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Download Rate equations for coagulation beyond the mean field approximation
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Rate equations for coagulation (and other processes) beyond the mean field approximation Ian Ford Department of Physics and Astronomy and London Centre for Nanotechnology UCL Featuring the work of.... • Christiane Losert-Valiente Kroon • James Burnett • Johnathan Lau • Danial Khan on complex population dynamics (funded by EPSRC, Leverhulme Trust and UCL) A simple problem in coagulation: 1+11 N (t ) N(t) t N particles at time t, coagulation rate N ( N 1) / 2 so d N dt N ( N 1) d N dt N 2 N A mean field approximation can avoid a hierarchy problem Instead solve: d N dt even though N 2 N N 2 for small mean populations Traditional (Gillespie) Monte Carlo • Start with N0 particles. • Combine two into one after a time selected from a suitable probability distribution • Continue until a chosen total time has elapsed • Repeat from the beginning and gather statistics on Example: Monte Carlo simulation of 100000 particles coagulating according to a product coagulation kernel Why can’t we just add some noise to the traditional rate equation, and then take an average? dN N ( N 1) (t ) dt Yes, but it has to be complex noise! And hence N has to be complex!! A nano-LED Box model p n Hole transport annihilation p n Electron transport Transfer according to diffusion and drift in a self-consistent electric field Traditional drift-diffusion-reaction equations: Extension to traditional approach: + complex noise + complex noise and then average over noise, in order to treat a small system Where do these complex population rate equations come from? 1. Fock space representation of probability distribution P(N,t), – – evolving under raising and lowering operators; formulation of mean population as a path integral: Doi-Peliti-Cardy. 2. Poisson representation of probability distribution: – Gardiner-Drummond. Route 1: Fock space representation • Probability P(N,t) that there are N particles in the system at time t. Represent as state: • This evolves with time according to the stochastic dynamics: express this sequence of transitions as a path integral; manipulate; gives SDE. Route 2: Poisson representation • Express probability that there are N particles in the system as time t • Choose such that P( N ,0) N N 0 • a superposition of Poisson distributions, over a contour of complex means, with evolving weighting function for f (,t) Master equations for P(N,t) lead to a Fokker-Planck equation for f (,t), and then to a stochastic differential equation for : d N Rather like dt N 2 but with a complex noise And then the mean population is • Contrast with mean field solution if d N dt N 2 ‘All’ we have to do is 1. Solve SDE for the complex stochastic population (t) with initial condition (t) = 0 2. Add up contributions from a complex contour of initial conditions 3. Average over the noise! Yikes! Re 0 Im(0 ) Re( (t )) Im( (t )) t Analytical treatment of 1+11 coagulation • Solve the stochastic differential equation for (t): • And average over the noise W(t): c.f. Average over contour of 0 • Saddle point at 0 N 0 So we get the traditional result N (t ) (t ) 0 N 0 for early time N0 1 N 0t but there are deviations when the mean population approaches unity. Trivial problem of coagulation of two initial particles! Exact solutions available for arbitrary N0: An initial 12 particles.... A numerical example: A+AC reaction on a nanosurface detachment • Standard kinetics: dN A 2 j N A 2 N A dt reaction attachment • complex population kinetics: d A 2 1/ 2 j A 2 A i (2 ) A (t ) dt Low attachment rate j: one path Re A (t ) time t With averaging over many paths, and for initial condition N0=0 Re A (t ) time t Standard kinetics N A (t ) (small j) 0.7 0.6 0.5 0.4 0.3 0.2 0.1 -0.00001 0.00001 0.00002 0.00003 0.00004 0.00005 time t Small mean population: mean field approximation predicts too small a mean population Average population disturbed by strange instabilities We have let in a monster! • When the complex population is negative, the drift term points towards minus infinity..... Luckily, we can tame the monster... • Invent a new SDE for ’(t) without pathological drift term, e.g. • Evolve a stochastic variable (t) such that • Cameron-Martin-Girsanov Theorem tells us that i.e. is the RadonNikodym derivative Nano-LED model: zero dimensions 1-d nano-LED model Coupled to a similar chain of boxes for electrons When mean populations in a box are of order unity: • Mean populations raised with respect to mean field approximation • Mean annihilation rate reduced • An array of nano-LEDs is less efficient than a single large LED of same cross section. Extended coagulation kinetics dg g 1 1 j , g j jg j j , g jg iC g g (t ) dt j 1 2 j 1 Noise term Nucleation kinetics • Extended Becker-Döring equations . . dg dt g 11g 1 gg g1g g 1g 1 iC g g (t ) . . . . Noise terms Conclusions • Small system stochastic problems tackled by a minimal extension to the traditional, mean field rate equations. – Hence a common approach for large and small mean populations • Makes the population complex, and requires careful averaging • Analytic results emerge • Numerical results possible, as long as instabilities are controlled • Is this better than Gillespie Monte Carlo? Or is it completely perverse?