Time series irreversibility: a visibility graph approach

We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network according to a geometric criterion. The degree of irreversibility of the series is then estimated by the Kullback-Leibler divergence (i.e. the distinguishability) between the in and out degree distributions of the associated graph. The method is computationally effi- cient, does not require any ad hoc symbolization process, and naturally takes into account multiple scales. We find that the method correctly distinguishes between reversible and irreversible station- ary time series, including analytical and numerical studies of its performance for: (i) reversible stochastic processes (uncorrelated and Gaussian linearly correlated), (ii) irreversible stochastic pro- cesses (a discrete flashing ratchet in an asymmetric potential), (iii) reversible (conservative) and irreversible (dissipative) chaotic maps, and (iv) dissipative chaotic maps in the presence of noise. Two alternative graph functionals, the degree and the degree-degree distributions, can be used as the Kullback-Leibler divergence argument. The former is simpler and more intuitive and can be used as a benchmark, but in the case of an irreversible process with null net current, the degree-degree distribution has to be considered to identifiy the irreversible nature of the series.Comment: submitted for publicatio

Demagnetization of Quantum Dot Nuclear Spins: Breakdown of the Nuclear Spin Temperature Approach

The physics of interacting nuclear spins arranged in a crystalline lattice is typically described using a thermodynamic framework: a variety of experimental studies in bulk solid-state systems have proven the concept of a spin temperature to be not only correct but also vital for the understanding of experimental observations. Using demagnetization experiments we demonstrate that the mesoscopic nuclear spin ensemble of a quantum dot (QD) can in general not be described by a spin temperature. We associate the observed deviations from a thermal spin state with the presence of strong quadrupolar interactions within the QD that cause significant anharmonicity in the spectrum of the nuclear spins. Strain-induced, inhomogeneous quadrupolar shifts also lead to a complete suppression of angular momentum exchange between the nuclear spin ensemble and its environment, resulting in nuclear spin relaxation times exceeding an hour. Remarkably, the position dependent axes of quadrupolar interactions render magnetic field sweeps inherently non-adiabatic, thereby causing an irreversible loss of nuclear spin polarization.Comment: 15 pages, 3 figure

Kinetic Schemes in Open Interacting Systems

We discuss utilization of kinetic schemes for description of open interacting systems, focusing on vibrational energy relaxation for an oscillator coupled to a nonequilibirum electronic bath. Standard kinetic equations with constant rate coefficients are obtained under the assumption of timescale separation between system and bath, with the bath dynamics much faster than that of the system of interest. This assumption may break down in certain limits and we show that ignoring this may lead to qualitatively wrong predictions. Connection with more general, nonequilibrium Green's function (NEGF) analysis, is demonstrated. Our considerations are illustrated within generic molecular junction models with electron-vibration coupling.Comment: 22 pages, 4 figure

Single-molecule stochastic resonance

Stochastic resonance (SR) is a well known phenomenon in dynamical systems. It consists of the amplification and optimization of the response of a system assisted by stochastic noise. Here we carry out the first experimental study of SR in single DNA hairpins which exhibit cooperatively folding/unfolding transitions under the action of an applied oscillating mechanical force with optical tweezers. By varying the frequency of the force oscillation, we investigated the folding/unfolding kinetics of DNA hairpins in a periodically driven bistable free-energy potential. We measured several SR quantifiers under varied conditions of the experimental setup such as trap stiffness and length of the molecular handles used for single-molecule manipulation. We find that the signal-to-noise ratio (SNR) of the spectral density of measured fluctuations in molecular extension of the DNA hairpins is a good quantifier of the SR. The frequency dependence of the SNR exhibits a peak at a frequency value given by the resonance matching condition. Finally, we carried out experiments in short hairpins that show how SR might be useful to enhance the detection of conformational molecular transitions of low SNR.Comment: 11 pages, 7 figures, supplementary material (http://prx.aps.org/epaps/PRX/v2/i3/e031012/prx-supp.pdf

Master equations for Wigner functions with spontaneous collapse and their relation to thermodynamic irreversibility

Wigner functions, allowing for a reformulation of quantum mechanics in phase space, are of central importance for the study of the quantum-classical transition. A full understanding of the quantum-classical transition, however, also requires an explanation for the absence of macroscopic superpositions to solve the quantum measurement problem. Stochastic reformulations of quantum mechanics based on spontaneous collapses of the wavefunction are a popular approach to this issue. In this article, we derive the dynamic equations for the four most important spontaneous collapse models - Ghirardi-Rimini-Weber (GRW) theory, continuous spontaneous localization (CSL) model, Di\'osi-Penrose model, and dissipative GRW model - in the Wigner framework. The resulting master equations are approximated by Fokker-Planck equations. Moreover, we use the phase-space form of GRW theory to test, via molecular dynamics simulations, David Albert's suggestion that the stochasticity induced by spontaneous collapses is responsible for the emergence of thermodynamic irreversibility. The simulations show that, for initial conditions leading to anti-thermodynamic behavior in the classical case, GRW-type perturbations do not lead to thermodynamic behavior. Consequently, the GRW-based equilibration mechanism proposed by Albert is not observed.Comment: 22 pages, 2 figure

Fundamental Aspects of Quantum Brownian Motion

With this work we elaborate on the physics of quantum noise in thermal equilibrium and in stationary non-equilibrium. Starting out from the celebrated quantum fluctuation-dissipation theorem we discuss some important consequences that must hold for open, dissipative quantum systems in thermal equilibrium. The issue of quantum dissipation is exemplified with the fundamental problem of a damped harmonic quantum oscillator. The role of quantum fluctuations is discussed in the context of both, the nonlinear generalized quantum Langevin equation and the path integral approach. We discuss the consequences of the time-reversal symmetry for an open dissipative quantum dynamics and, furthermore, point to a series of subtleties and possible pitfalls. The path integral methodology is applied to the decay of metastable states assisted by quantum Brownian noise.Comment: 13 pages, 4 figures, RevTeX, submitted to Chaos special issue "100 Years of Brownian Motion

Work probability distribution and tossing a biased coin

We show that the rare events present in dissipated work that enters Jarzynski equality, when mapped appropriately to the phenomenon of large deviations found in a biased coin toss, are enough to yield a quantitative work probability distribution for Jarzynski equality. This allows us to propose a recipe for constructing work probability distribution independent of the details of any relevant system. The underlying framework, developed herein, is expected to be of use in modelling other physical phenomena where rare events play an important role.Comment: 6 pages, 4 figures