Spreading and localization of wavepackets in disordered wires in a magnetic field

We study the diffusive and localization properties of wavepackets in disordered wires in a magnetic field. In contrast to a recent supersymmetry approach our numerical results show that the decay rate of the steady state changes {\em smoothly} at the crossover from preserved to broken time-reversal symmetry. Scaling and fluctuation properties are also analyzed and a formula, which was derived analytically only in the pure symmetry cases is shown to describe also the steady state wavefunction at the crossover regime. Finally, we present a scaling for the variance of the packet which shows again a smooth transition due to the magnetic field.Comment: 4 pages, 4 figure

Importance Sampling Simulation of Population Overflow in Two-node Tandem Networks

In this paper we consider the application of importance sampling in simulations of Markovian tandem networks in order to estimate the probability of rare events, such as network population overflow. We propose a heuristic methodology to obtain a good approximation to the 'optimal' state-dependent change of measure (importance sampling distribution). Extensive experimental results on 2-node tandem networks are very encouraging, yielding asymptotically efficient estimates (with bounded relative error) where no other state-independent importance sampling techniques are known to be efficient The methodology avoids the costly optimization involved in other recently proposed approaches to approximate the 'optimal' state-dependent change of measure. Moreover, the insight drawn from the heuristic promises its applicability to larger networks and more general topologies

Entropy production and fluctuation theorems under feedback control: the molecular refrigerator model revisited

We revisit the model of a Brownian particle in a heat bath submitted to an actively controlled force proportional to the velocity that leads to thermal noise reduction (cold damping). We investigate the influence of the continuous feedback on the fluctuations of the total entropy production and show that the explicit expression of the detailed fluctuation theorem involves different dynamics and observables in the forward and backward processes. As an illustration, we study the analytically solvable case of a harmonic oscillator and calculate the characteristic function of the entropy production in a nonequilibrium steady state. We then determine the corresponding large deviation function which results from an unusual interplay between 'boundary' and 'bulk' contributions.Comment: 16 pages, 5 figures. References 9,10,13,14,15 added. A few changes in the text. Accepted for publication in J. Stat. Mec

Heat fluctuations of Brownian oscillators in nonstationary processes: fluctuation theorem and condensation transition

We study analytically the probability distribution of the heat released by an ensemble of harmonic oscillators to the thermal bath, in the nonequilibrium relaxation process following a temperature quench. We focus on the asymmetry properties of the heat distribution in the nonstationary dynamics, in order to study the forms taken by the Fluctuation Theorem as the number of degrees of freedom is varied. After analysing in great detail the cases of one and two oscillators, we consider the limit of a large number of oscillators, where the behavior of fluctuations is enriched by a condensation transition with a nontrivial phase diagram, characterized by reentrant behavior. Numerical simulations confirm our analytical findings. We also discuss and highlight how concepts borrowed from the study of fluctuations in equilibrium under symmetry breaking conditions [Gaspard, J. Stat. Mech. P08021 (2012)] turn out to be quite useful in understanding the deviations from the standard Fluctuation Theorem.Comment: 16 pages, 7 figure

Symmetrized importance samplers for stochastic differential equations

We study a class of importance sampling methods for stochastic differential equations (SDEs). A small-noise analysis is performed, and the results suggest that a simple symmetrization procedure can significantly improve the performance of our importance sampling schemes when the noise is not too large. We demonstrate that this is indeed the case for a number of linear and nonlinear examples. Potential applications, e.g., data assimilation, are discussed.Comment: Added brief discussion of Hamilton-Jacobi equation. Also made various minor corrections. To appear in Communciations in Applied Mathematics and Computational Scienc

PT-Symmetric Quantum Mechanics

This paper proposes to broaden the canonical formulation of quantum mechanics. Ordinarily, one imposes the condition $H^\dagger=H$ on the Hamiltonian, where $\dagger$ represents the mathematical operation of complex conjugation and matrix transposition. This conventional Hermiticity condition is sufficient to ensure that the Hamiltonian $H$ has a real spectrum. However, replacing this mathematical condition by the weaker and more physical requirement $H^\ddag=H$, where $\ddag$ represents combined parity reflection and time reversal ${\cal PT}$, one obtains new classes of complex Hamiltonians whose spectra are still real and positive. This generalization of Hermiticity is investigated using a complex deformation $H=p^2+x^2(ix)^\epsilon$ of the harmonic oscillator Hamiltonian, where $\epsilon$ is a real parameter. The system exhibits two phases: When $\epsilon\geq0$, the energy spectrum of $H$ is real and positive as a consequence of ${\cal PT}$ symmetry. However, when $-1<\epsilon<0$, the spectrum contains an infinite number of complex eigenvalues and a finite number of real, positive eigenvalues because ${\cal PT}$ symmetry is spontaneously broken. The phase transition that occurs at $\epsilon=0$ manifests itself in both the quantum-mechanical system and the underlying classical system. Similar qualitative features are exhibited by complex deformations of other standard real Hamiltonians $H=p^2+x^{2N}(ix)^\epsilon$ with $N$ integer and $\epsilon>-N$; each of these complex Hamiltonians exhibits a phase transition at $\epsilon=0$. These ${\cal PT}$-symmetric theories may be viewed as analytic continuations of conventional theories from real to complex phase space.Comment: 20 pages RevTex, 23 ps-figure

Asymptotic behavior of the conductance in disordered wires with perfectly conducting channels

We study the conductance of disordered wires with unitary symmetry focusing on the case in which $m$ perfectly conducting channels are present due to the channel-number imbalance between two-propagating directions. Using the exact solution of the Dorokhov-Mello-Pereyra-Kumar (DMPK) equation for transmission eigenvalues, we obtain the average and second moment of the conductance in the long-wire regime. For comparison, we employ the three-edge Chalker-Coddington model as the simplest example of channel-number-imbalanced systems with $m = 1$, and obtain the average and second moment of the conductance by using a supersymmetry approach. We show that the result for the Chalker-Coddington model is identical to that obtained from the DMPK equation.Comment: 20 pages, 1 figur