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Hamiltonian dynamics with a weak noise and the echo effect for the rotator model

Giorgio Turchetti1, Gabriele Bassi2, Armando Bazzani1, Bruno Giorgini1 and Helmut Mais3

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We analyse the effect of a weak noise on the Hamiltonian transport from the analytical and numerical viewpoint. A solvable model, the noisy rotator, is proposed to illustrate the basic phenomena. In the absence of noise, the phase space evolution is a shear flow, whose angular correlations decay following a power law, which depends on the smoothness of the initial action distribution. If the action has a fluctuating component, given by a Wiener process, then the angular correlations decay exponentially according to {\rm e}^ {-\epsilon^2 t^3/6} or faster, where epsilon is the noise amplitude. The echo effect is well suited to investigate the competition between the decorrelation due to filamentation and noise. The noisy rotator model allows an exhaustive analytical investigation of the process for a wide class of initial conditions and a generic disturbance. The echo time is proportional to the delay τ of the disturbance and its amplitude is proportional to λτ, where λ is the amplitude of the disturbance. The noise reduces the echo amplitude by {\rm e}^{-c \epsilon^2\tau^3} , where c depends on the Fourier components of the initial angular distribution, and of the disturbance applied at time τ. The analytical results, derived in the limit λ → 0, τ → , with λτ finite and sufficiently small to justify a first-order expansion, are checked numerically. For more realistic models the analytical procedure would provide qualitative results and scaling laws. Quantitative results are obtained by solving the Fokker–Planck equation with a numerical scheme based on splitting: back propagation and biquadratic interpolation for the integrable part, implicit finite difference scheme for the noise component. The application to a noisy pendulum describing the longitudinal dynamics in a particle accelerator is considered, and we determine the value of the noise amplitude epsilon, below which the echo cannot be detected.


PACS

02.30.Ik Integrable systems

02.50.Cw Probability theory

05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.)

05.40.Ca Noise

02.30.Jr Partial differential equations

02.50.Ey Stochastic processes

MSC

37J40 Perturbations, normal forms, small divisors, KAM theory, Arnol'd diffusion

82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) (See also 60H10)

82C80 Numerical methods (Monte Carlo, series resummation, etc.)

37J35 Completely integrable systems, topological structure of phase space, integration methods

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 37 (15 September 2006)

Received 26 January 2006, in final form 31 July 2006

Published 29 August 2006



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