CHEMICAL

PHYSICS

LETTERS

30 March 1984

EIGENVALUES

OF THE FOKKER-PLANCK POTENTIAL and H. RlSKEN

AND BCK OPERATORS

FOR A DOUBLE-WELL
K VOIGTLAENDER

Abreikng fir

lkoretische

Physik der UniverJit~t Uim, D-7900

Ulm. Federal Republic

ofGermany

Received 1 December 1983; in final form 16 January

1984

Eigenvalues of the Fokker-Planck and BGK operators for a d2x2/2 + da4/4 double-well potential are ulculated by the matrix continued-fraction method. A dependence of the eigenvalues on the friction constant or coupbng strength is shown for the lowest non-zero real eigenvalue and for some higher, generally complex eigenvalues.

1. Introduction In chemical physics, physics, electrical engineering and other fields, b&able operations appear quite often_ Some of these systems can be modelled to the onedimensional motion of particles in a bistable potential with the inclusion of some rrreversiile terms. One of the simplest expressions for a b&able potential (per mass) ti of the form

f(x)=

d2x2/2+d4x4/4, d,<O.

d,>O-

(I)

The irreversible terms may be described by adding a damping term and a Langevin force of the equation of motion, leading to a Fokker-Planck equation [eqs. (3) and (4) below] for determining the distribution function [l-lo] _Another simple equation for de termimn g the distribution function is the Boltzmann equation with a Bhatnagar<ross-Krook (BGK) co&ion operator, i.e. eqs. (3) and (5) [l l131. The dynamics of the system may be described by the eigenvalues and eigenfunctions of the corresponding operators_ For low temperatures or large barrier heigths, the lowest non-zero eigenvalue of the Fokker-Planck operator or the BGK operator determines the transition rates from the left to the right well and vice versa: r=Y2. (2)

tion of non-zero eigenvalues of the Fokker-Planck or BCK operators is quite complicated for anharmonic potentials because these operators cannot be brought to hermitian form, as is the case for the Smoluchowski equation_ A number of methods have been employed to obtain the lowest non-zero eigenvalue. One method [8,12,13] uses the high-friction expansion of the ergenvalue and then determines the eigenvalue for intermediate friction constants by Pad& approximants. Although the method seems to work fairly well for the lowest real eigenvalue, rt cannot determine the complex eigenvalues because they are always real for large enough friction constants. To solve the FokkerPlanck equation (or the BGK equation) one usually expands the distribution function in Hermite functions with respect to u [5-71, as was first done by Brinkman [3] _In our procedure we also use this expansion and an additional expansion in Hermite functions with respect to position, leading to a recursion relation for the expansion coefficients, see eq. (16). By introducing suitable vector and matrix notation, this recurrence relation is then cast into a tridiagonal vector recurrence relation which is then solved by matrix continued fractions_ These matrix continued fractions have been used for investigating the brownian motion in a potential [14,15], especially in a periodic potential [16-IVJ.

For higher temperatures or lower barriers heights, h&her eigenvalues become important. The detekmina506 0 009-2614/84/S (North-Holland 03.00 0 Elsevier Science Publishers B.V. Physics Publishing Division)

Volume 105. number 2. Fokker-Planck

CHEMICAL PHYSICS LETTERS operators

3 0 March

1984

and BGK

h=h(d2.d4,y,0).

(10)

Ihe Fokker-Phurek equation and the Boltzmann equation with a BGK collision operator for particles moving in a potential Cper mass) offix) is [I ,2]

aru/ar=Lw

(3)

where L is either the Fokker-Planck L FP = -$u+grxT)+T$(+.$-) or the EGK operator [l l--13]

operator
(4)

By using proper scaling factors for the variables x, t and u, rt is easy to show that in (10) two of the four parameters may be normahzed to unity. Some useful normalizations used later are -h = X(dz, 7) = X(&, 1, 7, 1) (1 la)
and x=:(~,~)=h(--l. l,T,G)_ (1 lb)

The eigenvalue h can then be expressed in either of

the two forms in the following way h(d2, d4, y, 0) = (Od4)1/45;(d2/(Od4y2,

= (-d#12 ~/(@d#~)

+y

g(u))

..du-1

-_

(5)

r;(y/(-d.,)

I2 , (%4/d:)

(12)

In (4) and (5), y is the friction constant or the coupling constant. respectrvely, 0 = kT/nt is a smtable temperature scale anci gM(u) is the Maxwell distribution, gM(u) = (2n0)-1/2exp The stationary the Boltzmann fVi.&,u) (-G/20) _ (6)

Note that the parameter expressions: d2 = d, J(~d~)l12

AEjkT appears in both ,

113)

= -2(AE/kT)1~2

6 = Odqfd$ = kT/4AE,
where .AJZ= mdz/4dq

solution of (3) distribution

(4) and (5), is given by

is the energy difference between the hump in the middle of the potential (1) and its mimma, multiplied by the mass m.

=Nexp{--ax)+&?]/@)

(7) 3. Matrix continued fraction Ihe expressions in this section stmplify greatly If we use the normalization in (I la), i.e. we put 0 = da = 1. We first expand the ergenfunctions 9(x, u) into nonnaked Hermite functions [20] #&i) =H,(7_-t~2U)exp(-~i79)/~~~!7n(3~)1~2]1~2
(14) and #&_T): Lp m

For large d~p~g, the operator L of the corresponding Smoluchowski equation can be brought to hermitian form by multiplying from the left with the inverse of the square of the stationary distribution function and from the right by the square root itself, i.e. E = (Wst)-1f2L(W#2 _ (8) d~pmg constants,Lis either the Fokkerdynamics of eq. (3) and eigenfunctions of L

For intermediate or smali not a hermitian operator for Planck or the BGK case. The follows from the eigenvalues or L, i.e EJ/(x, u) =-X$(x, tJ) _

(W
where cr is the proper scaling factor. Inserting (15) into (9) and using the orthonormahty relations and the recursion expression for the Hermite pol~omi~s and their denvatives 1201, we obtain

(9)

In this letter, we are mainly concerned with the eigenvalues (the eigenfunctions can also be obtained in a manner similar to that in ref. [19])_ For the potential (l), the eigenvahres X depend on the parameters d,, d, , y and Qr

507

Volume 105. number 5

CHEMICAL PHYSICS LETTERS corresponding D(x) =det[Xl+ deternunant K,-,(-h)] vanishes: ~0.

30 March 1984

(23)

+Fw

c
4

BPqcgl

=o _

116)

Here, I, are the eigenvalues of the operators containing y in (4) and (5) and are given by [12] 1, =lFPn =n, I, = lJ.JGKn = I1 - 6,($ For the fW and J%q, can be non-zeroWP-3
Dpap-l =(T)(1/2a3)Ip@ = (-ia

This equation determines the eigen~a~ue x. The truncation mdex Q and the truncation indexAl of the infinite matrix continued fraction (22) has to be chosen in such a way that a further increase of Q and M does not alter the final result beyond a given accuracy. By choosing a proper scaling factor Q, Q and N can be minimized. The eigenvalues are determined from (23)

(17) only

by an ordinary regula falsi method (real eigenvahres) or by a regula falsi method for two variables (complex eigenv~ues) Because of the s~et~ of the problem, the eigenfunctions are either symmetric or antisymmetric. For symmetric eigenfimctions, only ~$2 and c$$i can be different from zero. Therefore, the dimension of the vectors cn and the matrices can be reduced by a factor of 2 by using this symmetry

the follower elements

I)@ -

2)] I3 )
,

lIZa l/2&)

3p/2&)p1/*

IN-1.P
m-3yp

=(&y(T)

3p/2a3)p12
1)(-p 2)ff/2

,
.

=(T)(l/Zd)[p@

4. Results and comparison with analytic expressions

08)

The signs in the parentheses have to be used to obtain @+r_ Truncating the expansion (15) at an mdexp = Q and using the vectors and matrices

In fig. 1, some of the non-zero eigenvalues of the Fokker-Planck operator are shown as a function of the damping constant for a barrier height AE = klr. Whereas for large y the eigenvalues are real, the eigenvalues become complex at those points where the curve of the real eigenvalue has a vertical tangent. If complex eigenvalues occur, the complex conjugates are also eigenvalues Some of these eigenvahres remain complex down to 7 = 0; others become real again for certain values of 7 (see the bubble in the upper part of fig. la). The eigenvalues of the BGK operator have features similar to those for the Fokker-Planck operator. For small friction constants the real eigenvahres are proportional to y, whereas the real parts of the complex ergenvalues have a more complicated stmcture as explained in ref. [IS], eq. (3.27). In fig. 2, the lowest real non-zero eigenvalues for the FokkerPlanck and BGK operators are shown for moderate and large barrier heights. For the normalization (1 lb), the following asymptotic form of the transition rate I = A/2 for high barrier herghts was derived for the Fokker-Planck case [ 1,22,23] :
2 = (2112/zr)[fi2/4 + 1)lj2 $71

D=

(l.FJ) ,

d=

@m) ,

(1%

the recurrence relation (16) may be cast into the tridiagonal vector recurrence relation (n + l)~2Dcn+l +(x - i;ln)cn +&2Lkr,_1 = 0 _

(20) As explained elsewhere [14,15,21], all cn with n > 1

leading can be eliminated by repeated use of (20) fmahy to [xl + K,(-r;)]co = 0,

(21)

where 1 is the unit matrix and Ku(s) is given by the iufmite matrix continued fraction Ko(s) = D [(s -j- Tfl)
-2D[(s+~y12)i i -...]-ti]-fti.

exp(-1/4G).

(24)

(22)

A non-trivial solution of (21) can occur only if the 508

As seen in fig. 2, this expression agrees quite well with the exact one for finite friction constants 7.

Volume 105. number 5

CHEMICAL PHYSICS LETTERS

30 hlarch 1984

0
xl

3 Y

3 v

1 . . ...i..... \ @A\ --. 2 1 13 \ \ \

_ --. 1 \ \ \ \\ \

b 5/----l
b. 1

: _

a--l

m, \I\ )I ; 1 1: I, 1 / / y, ,f t \ , f L-J / 1 \
I

\. L . \, : <,, I. I. I.

Fig. 2. The lowest non-zero real eigenvalue multiplied by exp(1/4G). i e. r+ = h exp(&/kT) in the normalization (llb). z a function of T for the Garners operator (4) (full line) and the BGK operator (5) (broken line) for 6 = 0.025 (AIF = 1OkT) and 6 = 0.1 (AE = 2JkT). The asymptotic expressron (24) for large _r ti shown by the dotted line. The inset shows r* of rhe Garners operator (4) (full line) and the asymptotic expression (25) (dashed line) for small7 for G=Ol(ti=2_5kT)

Fig. 1. Some of the eigenvalues in the normalization (llb) as a function of 7 for g = 0.25, i.e. for AE = X-T. The red eigenvalues are shown by a fulJ Line. the complex eigenvalucs by a

broken lure- The real parts are plotted in (a), the imaginary parts in @)_ Same numbers correspond to the same curve of complex eigenvalues.

If the zero-friction limit is considered c-0, T/g< l), the expression (24) is no longer valid- As we will show elsewhere [24], for the potential (1) with d, = -1, d, = 1 one may derive the expression x = (T/@(23/2/3rr)[1 X exp(-1/4g) - rc(45931r$/~]

c-w

K = 0.85544 for the low-friction and low-temperature limit, i.e. for 7 --, 0,O + 0, T/O < 1. As Seen in fig. 2, the solution obtained by matrix continued fractions connects both asymptotic expressions (24) and (25) quite well. An expression simrlar to (24) for the BGK model Eas derived m ref. [25] _For intermediate 7, the rate h is slightly less than (24) (for 7 = 1, it is 7.6% less than (24)) in agreement with our results in fig. 2. An expression smrilar to (25), but without the correction term ==?I2 3was derived in ref. [13] _It agrees fairly well with our slope for the BSK curves near 7 = 0. The final Pade approximant for the BGK model ob+ained inref. [13] forintermediateyislarger than our result. At its maximum, for example, the result of ref. [ 131 is ~20% larger than our result for A& = 5kT (not shown in frg. 2) We have also performed a Padi approxrmation for the Fokker-Planck equation (3) and (4) As in the BGK case, this leads to an appreciably Iarger rate than calculated by the matrix continued-fraction method for intermediate 7.

509

Volume

105. number 5

CHEMICAL

PHYSICS

LETIERS [13] D.K

30 March 1984 Garrity and J.L. Skinner, Chem. Phys. Letters 95 and H. Denk.Phys Letters

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