Levy diffusion in a force field, Huber relaxation kinetics, and nonequilibrium thermodynamics: H theorem for enhanced diffusion with Levy white noise

Citation
Mo. Vlad et al., Levy diffusion in a force field, Huber relaxation kinetics, and nonequilibrium thermodynamics: H theorem for enhanced diffusion with Levy white noise, PHYS REV E, 62(2), 2000, pp. 1743-1763
Citations number
50
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
62
Issue
2
Year of publication
2000
Part
A
Pages
1743 - 1763
Database
ISI
SICI code
1063-651X(200008)62:2<1743:LDIAFF>2.0.ZU;2-Q
Abstract
A characteristic functional approach is suggested for Levy diffusion in dis ordered systems with external force fields. We study the overdamped motion of an ensemble of independent particles and assume that the force acting up on one particle is made up of two additive components: a linear term genera ted by a harmonic potential and a second term generated by the interaction with the disordered system. The stochastic properties of the second term ar e evaluated by using Huber's approach to complex relaxation [Phys. Rev. B 3 1, 6070 (1985)]. We assume that the interaction between a moving particle a nd the environment can be expressed by the contribution of a large number o f relaxation channels, each channel having a very small probability of bein g open and obeying Poisson statistics. Two types of processes are investiga ted: (a) Levy diffusion with static disorder for which the fluctuations of the random force are frozen and last forever and (b) diffusion with strong dynamic disorder and independent Livy fluctuations (Levy white noise). In b oth cases we show that the probability distribution of the position of a di ffusing particle tends towards a stationary nonequilibrium form. The charac teristic functional of concentration fluctuations is evaluated in both case s by using the theory of random point processes. For large times the fluctu ations of the concentration field are stationary and the corresponding prob ability density functional can be evaluated analytically. In this limit the fluctuations depend on the distribution of the total number of particles b ut are independent of the initial positions of the particles. We show that the logarithm of the stationary probability functional plays the role of a nonequilibrium thermodynamic potential, which has a structure similar to th e Helmholtz free energy in equilibrium thermodynamics: it is made up of the sum of an energetic component, depending on the external mechanical potent ial, and of an entropic component, depending on the concentration field. We show that the conditions for the existence and stability of the nonequilib rium steady state, which emerges for large times, can be expressed in terms of the stochastic potential. For Livy white noise the average concentratio n field can be expressed as the solution of a fractional Fokker-Planck equa tion. We show that the stochastic potential is a Lyapunov function of the f ractional Fokker-Planck equation, which ensures that all transient solution s for the average concentration field tend towards a unique stationary form .