, Langevin field equations (or Ito stochastic field equations, SFEs) are derived that are equivalent to functional Fokker–Planck equations (FFPEs) for bosons and fermions. Phase space fields are replaced by stochastic phase space fields satisfying Ito SFEs containing c-number Wiener increments, together with functions of the stochastic fields. Derivations are carried out both by applying mode expansions to previous results for Ito stochastic differential equations and, more directly, by establishing the relationship required between Ito SFE quantities and the drift and diffusion terms in the FFPE so the phase space functional integral of an arbitrary functional and its stochastic average have the same time dependence. Both derivations give the same result. The Ito SFEs are sums of deterministic and noise fields. The stochastic averages of these terms and their products are determined. For fermion unnormalised distribution functionals, the deterministic and noise fields are linear in the stochastic phase space fields.
Abstract This chapter presents two examples of applying phase space methods in systems where large numbers of modes may be involved, such as in fermion cases with large particle numbers. Functional Fokker–Planck equations (FFPEs) are derived directly using the field operator correspondence rules. The boson application is to colliding bosons in a trap potential, such as for Bose–Einstein condensates. FFPEs and Ito stochastic field equations (SFEs) are derived for both positive P and Wigner distribution functional cases, and expressions obtained for quantum correlation functions. The fermion application is to colliding spin-1/2 fermions in a trap potential, such as an optical lattice. FFPEs and Ito SFEs are derived for the unnormalised B distribution functional. Solutions to the Ito SFE are presented for the untrapped and optical-lattice cases. For the untrapped case with two fermions, evaluation of short-time Fock state coherences and populations gives the same result as obtained in a previous chapter.
Abstract This chapter formally presents the representation of the quantum density operator by phase space distribution functions of phase space variables, leading to expressions for quantum correlation functions in terms of phase space integrals in which phase space variables for each mode—c-numbers for bosons, Grassmann numbers for fermions—replace mode annihilation and creation operators. The emphasis is on double-phase-space normally ordered (positive P type) normalised distribution functions, with distinct phase space variables for annihilation and creation operators; however, symmetrically ordered (Wigner type) distribution functions are also considered, along with unnormalised B distribution functions, which lead to phase space integrals for Fock state populations and coherences. Characteristic functions are first defined and then shown to be related to distribution functions via phase space integrals. The existence and symmetry properties of distribution functions—which are non-unique and non-analytic for bosons—is demonstrated using Bargmann coherent-state projectors.