26,896 research outputs found
Nonequilibrium steady state thermodynamics and fluctuations for stochastic systems
We use the work done on and the heat removed from a system to maintain it in
a nonequilibrium steady state for a thermodynamic-like description of such a
system as well as of its fluctuations. Based on a generalized Onsager-Machlup
theory for nonequilibrium steady states we indicate two ambiguities, not
present in an equilibrium state, in defining such work and heat: one due to a
non-uniqueness of time-reversal procedures and another due to multiple
possibilities to separate heat into work and an energy difference in
nonequilibrium steady states. As a consequence, for such systems, the work and
heat satisfy multiple versions of the first and second laws of thermodynamics
as well as of their fluctuation theorems. Unique laws and relations appear only
to be obtainable for concretely defined systems, using physical arguments to
choose the relevant physical quantities. This is illustrated on a number of
systems, including a Brownian particle in an electric field, a driven torsion
pendulum, electric circuits and an energy transfer driven by a temperature
difference.Comment: 39 pages, 3 figur
Stochastic six-vertex model
We study the asymmetric six-vertex model in the quadrant with parameters on
the stochastic line. We show that the random height function of the model
converges to an explicit deterministic limit shape as the mesh size tends to 0.
We further prove that the one-point fluctuations around the limit shape are
asymptotically governed by the GUE Tracy-Widom distribution. We also explain an
equivalent formulation of our model as an interacting particle system, which
can be viewed as a discrete time generalization of ASEP started from the step
initial condition. Our results confirm an earlier prediction of Gwa and Spohn
(1992) that this system belongs to the KPZ universality class.Comment: 45 pages, 8 figure
Passivity Enforcement via Perturbation of Hamiltonian Matrices
This paper presents a new technique for the passivity enforcement of linear time-invariant multiport systems in statespace form. This technique is based on a study of the spectral properties of related Hamiltonian matrices. The formulation is applicable in case the system input-output transfer function is in admittance, impedance, hybrid, or scattering form. A standard test for passivity is first performed by checking the existence of imaginary eigenvalues of the associated Hamiltonian matrix. In the presence of imaginary eigenvalues the system is not passive. In such a case, a new result based on first-order perturbation theory is presented for the precise characterization of the frequency bands where passivity violations occur. This characterization is then used for the design of an iterative perturbation scheme of the state matrices, aimed at the displacement of the imaginary eigenvalues of the Hamiltonian matrix. The result is an effective algorithm leading to the compensation of the passivity violations. This procedure is very efficient when the passivity violations are small, so that first-order perturbation is applicable. Several examples illustrate and validate the procedure
Quantifying information transfer and mediation along causal pathways in complex systems
Measures of information transfer have become a popular approach to analyze
interactions in complex systems such as the Earth or the human brain from
measured time series. Recent work has focused on causal definitions of
information transfer excluding effects of common drivers and indirect
influences. While the former clearly constitutes a spurious causality, the aim
of the present article is to develop measures quantifying different notions of
the strength of information transfer along indirect causal paths, based on
first reconstructing the multivariate causal network (\emph{Tigramite}
approach). Another class of novel measures quantifies to what extent different
intermediate processes on causal paths contribute to an interaction mechanism
to determine pathways of causal information transfer. A rigorous mathematical
framework allows for a clear information-theoretic interpretation that can also
be related to the underlying dynamics as proven for certain classes of
processes. Generally, however, estimates of information transfer remain hard to
interpret for nonlinearly intertwined complex systems. But, if experiments or
mathematical models are not available, measuring pathways of information
transfer within the causal dependency structure allows at least for an
abstraction of the dynamics. The measures are illustrated on a climatological
example to disentangle pathways of atmospheric flow over Europe.Comment: 20 pages, 6 figure
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