413 research outputs found

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

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    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

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    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 ξ=[1+(1q)λqt]1/(1q) \xi =[1+(1-q)\lambda_q t]^{1/(1-q)} with q=0q=0; (ii) the statistical entropy Sq=(1ipiq)/(q1)(S1=ipilnpi)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., WW\equiv {\it number of cells into which the phase space has been partitioned} \to\infty), increases linearly with time only for q=0q=0; (iii) a nontrivial, qq-generalized, Pesin-like identity is satisfied, namely the limtlimWS0(t)/t=max{λ0}\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=1q=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

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

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    The nonlinear diffusion equation ρt=DΔ~ρν\frac{\partial \rho}{\partial t}=D \tilde{\Delta} \rho^\nu is analyzed here, where Δ~1rd1rrd1θr\tilde{\Delta}\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-\theta} \frac{\partial}{\partial r}, and dd, θ\theta and ν\nu are real parameters. This equation unifies the anomalous diffusion equation on fractals (ν=1\nu =1) and the spherical anomalous diffusion for porous media (θ=0\theta=0). Exact point-source solution is obtained, enabling us to describe a large class of subdiffusion (θ>(1ν)d\theta > (1-\nu)d), normal diffusion (θ=(1ν)d\theta= (1-\nu)d) and superdiffusion (θ<(1ν)d\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

    Generalized Heisenberg Algebras and Fibonacci Series

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    We have constructed a Heisenberg-type algebra generated by the Hamiltonian, the step operators and an auxiliar operator. This algebra describes quantum systems having eigenvalues of the Hamiltonian depending on the eigenvalues of the two previous levels. This happens, for example, for systems having the energy spectrum given by Fibonacci sequence. Moreover, the algebraic structure depends on two functions f(x) and g(x). When these two functions are linear we classify, analysing the stability of the fixed points of the functions, the possible representations for this algebra.Comment: 24 pages, 2 figures, subfigure.st

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

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    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, qmq_{m}. The assessment of its validity and usefulness is made by mimicking daily fluctuations of SP500 financial index.Comment: 6 pages, 4 figure

    Construction of coherent states for physical algebraic systems

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    We construct a general state which is an eigenvector of the annihilation operator of the Generalized Heisenberg Algebra. We show for several systems, which are characterized by different energy spectra, that this general state satisfies the minimal set of conditions required to obtain Klauder's minimal coherent states.Comment: 15 pages, 3 figure

    Aging in Models of Non-linear Diffusion

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    We show that for a family of problems described by non-linear diffusion equations an exact calculation of the two time correlation function gives C(t,t')=f(t-t')g(t'), t>t', exhibiting normal and anomalous diffusions, as well as aging effects, depending on the degree of non-linearity. We discuss also the form in which FDT is violated in this class of systems. Finally we argue that in this type of models aging may be consequence of the non conservation of the "total mass".Comment: 4 pages, 1 figure, to appear in Phys.Rev.

    Representações sociais sobre a organização espacial no Assentamento Mato Grande, Corumbá, Mato Grosso do Sul.

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    O estudo tem como propósito analisar as representações de agricultoras, esposas de assentados, em relação à organização espacial na conformação do Assentamento Mato Grande, em Corumbá, MS. O assentamento rural foi criado em 1988, e foram assentadas 50 famílias, sendo 25 delas oriundas do Estado do Paraná e outras 25 da Cidade de Corumbá. No intuito de se verificar a compreensão que um grupo de agricultoras tem em relação à distribuição espacial do assentamento foi utilizada a técnica do mapeamento participativo da comunidade onde as agricultoras desenharam o assentamento e suas representações, focando em especial na localização e disponibilidade da palmeira bocaiuva, com potencial econômico. Observou-se que o grupo tem o conhecimento do dos recursos naturais, e da distribuição e ocorrência de grupos da palmeira. Problemas de gestão d'água, individualismo e disputas internas entravam o desenvolvimento social e econômico do assentamento. The aim of this study is analyze the representations of women, wives of land reform farmers in relation to the space organization in the conformation of the land reform settlement Mato Grande, in Corumba, MS. The land reform settlement was created in 1988 and is composed by 50 families, 25 of them originated from the State of Parana and 25 from the Corumba County.In order to study the farmer's women understanding of space organization of the settlement it was used the participatory mapping technique, where the farmer women themselves drew the settlement space and its representations, focusing in particular on the location and availability of bocaiuva palm tree, which has economic potential. It was observed that the group has the knowledge of the natural resources, and the distribution and occurrence of palm tree groups. Water management problems, individualism and internal disputes hinder social and economic development of the settlement.Título em inglês: Social representations about the space organization in Mato Grande Land Reform Settlement, Corumbá, Mato Grosso do Sul

    Implications of Form Invariance to the Structure of Nonextensive Entropies

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    The form invariance of the statement of the maximum entropy principle and the metric structure in quantum density matrix theory, when generalized to nonextensive situations, is shown here to determine the structure of the nonextensive entropies. This limits the range of the nonextensivity parameter to so as to preserve the concavity of the entropies. The Tsallis entropy is thereby found to be appropriately renormalized.Comment: 8 page
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