text:
# 1 Introduction.

## 1 Introduction.

One-dimensional stochastic processes with random-sequential updating have stationary states (far away form equilibrium) with very interesting physical properties. One observes phase transitions about which still little is known. As opposed to equilibrium states where the phase transitions are essentially a bulk phenomenon, in stationary states, the boundary conditions play an essential role . One observes bulk induced phase transitions if one looks to problems on a ring , boundary induced phase transitions in the case of open systems , or a combination of both . When dealing with phase transitions, one is interested in exact expressions for the relevant physical quantities like the current densities (which are zero for equilibrium problems) and various correlation functions. A major step in this direction was achieved when it was understood that in certain cases one can use the so-called ”matrix product states” approach . In our opinion, from a mathematical point of view, this approach was loosely defined (for an illustration see Appendix A). The aim of this paper is to improve upon this situation and, as a bonus, to give a large number of processes where one can find ”matrix product states”. We define a class of quadratic algebras to which we have coined the name ”diffusion algebras”. We also show how to construct all of them. We believe that in this way one can bring some mathematical ”beauty” in what was not, up to now, a systematic approach.

We start with the physical problem in order to explain the motivation of our mathematical work.

In the present paper we consider a restricted class of processes in which we take $`N`$ species of particles with $`N1`$ conservation laws in the bulk. We take a one-dimensional lattice with $`L`$ sites and assume that one has only nearest-neighbor interaction with exclusion (there can be only one particle on a given site). In the time interval $`dt`$ only the following processes are allowed in the bulk:

$$\alpha +\beta \beta +\alpha (\alpha ,\beta =0,1,\mathrm{},N1),$$
(1.1)
with the probability $`g_{\alpha \beta }dt`$ ($`g_{\alpha \beta }0`$). Eq.(1.1) is a symbolic equation used by physicists. Its meaning is that the particles $`\alpha `$ and $`\beta `$ on successive sites exchange their places. Obviously the number of particles $`n_\alpha `$ of each species $`\alpha `$ are conserved $`(_{\alpha =0}^{N1}n_\alpha =L)`$. One is interested in the probability distribution $`P(\alpha _1,\alpha _2,\mathrm{},\alpha _L)`$, $`(\alpha _k=0,1,\mathrm{},N1)`$ for the stationary state. In order to obtain it, in the matrix product approach, one considers $`N`$ matrices $`𝒟_\alpha `$ and $`N`$ matrices $`X_\alpha `$ acting in an auxiliary vector space and satisfying the following relations :

$$\begin{array}{c}g_{\alpha \beta }𝒟_\alpha 𝒟_\beta g_{\beta \alpha }𝒟_\beta 𝒟_\alpha =\frac{1}{2}\{X_\beta ,𝒟_\alpha \}\frac{1}{2}\{X_\alpha ,𝒟_\beta \},\\ \\ [𝒟_\alpha ,X_\beta ]=[𝒟_\beta ,X_\alpha ].\end{array}$$
(1.2)
In Eqs.(1.2) $`\{.,.\}`$ represent anti-commutators.

If one considers processes on a ring (periodic boundary condition), the un-normalized probability distribution has the following expression :

$$P(\alpha _1,\alpha _2,\mathrm{},\alpha _L)=Tr\left(𝒟_{\alpha _1}𝒟_{\alpha _2}\mathrm{}𝒟_{\alpha _L}\right)$$
(1.3)
Notice that the matrices $`X_\alpha `$ don’t appear in Eq.(1.3). The expression of the probability distribution is special in at least two ways. As a consequence of the conservation laws, Eq.(1.3) connects only monomials with the same numbers $`n_0,n_1,\mathrm{},n_{N1}`$ of generators $`𝒟_0,𝒟_1,\mathrm{},𝒟_{N1}`$. This implies that one can use different matrices for monomials for different values of the set $`n_0,n_1,\mathrm{},n_{N1}`$. This observation is important since for example, a given infinite-dimensional representation can have a finite trace for certain class of monomials but can diverge for another class of monomials. In order to use Eq.(1.3), for the latter one can use a different representation which for example, is traceless for the first class of monomials but has a finite trace for the second class. This problem will be explained in detail in .

On the other hand if different representations can be used for all monomials one has the remarkable property that up to a factor (the expression (1.3) does not contain a normalization factor), the traces are independent on the representations one uses. For concrete calculations one takes therefore the representation with the smallest dimension.

If one considers open systems, the bulk processes have to be completed by boundary processes (they break the conservation laws). On the left side of the chain (site $`1`$) and on the right side of the chain (site $`L`$) we assume that in the time interval dt, the particle $`\alpha `$ is replaced by the particle $`\beta `$:

$$\alpha \beta ,$$
(1.4)
with the probabilities

$$L_\beta ^\alpha dt,\text{respectively}R_\beta ^\alpha dt.$$
(1.5)
The matrices appearing in (1.5) are intensity matrices  for which the diagonal elements are given by the non-diagonal ones:

$$L_\alpha ^\alpha =\underset{\beta \alpha }{}L_\beta ^\alpha ,R_\alpha ^\alpha =\underset{\beta \alpha }{}R_\beta ^\alpha ,$$
(1.6)
The non-diagonal matrix elements are non-negative.

For open systems, the un-normalized probability distribution functions are given by a matrix element in the auxiliary vector space:

$$P(\alpha _1,\alpha _2,\mathrm{},\alpha _L)=𝒽0|𝒟_{\alpha _1}𝒟_{\alpha _2}\mathrm{}𝒟_{\alpha _L}|0𝒾,$$
(1.7)
where the bra (ket) state $`𝒽0|`$ (respectively $`|0𝒾`$) are given by the following conditions:

$$𝒽0|(L_\alpha ^\beta 𝒟_\beta +X_\alpha )=0,(R_\alpha ^\beta 𝒟_\beta X_\alpha )|0𝒾=0,$$
(1.8)
The expressions (1.3) and (1.7) for the probability distributions are of little use unless one finds matrices which satisfy the conditions (1.2) and have a trace, or one finds matrices which satisfy (1.2) and have the property (1.8). In a very nice paper  it was shown that for arbitrary bulk and boundary rates one can in principle construct infinite dimensional matrices which satisfy the conditions (1.2) and (1.8) (if they have also finite traces is unclear). It is however practically impossible to obtain explicit expressions for these matrices. It is also not clear which supplementary relations besides (1.2) they satisfy. In other words, the algebraic structure behind the relations (1.2) is obscure.

In the present paper we adopt a different approach. We start by searching for quadratic algebras which are of PBW type (this notion is explained in the beginning of Section 2) with a structure which is understood and look for those bulk rates for which a simplified version of the relations (1.2) exist. Then we look to boundary conditions compatible with the simplified version of Eq.(1.8). We make the Ansatz:

$$X_\alpha =x_\alpha e,$$
(1.9)
where $`e`$ acts as a unit element on $`𝒟_\alpha `$

$$e𝒟_\alpha =𝒟_\alpha e=𝒟_\alpha ,$$
(1.10)
and $`x_\alpha `$ are c-numbers. With this Ansatz, instead of Eq.(1.2) one obtains $`N(N1)/2`$ relations for the matrices $`𝒟_\alpha `$:

$$g_{\alpha \beta }𝒟_\alpha 𝒟_\beta g_{\beta \alpha }𝒟_\beta 𝒟_\alpha =x_\beta 𝒟_\alpha x_\alpha 𝒟_\beta ,$$
(1.11)
and instead of Eq. (1.8) one obtains:

$$𝒽0|(L_\alpha ^\beta 𝒟_\beta +x_\alpha e)=0,(R_\alpha ^\beta 𝒟_\beta x_\alpha e)|0𝒾=0,$$
(1.12)
Taking into account the relations (1.6), one has

$$\underset{\alpha =0}{\overset{N1}{}}x_\alpha =0.$$

The consequence of the Ansatz (1.9) will be that we will not be able to find expressions for the probability distributions for arbitrary bulk and boundary rates. Further limitations on the possible bulk rates will appear when we ask for the relations (1.11) to define quadratic algebras of PBW type. This implies that the ordered monomials

$$𝒟_{N1}^{n_0}𝒟_{N2}^{n_1}\mathrm{}𝒟_0^{n_{N1}}$$
(1.13)
form a basis in the algebra. Algebras of this type will be called ”diffusion algebras”.

Once the algebras are known, we can ask if they are also useful for applications to stochastic processes. First one has to find for which algebras one can choose all the $`g_{\alpha \beta }`$ non-negative. Next, since the relation (1.11) gives recurrence relations among traces of different monomials, one has to find in which cases one has not only the trivial solution for these recurrence relations (all the traces vanish). These cases can be used to study stochastic processes on a ring. Finally, one has to find for which boundary matrices one can find representations for which the conditions (1.12) are satisfied. This is not a trivial exercise. For the cases for which one finds solutions, one can get then the expression of the probability distribution for the open system.

We would like to give a supplementary argument which motivated us to look for PBW algebras. Interesting physics appears when one has only infinite dimensional representations either for the ring problem or for the open system . The PBW algebras have at least one infinite-dimensional representation (the regular one), which doesn’t mean that, in general, they don’t have also finite-dimensional ones.

In the present paper we concentrate on the diffusion algebras only. In a sequel  we will discuss in more detail the representation theory. We will also not look for physical applications except for stressing the cases when the rates $`g_{\alpha \beta }`$ can’t be chosen non-negative.

In Sec.2 we will show that in order to have a diffusion algebra, the $`g_{\alpha \beta }`$ and $`x_\alpha `$ have to satisfy certain identities which are the equivalent of the Jacobi identities for the structure constants in the case of Lie algebras 111Correctly speaking, we mean universal enveloping algebras of Lie algebras. It is remarkable that, as we are going to show in the next sections, we are able to find all the solutions of these identities. Inspecting the Eqs.(1.11) one notices that if some of the $`x_\alpha `$ are not zero they can be rescaled in the definition of the generators $`𝒟_\alpha `$. The number of non-vanishing $`x_\alpha `$ will play an important role in the classification of diffusion algebras.

In Sec.3 we consider the case $`N=3`$ corresponding to the three species problem (the case $`N=2`$ is well known ). The case $`N=3`$ is not only interesting on its own but is relevant for understanding the case for arbitrary $`N`$ described in Sec. 4. We are going to recapture all the known examples  which are interesting for applications and get a few new algebras which are interesting on their own.

We would like to mention that the case $`N=3`$ was approached previously from two other points of view. In Ref., one has looked directly to the open system, and classified the type of boundary matrices appearing in Eq.(1.12). This is possible since the boundary matrices are intensity matrices which, as explained in Ref., have special properties. Next, one has looked for bulk rates (see Eq.(1.11)) compatible with the boundary conditions. The problem on the ring was considered in Ref.. Here one has asked which relations (1.11) are compatible with the trace operation and one has given the smallest representations (this was enough for applications).

In Appendix A we present an instructive different (although equivalent) approach to obtain part of the diffusion algebras for $`N=3`$. We also show a natural way to define a quotient of one of the algebras.

In Sec.4 we consider the case of $`N`$ generators. First we give seven series of algebras and then present a theorem which allows to find all the diffusion algebras of PBW type. The proof of this theorem would imply a long discussion and would not fit in this paper which is also aimed at physicists who are not necessarily interested in combinatorics. We have therefore decided to publish it separately. Some algebras are not suitable for applications to stochastic processes (they are not compatible with positive rates).

In order to help the reader who is interested in applications and not in mathematics, in Appendix B we list the diffusion algebras with positive rates for $`N=4`$.

In Sec.5 several physically meaningful generalizations of the diffusion algebras are discussed. A possible connection between diffusion algebras and quantum Lie algebras is also pointed out.

## 2 Diamond conditions.

We shall search for PBW-type associative algebras which are generated by the unit $`e`$ and the elements $`𝒟_\alpha `$, $`\alpha =0,1,\mathrm{},N1`$ satisfying $`N(N1)/2`$ quadratic-linear relations given by (1.11).

The PBW property (see, e.g., Sec.3 of the Ref.) implies that given a set of generators $`\{𝒟_\alpha \}`$, one can express any element of the algebra as a linear combination of ordered monomials in $`𝒟_\alpha `$. Furthermore, all the ordered monomials are assumed to be linearly independent.222 The term PBW is due to Poincaré, Birkhoff and Witt  who describe a linear basis in a universal enveloping algebra.

For concreteness let us fix an alphabetic order

$$𝒟_\beta >𝒟_\alpha \mathrm{if}\beta >\alpha .$$
(2.1)
Then, a linear basis for the PBW-type algebra is given by the unit $`e`$ and the set of monomials

$$𝒟_{\alpha _1}^{n_1}𝒟_{\alpha _2}^{n_2}\mathrm{}𝒟_{\alpha _k}^{n_k},k=1,2,\mathrm{},$$
(2.2)
where $`\alpha _1>\alpha _2>\mathrm{}>\alpha _k`$ and $`n_1,n_2,\mathrm{},n_k`$ are arbitrary positive integers.

Imposing the PBW condition for the diffusion algebra (1.11) we first demand

$$g_{\alpha \beta }0,\alpha <\beta $$
(2.3)
in order to be able to express any polynomial in $`𝒟_\alpha `$ as a linear combination of the basic monomials (2.2).

Next, using (1.11) one can reorder any cubic monomial $`𝒟_\alpha 𝒟_\beta 𝒟_\gamma 𝒟_\gamma 𝒟_\beta 𝒟_\alpha `$, where $`\alpha <\beta <\gamma `$ in two different ways:

Demanding the coincidence of the resulting expressions for $`𝒟_\alpha 𝒟_\beta 𝒟_\gamma `$ in terms of ordered monomials one obtains the relation

$`x_\alpha g_{\gamma \beta }(\mathrm{\Lambda }_{\alpha \beta \gamma }+\mathrm{\Lambda }_{\gamma \beta })𝒟_\gamma 𝒟_\beta +x_\beta g_{\gamma \alpha }(\mathrm{\Lambda }_{\alpha \beta \gamma }+\mathrm{\Lambda }_{\alpha \gamma })𝒟_\gamma 𝒟_\alpha `$
$`+x_\gamma g_{\beta \alpha }(\mathrm{\Lambda }_{\alpha \beta \gamma }+\mathrm{\Lambda }_{\beta \alpha })𝒟_\beta 𝒟_\alpha +x_\alpha x_\beta (g_{\gamma \alpha }g_{\gamma \beta }\mathrm{\Lambda }_{\alpha \beta \gamma })𝒟_\gamma `$
$`+x_\alpha x_\gamma (g_{\gamma \beta }g_{\beta \alpha })𝒟_\beta +x_\alpha x_\beta (g_{\beta \alpha }g_{\gamma \alpha }+\mathrm{\Lambda }_{\alpha \beta \gamma })𝒟_\alpha =0,`$ (2.4)
which results in the following six conditions for the $`g_{\alpha \beta }`$’s and the $`x_\alpha `$’s

$`x_\alpha g_{\gamma \beta }(\mathrm{\Lambda }_{\alpha \gamma }\mathrm{\Lambda }_{\alpha \beta })=0,`$ (2.5)
$`x_\beta g_{\gamma \alpha }(\mathrm{\Lambda }_{\beta \gamma }+\mathrm{\Lambda }_{\alpha \beta })=0,`$ (2.6)
$`x_\gamma g_{\beta \alpha }(\mathrm{\Lambda }_{\alpha \gamma }\mathrm{\Lambda }_{\beta \gamma })=0,`$ (2.7)
$`x_\beta x_\gamma (\mathrm{\Lambda }_{\beta \gamma }+g_{\alpha \beta }g_{\alpha \gamma })=0,`$ (2.8)
$`x_\alpha x_\gamma (g_{\beta \alpha }g_{\gamma \beta })=0,`$ (2.9)
$`x_\alpha x_\beta (\mathrm{\Lambda }_{\alpha \beta }+g_{\beta \gamma }g_{\alpha \gamma })=0,`$ $`\alpha <\beta <\gamma .`$ (2.10)
In Eqs. (2.4) and (2.5)-(2.10) we have introduced the notation

$$\mathrm{\Lambda }_{\alpha \beta }:=g_{\alpha \beta }g_{\beta \alpha },\mathrm{\Lambda }_{\alpha \beta \gamma }:=\mathrm{\Lambda }_{\alpha \beta }+\mathrm{\Lambda }_{\beta \gamma }+\mathrm{\Lambda }_{\gamma \alpha }.$$
(2.11)
One can show that the conditions (2.5)–(2.10) are necessary in order to avoid linear dependences between ordered quadratic (or even first order) monomials in $`𝒟_\alpha `$, $`𝒟_\beta `$ and $`𝒟_\gamma `$. One can improve this result applying the diamond Lemma  to our concrete case. Namely, the algebra (1.11) possesses the PBW property iff the conditions (2.5)–(2.10) are fulfilled. We will refer relations (2.5)–(2.10) as ”diamond conditions” in what follows.

In the next sections we are going to find the solutions of the diamond conditions first for the case $`N=3`$ and then in the general case.

## 3 Classification of diffusion algebras with $`3`$ generators.

The classification of diffusion algebras generated by an arbitrary number $`N`$ of elements $`𝒟_\alpha `$ proceeds as follows.

First, one notes that any subset of $`k<N`$ elements $`𝒟_\alpha `$ generates a subalgebra of (1.11) which is again a diffusion algebra. So, it looks natural to begin with minimal size subalgebras produced by 3 generators (for the case of 2 generators one does not have any nontrivial diamond conditions to solve). Then, a closer inspection of the diamond relations (2.5)–(2.10) shows that they would be fulfilled for the whole algebra (1.11) provided that they are satisfied for all the minimal size subalgebras.

So, we shall start by classifying diffusion algebras generated by three elements $`𝒟_\alpha ,𝒟_\beta ,𝒟_\gamma `$$`\alpha <\beta <\gamma `$. It is natural to fix the values of indices as $`\alpha =0`$, $`\beta =1`$, $`\gamma =2`$ (this choice is adopted in Appendix A). Here however we will not assign concrete values to the indices $`\alpha `$, $`\beta `$ and $`\gamma `$ keeping in mind that for general $`N>3`$ $`\alpha <\beta <\gamma `$ may denote any triple of indices from the set $`0,1,\mathrm{},N1`$.

Depending on how many of the parameters $`x_\alpha ,x_\beta ,x_\gamma `$ take nonzero values the classification falls into four cases. Namely, when all three parameters $`x_\alpha ,x_\beta `$ and $`x_\gamma `$ are nonzero we obtain the algebras of type $`A`$. If one of the $`x`$’s is zero and the remaining two are not equal to zero we have the algebras of type $`B`$. The algebras with only one nonzero parameter $`x`$ and those with all $`x`$’s zero are called algebras of type $`C`$ and respectively $`D`$.

Now we consider in details the algebras of type $`A`$$`D`$.

Case A. All $`x_\alpha ,x_\beta `$ and $`x_\gamma `$ are nonzero.

Eqs.(2.8)–(2.10) give us two constraints

$$g_{\beta \alpha }=g_{\gamma \beta }=g_{\alpha \beta }+g_{\beta \gamma }g_{\alpha \gamma }.$$
(3.1)
Then, there are two possibilities.

1). If $`g_{\beta \alpha }=g_{\gamma \beta }0`$, the Eqs.(2.5) and (2.7) give $`\mathrm{\Lambda }_{\alpha \gamma }=\mathrm{\Lambda }_{\alpha \beta }=\mathrm{\Lambda }_{\beta \gamma }`$ whereof one obtains

$$g_{\gamma \alpha }=g_{\beta \gamma }=g_{\alpha \beta }.$$
(3.2)
In view of (2.3) one has $`g_{\gamma \alpha }0`$ and, therefore, from eq.(2.6) one obtains

$$\mathrm{\Lambda }_{\beta \gamma }=\mathrm{\Lambda }_{\alpha \beta }.$$
(3.3)
Finally, from (3.1), (3.2) and (3.3) one concludes

$$g_{ij}=g0,i,j\{\alpha ,\beta ,\gamma \}.$$
(3.4)
The corresponding $`A_I`$-type algebra is

$$𝐀_𝐈g[𝒟_i,𝒟_j]=x_j𝒟_ix_i𝒟_j,ij\{\alpha ,\beta ,\gamma \},g0.$$
(3.5)
These are relations of Lie algebraic type. By rescaling the generators $`𝒟_i\frac{x_i}{g}E_i`$ one can remove all the parameters from (3.5) and obtain:

$$[E_i,E_j]=E_iE_j.$$

2). If $`g_{\beta \alpha }=g_{\gamma \beta }=0`$, using Eq.(3.1) one transforms the only remaining nontrivial equation (2.6) as

$$g_{\gamma \alpha }(\mathrm{\Lambda }_{\beta \gamma }+\mathrm{\Lambda }_{\alpha \beta })=g_{\gamma \alpha }(g_{\beta \gamma }+g_{\alpha \beta })=g_{\gamma \alpha }g_{\alpha \gamma }=0g_{\gamma \alpha }=0.$$

The corresponding $`A_{II}`$-type algebra is:

$$𝐀_{\mathrm{𝐈𝐈}}\begin{array}{cc}& g_{ij}𝒟_i𝒟_j=x_j𝒟_ix_i𝒟_j,i<j\{\alpha ,\beta ,\gamma \},\hfill \\ \hfill \text{where}& g_{ij}:=g_ig_j,g_ig_jij.\hfill \end{array}$$
(3.6)
The parameters $`g_i`$ ($`i\{\alpha ,\beta ,\gamma \}`$) introduced in Eq.(3.6) above are defined up to a common shift $`g_ig_i+c`$.

This algebra is invariant under the transformation

$$𝒟_i^{}=𝒟_i+\frac{x_i}{g_iy},g_i^{}=\frac{1}{yg_i},x_i^{}=\frac{x_i}{(yg_i)^2},$$

where $`y`$ is an arbitrary parameter. As explained in Appendix A, the algebra (3.6) has a natural quotient $`[𝒟_\beta ,𝒟_\gamma ]=0`$. We would like to mention that this algebra is already known .

Note that the algebras $`A_I`$ and $`A_{II}`$ can directly be extended to the case $`i,j=0,1,2\mathrm{},N1`$ for $`N>3`$ (they correspond to the algebras $`A_I(N)`$ and $`A_{II}(N)`$ discussed in Sec.4).

Case B. Among the coefficients $`x_\alpha `$, $`x_\beta `$ and $`x_\gamma `$ one is equal to zero.

Let $`x_\alpha ,x_\gamma 0,x_\beta =0`$. In this case, the Eqs.(2.6), (2.8), (2.10) become trivial and Eq.(2.9) gives

$$g_{\beta \alpha }=g_{\gamma \beta }.$$
(3.7)
There are two ways to satisfy the remaining Eqs.(2.5) and (2.7).

1). Eqs.(2.5) and (2.7) are satisfied if one chooses $`\mathrm{\Lambda }_{\alpha \gamma }=\mathrm{\Lambda }_{\alpha \beta }=\mathrm{\Lambda }_{\beta \gamma }=:\mathrm{\Lambda }`$ which, in view of (3.7), leads to

$$g_{\alpha \beta }=g_{\beta \gamma },g_{\gamma \alpha }=g_{\alpha \gamma }+g_{\beta \alpha }g_{\alpha \beta }.$$
(3.8)
The corresponding algebra is

$$𝐁^{(\mathrm{𝟏})}\begin{array}{ccc}g_\beta 𝒟_\alpha 𝒟_\beta (g_\beta \mathrm{\Lambda })𝒟_\beta 𝒟_\alpha \hfill & =& x_\alpha 𝒟_\beta ,\hfill \\ g𝒟_\alpha 𝒟_\gamma (g\mathrm{\Lambda })𝒟_\gamma 𝒟_\alpha \hfill & =& x_\gamma 𝒟_\alpha x_\alpha 𝒟_\gamma ,\hfill \\ g_\beta 𝒟_\beta 𝒟_\gamma (g_\beta \mathrm{\Lambda })𝒟_\gamma 𝒟_\beta \hfill & =& x_\gamma 𝒟_\beta ,g,g_\beta 0.\hfill \end{array}$$
(3.9)
Here for sake of future convenience we have parameterized the bulk rates via $`g_\beta `$, $`g`$ and $`\mathrm{\Lambda }`$. The algebra (3.9) is also known .

2). If $`g_{\gamma \beta }=g_{\beta \alpha }=0`$, then Eqs.(2.5), (2.7) are trivially satisfied and the algebra reads

$$𝐁^{(\mathrm{𝟐})}\begin{array}{c}g_{\alpha \beta }𝒟_\alpha 𝒟_\beta =x_\alpha 𝒟_\beta ,\hfill \\ g_{\alpha \gamma }𝒟_\alpha 𝒟_\gamma g_{\gamma \alpha }𝒟_\gamma 𝒟_\alpha =x_\gamma 𝒟_\alpha x_\alpha 𝒟_\gamma ,\hfill \\ g_{\beta \gamma }𝒟_\beta 𝒟_\gamma =x_\gamma 𝒟_\beta ,g_{\alpha \beta },g_{\alpha \gamma },g_{\beta \gamma }0.\hfill \end{array}$$
(3.10)
This algebra can be found already in Refs.. Notice that if one takes $`g_\beta =\mathrm{\Lambda }`$ in Eq.(3.9) one obtains a special case of the algebra $`B^{(2)}`$ (Eq.(3.10)).

We will not repeat the same considerations for the cases $`x_\alpha ,x_\beta 0,x_\gamma =0`$ and $`x_\beta ,x_\gamma 0,x_\alpha =0`$. The resulting algebras are:

$$\{\begin{array}{ccc}g𝒟_\alpha 𝒟_\beta (g\mathrm{\Lambda })𝒟_\beta 𝒟_\alpha \hfill & =& x_\beta 𝒟_\alpha x_\alpha 𝒟_\beta ,\hfill \\ g_\gamma 𝒟_\alpha 𝒟_\gamma (g_\gamma \mathrm{\Lambda })𝒟_\gamma 𝒟_\alpha \hfill & =& x_\alpha 𝒟_\gamma ,\hfill \\ (g_\gamma \mathrm{\Lambda })𝒟_\beta 𝒟_\gamma g_\gamma 𝒟_\gamma 𝒟_\beta \hfill & =& x_\beta 𝒟_\gamma ,g0,g_\gamma \{0,\mathrm{\Lambda }\};\hfill \end{array}$$
(3.11)
$$\{\begin{array}{ccc}(g_\alpha \mathrm{\Lambda })𝒟_\alpha 𝒟_\beta g_\alpha 𝒟_\beta 𝒟_\alpha \hfill & =& x_\beta 𝒟_\alpha ,\hfill \\ g_\alpha 𝒟_\alpha 𝒟_\gamma (g_\alpha \mathrm{\Lambda })𝒟_\gamma 𝒟_\alpha \hfill & =& x_\gamma 𝒟_\alpha ,\hfill \\ g𝒟_\beta 𝒟_\gamma (g\mathrm{\Lambda })𝒟_\gamma 𝒟_\beta \hfill & =& x_\gamma 𝒟_\beta x_\beta 𝒟_\gamma ,g0,g_\alpha \{0,\mathrm{\Lambda }\};\hfill \end{array}$$
(3.12)
$$𝐁^{(\mathrm{𝟑})}\begin{array}{c}g𝒟_\alpha 𝒟_\beta (g\mathrm{\Lambda })𝒟_\beta 𝒟_\alpha =x_\beta 𝒟_\alpha x_\alpha 𝒟_\beta ,\hfill \\ g_\gamma 𝒟_\alpha 𝒟_\gamma =x_\alpha 𝒟_\gamma ,\hfill \\ (g_\gamma \mathrm{\Lambda })𝒟_\beta 𝒟_\gamma =x_\beta 𝒟_\gamma ,g0,g_\gamma \{0,\mathrm{\Lambda }\};\hfill \end{array}$$
(3.13)
$$𝐁^{(\mathrm{𝟒})}\begin{array}{c}(g_\alpha \mathrm{\Lambda })𝒟_\alpha 𝒟_\beta =x_\beta 𝒟_\alpha ,\hfill \\ g_\alpha 𝒟_\alpha 𝒟_\gamma =x_\gamma 𝒟_\alpha ,\hfill \\ g𝒟_\beta 𝒟_\gamma (g\mathrm{\Lambda })𝒟_\gamma 𝒟_\beta =x_\gamma 𝒟_\beta x_\beta 𝒟_\gamma ,g0,g_\alpha \{0,\mathrm{\Lambda }\}.\hfill \end{array}$$
(3.14)
The algebras (3.11) and (3.12) are just different presentations of the algebra $`B^{(1)}`$ (one has to make the substitution $`\beta \gamma `$ in Eq.(3.11) and $`\alpha \beta `$ in Eq.(3.12)).

The relation between the algebras $`B^{(3)}`$ and $`B^{(4)}`$ is less trivial (therefore we keep them as different cases in classification). One can obtain the relations for the $`B^{(3)}`$ algebra by inverting the order of all products in the $`B^{(4)}`$ algebra (Eqs.(3.14)), i.e. by reading the relations (3.14) from the right to the left and changing the signs of all $`x`$’s. That means, the algebras $`B^{(3)}`$ and $`B^{(4)}`$ describe mirror (left-right) symmetric physical processes.

The algebras $`B^{(3)}`$ and $`B^{(4)}`$ are completely different from $`B^{(2)}`$. Even the number of independent rates in cases $`B^{(3)}`$ and $`B^{(4)}`$ is not the same as in $`B^{(2)}`$.

Case C. Two of the coefficients $`x_\alpha `$, $`x_\beta `$ and $`x_\gamma `$ are equal to zero.

In this case only one of the Eqs.(2.5)–(2.10) remains nontrivial and the analysis becomes straightforward. Below we present the relations for the type $`C`$ algebras with $`x_\alpha 0`$, $`x_\beta =x_\gamma =0`$. The expressions for the cases $`x_\beta 0`$, $`x_\alpha =x_\gamma =0`$ and $`x_\gamma 0`$, $`x_\alpha =x_\beta =0`$ can be obtained by the substitutions $`\alpha \beta `$ and, respectively, $`\alpha \gamma \beta \alpha `$ in (3.15) and (3.16).

$$𝐂^{(\mathrm{𝟏})}\begin{array}{c}g_\beta 𝒟_\alpha 𝒟_\beta (g_\beta \mathrm{\Lambda })𝒟_\beta 𝒟_\alpha =x_\alpha 𝒟_\beta ,\hfill \\ g_\gamma 𝒟_\alpha 𝒟_\gamma (g_\gamma \mathrm{\Lambda })𝒟_\gamma 𝒟_\alpha =x_\alpha 𝒟_\gamma ,\hfill \\ g_{\beta \gamma }𝒟_\beta 𝒟_\gamma g_{\gamma \beta }𝒟_\gamma 𝒟_\beta =\mathrm{\hspace{0.33em}0},g_\beta ,g_\gamma ,g_{\beta \gamma }0;\hfill \end{array}$$
(3.15)
$$𝐂^{(\mathrm{𝟐})}\begin{array}{c}g_{\alpha \beta }𝒟_\alpha 𝒟_\beta g_{\beta \alpha }𝒟_\beta 𝒟_\alpha =x_\alpha 𝒟_\beta ,\hfill \\ g_{\alpha \gamma }𝒟_\alpha 𝒟_\gamma g_{\gamma \alpha }𝒟_\gamma 𝒟_\alpha =x_\alpha 𝒟_\gamma ,\hfill \\ g_{\beta \gamma }𝒟_\beta 𝒟_\gamma =\mathrm{\hspace{0.33em}0},g_{\alpha \beta },g_{\alpha \gamma },g_{\beta \gamma }0.\hfill \end{array}$$
(3.16)
We observe that for $`g_{\gamma \beta }=0`$, the algebra (3.15) is a special case of the algebra (3.16). For the sake of convenience (see Sec.4), we will not stress this observation any further.

Notice that in case $`\mathrm{\Lambda }0`$ shifting the generator $`𝒟_\alpha `$: $`𝒟_\alpha 𝒟_\alpha x_\alpha /\mathrm{\Lambda }`$, in Eq.(3.15) one obtains

$$\{\begin{array}{c}g_\beta 𝒟_\alpha 𝒟_\beta (g_\beta \mathrm{\Lambda })𝒟_\beta 𝒟_\alpha =\mathrm{\hspace{0.33em}0},\hfill \\ g_\gamma 𝒟_\alpha 𝒟_\gamma (g_\gamma \mathrm{\Lambda })𝒟_\gamma 𝒟_\alpha =\mathrm{\hspace{0.33em}0},\hfill \\ g_{\beta \gamma }𝒟_\beta 𝒟_\gamma g_{\gamma \beta }𝒟_\gamma 𝒟_\beta =\mathrm{\hspace{0.33em}0},\hfill \end{array}$$
(3.17)
which brings the $`C^{(1)}`$ algebra to the subcase of a family of quantum hyperplanes (see case $`D`$ below)333 Conversely, using the linear shifts of generators $`𝒟_i^{}=𝒟_i+u_i`$, $`i\{\alpha ,\beta ,\gamma \}`$ in the $`D`$-type algebra (3.18) and demanding the resulting relations to agree with the diffusion algebra Ansatz (1.11) one recovers the $`C^{(1)}`$-type algebras only. . If one thinks of applications to stochastic processes, the shift we made is not an innocent one since for $`g_{\beta \gamma }=g_{\gamma \beta }`$, the algebra (3.15) has representations with traces (for example, the one-dimensional representation given by the shift) whereas the algebra (3.17) has none.

A useful algebra (not of PBW type) is obtained if one takes not only $`g_{\gamma \beta }=0`$ but also $`g_{\beta \gamma }=0`$ in the algebra $`C^{(2)}`$ given by Eq.(3.16). In this way one obtains the algebra used in Ref..

Case D. All the coefficients $`x_\alpha `$, $`x_\beta `$ and $`x_\gamma `$ are equal to zero.

In this case we obtain the algebra of Manin’s quantum hyperplane  corresponding to multiparametric Drinfeld-Jimbo R-matrix

$$𝐃g_{ab}𝒟_a𝒟_bg_{ba}𝒟_a𝒟_b=0,a,b\{\alpha ,\beta ,\gamma \}:a<b,g_{ab}0.$$
(3.18)
A different point of view in understanding some of the algebras presented here is discussed in Appendix A.

## 4 Diffusion algebras with $`N>3`$ generators.

While classifying the PBW-type algebras (1.11) with more then 3 generators one meets the combinatorial problem of consistently combining several minimal subalgebras generated by triples $`\{𝒟_\alpha ,𝒟_\beta ,𝒟_\gamma \}`$ (each of these subalgebras belonging to one of the types $`A`$$`D`$ listed in Sec.3) to a larger algebra. In this section we shall first construct several basic series of diffusion algebras being extensions of the $`A_I`$, $`A_{II}`$, $`B^{(1)(4)}`$, $`C^{(1)}`$ and $`D`$ -type algebras from the previous section. The $`C^{(2)}`$-type triples will appear later on in our considerations. There is a deep reason behind our choice of starting first with the algebra $`C^{(1)}`$ and taking into account the algebra $`C^{(2)}`$ later. In this way one can easier state the theorem presented at the end of this section and which is the central part of our work. A proof of this theorem will be given elsewhere.

In Sec.3 we have shown that the classification of diffusion algebras with $`N=3`$ generators depends essentially on the number of nonvanishing parameters $`x_\alpha `$ in the Ansatz (1.11). The same is true for general $`N`$. Therefore we shall split the set $`\{\alpha \}`$ labeling different species of particles ($`=`$ different generators $`𝒟_\alpha `$) into two subsets $`\{\alpha \}`$=$`\{i\}\{a\}`$. From now on we assign letters $`i`$, $`j`$, $`k`$, etc. to the indices of the first subset and assume that $`x_i,x_j,x_k,\mathrm{}0`$. The indices of the second subset are denoted by letters $`a`$, $`b`$, $`c`$, etc. and it is implied that $`x_a=x_b=x_c=\mathrm{}=0`$. Let $`N_1`$ and $`N_0`$ denote the number of elements of the first and second subsets. Clearly, $`N_0+N_1=N`$ — the total number of indices of both kinds.

We should stress however that $`N_1`$ — the number of nonzero $`x`$’s — is the most noticeable but not the only relevant information for the classification. A supplementary information is given by a number of nonzero bulk rates $`g_{\alpha \beta }`$ in the defining relations of the algebras (cf. cases $`A_I`$ and $`A_{II}`$, $`B^{(1)}`$ and $`B^{(2)}`$, or $`C^{(1)}`$ and $`C^{(2)}`$ from Sec.3) and the mutual arrangement of the indices $`\{i\}`$ and $`\{a\}`$ in the alphabetic order (see Eq.(2.1) and the definition of the algebras $`B^{(2)}`$, $`B^{(3)}`$ and $`B^{(4)}`$ from Sec.3).

Algebras of type A. We shall start by considering the algebras with the number $`N_1`$ of nonzero $`x`$’s not less than $`3`$ — we call them algebras of type $`A`$. Obviously, any such algebra contains a minimal subalgebra of type $`A_I`$, or $`A_{II}`$. So, these algebras are naturally obtained by a sequence of consistent (in a sense of diamond conditions) extensions starting with the $`N=N_1=3`$ algebras (3.5) or (3.6) and adding one new generator $`𝒟_\alpha `$ at each step of the iteration.

It is suitable to begin the extension procedure with the generators whose indices lie in the subset $`\{i\}`$. At the first step one adds a fourth generator, say $`𝒟_l`$, to the triple $`\{𝒟_i,𝒟_j,𝒟_k\}`$ (recall, once again, that $`x_i,x_j,x_k,x_l0`$). The resulting algebra contains four minimal subalgebras of the types either $`A_I`$, or $`A_{II}`$. An easy check shows that it is possible to combine only triples of the same type. Continuing the extension procedure one finally obtains algebras with $`N_1`$ generators for which all the minimal subalgebras are of the same type, either $`A_I`$ or $`A_{II}`$. The defining relations for these two types of diffusion algebras — $`A_I(N_1)`$ and $`A_{II}(N_1)`$ — are given by the Eqs.(3.5) and, respectively (3.6), with $`i<j`$ spanning the whole set $`\{i\}`$.

We continue the extension procedure adding to the algebras $`A_{I,II}(N_1)`$, $`N_0`$ new generators with their indices lying in the subset $`\{a\}`$. First, we add one generator, say $`𝒟_a`$, and take care that all the newly appeared triples $`\{𝒟_a,𝒟_i,𝒟_j\}`$ belong to one of the algebras of type $`B`$ (see Eqs.(3.9), (3.10), (3.13) and (3.14)). Next, adding a second generator, say $`𝒟_b`$, we again require that all the triples $`\{𝒟_b,𝒟_i,𝒟_j\}`$ are of type $`B`$ and, moreover, demand that the triples $`\{𝒟_a,𝒟_b,𝒟_i\}`$ are the generators of a $`C_I`$-type algebra (3.15). Adding new generators we have also to impose $`D`$-type algebraic relations for the triples $`\{𝒟_a,𝒟_b,𝒟_c\}`$. As a result, we obtain two different extensions for the algebra $`A_I(N_1)`$

$$𝐀_𝐈^{(1)}(N_1,N_0)\begin{array}{c}g[𝒟_i,𝒟_j]=x_j𝒟_ix_i𝒟_j,i,j\{i\}:ij;g0,\hfill \\ g_a[𝒟_a,𝒟_i]=x_i𝒟_a,i\{i\},a\{a\};g_a0,\hfill \\ g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b\{a\}:a<b;g_{ab}0.\hfill \end{array}$$
(4.1)
$$𝐀_𝐈^{(2)}(N_1,N_0)\begin{array}{c}g[𝒟_i,𝒟_j]=x_j𝒟_ix_i𝒟_j,i,j\{i\}:ij;g0,\hfill \\ g_+𝒟_i𝒟_b=x_i𝒟_b,(i\{i\},b\{a\}):ia;g_{}0,\hfill \\ \text{where}g_{}=g_+,\text{if there exist}D_i,D_a,D_b:a<i<b,\hfill \\ g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b\{a\}:a<b;g_{ab}0.\hfill \end{array}$$
(4.2)
Here and in what follows we indicate two integers $`N_0`$ and $`N_1`$ — the numbers of indices in the sets $`\{i\}`$ and $`\{a\}`$, respectively — in braces to specify the type of algebra. As the reader can notice looking closely at Eq.(4.2), specifying $`N_0`$ and $`N_1`$ one obtains several algebras all denoted by $`A_I^{(2)}(N_1,N_0)`$. We didn’t introduce a different notation for each algebra in order to simplify the notations. We adopted the same attitude also for other algebras described below (see Eqs.(4.3) and (4.5)).

The algebra $`A_{II}(N_1)`$ possesses a unique extension

$$𝐀_{\mathrm{𝐈𝐈}}(N_1,N_0)\begin{array}{c}g_{ij}𝒟_i𝒟_j=x_j𝒟_ix_i𝒟_j,i,j\{i\}:i<j,\hfill \\ g_{i+}𝒟_i𝒟_b=x_i𝒟_b,(i\{i\},b\{a\}):ia.\hfill \\ \text{Here}g_{ij}:=g_ig_j,g_{i+}:=g_++g_i,g_i:=g_{}g_i,\hfill \\ \text{where for all }i\text{:}g_ig_+,g_ig_{};g_ig_j\text{if}ij;\hfill \\ \text{and}g_{}=g_+,\text{if there exists}D_i,D_a,D_b:a<i<b.\hfill \\ g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b\{a\}:a<b;g_{ab}0.\hfill \end{array}$$
(4.3)
The parameters $`g_+`$ and $`g_{}`$ in algebras $`A_I^{(2)}(N_1,N_0)`$ and $`A_{II}(N_1,N_0)`$ remain independent provided that mutual order of indices of the subsets $`\{i\}`$ and $`\{a\}`$ (and hence the order of the generators $`D_i`$ and $`D_a`$, see (2.1)) is like follows

$$i_1<i_2<\mathrm{}<i_k<a_1<a_2<\mathrm{}<a_{N_0}<i_{k+1}<i_{k+2}<\mathrm{}<i_{N_1}.$$

Only in this case all the $`B`$-type minimal subalgebras in the algebras (4.2) and (4.3) belong to the type $`B^{(2)}`$. In the presence of $`B^{(3)}`$, or $`B^{(4)}`$ type triples the parameters $`g_+`$ and $`g_{}`$ are constrained by condition $`g_++g_{}=0`$ (keep in mind that for stochastic processes all rates have to be non-negative).

Algebras of type B. We now consider the case where the set $`\{i\}`$ contains exactly two indices ($`N_1=2`$), say, $`i`$ and $`j`$, $`i<j`$. To obtain such algebras — we call them the algebras of type $`B`$ — one should consider consistent extensions of the $`B`$-type triples (3.9), (3.10), (3.13) and (3.14) by $`(N_01)`$ generators with their labels in the set $`\{a\}`$.

Starting with the $`B^{(1)}`$-type triple $`\{𝒟_i,𝒟_{a_1},𝒟_j\}`$, the only possibility is to add new generators $`𝒟_{a_2}`$, $`𝒟_{a_3}`$, etc. such that all the minimal subalgebras $`\{𝒟_i,𝒟_{a_2},𝒟_j\}`$, $`\{𝒟_i,𝒟_{a_3},𝒟_j\}`$, etc. satisfy again $`B^{(1)}`$-type relations (3.9). In this situation, we can arrange the alphabetic order of the generators as follows: $`𝒟_j>𝒟_{a_1}>𝒟_{a_2}>\mathrm{}>𝒟_{a_{N_0}}>𝒟_i`$ (cf. with the comment below Eq.(3.14)). So it is natural to put in this case $`i=0`$, $`j=N1`$. The extended algebra $`𝐁^{(\mathrm{𝟏})}(2,N_0)`$ reads

$`\begin{array}{c}g𝒟_0𝒟_{N1}(g\mathrm{\Lambda })𝒟_{N1}𝒟_0=x_{N1}𝒟_0x_0𝒟_{N1},g0,\hfill \\ g_a𝒟_0𝒟_a(g_a\mathrm{\Lambda })𝒟_a𝒟_0=x_0𝒟_a,\hfill \\ g_a𝒟_a𝒟_{N1}(g_a\mathrm{\Lambda })𝒟_{N1}𝒟_a=x_{N1}𝒟_a,\mathrm{\hspace{0.33em}1}<a<N1,g_a0,\hfill \\ g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b\{a\}:a<b;g_{ab}0.\hfill \end{array}`$ (4.4)
The situation becomes different for the other $`B`$-type triples (3.10), (3.13) and (3.14). Extending these algebras one can get algebras containing all the $`B^{(2)}`$, $`B^{(3)}`$ and $`B^{(4)}`$-type minimal subalgebras. Therefore we introduce a unified notation $`B^{(2)}(2,n_<,n,n_>)`$ for extensions of the triples $`B^{(2)}B^{(4)}`$. Here $`n_<+n+n_>=N_0`$ and a mutual order of the indices $`i`$, $`j`$ and the indices from the set $`\{a\}`$ is as follows

$$a_1<\mathrm{}<a_{n_<}<i<a_{(n_<+1)}<\mathrm{}<a_{(n_<+n)}<j<a_{(n_<+n+1)}<\mathrm{}<a_{N_0}.$$

The algebra $`𝐁^{(\mathrm{𝟐})}(2,n_<,n,n_>)`$ reads

$`\begin{array}{c}g𝒟_i𝒟_j(g\mathrm{\Lambda })𝒟_j𝒟_i=x_j𝒟_ix_i𝒟_j,g0,\hfill \\ g_+𝒟_i𝒟_a=x_i𝒟_a,(g_+\mathrm{\Lambda })𝒟_j𝒟_a=x_j𝒟_a,a>j,\hfill \\ (g_{}\mathrm{\Lambda })𝒟_a𝒟_i=x_i𝒟_a,g_{}𝒟_a𝒟_j=x_j𝒟_a,a<i,\hfill \\ g_+𝒟_i𝒟_a=x_i𝒟_a,g_{}𝒟_a𝒟_j=x_j𝒟_a,i<a<j,\hfill \\ \text{where}g_+\{\begin{array}{ccc}0\hfill & \text{if}& n_<<N_0\hfill \\ \mathrm{\Lambda }\hfill & \text{if}& n_>>0\hfill \end{array},g_{}\{\begin{array}{ccc}0\hfill & \text{if}& n_><N_0\hfill \\ \mathrm{\Lambda }\hfill & \text{if}& n_<>0\hfill \end{array},\hfill \\ \text{and}g_++g_{}=\mathrm{\Lambda }\text{if among the numbers}n_<,n,n_>\text{there are two nonzeros},\hfill \\ g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b\{a\}:a<b;g_{ab}0.\hfill \end{array}`$ (4.5)
The algebra $`B^{(2)}(2,n_<,n,n_>)`$ contains $`n_<`$ $`B^{(4)}`$-type minimal subalgebras ($`\{𝒟_a,𝒟_i,`$ $`𝒟_j\}`$ for $`a<i`$), $`n`$ $`B^{(2)}`$-type minimal subalgebras ($`\{𝒟_i,𝒟_a,𝒟_j\}`$ for $`i<a<j`$) and $`n_>`$ $`B^{(3)}`$-type triples ($`\{𝒟_i,𝒟_j,𝒟_a\}`$ for $`a>j`$).

Algebras of type C. Next, we consider algebras with only one index $`i`$ in the subset $`\{i\}`$, let us call them the algebras of the type $`C`$. These algebras arise from extension of the $`C_I`$ triple $`\{𝒟_i,𝒟_a,𝒟_b\}`$ by $`(N_02)`$ generators $`𝒟_c,\mathrm{}`$ labeled by indices from the subset $`\{a\}`$. Checking the consistency of such an extension is straightforward and, therefore, we shall just present directly the resulting algebra

$$𝐂(1,N_0)\begin{array}{c}g_a𝒟_i𝒟_a(g_a\mathrm{\Lambda })𝒟_a𝒟_i=x_i𝒟_a,\hfill \\ \text{where}g_a0\text{if}i<a,\text{and}g_a\mathrm{\Lambda }\text{if}a<i,\hfill \\ g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b\{a\}:a<b;g_{ab}0.\hfill \end{array}$$
(4.6)
As in case of the $`C^{(1)}`$-type triple (3.15), for $`\mathrm{\Lambda }0`$ one can reduce the algebra (4.6) to a subcase of the family of quantum hyperplanes (see case $`D`$ below) shifting the generator $`𝒟_i`$: $`𝒟_i𝒟_ix_i/\mathrm{\Lambda }`$. Nevertheless, as will be shown in the theorem given below, it is useful to keep the definition given by Eq.(4.6) for the algebra $`C(1,N_0)`$ since in this way one can use it as a building block for the construction of new algebras. In the new algebras the shift will not be possible anymore.

Note that, unlike all the previous cases, one can consider the algebra $`C(1,1)`$ produced by a pair of generators. We shall use this possibility in the theorem stated below. For instance, the $`C^{(2)}`$ algebra (3.16) can be constructed as a combination of two $`C(1,1)`$ algebras by a blending procedure described in the theorem given below. Further examples of an application of $`C(1,1)`$ algebras are given in Appendix B (see the cases 17 and 18).

Case D. The $`D`$ algebras — the algebras with no indices in the subset $`\{i\}`$ — are represented by a family of $`N=N_0`$ dimensional quantum hyperplanes

$$𝐃(0,N_0)\begin{array}{c}g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b\{a\}:a<b;g_{ab}0.\hfill \end{array}$$
(4.7)
Now we are ready to complete a classification scheme. To do so one needs to take into consideration the possibility of using $`C^{(2)}`$-type triples in the algebra extension process. As a result one derives a procedure to obtain all the the diffusion algebras which is described in the following theorem.

Theorem.  A diffusion algebra has $`N_1`$ generators $`𝒟_i`$, where one assumes $`x_i0`$, ($`i=1,2,\mathrm{},N_1`$) and $`N_0`$ generators $`𝒟_a`$, with $`x_a=0`$, ($`a=1,2,\mathrm{},N_0`$). If we don’t distinguish between the two kinds of generators, we denote them by $`𝒟_\alpha `$, ($`\alpha =1,2,\mathrm{},N=N_0+N_1`$).

If $`N_1=0`$, the algebras are $`D(0,N_0)`$ (see Eq.(4.7)).

If $`N_10`$, all diffusion algebras can be obtained by a blending procedure using the algebras (4.1)–(4.6). The blending procedure can be described as follows.

Consider two of the algebras (4.1)–(4.6), denoted by $`X(N_1,N_0^{(x)})`$ and $`Y(N_1,N_0^{(y)})`$, both having the same number of generators $`𝒟_i`$ which satisfy the same relations among themselves in the two algebras, and generators $`𝒟_{a_x}`$ (respectively $`𝒟_{a_y}`$). Through blending, one can obtain a new diffusion algebra $`Z(N_1,N_0^{(x)}+N_0^{(y)}=N_0)`$ with generators $`𝒟_i`$ and $`𝒟_a`$, ($`a=1,2,\mathrm{},N_0`$). Since the $`X(N_1,N_0^{(x)})`$ and $`Y(N_1,N_0^{(y)})`$ algebras are both of PBW type, the $`N_0^{(x)}`$ indices (respectively the $`N_0^{(y)}`$ indices) are in a given alphabetic order. We blend now the $`N_0^{(x)}`$ and $`N_0^{(y)}`$ indices together in an arbitrary alphabetic order but respecting the order for the $`N_0^{(x)}`$ indices (respectively the $`N_0^{(y)}`$ indices) which are fixed in the algebra $`X(N_1,N_0^{(x)})`$ (respectively $`Y(N_1,N_0^{(y)})`$). The alphabetic order of the $`N_0^{(x)}`$ indices in respect to the $`N_1`$ indices (respectively the $`N_0^{(y)}`$ indices in respect to the $`N_1`$ indices) given again by the two algebras $`X(N_1,N_0^{(x)})`$ and $`Y(N_1,N_0^{(y)})`$, has also to be respected. For each alphabetic order of the $`N_0`$ indices one obtains a new algebra in the following way. The relations among the generators $`𝒟_i`$ and those among the generators $`𝒟_i`$ and $`𝒟_{a_x}`$ (respectively among $`𝒟_i`$ and $`𝒟_{a_y}`$) coincide with the relations in the algebras $`X(N_1,N_0^{(x)})`$ and $`Y(N_1,N_0^{(y)})`$. The remaining relations among the generators $`𝒟_{a_x}`$ and $`𝒟_{a_y}`$ are:

$$\begin{array}{cc}𝒟_{a_x}𝒟_{a_y}=0,\hfill & a_x,a_y:a_x<a_y,\hfill \\ 𝒟_{a_y}𝒟_{a_x}=0,\hfill & a_x,a_y:a_x>a_y.\hfill \end{array}$$
(4.8)
A ”blended” algebra can now be blended with one of the algebras (4.1)–(4.6) and one can obtain a new algebra.

It is important to stress that through the blending procedure one can obtain the same algebra using different blendings. Therefore what we have is a construction rather than a classification of the diffusion algebras.

We would like to point out that it is easy to see that one can blend together only algebras of the same type: $`A_I^{(1)}`$ or $`A_I^{(2)}`$ with algebras $`A_I^{(1)}`$ or $`A_I^{(2)}`$ , $`A_{II}`$ with $`A_{II}`$, $`B^{(1)}`$ or $`B^{(2)}`$ with $`B^{(1)}`$ or $`B^{(2)}`$. and $`C`$ with $`C`$. One can show that blending together two $`A_I^{(1)}`$ (respectively $`B^{(1)}`$) algebras leads to $`A_I^{(1)}`$ (respectively $`B^{(1)}`$) algebras. Therefore one can use an $`A_I^{(1)}`$ (respectively $`B^{(1)}`$) algebra only once during blending procedure. At the same time the algebras $`A_I^{(2)}`$ (respectively $`B^{(2)}`$) can be blended any number of times.

Let us show an application of this theorem. Consider the algebra

$`g_{0a}𝒟_0𝒟_ag_{a0}𝒟_a𝒟_0=x_0𝒟_a,a=1,2,\mathrm{},N1,`$ (4.9)
$`g_{ab}𝒟_a𝒟_b=0,a,b:\mathrm{\hspace{0.33em}1}a<bN1.`$ (4.10)
This algebra is obtained taking $`N1`$ copies of the algebra $`C(1,1)`$ ($`\{i\}=\{0\}`$, $`\{a\}=\{1,2,..,N1\}`$) and blending them together. Taking $`N=3`$ and $`4`$ one recovers the algebras given by Eq.(3.16) respectively Eqs.(B.25), (B.26). If in Eq.(4.10) one takes the rates $`g_{ab}=0`$ one recovers the algebra discussed in Ref..

## 5 Discussion.

We have defined diffusion algebras. Those are PBW algebras with $`N`$ generators satisfying the relations (1.11). These algebras are useful to find stationary states of the stochastic processes given by the rates $`g_{\alpha \beta }`$. For the N species problem one finds several series of algebras which might be useful in applications using the Eq.(1.3) for a ring and the Eqs.(1.7) and (1.8) for open systems. Much work is still left. For example one has to find which boundary conditions, if any, are compatible with each of the algebras. We would like to stress that all the cases which were used up to now for applications are special cases of our construction.

An open and relevant question is: do non PBW type ”physically meaningful” algebras satisfying Eq.(1.11) exist.444 These algebras can be finite or infinite dimensional. Such algebras could eventually represent ”exceptional algebras” similar to those which appear in the theory of simple Lie algebras or superalgebras.

An interesting and unsolved problem is the connection between the diffusion algebras and the so called quantum Lie algebras (see e.g. ) which look similar and which are not fully investigated and classified. In order to show that such a connection might be possible we will give here two examples of quantum Lie algebras related to the so-called Cremmer-Gervais R matrix :

$$\{\begin{array}{ccc}g_\beta 𝒟_\alpha 𝒟_\beta (g_\beta \mathrm{\Lambda })𝒟_\beta 𝒟_\alpha \hfill & =& x_\alpha 𝒟_\beta ,\hfill \\ g𝒟_\alpha 𝒟_\gamma (g\mathrm{\Lambda })𝒟_\gamma 𝒟_\alpha +w(𝒟_\beta )^2\hfill & =& x_\gamma 𝒟_\alpha x_\alpha 𝒟_\gamma ,\hfill \\ g_\beta 𝒟_\beta 𝒟_\gamma (g_\beta \mathrm{\Lambda })𝒟_\gamma 𝒟_\beta \hfill & =& x_\gamma 𝒟_\beta ,\hfill \end{array}$$
(5.1)
and

$$\{\begin{array}{c}g_{\alpha \beta }𝒟_\alpha 𝒟_\beta =x_\alpha 𝒟_\beta ,\hfill \\ g_{\alpha \gamma }𝒟_\alpha 𝒟_\gamma g_{\gamma \alpha }𝒟_\gamma 𝒟_\alpha +w(𝒟_\beta )^2=x_\gamma 𝒟_\alpha x_\alpha 𝒟_\gamma ,\hfill \\ g_{\beta \gamma }𝒟_\beta 𝒟_\gamma =x_\gamma 𝒟_\beta ,\hfill \end{array}$$
(5.2)
They are clearly extensions of the $`B^{(1)}`$ and $`B^{(2)}`$ algebras to which the term $`(𝒟_\beta )^2`$ has been added ($`w`$ is an arbitrary parameter). The algebras (5.1) and (5.2) are of PBW type. Quantum Lie algebras can also be relevant in a different context un-related to stochastic processes. As pointed out in Ref., quadratic algebras are useful also to describe the ground-states of one-dimensional quantum chains in equilibrium statistical physics if it happens that the ground-states have energy zero. This is a whole area which is worth exploring.

Before closing this paper, we would like to mention a natural extension of our results. The starting point of our investigation were the processes given in Eq.(1.1) which are related to quantum hyperplanes (take all the $`x`$’s equal to zero in Eq.(1.11)). One can consider more general stochastic processes in which the bulk rates are related to quantum superplanes . In these cases one obtains equations which generalize Eq.(1.11) (see Ref.). This would lead us to something to which one could coin the name of ”reaction-diffusion algebras”. For the time being this is not more than a nice thought.

### Acknowledgements

The authors thank M.Evans, O.Ogievetsky, I.Peschel, G.M.Schuetz, A.Sudbery, V.Tarasov and R.Twarock for useful discussions. We would like to thank the Heisenberg-Landau Foundation for financial support. The work of V.R. was partly supported by the grant INTAS OPEN 97-01312. The work of A.I. and P.P. was supported in part by RFBR grant # 00-01-00299. One of the authors (P.P.) is grateful to the Max-Planck-Institut fur̈ Mathematik in Bonn for its warm hospitality during his work on this paper.

## Appendix A. Comments on diffusion algebras with three generators.

We consider the relations (1.11) in the case when we have only three generators:

$$\{\begin{array}{c}g_{01}𝒟_0𝒟_1g_{10}𝒟_1𝒟_0=x_1𝒟_0x_0𝒟_1,\\ g_{20}𝒟_2𝒟_0g_{02}𝒟_0𝒟_2=x_0𝒟_2x_2𝒟_0,\\ g_{12}𝒟_1𝒟_2g_{21}𝒟_2𝒟_1=x_2𝒟_1x_1𝒟_2,\end{array}$$
(A.1)
and look for the case when the rates satisfy the condition:

$$\mathrm{\Lambda }_{012}=g_{01}g_{10}+g_{12}g_{21}+g_{20}g_{02}=0$$
(A.2)
It is trivial to verify  that the $`1\times 1`$ matrices (c-numbers)

$$D_i=\frac{x_i}{f_i},(i=0,1,2),$$
(A.3)
where

$$f_1=f_0+g_{01}g_{10},f_2=f_0+g_{02}g_{20},$$
(A.4)
verify the relations (A.1) ($`f_0`$ is an arbitrary parameter). One can use (A.3) in order to compute, using Eq.(1.3), the probability distribution on a ring. The probability distribution one obtains for the stationary state is trivial (one has no correlations). The physics of the stationary state can however be interesting if one takes an open system. We then have to use Eq.(1.8) and the one-dimensional representation of (A.1) is not of much help. If the rates satisfy only the condition (A.2) it is not clear if one doesn’t have only the one-dimensional representation. At this point one can understand why we are interested in algebras of PBW type. For algebras of PBW type, we can be sure that one gets other representations (at least the regular one). The price to pay is that we will get more constraints on the rates than those given by Eq.(A.2). In order to get algebras of PBW type compatible with the relation (A.2), it is useful to write the diamond condition (2.4) in a different way:

$$\begin{array}{c}\mathrm{\Lambda }_{012}\left(x_0g_{21}D_2D_1+x_1g_{20}D_2D_0+x_2g_{21}D_2D_1+x_1x_2D_0x_0x_1D_2\right)\\ +x_0g_{12}g_{21}[D_1,D_2]+x_1g_{02}g_{20}[D_2,D_0]+x_2g_{01}g_{10}[D_0,D_1]=0.\end{array}$$
(A.5)
We now take into account Eq.(A.2). There are several solutions of the Eq.(A.5):

$$a)g_{ij}=g.$$
(A.6)
This gives (using Eq.(A.1)) the algebra $`A_I`$ (see Eq(3.5)).

$$b)\{\begin{array}{c}g_{21}=g_{20}=g_{10}=0,\hfill \\ g_{02}=g_{01}+g_{12}.\hfill \end{array}$$
(A.7)
This gives the algebra $`A_{II}`$ (see Eq.(3.6)).

$$c)\{\begin{array}{c}g_{20}=g_{10}=0,\hfill \\ [𝒟_1,𝒟_2]=0.\hfill \end{array}$$
(A.8)
This gives actually again the algebra $`A_{II}`$, defined in Eq.(3.6) with the substitution

$$g_{12}g_{21}g_{12}.$$
(A.9)
This different derivation of the algebra $`A_{II}`$ has a bonus: we have learned that we can take the quotient given by the second relation in Eq.(A.8) of this algebra.

$$d)\{\begin{array}{c}x_0=0,\hfill \\ g_{01}=g_{02}=0,\hfill \\ g_{12}=g,g_{21}=g\mathrm{\Lambda },\hfill \\ g_{10}=g_\gamma ,g_{20}=g_\gamma \mathrm{\Lambda },\hfill \end{array}$$
(A.10)
which is the algebra $`B^{(3)}`$ (see Eq.(3.13)).

$$e)\{\begin{array}{c}x_0=0,\hfill \\ g_{10}=g_{20}=0,\hfill \\ g_{12}=g,g_{21}=g\mathrm{\Lambda },\hfill \\ g_{01}=g_\alpha \mathrm{\Lambda },g_{02}=g_\alpha ,\hfill \end{array}$$
(A.11)
which is the algebra $`B^{(4)}`$ (defined in Eq.(3.14)).

Since the algebras $`A_I`$, $`A_{II}`$, $`B^{(3)}`$ and $`B^{(4)}`$ are all derived starting from Eq.(A.1) with the conditions (A.2), all these algebras have at least a one-dimensional representation. When the classification of the relations (A.1) for which a trace operation exists was done , there was no need to consider them separately since for the trace operation it is enough to have the expressions (A.3) and (A.4).

## Appendix B. Diffusion algebras with positive rates for $`N=4`$.

Here we list all the diffusion algebras with $`N=4`$ generators which can be useful for stochastic processes with four species of particles (one can choose all the rates non-negative).

We first describe those of the algebras from the seven series described in Sec.4 (see Eqs.(4.1)–(4.7)). For the reader’s convenience we point out all the $`N=3`$ subalgebras for each algebra in the list. The reader may be surprised by the fact that in the list which follows the same symbol will denote two algebras (see Eqs. (B.3) and (B.5)), this is due to the fact that as can be seen already in Eqs.(4.2) and (4.3) the same notation is used for several algebras.

1. $`A_I(4)`$.

$$g[𝒟_i,𝒟_j]=x_j𝒟_ix_i𝒟_j,i,j=0,1,2,3.$$
(B.1)
All the $`N=3`$ subalgebras of this algebra (i.e., the subalgebras generated by different triples of the generators $`𝒟_i`$, $`i=0,1,2,3`$) are of type $`A_I`$ (3.5).
2. $`A_I^{(1)}(3,1)`$.

$$\{\begin{array}{c}g[𝒟_i,𝒟_j]=x_j𝒟_ix_i𝒟_j,i,j=1,2,3,\hfill \\ g_o[𝒟_0,𝒟_i]=x_i𝒟_0.\hfill \end{array}$$
(B.2)
This algebra contains the $`A_I`$ subalgebra $`\{𝒟_1,𝒟_2,𝒟_3\}`$ and three $`B^{(1)}`$ subalgebras (3.9) in which one takes $`\mathrm{\Lambda }=0`$ and which are generated by the triples $`\{𝒟_0,𝒟_1,𝒟_2\}`$, $`\{𝒟_0,𝒟_1,𝒟_3\}`$ and $`\{𝒟_0,𝒟_2,𝒟_3\}`$.
3. $`A_I^{(2)}(3,1)`$ (two algebras).

$$\begin{array}{cc}\{\begin{array}{c}g[𝒟_i,𝒟_j]=x_j𝒟_ix_i𝒟_j,\hfill \\ g_o𝒟_0𝒟_i=x_i𝒟_0,\hfill \end{array}\hfill & \text{and }\{\begin{array}{c}g[𝒟_i,𝒟_j]=x_j𝒟_ix_i𝒟_j,\hfill \\ g_+𝒟_1𝒟_0=x_1𝒟_0,\hfill \\ g_{}𝒟_0𝒟_{2,3}=x_{2,3}𝒟_0,\hfill \end{array}\hfill \\ i,j=1,2,3.\hfill & i,j=1,2,3.\hfill \end{array}$$
(B.3)
Both algebras presented in (B.3) contain the $`A_I`$ triple $`\{𝒟_1,𝒟_2,𝒟_3\}`$ and the $`B^{(4)}`$ triple $`\{𝒟_0,𝒟_2,𝒟_3\}`$ (see (3.14) specialized to $`\mathrm{\Lambda }=0`$). The triples $`\{𝒟_0,𝒟_1,`$ $`𝒟_2\}`$ and $`\{𝒟_0,𝒟_1,𝒟_3\}`$ are of $`B^{(4)}`$ type for the first case in (B.3) and they belong to the type $`B^{(2)}`$ for the last case (see (3.10) with the special choice $`g_{\alpha \gamma }=g_{\gamma \alpha }=g`$).

There are two more algebras of type $`A_I^{(2)}(3,1)`$. Their defining relations are obtained by inverting the order of the generators in all the products in formulae (B.3). This means that the last pair of algebras would describe physical processes which are just mirror reflections of the processes corresponding to the algebras (B.3).
4. $`A_{II}(4)`$.

$$g_{ij}𝒟_i𝒟_j=x_j𝒟_ix_i𝒟_j,\text{where}i,j=0,1,2,3,\text{and}i<j.$$
(B.4)
Here $`g_{ij}:=g_ig_j`$ and $`g_0>g_1>g_2>g_3`$ so that $`g_{ij}>0`$ for all $`i<j`$.

The algebra (B.4) contains only $`A_{II}`$ subalgebras (3.6).
5. $`A_{II}(3,1)`$ (two algebras).

$$\begin{array}{ccc}\{\begin{array}{c}g_{ij}𝒟_i𝒟_j=x_j𝒟_ix_i𝒟_j,\hfill \\ g_{0i}𝒟_0𝒟_i=x_i𝒟_0,\hfill \end{array}\hfill & \text{and}& \{\begin{array}{c}g_{ij}𝒟_i𝒟_j=x_j𝒟_ix_i𝒟_j,\hfill \\ g_+𝒟_1𝒟_0=x_1𝒟_0,\hfill \\ g_2𝒟_0𝒟_2=x_2𝒟_0,\hfill \\ g_3𝒟_0𝒟_3=x_3𝒟_0.\hfill \end{array}\hfill \end{array}$$
(B.5)
Here both $`i`$ and $`j`$ take the values 1, 2, or 3; furthermore one has $`i<j`$ in the first relations in (B.5); $`g_{ij}:=g_ig_j`$, $`g_{0i}:=g_0g_i`$ and $`g_i:=g_{}g_i`$, where $`g_0>g_1>g_2>g_3`$ and $`g_{}>g_2`$.

The algebras in (B.5) contain the $`A_{II}`$ triple $`\{𝒟_1,𝒟_2,𝒟_3\}`$ and the $`B^{(4)}`$ triple $`\{𝒟_0,𝒟_2,𝒟_3\}`$ (see (3.14) with $`g=\mathrm{\Lambda }`$). The triples $`\{𝒟_0,𝒟_1,𝒟_2\}`$ and $`\{𝒟_0,𝒟_1,𝒟_3\}`$ are of $`B^{(4)}`$ type for the first case in (B.5) and they belong to type $`B^{(2)}`$ for the last case (see (3.10) with $`g_{\gamma \alpha }=0`$).

One can construct two more algebras which are mirror partners of those listed in (B.5) (c.f. the case 3).
6. $`B^{(1)}(2,2)`$.

$$\{\begin{array}{c}g𝒟_0𝒟_3(g\mathrm{\Lambda })𝒟_3𝒟_0=x_3𝒟_0x_0𝒟_3,\hfill \\ g_a𝒟_0𝒟_a(g_a\mathrm{\Lambda })𝒟_a𝒟_0=x_0𝒟_a,\hfill \\ g_a𝒟_a𝒟_3(g_a\mathrm{\Lambda })𝒟_3𝒟_a=x_3𝒟_a,a=1,2,\hfill \\ g_{12}𝒟_1𝒟_2g_{21}𝒟_2𝒟_1=0.\hfill \end{array}$$
(B.6)
This algebra contains two $`B^{(1)}`$ triples (3.9): $`\{𝒟_0,𝒟_1,𝒟_3\}`$ and $`\{𝒟_0,𝒟_2,𝒟_3\}`$, and two $`C^{(1)}`$ triples (3.15): $`\{𝒟_0,𝒟_1,𝒟_2\}`$ and $`\{𝒟_1,𝒟_2,𝒟_3\}`$.
7. $`B^{(2)}(2,0,2,0)`$.

$$\{\begin{array}{c}g𝒟_0𝒟_3(g\mathrm{\Lambda })𝒟_3𝒟_0=x_3𝒟_0x_0𝒟_3,\hfill \\ g_+𝒟_0𝒟_a=x_0𝒟_a,\hfill \\ g_{}𝒟_a𝒟_3=x_3𝒟_a,a=1,2,\hfill \\ g_{12}𝒟_1𝒟_2g_{21}𝒟_2𝒟_1=0.\hfill \end{array}$$
(B.7)
This algebra contains two $`B^{(2)}`$ triples (3.10): $`\{𝒟_0,𝒟_1,𝒟_3\}`$ and $`\{𝒟_0,𝒟_2,𝒟_3\}`$, and two $`C^{(1)}`$ triples: $`\{𝒟_0,𝒟_1,𝒟_2\}`$ and $`\{𝒟_1,𝒟_2,𝒟_3\}`$, where in Eq.(3.15) one takes $`g_\beta =g_\gamma =\mathrm{\Lambda }`$, respectively $`g_\beta =g_\gamma =0`$.
8. $`B^{(2)}(2,2,0,0)`$.

$$\{\begin{array}{c}g𝒟_2𝒟_3(g\mathrm{\Lambda })𝒟_3𝒟_2=x_3𝒟_2x_2𝒟_3,\hfill \\ (h\mathrm{\Lambda })𝒟_a𝒟_2=x_2𝒟_a,\hfill \\ h𝒟_a𝒟_3=x_3𝒟_a,a=0,1,\hfill \\ g_{01}𝒟_0𝒟_1g_{10}𝒟_1𝒟_0=0.\hfill \end{array}$$
(B.8)
This algebra contains two $`B^{(4)}`$ triples (3.14): $`\{𝒟_0,𝒟_2,𝒟_3\}`$ and $`\{𝒟_1,𝒟_2,𝒟_3\}`$, and two $`C^{(1)}`$ triples (3.15) with $`g_\beta =g_\gamma =0`$: $`\{𝒟_0,𝒟_1,𝒟_2\}`$ and $`\{𝒟_1,𝒟_2,𝒟_3\}`$.

The algebra $`B^{(2)}(2,0,0,2)`$ is a mirror partner of the algebra above.
9. $`C(1,3)`$.

$$\{\begin{array}{c}g_a𝒟_0𝒟_a(g_a\mathrm{\Lambda })𝒟_a𝒟_0=x_0𝒟_a,\hfill \\ g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b=1,2,3.\hfill \end{array}$$
(B.9)
This algebra contains three $`C^{(1)}`$ triples $`\{𝒟_0,𝒟_1,𝒟_2\}`$, $`\{𝒟_0,𝒟_1,𝒟_3\}`$ and $`\{𝒟_0,`$ $`𝒟_2,𝒟_2\}`$, and the triple $`\{𝒟_1,𝒟_2,𝒟_3\}`$ of the type $`D`$ (3.18).

For $`\mathrm{\Lambda }0`$, one can do the shift $`𝒟_0𝒟_0x_0/\mathrm{\Lambda }`$ and bring this algebra to the subcase of the family of quantum hyperplanes (B.10).
10. $`D(0,4)`$ algebra, or quantum hyperplane.

$$g_{ab}𝒟_a𝒟_bg_{ba}𝒟_b𝒟_a=0,a,b=0,1,2,3.$$
(B.10)
Obviously, all the triples here are of $`D`$ type.

Next, we use the procedure of blending several diffusion algebras as described in the Theorem at the end of Sec.4. There is no need to point out anymore the $`N=3`$ subalgebras for each example separately, since the pair of main $`N=3`$ constituents which are blended to produce an $`N=4`$ algebra are mentioned explicitly in each case. The remaining two $`N=3`$ subalgebras always belong to the type $`C^{(2)}`$ (3.16).

Note that blending algebras of the types $`A_I`$ and $`A_{II}`$ produces only examples with $`N5`$.

One can get $`N=4`$ diffusion algebras by blending any two of the following $`N=3`$ type $`B`$ algebras: $`B^{(1)}(2,1)`$ ($`B^{(1)}`$ in the notations of Sec.3), $`B^{(2)}(2,1,0,0)`$ ($`B^{(4)}`$), $`B^{(2)}(2,0,1,0)`$ ($`B^{(2)}`$), and $`B^{(2)}(2,0,0,1)`$ ($`B^{(3)}`$). The results are listed below.

1. Gluing $`B^{(1)}`$ (with generators $`\{𝒟_0,𝒟_1,𝒟_3\}`$) and $`B^{(2)}`$ (with generators $`\{𝒟_0,𝒟_2,`$ $`𝒟_3\}`$) one obtains

$$\{\begin{array}{c}g𝒟_0𝒟_3(g\mathrm{\Lambda })𝒟_3𝒟_0=x_3𝒟_0x_0𝒟_3,\hfill \\ g_1𝒟_0𝒟_1(g_1\mathrm{\Lambda })𝒟_1𝒟_0=x_0𝒟_1,\hfill \\ g_1𝒟_1𝒟_3(g_1\mathrm{\Lambda })𝒟_3𝒟_1=x_3𝒟_1,\hfill \\ g_+𝒟_0𝒟_2=x_0𝒟_2.g_{}𝒟_2𝒟_3=x_3𝒟_2,\hfill \end{array}$$
(B.11)
This set of relations should be supplemented by the condition

$$g_{12}𝒟_1𝒟_2=0.$$
(B.12)
The algebra (B.11), (B.12) has a mirror partner with an opposite order of indices 1 and 2 (one uses the condition $`g_{21}𝒟_2𝒟_1=0`$ instead of (B.12) for it).
2. Gluing $`B^{(2)}`$ ( with generators {$`𝒟_0,𝒟_1,𝒟_3`$}) and $`B^{(2)}`$ (with generators {$`𝒟_0,𝒟_2,𝒟_3`$}) one obtains

$$\{\begin{array}{c}g𝒟_0𝒟_3(g\mathrm{\Lambda })𝒟_3𝒟_0=x_3𝒟_0x_0𝒟_3,\hfill \\ g_+𝒟_0𝒟_1=x_0𝒟_1,g_{}𝒟_1𝒟_3=x_3𝒟_1,\hfill \\ h_+𝒟_0𝒟_2=x_0𝒟_2,h_{}𝒟_2𝒟_3=x_3𝒟_2,\hfill \end{array}$$
(B.13)
$$\text{and}g_{12}𝒟_1𝒟_2=0.$$
(B.14)
3. Gluing $`B^{(1)}`$ (with generators {$`𝒟_1,𝒟_2,𝒟_3`$}) and $`B^{(4)}`$ (with generators {$`𝒟_0,𝒟_2,𝒟_3`$}) one obtains

$$\{\begin{array}{c}g𝒟_2𝒟_3(g\mathrm{\Lambda })𝒟_3𝒟_2=x_3𝒟_2x_2𝒟_3,\hfill \\ (h\mathrm{\Lambda })𝒟_0𝒟_2=x_2𝒟_0,h𝒟_0𝒟_3=x_3𝒟_0,\hfill \\ (g_1\mathrm{\Lambda })𝒟_1𝒟_2g_1𝒟_2𝒟_1=x_2𝒟_1,\hfill \\ g_1𝒟_1𝒟_3(g_1\mathrm{\Lambda })𝒟_3𝒟_1=x_3𝒟_1,\hfill \end{array}$$
(B.15)
$$\text{and either}g_{01}𝒟_0𝒟_1=0,\text{or}g_{10}𝒟_1𝒟_0=0.$$
(B.16)
Gluing the algebras $`B^{(1)}`$ and $`B^{(3)}`$ produces a mirror partner of this algebra.
4. Gluing $`B^{(4)}`$ (with generators {$`𝒟_1,𝒟_2,𝒟_3`$}) and $`B^{(4)}`$ (with generators {$`𝒟_0,𝒟_2,𝒟_3`$}) one obtains

$$\{\begin{array}{c}g𝒟_2𝒟_3(g\mathrm{\Lambda })𝒟_3𝒟_2=x_3𝒟_2x_2𝒟_3,\hfill \\ (h\mathrm{\Lambda })𝒟_0𝒟_2=x_2𝒟_0,h𝒟_0𝒟_3=x_3𝒟_0,\hfill \\ (f\mathrm{\Lambda })𝒟_1𝒟_2=x_2𝒟_1,f𝒟_1𝒟_3=x_3𝒟_1,\hfill \end{array}$$
(B.17)
$$\text{and}g_{01}𝒟_0𝒟_1=0.$$
(B.18)
Gluing the algebras $`B^{(3)}`$ and $`B^{(3)}`$ produces a mirror partner of this algebra.
5. Gluing $`B^{(3)}`$ (with generators {$`𝒟_1,𝒟_2,𝒟_3`$}) and $`B^{(4)}`$ (with generators {$`𝒟_0,𝒟_1,𝒟_2`$}) one obtains

$$\{\begin{array}{c}g𝒟_1𝒟_2(g\mathrm{\Lambda })𝒟_2𝒟_1=x_2𝒟_1x_1𝒟_2,\hfill \\ h𝒟_1𝒟_3=x_1𝒟_3,(h\mathrm{\Lambda })𝒟_2𝒟_3=x_2𝒟_3,\hfill \\ (f\mathrm{\Lambda })𝒟_0𝒟_1=x_1𝒟_0,f𝒟_0𝒟_2=x_2𝒟_0,\hfill \end{array}$$
(B.19)
$$\text{and}g_{03}𝒟_0𝒟_3=0.$$
(B.20)
6. Gluing $`B^{(2)}`$ (with generators {$`𝒟_1,𝒟_2,𝒟_3`$}) and $`B^{(4)}`$ (with generators {$`𝒟_0,𝒟_1,𝒟_3`$}) one obtains

$$\{\begin{array}{c}g𝒟_1𝒟_3(g\mathrm{\Lambda })𝒟_3𝒟_1=x_3𝒟_1x_1𝒟_3,\hfill \\ g_+𝒟_1𝒟_2=x_1𝒟_2,g_{}𝒟_2𝒟_3=x_3𝒟_2,\hfill \\ (h\mathrm{\Lambda })𝒟_0𝒟_1=x_1𝒟_0,h𝒟_0𝒟_3=x_3𝒟_0,\hfill \end{array}$$
(B.21)
$$\text{and}g_{02}𝒟_0𝒟_2=0.$$
(B.22)
Gluing the algebras $`B^{(2)}`$ and $`B^{(3)}`$ produces mirror partner of this algebra.

Gluing a pair of $`B^{(1)}`$ algebras gives a special case of the $`B^{(1)}(2,2)`$ algebra (see case 6 above) with $`g_{21}=0`$.

There are two other possibilities to blend the $`C`$ type algebras $`C(1,2)`$ and $`C(1,1)`$ (for their definition see Eq.(4.6)) into a $`N=4`$ diffusion algebra.

1. Gluing $`C(1,2)`$ (with generators {$`𝒟_0,𝒟_1,𝒟_2`$}) and $`C(1,1)`$ (with generators {$`𝒟_0,𝒟_3`$}) one obtains

$$\{\begin{array}{c}g_a𝒟_0𝒟_a(g_a\mathrm{\Lambda })𝒟_a𝒟_0=x_0𝒟_a,a=1,2,\hfill \\ g_{12}𝒟_1𝒟_2g_{21}𝒟_2𝒟_1=0,\hfill \\ g_{03}𝒟_0𝒟_3g_{30}𝒟_3𝒟_0=x_0𝒟_3,\hfill \end{array}$$
(B.23)
with either one of the following two sets of conditions:

$$g_{13}𝒟_1𝒟_3=g_{23}𝒟_2𝒟_3=0,\text{or}g_{13}𝒟_1𝒟_3=g_{32}𝒟_3𝒟_2=0.$$
(B.24)
In this algebra, besides the $`C^{(1)}`$ triple $`\{𝒟_0,𝒟_1,𝒟_2\}`$ there are two $`C^{(2)}`$ triples $`\{𝒟_0,𝒟_1,𝒟_3\}`$ and $`\{𝒟_0,𝒟_2,𝒟_3\}`$ and the $`D`$ triple $`\{𝒟_1,𝒟_2,𝒟_3\}`$.
2. Gluing three copies of $`C(1,1)`$ algebra one obtains

$$\begin{array}{c}g_{0a}𝒟_0𝒟_ag_{a0}𝒟_a𝒟_0=x_0𝒟_a,a=1,2,3,\hfill \end{array}$$
(B.25)
$$\text{and}g_{12}𝒟_1𝒟_2=g_{13}𝒟_1𝒟_3=g_{23}𝒟_2𝒟_3=0.$$
(B.26)
This algebra contains one $`D`$ type triple $`\{𝒟_1,𝒟_2,𝒟_3\}`$ and all the other triples are of the type $`C^{(2)}`$.


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# Dynamics of Annealed Systems under External Fields: CTRW and the Fractional Fokker-Planck Equations.

## Abstract

We consider the linear response of a system modelled by continuous-time random walks (CTRW) to an external field pulse of rectangular shape. We calculate the corresponding response function explicitely and show that it exhibits aging, i.e. that it is not translationally invariant in the time-domain. This result differs from that of systems which behave according to fractional Fokker-Planck equations.

PACS numbers: 05.40.-a, 02.05.-r

The response dynamics of several physical systems to external fields is well-described by the continuous-time random walk (CTRW) model introduced by Montroll and Weiss . This model was extremely successful in the explanation of dispersive transport in amorphous semiconductors , see  for reviews. Recently it has been shown that in time-independent fields CTRW dynamics is sometimes rendered well through fractional calculus relations such as fractional Fokker-Planck equations (FFPE) . Now FFPEs have considerable mathematical advantages when compared to discrete stochastic schemes such as CTRW, since they allow to incorporate readily different initial and boundary conditions. In time-independent fields the FFPE expressions follow from those of CTRWs using the Kramers-Moyal expansion . Here we show that care is to be taken when treating time-dependent external fields. We demonstrate that for these the linear response obtained in CTRW and in FFPE schemes may differ considerably; we display this here by taking exemplarily an external field which is switched on and off, i.e. which is of rectangular shape in time. In this case the CTRW-process displays aging, i.e. the response depends explicitly on the delay between the time of measurement and the time at which the system was prepared in a given state; hence the response reveals an essentially non-equilibrium process. On the other hand, FFPE follows the usual linear response behavior of systems close to equilibrium  and is expected to be applicable in the cases of polymers  and rough interfaces . The differences between CTRW and FFPE turn out to be very pronounced in the time just after switching off the external field.

As is usual in CTRW we envisage an ensemble of noninteracting particles which may be influenced by external fields (say, the particles are charged). The particles follow then CTRWs, i.e. sequences of jumps. The time intervals $`t_i`$ between the jumps are uncorrelated. Of interest are waiting times which follow power-law distributions, i.e.

$$\psi (t)=\gamma /(1+t/\tau _0)^{1+\gamma },\text{with }0<\gamma <1.$$
(1)
The physical motivation for such $`\psi (t)`$-forms may be rationalized using random traps whose energy distribution is exponential . In what follows we put $`\tau _0=1`$ and work in dimensionless time units.

A basic quantity in the CTRW formalism is $`\chi _n(t)`$, the probability to make exactly $`n`$ steps up to time $`t`$. In the standard, decoupled CTRW picture (in which the spatial transition probabilities between the lattice sites are independent of the waiting-times) the probability distribution $`P(𝐫,t)`$ of finding a particle at $`𝐫`$ at time $`t`$ given that is started at $`\mathrm{𝟎}`$ at time 0 obeys

$$P(𝐫,t)=\underset{i=0}{\overset{\mathrm{}}{}}P_n(𝐫)\chi _n(t),$$
(2)
where $`P_n(𝐫)`$ is the probability to reach $`𝐫`$ from $`\mathrm{𝟎}`$ in $`n`$ steps. We note that Eq.(2) is the starting point for the derivation of FFPE in Ref..

Using Eq.(2) several important relations follow: Thus the mean particle’s displacement equals $`\overline{𝐗(t)}=_{n=0}^{\mathrm{}}\overline{𝐗_n}\chi _n(t)`$, where $`\overline{𝐗_n}`$ is the mean displacement after $`n`$ steps. In a weak homogeneous and time-independent external field $`𝐄`$, $`\overline{𝐗_n}`$ is proportional to $`𝐄`$ and to $`n`$. In particular, if only jumps between nearest neighbor (nn) sites are allowed, the mean displacement per step is

$$𝐱=\underset{i}{}𝐫_i\frac{\left(𝐫_i𝐄\right)}{k_BT}=\widehat{\mu }𝐄,$$
(3)
where the sum runs over all nn vectors, $`k_B`$ is the Boltzmann constant, $`T`$ is the temperature and $`\widehat{\mu }`$ is the mobility tensor. In highly symmetrical lattices $`𝐱𝐄`$ for any field direction and Eq.(3) reduces to a scalar relation, $`𝐱=\widehat{\mu }𝐄`$. Furthermore, since $`\overline{𝐗_n}=n𝐱=n\widehat{\mu }𝐄`$:

$$\overline{X(t)}=\underset{i=0}{\overset{\mathrm{}}{}}xn\chi _n(t)=xN(t)=\widehat{\mu }EN(t),$$
(4)
where $`N(t)=_{i=0}^{\mathrm{}}n\chi _n(t)`$ is the mean number of steps performed up to time $`t`$.

In what follows we restrict ourselves to isotropic lattices and use a scalar notation. Typically, the evolution of $`N(t)`$ depends now on the initial conditions . Thus, if we are interested in the number of steps performed from the moment $`t=0`$ in which the system was initially prepared (this is the usual situation in photoconductivity), all the intervals between the steps are governed by the same $`\psi (t)`$. Then $`N(\lambda )`$, the Laplace-transform of $`N(t)`$, reads

$$\stackrel{~}{N}(\lambda )=\frac{\stackrel{~}{\psi }(\lambda )}{\lambda \left[1\stackrel{~}{\psi }(\lambda )\right]}$$
(5)
as is immediately evident from the expression for $`\chi _n(\lambda )=\psi (\lambda )^n\left[1\psi (\lambda )\right]/\lambda `$, Ref.. The Laplace transform of $`\psi (t)`$, Eq.(1), for small $`\lambda `$ is known to be $`\stackrel{~}{\psi }(\lambda )=1\lambda ^\gamma \mathrm{\Gamma }(1\gamma )`$ . From Eq.(5) we now have

$$\stackrel{~}{N}(\lambda )\frac{1}{\mathrm{\Gamma }(1\gamma )}\lambda ^{(\gamma +1)}$$
(6)
The inverse Laplace-transform of this expression reads:

$$N(t)=\frac{1}{\mathrm{\Gamma }(1+\gamma )\mathrm{\Gamma }(1\gamma )}t^\gamma =\frac{\mathrm{sin}\pi \gamma }{\pi \gamma }t^\gamma $$
(7)
Consider now the case that $`E`$ is switched on at the time $`t_w`$ after the initial preparation of the system. In this case one has $`x=0`$ for $`t<t_w`$, so that only the number of steps performed after $`t_w`$ matters. This situation was discussed in Ref. (see  for a review). Now, the mean number of steps performed during the observation time $`\tau =tt_w`$, i.e. between $`t_w`$ and $`t`$, is

$`N(\tau ,t_w)`$ $`=`$ $`N(t)N(t_w)={\displaystyle \frac{\mathrm{sin}\pi \gamma }{\pi \gamma }}\left(t^\gamma t_w^\gamma \right)=`$ (8)
$`=`$ $`{\displaystyle \frac{\mathrm{sin}\pi \gamma }{\pi \gamma }}\left[(\tau +t_w)^\gamma t_w^\gamma \right].`$
Eq.(8) fits very well the results of numerical simulations, see Figs.1 and 2, where the simulated points are obtained from $`10^5`$ realizations of the random motion of walkers whose waiting-time distributions follow Eq.(1). The results of the simulations are marked by symbols, and the results of Eq.(8) are shown as lines. The parameters of Fig.1 are $`\gamma =0.5`$ and $`t_w`$ varies from 300 to 30000. In Fig. 2 we show the results for $`\gamma =0.3,0.5`$ and 0.75 as functions of $`\tau `$ for a fixed value of $`t_w=1000`$. Note that no fit parameters are used.

Let us now return to the motion in the field $`E`$. The particles’ displacements grows as $`\widehat{\mu }EN(\tau )`$ and the related current is

$$j=\widehat{\mu }E\frac{d}{d\tau }N(\tau )=\frac{\mathrm{sin}\pi \gamma }{\pi }\widehat{\mu }E(\tau +t_w)^{\gamma 1}.$$
(9)
Note that the overall response function $`\sigma (\tau ,t_w)`$ defined through $`j=\sigma (\tau ,t_w)E`$ is given by $`\sigma (\tau ,t_w)=\left(\pi ^1\mathrm{sin}\pi \gamma \right)\widehat{\mu }t_w^{\gamma 1}(1+\tau /t_w)^{\gamma 1}`$, and shows simple scaling with respect to its two time variables: $`\sigma (\tau ,t_w)=t_w^{\gamma 1}F(t/t_w)`$. Thus in the limit of short observation times, $`\tau t_w`$, the response function $`\sigma (\tau ,t_w)=\left(\pi ^1\mathrm{sin}\pi \gamma \right)\widehat{\mu }t_w^{\gamma 1}`$ is $`\tau `$-independent and hence describes an Ohmic transport. However, the value of the conductivity decays with the delay time. Systems in which the response to an external agent depends explicitly on the delay between preparation time and acting (measurement) time are referred to as aging systems. This kind of behavior was found to be very pronounced in CTRWs with $`0<\gamma <1`$ . For $`\tau t_w`$, on the other hand, $`j=\left(\pi ^1\mathrm{sin}\pi \gamma \right)\widehat{\mu }E\tau ^{\gamma 1}`$; the current is hence dispersive and independent of $`t_w`$.

Let us now consider the response of the system to a field switched on at time $`t_w`$ and switched off at time $`t_z`$. Note that when the field is switched off, the directed component of motion ceases immediately: there is no afteraction. Hence the current is

$$j(t)=\{\begin{array}{cc}0\hfill & t<t_w\hfill \\ \left(\pi ^1\mathrm{sin}\pi \gamma \right)\widehat{\mu }Et^{\gamma 1}\hfill & t_wtt_z\hfill \\ 0\hfill & t>t_z\hfill \end{array}$$
(10)
which is a causal response concentrated on the time interval in which the field acts.

We now continue by discussing our findings in relation to a recently introduced approach to slow relaxation in time-independent external fields, based on fractional Fokker-Planck equations (FFPEs)  or on fractional Master equations . The FFPE describing subdiffusive behavior in an external field reads:

$$\frac{}{t}P(x,t)=_0D_t^{1\gamma }_{FP}P(x,t),$$
(11)
where $`P(x,t)`$ is the pdf to find a particle (walker) at point $`x`$ at time $`t`$. In Eq.(11) $`{}_{0}{}^{}D_{t}^{1\gamma }`$ is the fractional Riemann-Liouville operator ($`0<\gamma <1`$) defined through

$${}_{0}{}^{}D_{t}^{1\gamma }Z(t)=\frac{1}{\mathrm{\Gamma }(\gamma )}\frac{}{t}_0^t𝑑t^{}\frac{Z(t^{})}{(tt^{})^{1\gamma }}.$$
(12)
(in which $`t=0`$ can be associated with the time at which the system was prepared). Furthermore, in Eq.(11) $`_{FP}`$ is the Fokker-Planck operator

$$_{FP}=K\frac{^2}{x^2}\mu \frac{}{x}f(x)=K\frac{^2}{x^2}\mu E\frac{}{x}.$$
(13)
The r.h.s. of Eq.(13) holds, since in our case the acting force $`f(x)=U/x`$ is homogeneous, $`x`$-independent and of magnitude $`E`$. The fractional Fokker-Planck equation, Eq.(11), has turned out to be useful in describing many phenomena connected with anomalous diffusion or relaxation patterns . We note that Eq.(11) can be derived from the decoupled scheme, Eq.(2) using the Kramers-Moyal expansion, Ref., provided the field is time-independent. The free relaxation properties of the CTRW system are reproduced by Eq.(11) and can be expressed in terms of the Mittag-Leffler functions .

We can now make connection to $`\overline{X(t)}`$ of Eq.(4) by remarking that

$$\overline{X(t)}=_{\mathrm{}}^{\mathrm{}}xP(x,t)𝑑x.$$
(14)
Then multiplying Eq.(11) by $`x`$ and integrating it over the whole axis we get (parallel to a simple diffusion equation):

$$\frac{}{t}_{\mathrm{}}^{\mathrm{}}xP(x,t)𝑑x=_0D_t^{1\gamma }\left(K_{\mathrm{}}^{\mathrm{}}x\frac{^2}{x^2}P(x,t)𝑑x\mu E(t)_{\mathrm{}}^{\mathrm{}}x\frac{}{x}P(x,t)𝑑x\right).$$
(15)
The left hand side of Eq.(15) is nothing but $`\frac{d}{dt}\overline{X(t)}`$, whereas the right hand side can be simplified by integration by parts. Using now that $`P(x,t)`$ and its derivatives with respect to $`x`$ vanish at infinity (as is reasonable for our models), the first integral vanishes and the second one is unity. Hence

$$\frac{d}{dt}\overline{X(t)}=_0D_t^{1\gamma }\mu E(t).$$
(16)
Concentrating on the temporal dependence, we get in the case that the external field is switched on at $`t=t_w`$ and off at $`t=t_z`$, i.e. $`E(t)=E\theta (t^{}t_w)\theta (t_zt^{})`$ that

$$j(t)=\frac{d}{dt}\overline{X(t)}=\frac{\mu }{\mathrm{\Gamma }(\gamma )}E\frac{d}{dt}_0^t𝑑t^{}\frac{\theta (t^{}t_w)\theta (t_zt^{})}{(tt^{})^{1\gamma }}$$
(17)
Evaluating the r.h.s. of Eq.(16) we get:

$$j(t)=\{\begin{array}{cc}0\hfill & t<t_w\hfill \\ \left[\mu /\mathrm{\Gamma }(\gamma )\right]E(tt_w)^{\gamma 1}\hfill & t_wtt_z\hfill \\ \left[\mu /\mathrm{\Gamma }(\gamma )\right]E\left[\left(tt_w\right)^{\gamma 1}\left(tt_z\right)^{\gamma 1}\right]\hfill & t>t_z\hfill \end{array}$$
(18)
which shows a functional dependence on the external field that strongly differs from Eq.(10) as soon as $`t>t_w`$.

Equations (10) and (18) coincide only if one supposes $`\mu /\mathrm{\Gamma }(\gamma )=\widehat{\mu }\pi ^1\mathrm{sin}\pi \gamma `$ and takes $`t_w=0`$, $`t_z\mathrm{}`$; this limit parallels the findings of Ref. . In general, however, the difference is large: Thus, Eq.(10) describes a response concentrated on the time-interval of the field-action, $`t_wtt_z`$: no afteraction effects are seen. The current never changes sign and has finite jumps at $`t=t_w`$ and $`t=t_z`$. On the other hand, Eq.(18) shows considerable afteraction: the current does not vanish for $`t>t_z`$. Moreover, the current diverges at $`t=t_w`$ and $`t=t_z`$ and changes its sign from positive to negative at $`t=t_z`$. Moreover, the overall response described by Eq.(18) is invariant under time translation, i.e. depends only on the differences $`tt_w`$ and $`tt_z`$, which is not the case for CTRW, Eq.(10).

The structure of the response, Eq.(18) derives from linear response close to equilibrium , where in general the response $`I(t)`$ and the field $`E(t)`$ are related through the causal linear integral operator

$$I(t)=_{t_0}^t\varphi (tt^{})E(t^{})𝑑t^{}$$
(19)
which does not account for aging effects. Memory effects in CTRW do not arise from a memory kernel, as in FFPE, but from temporal subordination (see Refs.), which is an integral construct different from the convolution of Eq.(19). Note that systems whose dynamics is governed by subdiffusive CTRW (i.e. for which $`\gamma <1`$) show aging; thus measuring the system’s response to a pulsed field can be instrumental in determining whether the system obeys CTRW, Eq.(10) or FFPE, Eq.(18).

Let us summarize our findings. We have considered the linear response of systems governed by CTRW and by FFPE dynamics to an external field switched on at $`t=t_w`$. We showed that for CTRW the response is initially ohmic and that it becomes dispersive after times comparable to the waiting time $`t_w`$. We also studied the CTRW response to a rectangular field pulse of finite duration, switched on at $`t=t_w`$ and off at $`t=t_z`$. The form of this response (retardation effects after switching the field on, but absence of afteraction after switching it off) shows a behavior which differs considerably from that displayed by systems obeying FFPE.

Acknowledgments

The authors gratefully acknowledge financial support by the GIF, by the Deutsche Forschungsgemeinschaft and by the Fonds der Chemischen Industrie.

Captions

Fig.1. Mean number of steps $`N(t)`$ performed in time $`t`$, displayed in double-logarithmic scales, for CTRW with a waiting-time distribution, Eq.(1) with $`\gamma =0.5`$. Here the triangles, circles, diamonds, squares and crosses indicate the $`t_w`$-values 300, 1000, 3000, 10000 and 30000, respectively. The full lines reproduce Eq.(8). The dotted line has the slope 1, the dashed line has the slope 1/2.

Fig.2. Aging effects, to be seen from the dependence of $`N`$ on $`t_w`$ at $`t=1000`$. The CTRWs waiting time distributions obey Eq.(1): we consider three different values of $`\gamma `$; namely $`\gamma =0.75`$ (circles), $`\gamma =0.5`$ (squares) and $`\gamma =0.3`$ (triangles). Note the double-logarithmic scales. The full lines again reproduce Eq.(8).