Consequences of the H-Theorem from Nonlinear Fokker-Planck Equations

A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck equations, in the presence of an external potential. For that, a relation involving terms of Fokker-Planck equations and general entropic forms is proposed. It is shown that, at equilibrium, this relation is equivalent to the maximum-entropy principle. Families of Fokker-Planck equations may be related to a single type of entropy, and so, the correspondence between well-known entropic forms and their associated Fokker-Planck equations is explored. It is shown that the Boltzmann-Gibbs entropy, apart from its connection with the standard -- linear Fokker-Planck equation -- may be also related to a family of nonlinear Fokker-Planck equations.Comment: 19 pages, no figure

Linear instability and statistical laws of physics

We show that a meaningful statistical description is possible in conservative and mixing systems with zero Lyapunov exponent in which the dynamical instability is only linear in time. More specifically, (i) the sensitivity to initial conditions is given by $\xi =[1+(1-q)\lambda_q t]^{1/(1-q)}$ with $q=0$; (ii) the statistical entropy $S_q=(1-\sum_i p_i^q)/(q-1) (S_1=-\sum_i p_i \ln p_i)$ in the infinitely fine graining limit (i.e., $W\equiv$ {\it number of cells into which the phase space has been partitioned} $\to\infty$), increases linearly with time only for $q=0$; (iii) a nontrivial, $q$-generalized, Pesin-like identity is satisfied, namely the $\lim_{t \to \infty} \lim_{W \to \infty} S_0(t)/t=\max\{\lambda_0\}$. These facts (which are in analogy to the usual behaviour of strongly chaotic systems with $q=1$), seem to open the door for a statistical description of conservative many-body nonlinear systems whose Lyapunov spectrum vanishes.Comment: 7 pages including 2 figures. The present version is accepted for publication in Europhysics Letter

Polarisation measurements with a CdTe pixel array detector for Laue hard X-ray focusing telescopes

Polarimetry is an area of high energy astrophysics which is still relatively unexplored, even though it is recognized that this type of measurement could drastically increase our knowledge of the physics and geometry of high energy sources. For this reason, in the context of the design of a Gamma-Ray Imager based on new hard-X and soft gamma ray focusing optics for the next ESA Cosmic Vision call for proposals (Cosmic Vision 2015-2025), it is important that this capability should be implemented in the principal on-board instrumentation. For the particular case of wide band-pass Laue optics we propose a focal plane based on a thick pixelated CdTe detector operating with high efficiency between 60-600 keV. The high segmentation of this type of detector (1-2 mm pixel size) and the good energy resolution (a few keV FWHM at 500 keV) will allow high sensitivity polarisation measurements (a few % for a 10 mCrab source in 106s) to be performed. We have evaluated the modulation Q factors and minimum detectable polarisation through the use of Monte Carlo simulations (based on the GEANT 4 toolkit) for on and off-axis sources with power law emission spectra using the point spread function of a Laue lens in a feasible configuration.Comment: 10 pages, 6 pages. Accepted for publication in Experimental Astronom

On a generalised model for time-dependent variance with long-term memory

The ARCH process (R. F. Engle, 1982) constitutes a paradigmatic generator of stochastic time series with time-dependent variance like it appears on a wide broad of systems besides economics in which ARCH was born. Although the ARCH process captures the so-called "volatility clustering" and the asymptotic power-law probability density distribution of the random variable, it is not capable to reproduce further statistical properties of many of these time series such as: the strong persistence of the instantaneous variance characterised by large values of the Hurst exponent (H > 0.8), and asymptotic power-law decay of the absolute values self-correlation function. By means of considering an effective return obtained from a correlation of past returns that has a q-exponential form we are able to fix the limitations of the original model. Moreover, this improvement can be obtained through the correct choice of a sole additional parameter, $q_{m}$. The assessment of its validity and usefulness is made by mimicking daily fluctuations of SP500 financial index.Comment: 6 pages, 4 figure

Equivalence among different formalisms in the Tsallis entropy framework

In a recent paper [Phys. Lett. A {\bf335}, 351 (2005)] the authors discussed the equivalence among the various probability distribution functions of a system in equilibrium in the Tsallis entropy framework. In the present letter we extend these results to a system which is out of equilibrium and evolves to a stationary state according to a nonlinear Fokker-Planck equation. By means of time-scale conversion, it is shown that there exists a ``correspondence'' among the self-similar solutions of the nonlinear Fokker-Planck equations associated with the different Tsallis formalisms. The time-scale conversion is related to the corresponding Lyapunov functions of the respective nonlinear Fokker-Planck equations.Comment: 20 pages, 1 figure, Elsart macro style, version accepted on Physica

Logarithmic diffusion and porous media equations: a unified description

In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this equation. Its solution has a lorentzian form, consequently this equation characterizes a super diffusion like a L\'evy kind. In addition is obtained an equation that unifies the porous media and the logarithmic diffusion equations, including a generalized diffusion equation in fractal dimension. This unification is performed in the nonextensive thermostatistics context and increases the possibilities about the description of anomalous diffusive processes.Comment: 5 pages. To appear in Phys. Rev.

Nonextensive Entropies derived from Form Invariance of Pseudoadditivity

The form invariance of pseudoadditivity is shown to determine the structure of nonextensive entropies. Nonextensive entropy is defined as the appropriate expectation value of nonextensive information content, similar to the definition of Shannon entropy. Information content in a nonextensive system is obtained uniquely from generalized axioms by replacing the usual additivity with pseudoadditivity. The satisfaction of the form invariance of the pseudoadditivity of nonextensive entropy and its information content is found to require the normalization of nonextensive entropies. The proposed principle requires the same normalization as that derived in [A.K. Rajagopal and S. Abe, Phys. Rev. Lett. {\bf 83}, 1711 (1999)], but is simpler and establishes a basis for the systematic definition of various entropies in nonextensive systems.Comment: 16 pages, accepted for publication in Physical Review

Nonlinear equation for anomalous diffusion: unified power-law and stretched exponential exact solution

The nonlinear diffusion equation $\frac{\partial \rho}{\partial t}=D \tilde{\Delta} \rho^\nu$ is analyzed here, where $\tilde{\Delta}\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-\theta} \frac{\partial}{\partial r}$, and $d$, $\theta$ and $\nu$ are real parameters. This equation unifies the anomalous diffusion equation on fractals ($\nu =1$) and the spherical anomalous diffusion for porous media ($\theta=0$). Exact point-source solution is obtained, enabling us to describe a large class of subdiffusion ($\theta > (1-\nu)d$), normal diffusion ($\theta= (1-\nu)d$) and superdiffusion ($\theta < (1-\nu)d$). Furthermore, a thermostatistical basis for this solution is given from the maximum entropic principle applied to the Tsallis entropy.Comment: 3 pages, 2 eps figure