A Definition of Metastability for Markov Processes with Detailed Balance

A definition of metastable states applicable to arbitrary finite state Markov processes satisfying detailed balance is discussed. In particular, we identify a crucial condition that distinguishes genuine metastable states from other types of slowly decaying modes and which leads to properties similar to those postulated in the restricted ensemble approach \cite{pen71}. The intuitive physical meaning of this condition is simply that the total equilibrium probability of finding the system in the metastable state is negligible. As a concrete application of our formalism we present preliminary results on a 2D kinetic Ising model.Comment: 5 pp. 1 Figure, presented in News, Expectations and Trends in Statistical Physics-3rd International Conference, 13-18 August 2005, Kolymbari Cret

Diffusion coefficients for multi-step persistent random walks on lattices

We calculate the diffusion coefficients of persistent random walks on lattices, where the direction of a walker at a given step depends on the memory of a certain number of previous steps. In particular, we describe a simple method which enables us to obtain explicit expressions for the diffusion coefficients of walks with two-step memory on different classes of one-, two- and higher-dimensional lattices.Comment: 27 pages, 2 figure

Fine structure of distributions and central limit theorem in diffusive billiards

We investigate deterministic diffusion in periodic billiard models, in terms of the convergence of rescaled distributions to the limiting normal distribution required by the central limit theorem; this is stronger than the usual requirement that the mean square displacement grow asymptotically linearly in time. The main model studied is a chaotic Lorentz gas where the central limit theorem has been rigorously proved. We study one-dimensional position and displacement densities describing the time evolution of statistical ensembles in a channel geometry, using a more refined method than histograms. We find a pronounced oscillatory fine structure, and show that this has its origin in the geometry of the billiard domain. This fine structure prevents the rescaled densities from converging pointwise to gaussian densities; however, demodulating them by the fine structure gives new densities which seem to converge uniformly. We give an analytical estimate of the rate of convergence of the original distributions to the limiting normal distribution, based on the analysis of the fine structure, which agrees well with simulation results. We show that using a Maxwellian (gaussian) distribution of velocities in place of unit speed velocities does not affect the growth of the mean square displacement, but changes the limiting shape of the distributions to a non-gaussian one. Using the same methods, we give numerical evidence that a non-chaotic polygonal channel model also obeys the central limit theorem, but with a slower convergence rate.Comment: 16 pages, 19 figures. Accepted for publication in Physical Review E. Some higher quality figures at http://www.maths.warwick.ac.uk/~dsander

Measuring logarithmic corrections to normal diffusion in infinite-horizon billiards

We perform numerical measurements of the moments of the position of a tracer particle in a two-dimensional periodic billiard model (Lorentz gas) with infinite corridors. This model is known to exhibit a weak form of super-diffusion, in the sense that there is a logarithmic correction to the linear growth in time of the mean-squared displacement. We show numerically that this expected asymptotic behavior is easily overwhelmed by the subleading linear growth throughout the time-range accessible to numerical simulations. We compare our simulations to the known analytical results for the variance of the anomalously-rescaled limiting normal distributions.Comment: 10 pages, 4 figure