402 research outputs found
A quantum evaporation effect
A small momentum transfer to a particle interacting with a steep potential
barrier gives rise to a quantum evaporation effect which increases the
transmission appreciably. This effect results from the unexpectedly large
population of quantum states with energies above the height of the barrier. Its
characteristic properties are studied and an example of physical system in
which it may be observed is given.Comment: 7 pages + 3 figure
A Random Walk to a Non-Ergodic Equilibrium Concept
Random walk models, such as the trap model, continuous time random walks, and
comb models exhibit weak ergodicity breaking, when the average waiting time is
infinite. The open question is: what statistical mechanical theory replaces the
canonical Boltzmann-Gibbs theory for such systems? In this manuscript a
non-ergodic equilibrium concept is investigated, for a continuous time random
walk model in a potential field. In particular we show that in the non-ergodic
phase the distribution of the occupation time of the particle on a given
lattice point, approaches U or W shaped distributions related to the arcsin
law. We show that when conditions of detailed balance are applied, these
distributions depend on the partition function of the problem, thus
establishing a relation between the non-ergodic dynamics and canonical
statistical mechanics. In the ergodic phase the distribution function of the
occupation times approaches a delta function centered on the value predicted
based on standard Boltzmann-Gibbs statistics. Relation of our work with single
molecule experiments is briefly discussed.Comment: 14 pages, 6 figure
Power-law tail distributions and nonergodicity
We establish an explicit correspondence between ergodicity breaking in a
system described by power-law tail distributions and the divergence of the
moments of these distributions.Comment: 4 pages, 1 figure, corrected typo
Phase transitions driven by L\'evy stable noise: exact solutions and stability analysis of nonlinear fractional Fokker-Planck equations
Phase transitions and effects of external noise on many body systems are one
of the main topics in physics. In mean field coupled nonlinear dynamical
stochastic systems driven by Brownian noise, various types of phase transitions
including nonequilibrium ones may appear. A Brownian motion is a special case
of L\'evy motion and the stochastic process based on the latter is an
alternative choice for studying cooperative phenomena in various fields.
Recently, fractional Fokker-Planck equations associated with L\'evy noise have
attracted much attention and behaviors of systems with double-well potential
subjected to L\'evy noise have been studied intensively. However, most of such
studies have resorted to numerical computation. We construct an {\it
analytically solvable model} to study the occurrence of phase transitions
driven by L\'evy stable noise.Comment: submitted to EP
Optimal quantization for the pricing of swing options
In this paper, we investigate a numerical algorithm for the pricing of swing
options, relying on the so-called optimal quantization method. The numerical
procedure is described in details and numerous simulations are provided to
assert its efficiency. In particular, we carry out a comparison with the
Longstaff-Schwartz algorithm.Comment: 27
Levy distribution in many-particle quantum systems
Levy distribution, previously used to describe complex behavior of classical
systems, is shown to characterize that of quantum many-body systems. Using two
complimentary approaches, the canonical and grand-canonical formalisms, we
discovered that the momentum profile of a Tonks-Girardeau gas, -- a
one-dimensional gas of impenetrable (hard-core) bosons, harmonically
confined on a lattice at finite temperatures, obeys Levy distribution. Finally,
we extend our analysis to different confinement setups and demonstrate that the
tunable Levy distribution properly reproduces momentum profiles in
experimentally accessible regions. Our finding allows for calibration of
complex many-body quantum states by using a unique scaling exponent.Comment: 7 pages, 6 figures, results are generalized, new examples are adde
Stationary states for underdamped anharmonic oscillators driven by Cauchy noise
Using methods of stochastic dynamics, we have studied stationary states in
the underdamped anharmonic stochastic oscillators driven by Cauchy noise. Shape
of stationary states depend both on the potential type and the damping. If the
damping is strong enough, for potential wells which in the overdamped regime
produce multimodal stationary states, stationary states in the underdamped
regime can be multimodal with the same number of modes like in the overdamped
regime. For the parabolic potential, the stationary density is always unimodal
and it is given by the two dimensional -stable density. For the mixture
of quartic and parabolic single-well potentials the stationary density can be
bimodal. Nevertheless, the parabolic addition, which is strong enough, can
destroy bimodlity of the stationary state.Comment: 9 page
Steady-State L\'evy Flights in a Confined Domain
We derive the generalized Fokker-Planck equation associated with a Langevin
equation driven by arbitrary additive white noise. We apply our result to study
the distribution of symmetric and asymmetric L\'{e}vy flights in an infinitely
deep potential well. The fractional Fokker-Planck equation for L\'{e}vy flights
is derived and solved analytically in the steady state. It is shown that
L\'{e}vy flights are distributed according to the beta distribution, whose
probability density becomes singular at the boundaries of the well. The origin
of the preferred concentration of flying objects near the boundaries in
nonequilibrium systems is clarified.Comment: 10 pages, 1 figur
Anomalous Drude Model
A generalization of the Drude model is studied. On the one hand, the free
motion of the particles is allowed to be sub- or superdiffusive; on the other
hand, the distribution of the time delay between collisions is allowed to have
a long tail and even a non-vanishing first moment. The collision averaged
motion is either regular diffusive or L\'evy-flight like. The anomalous
diffusion coefficients show complex scaling laws. The conductivity can be
calculated in the diffusive regime. The model is of interest for the
phenomenological study of electronic transport in quasicrystals.Comment: 4 pages, latex, 2 figures, to be published in Physical Review Letter
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