METASTABLE SYSTEMS AS RANDOM MAPS

Metastable dynamical systems were recently studied [González-Tokman et al., 2011] in the framework of one-dimensional piecewise expanding maps on two disjoint invariant sets, each possessing its own ergodic absolutely continuous invariant measure (acim). Under small deterministic perturbations, holes between the two disjoint systems are created, and the two ergodic systems merge into one. The long term dynamics of the newly formed metastable system is defined by the unique acim on the combined ergodic sets. The main result of [González-Tokman et al., 2011] proves that this combined acim can be approximated by a convex combination of the disjoint acims with weights depending on the ratio of the respective measures of the holes. In this note we present an entirely different approach to metastable systems. We consider two piecewise expanding maps: one is the original map, τ1, defined on two disjoint invariant sets of ℝN and the other is a deterministically perturbed version of τ1, τ2, which allows passage between the two disjoint invariant sets of τ1. We model this system by a position dependent random map based on τ1 and τ2, to which we associate position dependent probabilities that reflect the switching between the maps. A typical orbit spends a long time in one of the ergodic sets but eventually switches to the other. Such behavior can be attributed to physical holes as between adjoining billiard tables or more abstract situations where balls can "leap" from one table to the other. Using results for random maps, a result similar to the one-dimensional main result of [González-Tokman et al., 2011] is proved in N dimensions. We also consider holes in more than two invariant sets. A number of examples are presented

Escape Rates Formulae and Metastability for Randomly perturbed maps

We provide escape rates formulae for piecewise expanding interval maps with `random holes'. Then we obtain rigorous approximations of invariant densities of randomly perturbed metabstable interval maps. We show that our escape rates formulae can be used to approximate limits of invariant densities of randomly perturbed metastable systems.Comment: Appeared in Nonlinearity, May 201

Pseudo-Orbits, Stationary Measures and Metastability

We study random perturbations of multidimensional piecewise expanding maps. We characterize absolutely continuous stationary measures (acsm) of randomly perturbed dynamical systems in terms of pseudo-orbits linking the ergodic components of absolutely invariant measures (acim) of the unperturbed system. We focus on those components, called least-elements, which attract pseudo-orbits. We show that each least element admits a neighbourhood which supports exactly one ergodic acsm of the random system. We use this result to identify random perturbations that exhibit a metastable behavior.Comment: To appear in Dynamical System

Diffusion Maps, Spectral Clustering and Eigenfunctions of Fokker-Planck operators

This paper presents a diffusion based probabilistic interpretation of spectral clustering and dimensionality reduction algorithms that use the eigenvectors of the normalized graph Laplacian. Given the pairwise adjacency matrix of all points, we define a diffusion distance between any two data points and show that the low dimensional representation of the data by the first few eigenvectors of the corresponding Markov matrix is optimal under a certain mean squared error criterion. Furthermore, assuming that data points are random samples from a density p(\x) = e^{-U(\x)} we identify these eigenvectors as discrete approximations of eigenfunctions of a Fokker-Planck operator in a potential 2U(\x) with reflecting boundary conditions. Finally, applying known results regarding the eigenvalues and eigenfunctions of the continuous Fokker-Planck operator, we provide a mathematical justification for the success of spectral clustering and dimensional reduction algorithms based on these first few eigenvectors. This analysis elucidates, in terms of the characteristics of diffusion processes, many empirical findings regarding spectral clustering algorithms.Comment: submitted to NIPS 200

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

Noise Enhanced Stability

The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon, observed experimentally and numerically in different physical systems. After shortly reviewing all the physical systems where the phenomenon was observed, the theoretical approaches used to explain the effect are presented. Specifically the conditions to observe the effect: (a) in systems with periodical driving force, and (b) in random dichotomous driving force, are discussed. In case (b) we review the analytical results concerning the mean first passage time and the nonlinear relaxation time as a function of the white noise intensity, the parameters of the potential barrier, and of the dichotomous noise.Comment: 18 pages, 6 figures, in press Acta Physica Polonica (2004

Formation of Two Glass Phases in Binary Cu-Ag Liquid

The glass transition is alternatively described as either a dynamic transition in which there is a dramatic slowing down of the kinetics, or as a thermodynamic phase transition. To examine the physical origin of the glass transition in fragile Cu-Ag liquids, we employed molecular dynamics (MD) simulations on systems in the range of 32,000 to 2,048,000 atoms. Surprisingly, we identified a 1st order freezing transition from liquid (L) to metastable heterogenous solid-like phase, denoted as the G-glass, when a supercooled liquid evolves isothermally below its melting temperature at deep undercooling. In contrast, a more homogenous liquid-like glass, denoted as the L-glass, is achieved when the liquid is quenched continuously to room temperature with a fast cooling rate of ∼10¹¹ K/sec. We report a thermodynamic description of the L-G transition and characterize the correlation length of the heterogenous structure in the G-glass. The shear modulus of the G-glass is significantly higher than the L-glass, suggesting that the first order L-G transition is linked fundamentally to long-range elasticity involving elementary configurational excitations in the G-glass

Some open questions in "wave chaos"

The subject area referred to as "wave chaos", "quantum chaos" or "quantum chaology" has been investigated mostly by the theoretical physics community in the last 30 years. The questions it raises have more recently also attracted the attention of mathematicians and mathematical physicists, due to connections with number theory, graph theory, Riemannian, hyperbolic or complex geometry, classical dynamical systems, probability etc. After giving a rough account on "what is quantum chaos?", I intend to list some pending questions, some of them having been raised a long time ago, some others more recent

Rare events, escape rates and quasistationarity: some exact formulae

We present a common framework to study decay and exchanges rates in a wide class of dynamical systems. Several applications, ranging form the metric theory of continuons fractions and the Shannon capacity of contrained systems to the decay rate of metastable states, are given

Topological Defects and Non-homogeneous Melting of Large 2D Coulomb Clusters

The configurational and melting properties of large two-dimensional clusters of charged classical particles interacting with each other via the Coulomb potential are investigated through the Monte Carlo simulation technique. The particles are confined by a harmonic potential. For a large number of particles in the cluster (N>150) the configuration is determined by two competing effects, namely in the center a hexagonal lattice is formed, which is the groundstate for an infinite 2D system, and the confinement which imposes its circular symmetry on the outer edge. As a result a hexagonal Wigner lattice is formed in the central area while at the border of the cluster the particles are arranged in rings. In the transition region defects appear as dislocations and disclinations at the six corners of the hexagonal-shaped inner domain. Many different arrangements and type of defects are possible as metastable configurations with a slightly higher energy. The particles motion is found to be strongly related to the topological structure. Our results clearly show that the melting of the clusters starts near the geometry induced defects, and that three different melting temperatures can be defined corresponding to the melting of different regions in the cluster.Comment: 7 pages, 11 figures, submitted to Phys. Rev.