S. I. Denisov

Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact probability distribution function for the particle positions, calculate its moments, and find their corresponding long-time, asymptotic behaviors. The generally anomalous diffusive regimes of the particles are classified, and their dependence on the friction coefficient and the characteristics of the noises is analyzed in detail. The asymptotic predictions are confirmed by exact solutions for two examples.

Rotational properties of ferromagnetic nanoparticles driven by a precessing magnetic field in a viscous fluid

We study the deterministic and stochastic rotational dynamics of ferromagnetic nanoparticles in a precessing magnetic field. Our approach is based on the system of effective Langevin equations and on the corresponding Fokker-Planck equation. Two key characteristics of the rotational dynamics, namely the average angular frequency of precession of nanoparticles and their average magnetization, are of interest. Using the Langevin and Fokker-Planck equations, we calculate both analytically and numerically these characteristics in the deterministic and stochastic cases, determine their dependence on the model parameters, and analyze in detail the role of thermal fluctuations.

Ratchet transport for a chain of interacting charged particles.

We study analytically and numerically the overdamped, deterministic dynamics of a chain of charged, interacting particles driven by a longitudinal alternating electric field and additionally interacting with a smooth ratchet potential. We derive the equations of motion, analyze the general properties of their solutions and find the drift criterion for chain motion. For ratchet potentials of the form of a double-sine and a phase-modulated sine it is demonstrated that both, a so-called integer and fractional transport of the chain, can occur. Explicit results for the directed chain transport for these two classes of ratchet potentials are presented.

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.

Arrival time distribution for a driven system containing quenched dichotomous disorder.

We study the arrival time distribution of overdamped particles driven by a constant force in a piecewise linear random potential which generates the dichotomous random force. Our approach is based on the path integral representation of the probability density of the arrival time. We explicitly calculate the path integral for a special case of dichotomous disorder and use the corresponding characteristic function to derive prominent properties of the arrival time probability density. Specifically, we establish the scaling properties of the central moments, analyze the behavior of the probability density for short, long, and intermediate distances. In order to quantify the deviation of the arrival time distribution from a Gaussian shape, we evaluate the skewness and the kurtosis.

Anomalous diffusion and stochastic localization of damped quantum particles

Abstract Using the Caldirola–Kanai formalism, we study the statistical properties of damped quantum particles driven by an arbitrary stationary noise. We develop a new method to solve the corresponding time-dependent Schrodinger equation and derive exact expressions for the dispersion of the particle coordinate and the particle velocity. These expressions are used to investigate in detail the phenomena of anomalous diffusion, stochastic localization, and stochastic acceleration.

Analytically solvable model of a driven system with quenched dichotomous disorder

We perform a time-dependent study of the driven dynamics of overdamped particles that are placed in a one-dimensional, piecewise linear random potential. This setup of spatially quenched disorder then exerts a dichotomous varying random force on the particles. We derive the path integral representation of the resulting probability density function for the position of the particles and transform this quantity of interest into the form of a Fourier integral. In doing so, the evolution of the probability density can be investigated analytically for finite times. It is demonstrated that the probability density contains both a delta -singular contribution and a regular part. While the former part plays a dominant role at short times, the latter rules the behavior at large evolution times. The slow approach of the probability density to a limiting Gaussian form as time tends to infinity is elucidated in detail.

Statistics of bounded processes driven by Poisson white noise

We study the statistical properties of jump processes in a bounded domain that are driven by Poisson white noise. We derive the corresponding Kolmogorov-Feller equation and provide a general representation for its stationary solutions. Exact stationary solutions of this equation are found and analyzed in two particular cases. All our analytical findings are confirmed by numerical simulations.

Continuous-time random walk model of relaxation of two-state systems

Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function of the waiting times difference and the relaxation law, are of our particular interest. For systems characterized by Erlang distributions of waiting times, we consider different regimes of relaxation and show that, under certain conditions, the relaxation process can be non-monotonic. By studying the asymptotic behavior of the relaxation process, we demonstrate that heavy and superheavy tails of waiting time distributions correspond to slow and superslow relaxation, respectively.