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Plenarvorträge - DPG-Tagungen

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Dynamik und Statistische Physik Montag<br />

DY 14.3 Mo 15:00 H2<br />

On a Fokker-Planck perspective of stochastic systems with delay<br />

— •Till Frank — Institute for Theoretical Physics, University of<br />

Münster,Wilhelm-Klemm-Str. 9, 48149 Münster, Germany<br />

We will describe non-Markov processes defined by stochastic delay<br />

differential equations from the perspective of Fokker-Planck equations.<br />

First, we will derive a multivariate Fokker-Planck equation for stochastic<br />

processes with delay. Second, it will be shown how to derive the delay<br />

Fokker-Planck equation proposed by Guillouzic et. al. from this multivariate<br />

Fokker-Planck equation. Third, we will derive the exact stationary<br />

solution of a linear stochastic delay equation. Finally, we will briefly<br />

address the issue of data analysis for stochastic delay systems. (S. Guillouzic<br />

et al., Phys. Rev. E 59 (1999) 3970; T.D. Frank and P.J. Beek,<br />

PRE 64 (2001) 021917; T.D. Frank, PRE 66 (2002) 011914; T.D. Frank<br />

et al. PRE 68 (2003) 021912)<br />

DY 14.4 Mo 15:15 H2<br />

Path Integral Solutions for Continuous Time Random Walks<br />

— •Adrian Baule — Institut für theoretische Physik, Westfälische<br />

Wilhelms-Universität, 48149 Münster<br />

Continuous time random walks are successful in modelling the stochastic<br />

process underlying the velocity statistics of turbulence in a lagrangian<br />

framework. Recent experimental results motivate the investigation of two<br />

point probability density functions of the velocity increments. The knowledge<br />

of the joint probability distributions is required for definitely assessing<br />

the stochastic process of lagrangian motions. A path integral formulation<br />

of continuous time random walks is introduced and solutions are<br />

presented.<br />

DY 14.5 Mo 15:30 H2<br />

Probabilistic Description of Traffic Flow — •Reinhard<br />

Mahnke 1 , Jevgenijs Kaupuˇzs 2 , and Ihor Lubashevsky 3 — 1 FB<br />

Physik, Univ. Rostock, D–18051 Rostock — 2 Univ. Latvia, LV–1459<br />

Riga, Latvia — 3 Physics Inst., Russian Acad. Sc., Moscow, Russia<br />

A stochastic description of traffic flow, called probabilistic traffic flow<br />

theory, is developed. The general master equation is applied to relatively<br />

simple models to describe the formation and dissolution of traffic congestions.<br />

Our approach is mainly based on spatially homogeneous systems<br />

like periodically closed circular rings without on– and off–ramps. We consider<br />

a stochastic one–step process of growth or shrinkage of a car cluster<br />

(jam). As generalization we discuss the coexistence of several car clusters<br />

of different sizes. The basic problem is to find a physically motivated<br />

ansatz for the transition rates of the attachment and detachment of individual<br />

cars to a car cluster consistent with the empirical observations<br />

in real traffic. The emphasis is put on the analogy with first–order phase<br />

transitions and nucleation phenomena in physical systems like supersaturated<br />

vapour. The results are summarized in the flux–density relation,<br />

the so–called fundamental diagram of traffic flow, and compared with<br />

empirical data. Different regimes of traffic flow are discussed: free flow,<br />

congested mode as stop–and–go regime, and heavy viscous traffic. The<br />

traffic breakdown is studied based on the master equation as well as<br />

the Fokker–Planck approximation to calculate mean first passage times<br />

or escape rates. In conclusion, the calculated flux–density relation and<br />

characteristic breakdown times coincide with empirical data measured<br />

on highways.<br />

DY 14.6 Mo 15:45 H2<br />

The Totally Asymmetric Exclusion Process with Langmuir Kinetics<br />

— •Thomas Franosch, Andrea Parmeggiani, and Erwin<br />

Frey — Hahn-Meitner Institut<br />

We discuss a new class of driven lattice gases obtained by coupling<br />

the one-dimensional totally asymmetric exclusion process to Langmuir<br />

kinetics. In the limit where these dynamics compete, the resulting nonconserved<br />

flow of particles on the lattice leads to stationary regimes for<br />

large but finite systems. We observe unexpected properties such as localized<br />

boundaries (domain walls) that separate coexisting regions of<br />

low and high density of particles (phase coexistence). We rationalize the<br />

findings for the average density and current profiles obtained from simulations<br />

within a mean-field approach in the continuum limit. The ensuing<br />

analytic solution is expressed in terms of Lambert W-functions. It allows<br />

to fully describe the phase diagram and to extract unusual mean-field<br />

exponents that characterize the critical properties of the domain wall.<br />

DY 14.7 Mo 16:00 H2<br />

Lattice models for movements of molecular motors — •Stefan<br />

Klumpp and Reinhard Lipowsky — Max-Planck-Institut für Kolloidund<br />

Grenzflächenforschung, 14424 Potsdam<br />

Movements of molecular motors which bind to and unbind from cytoskeletal<br />

filaments can be studied using lattice models. Motors bound<br />

to filaments perform biased random walks, while unbound motors perform<br />

symmetric random walks. Motor–motor interactions such as mutual<br />

exclusion from binding sites of the filaments are easily incorporated into<br />

these models, which then represent new variants of driven lattice gas<br />

models or exclusion processes, where the driving is localized to the filaments.<br />

These models exhibit stationary states characterized by traffic jams<br />

and by the coexistence of a crowded region with a low density region<br />

[1] and boundary-induced phase transitions related to those of the onedimensional<br />

asymmetric simple exclusion process [2].<br />

[1] R. Lipowsky, S. Klumpp, and T. M. Nieuwenhuizen, Phys. Rev. Lett.<br />

87, 108101 (2001).<br />

[2] S. Klumpp and R. Lipowsky, J. Stat. Phys. 113, 233 (2003).<br />

DY 14.8 Mo 16:15 H2<br />

Noise induced oscillations in resonant tunneling structures —<br />

•Grischa Stegemann and Eckehard Schöll — Institut für Theoretische<br />

Physik, Technische Universität Berlin, 10623 Berlin, Germany<br />

The presence of noise can strongly affect the behaviour of (deterministic)<br />

dynamical systems. In particular we study noise induced current oscillations<br />

in the double barrier resonant tunneling diode using a reactiondiffusion<br />

model. Oscillating spatio-temporal patterns corresponding to<br />

breathing current filaments may be induced in a regime where the deterministic<br />

system does not exhibit self-sustained oscillations.<br />

DY 14.9 Mo 16:30 H2<br />

Consequences of coarse grained Vlasov equations — •K.<br />

Morawetz 1,2 and R. Walke 3 — 1 Institute of Physics, Chemnitz<br />

University of Technology, 09107 Chemnitz, Germany — 2 Max Planck<br />

Institute for the Physics of Complex Systems, Nöthnitzer Str. 38, 01187<br />

Dresden, Germany — 3 Max-Planck-Institute for demographic research,<br />

Rostock, Germany<br />

The Vlasov equation is analyzed for coarse grained distributions resembling<br />

a finite width of test-particles as used in numerical implementations.<br />

It is shown that this coarse grained distribution obeys a kinetic equation<br />

similar to the Vlasov equation, but with additional terms. These terms<br />

give rise to entropy production indicating dissipative features due to a<br />

nonlinear mode coupling The interchange of coarse graining and dynamical<br />

evolution is discussed with the help of an exactly solvable model for<br />

the selfconsistent Vlasov equation and practical consequences are worked<br />

out. The condition for approaching a stationary solution is derived. Observable<br />

consequences of this coarse graining are: (i) spatial correlations<br />

in observables, (ii) too large radii of clusters or nuclei in self-consistent<br />

Thomas-Fermi treatments, (iii) a structure term in the response function<br />

resembling vertex correction correlations or internal structure effects and<br />

(iv) a modified centroid energy and higher damping width of collective<br />

modes.<br />

[1] K. Morawetz, R. Walke, Physica A 330/3-4 (2003) 475–501

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