435 research outputs found
The randomly driven Ising ferromagnet, Part I: General formalism and mean field theory
We consider the behavior of an Ising ferromagnet obeying the Glauber dynamics
under the influence of a fast switching, random external field. After
introducing a general formalism for describing such systems, we consider here
the mean-field theory. A novel type of first order phase transition related to
spontaneous symmetry breaking and dynamic freezing is found. The
non-equilibrium stationary state has a complex structure, which changes as a
function of parameters from a singular-continuous distribution with Euclidean
or fractal support to an absolutely continuous one.Comment: 12 pages REVTeX/LaTeX format, 12 eps/ps figures. Submitted to Journal
of Physics
Renormalization flow in extreme value statistics
The renormalization group transformation for extreme value statistics of
independent, identically distributed variables, recently introduced to describe
finite size effects, is presented here in terms of a partial differential
equation (PDE). This yields a flow in function space and gives rise to the
known family of Fisher-Tippett limit distributions as fixed points, together
with the universal eigenfunctions around them. The PDE turns out to handle
correctly distributions even having discontinuities. Remarkably, the PDE admits
exact solutions in terms of eigenfunctions even farther from the fixed points.
In particular, such are unstable manifolds emanating from and returning to the
Gumbel fixed point, when the running eigenvalue and the perturbation strength
parameter obey a pair of coupled ordinary differential equations. Exact
renormalization trajectories corresponding to linear combinations of
eigenfunctions can also be given, and it is shown that such are all solutions
of the PDE. Explicit formulas for some invariant manifolds in the Fr\'echet and
Weibull cases are also presented. Finally, the similarity between
renormalization flows for extreme value statistics and the central limit
problem is stressed, whence follows the equivalence of the formulas for Weibull
distributions and the moment generating function of symmetric L\'evy stable
distributions.Comment: 21 pages, 9 figures. Several typos and an upload error corrected.
Accepted for publication in JSTA
Renormalization group theory for finite-size scaling in extreme statistics
We present a renormalization group (RG) approach to explain universal
features of extreme statistics, applied here to independent, identically
distributed variables. The outlines of the theory have been described in a
previous Letter, the main result being that finite-size shape corrections to
the limit distribution can be obtained from a linearization of the RG
transformation near a fixed point, leading to the computation of stable
perturbations as eigenfunctions. Here we show details of the RG theory which
exhibit remarkable similarities to the RG known in statistical physics. Besides
the fixed points explaining universality, and the least stable eigendirections
accounting for convergence rates and shape corrections, the similarities
include marginally stable perturbations which turn out to be generic for the
Fisher-Tippett-Gumbel class. Distribution functions containing unstable
perturbations are also considered. We find that, after a transitory divergence,
they return to the universal fixed line at the same or at a different point
depending on the type of perturbation.Comment: 15 pages, 8 figures, to appear in Phys. Rev.
Extreme statistics for time series: Distribution of the maximum relative to the initial value
The extreme statistics of time signals is studied when the maximum is
measured from the initial value. In the case of independent, identically
distributed (iid) variables, we classify the limiting distribution of the
maximum according to the properties of the parent distribution from which the
variables are drawn. Then we turn to correlated periodic Gaussian signals with
a 1/f^alpha power spectrum and study the distribution of the maximum relative
height with respect to the initial height (MRH_I). The exact MRH_I distribution
is derived for alpha=0 (iid variables), alpha=2 (random walk), alpha=4 (random
acceleration), and alpha=infinity (single sinusoidal mode). For other,
intermediate values of alpha, the distribution is determined from simulations.
We find that the MRH_I distribution is markedly different from the previously
studied distribution of the maximum height relative to the average height for
all alpha. The two main distinguishing features of the MRH_I distribution are
the much larger weight for small relative heights and the divergence at zero
height for alpha>3. We also demonstrate that the boundary conditions affect the
shape of the distribution by presenting exact results for some non-periodic
boundary conditions. Finally, we show that, for signals arising from
time-translationally invariant distributions, the density of near extreme
states is the same as the MRH_I distribution. This is used in developing a
scaling theory for the threshold singularities of the two distributions.Comment: 29 pages, 4 figure
On the conditions for the existence of Perfect Learning and power law in learning from stochastic examples by Ising perceptrons
In a previous letter, we studied learning from stochastic examples by
perceptrons with Ising weights in the framework of statistical mechanics. Under
the one-step replica symmetry breaking ansatz, the behaviours of learning
curves were classified according to some local property of the rules by which
examples were drawn. Further, the conditions for the existence of the Perfect
Learning together with other behaviors of the learning curves were given. In
this paper, we give the detailed derivation about these results and further
argument about the Perfect Learning together with extensive numerical
calculations.Comment: 28 pages, 43 figures. Submitted to J. Phys.
Variational approach in dislocation theory
A variational approach is presented to calculate the stress field generated
by a system of dislocations. It is shown that in the simplest case, when the
material containing the dislocations obeys Hooke's law the variational
framework gives the same field equations as Kr\"oner's theory. However, the
variational method proposed allows to study many other problems like
dislocation core regularisation, role of elastic anharmonicity and
dislocation--solute atom interaction. The aim of the paper is to demonstrate
that these problems can be handled on a systematic manner.Comment: 16 pages, 4 figures. Minor changes in the text and few numerical
corrections. Few references also adde
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