Critical dimensions for random walks on random-walk chains

The probability distribution of random walks on linear structures generated by random walks in $d$-dimensional space, $P_d(r,t)$, is analytically studied for the case $\xi\equiv r/t^{1/4}\ll1$. It is shown to obey the scaling form $P_d(r,t)=\rho(r) t^{-1/2} \xi^{-2} f_d(\xi)$, where $\rho(r)\sim r^{2-d}$ is the density of the chain. Expanding $f_d(\xi)$ in powers of $\xi$, we find that there exists an infinite hierarchy of critical dimensions, $d_c=2,6,10,\ldots$, each one characterized by a logarithmic correction in $f_d(\xi)$. Namely, for $d=2$, $f_2(\xi)\simeq a_2\xi^2\ln\xi+b_2\xi^2$; for $3\le d\le 5$, $f_d(\xi)\simeq a_d\xi^2+b_d\xi^d$; for $d=6$, $f_6(\xi)\simeq a_6\xi^2+b_6\xi^6\ln\xi$; for $7\le d\le 9$, $f_d(\xi)\simeq a_d\xi^2+b_d\xi^6+c_d\xi^d$; for $d=10$, $f_{10}(\xi)\simeq a_{10}\xi^2+b_{10}\xi^6+c_{10}\xi^{10}\ln\xi$, {\it etc.\/} In particular, for $d=2$, this implies that the temporal dependence of the probability density of being close to the origin $Q_2(r,t)\equiv P_2(r,t)/\rho(r)\simeq t^{-1/2}\ln t$.Comment: LATeX, 10 pages, no figures submitted for publication in PR

A renormalization approach for the 2D Anderson model at the band edge: Scaling of the localization volume

We study the localization volumes $V$ (participation ratio) of electronic wave functions in the 2d-Anderson model with diagonal disorder. Using a renormalization procedure, we show that at the band edges, i.e. for energies $E\approx \pm 4$, $V$ is inversely proportional to the variance \var of the site potentials. Using scaling arguments, we show that in the neighborhood of $E=\pm 4$, $V$ scales as V=\var^{-1}g((4-\ve E\ve)/\var) with the scaling function $g(x)$. Numerical simulations confirm this scaling ansatz

Detrended fluctuation analysis as a statistical tool to monitor the climate

Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can distinguish different geographical regions with different power law exponents. When the power law exponents obtained from the detrended fluctuation analysis are plotted versus the standard deviation of the temperature fluctuations, we observe different data points belonging to the different climates, hence indicating that by observing the long-time trends in the fluctuations of temperature we can distinguish between different climates.Comment: 8 pages, 4 figures, submitted to JSTA

Global climate models violate scaling of the observed atmospheric variability

We test the scaling performance of seven leading global climate models by using detrended fluctuation analysis. We analyse temperature records of six representative sites around the globe simulated by the models, for two different scenarios: (i) with greenhouse gas forcing only and (ii) with greenhouse gas plus aerosol forcing. We find that the simulated records for both scenarios fail to reproduce the universal scaling behavior of the observed records, and display wide performance differences. The deviations from the scaling behavior are more pronounced in the first scenario, where also the trends are clearly overestimated.Comment: Accepted for publishing in Physical Review Letter

Invaded cluster algorithm for a tricritical point in a diluted Potts model

The invaded cluster approach is extended to 2D Potts model with annealed vacancies by using the random-cluster representation. Geometrical arguments are used to propose the algorithm which converges to the tricritical point in the two-dimensional parameter space spanned by temperature and the chemical potential of vacancies. The tricritical point is identified as a simultaneous onset of the percolation of a Fortuin-Kasteleyn cluster and of a percolation of "geometrical disorder cluster". The location of the tricritical point and the concentration of vacancies for q = 1, 2, 3 are found to be in good agreement with the best known results. Scaling properties of the percolating scaling cluster and related critical exponents are also presented.Comment: 8 pages, 5 figure

Self-Organized Dynamical Equilibrium in the Corrosion of Random Solids

Self-organized criticality is characterized by power law correlations in the non-equilibrium steady state of externally driven systems. A dynamical system proposed here self-organizes itself to a critical state with no characteristic size at ``dynamical equilibrium''. The system is a random solid in contact with an aqueous solution and the dynamics is the chemical reaction of corrosion or dissolution of the solid in the solution. The initial difference in chemical potential at the solid-liquid interface provides the driving force. During time evolution, the system undergoes two transitions, roughening and anti-percolation. Finally, the system evolves to a dynamical equilibrium state characterized by constant chemical potential and average cluster size. The cluster size distribution exhibits power law at the final equilibrium state.Comment: 11 pages, 5 figure

Spanning avalanches in the three-dimensional Gaussian Random Field Ising Model with metastable dynamics: field dependence and geometrical properties

Spanning avalanches in the 3D Gaussian Random Field Ising Model (3D-GRFIM) with metastable dynamics at T=0 have been studied. Statistical analysis of the field values for which avalanches occur has enabled a Finite-Size Scaling (FSS) study of the avalanche density to be performed. Furthermore, direct measurement of the geometrical properties of the avalanches has confirmed an earlier hypothesis that several kinds of spanning avalanches with two different fractal dimensions coexist at the critical point. We finally compare the phase diagram of the 3D-GRFIM with metastable dynamics with the same model in equilibrium at T=0.Comment: 16 pages, 17 figure