Critical fluctuations, intermittent dynamics and Tsallis statistics

It is pointed out that the dynamics of the order parameter at a thermal critical point obeys the precepts of the nonextensive Tsallis statistics. We arrive at this conclusion by putting together two well-defined statistical-mechanical developments. The first is that critical fluctuations are correctly described by the dynamics of an intermittent nonlinear map. The second is that intermittency in the neighborhood of a tangent bifurcation in such map rigorously obeys nonextensive statistics. We comment on the implications of this result. Key words: critical fluctuations, intermittency, nonextensive statistics, anomalous stationary statesComment: Contribution to the proceedings of International Workshop on Trends and Perspectives on Extensive and Non-Extensive Statistical Mechanics (q-60), Angra dos Reis, Brazil, 17-21/11/2003. Submitted to Physica

Mixing and approach to equilibrium in the standard map

For a paradigmatic case, the standard map, we discuss how the statistical description of the approach to equilibrium is related to the sensitivity to the initial conditions of the system. Using a numerical analysis we present an anomalous scenario that may give some insight on the foundations of the Tsallis' statistical mechanics.Comment: Latex, 5 pages, 3 eps figures. Contribution to the proceedings of NEXT 200

Anomalous sensitivity to initial conditions and entropy production in standard maps: Nonextensive approach

We perform a throughout numerical study of the average sensitivity to initial conditions and entropy production for two symplectically coupled standard maps focusing on the control-parameter region close to regularity. Although the system is ultimately strongly chaotic (positive Lyapunov exponents), it first stays lengthily in weak-chaotic regions (zero Lyapunov exponents). We argue that the nonextensive generalization of the classical formalism is an adequate tool in order to get nontrivial information about this complex phenomenon. Within this context we analyze the relation between the power-law sensitivity to initial conditions and the entropy production.Comment: 9 pages, 12 figure

Conduction at the onset of chaos

After a general discussion of the thermodynamics of conductive processes, we introduce specific observables enabling the connection of the diffusive transport properties with the microscopic dynamics. We solve the case of Brownian particles, both analytically and numerically, and address then whether aspects of the classic Onsager's picture generalize to the non-local non-reversible dynamics described by logistic map iterates. While in the chaotic case numerical evidence of a monotonic relaxation is found, at the onset of chaos complex relaxation patterns emerge.Comment: 8 pages, 4 figure

On time and ensemble averages in quasistationary state of low-dimensional Hamiltonian maps

We discuss the relation between ensemble and time averages for quasistationary states of low-dimensional symplectic maps that present remarkable analogies with similar states detected in many-body long-range-interacting Hamiltonian systems.Comment: Communication at lawnp'03, VIII Latin American Workshop on Nonlinear Phenomena, Salvador, Bahia, Brazil, Sept. 28 - Oct. 3, 2003. Accepted for publication in Physica A. Elsevier Latex, 7 pages, 5 figure

The Twentieth Century Reform of the Liturgy: Outcomes and Prospects

(excerpt) I want to situate my reflections on the outcomes of the 20th century liturgical reform and our prospects for the future. This is how I propose to proceed. I will very briefly review the late twentieth century liturgical reforms and revisions of a number of churches. Then I will turn to reactions to the reforms of the past fifty years, some assessment of their success and failure, and finally prospects for the future, employing an analogy with curricular reform, specifically in theological education. In terms of assessment I will have to limit myself to the Roman Catholic experience and hope that my reflections will help Lutherans to better assess liturgical revisions in the U.S. over the past fifty or sixty years

Ubiquity of metastable-to-stable crossover in weakly chaotic dynamical systems

We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical inertial infinitely-ranged ferromagnetically coupled XY spin model). We emphasize the appearance, in all of these systems, of metastable states and their ultimate crossover to the equilibrium state. We comment on the underlying mechanisms responsible for these phenomena (weak chaos) and compare common characteristics. We point out that this ubiquitous behavior appears to be associated to the features of the nonextensive generalization of the Boltzmann-Gibbs statistical mechanics.Comment: Communication at next2003, Second Sardinian International Conference on News and Expectations in Thermostatistics, Villasimius (Cagliari) Italy, 21st-28th September 2003. Submitted to Physica A. Elsevier Latex, 17 pages, 8 figure

Two stories outside Boltzmann-Gibbs statistics: Mori's q-phase transitions and glassy dynamics at the onset of chaos

First, we analyze trajectories inside the Feigenbaum attractor and obtain the atypical weak sensitivity to initial conditions and loss of information associated to their dynamics. We identify the Mori singularities in its Lyapunov spectrum with the appearance of a special value for the entropic index q of the Tsallis statistics. Secondly, the dynamics of iterates at the noise-perturbed transition to chaos is shown to exhibit the characteristic elements of the glass transition, e.g. two-step relaxation, aging, subdiffusion and arrest. The properties of the bifurcation gap induced by the noise are seen to be comparable to those of a supercooled liquid above a glass transition temperature.Comment: Proceedings of: 31st Workshop of the International School of Solid State Physics, Complexity, Metastability and Nonextensivity, Erice (Sicily) 20-26 July 2004 World Scientific in the special series of the E. Majorana conferences, in pres

Scaling and efficiency determine the irreversible evolution of a market

In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable basis for simulating such series. Based on constraints imposed by market efficiency and on an inhomogeneous-time generalization of standard simple scaling, we propose an analytical model which accounts simultaneously for empirical results like the linear decorrelation of successive returns, the power law dependence on time of the volatility autocorrelation function, and the multiscaling associated to this dependence. In addition, our approach gives a justification and a quantitative assessment of the irreversible character of the index dynamics. This irreversibility enters as a key ingredient in a novel simulation strategy of index evolution which demonstrates the predictive potential of the model.Comment: 5 pages, 4 figure

Two-dimensional dissipative maps at chaos threshold: Sensitivity to initial conditions and relaxation dynamics

The sensitivity to initial conditions and relaxation dynamics of two-dimensional maps are analyzed at the edge of chaos, along the lines of nonextensive statistical mechanics. We verify the dual nature of the entropic index for the Henon map, one ($q_{sen}<1$) related to its sensitivity to initial conditions properties, and the other, graining-dependent ($q_{rel}(W)>1$), related to its relaxation dynamics towards its stationary state attractor. We also corroborate a scaling law between these two indexes, previously found for $z$-logistic maps. Finally we perform a preliminary analysis of a linearized version of the Henon map (the smoothed Lozi map). We find that the sensitivity properties of all these $z$-logistic, Henon and Lozi maps are the same, $q_{sen}=0.2445...$Comment: Communication at NEXT2003, Second Sardinian International Conference on News and Expectations in Thermostatistics, Villasimius (Cagliari) Italy, 21-28 September 2003. Submitted to Physica A. Elsevier Latex, 8 pages, 6 eps figure