Exact Lyapunov Exponent for Infinite Products of Random Matrices

In this work, we give a rigorous explicit formula for the Lyapunov exponent for some binary infinite products of random $2\times 2$ real matrices. All these products are constructed using only two types of matrices, $A$ and $B$, which are chosen according to a stochastic process. The matrix $A$ is singular, namely its determinant is zero. This formula is derived by using a particular decomposition for the matrix $B$, which allows us to write the Lyapunov exponent as a sum of convergent series. Finally, we show with an example that the Lyapunov exponent is a discontinuous function of the given parameter.Comment: 1 pages, CPT-93/P.2974,late

Geometric Random Inner Products: A New Family of Tests for Random Number Generators

We present a new computational scheme, GRIP (Geometric Random Inner Products), for testing the quality of random number generators. The GRIP formalism utilizes geometric probability techniques to calculate the average scalar products of random vectors generated in geometric objects, such as circles and spheres. We show that these average scalar products define a family of geometric constants which can be used to evaluate the quality of random number generators. We explicitly apply the GRIP tests to several random number generators frequently used in Monte Carlo simulations, and demonstrate a new statistical property for good random number generators

Electrolytic depletion interactions

We consider the interactions between two uncharged planar macroscopic surfaces immersed in an electrolyte solution which are induced by interfacial selectivity. These forces are taken into account by introducing a depletion free-energy density functional, in addition to the usual mean-field Poisson-Boltzmann functional. The minimization of the total free-energy functional yields the density profiles of the microions and the electrostatic potential. The disjoining pressure is obtained by differentiation of the total free energy with respect to the separation of the surfaces, holding the range and strength of the depletion forces constant. We find that the induced interaction between the two surfaces is always repulsive for sufficiently large separations, and becomes attractive at shorter separations. The nature of the induced interactions changes from attractive to repulsive at a distance corresponding to the range of the depletion forces.Comment: 17 pages, 4 Postscript figures, submitted to Physical Review

Charge Fluctuations on Membrane Surfaces in Water

We generalize the predictions for attractions between over-all neutral surfaces induced by charge fluctuations/correlations to non-uniform systems that include dielectric discontinuities, as is the case for mixed charged lipid membranes in an aqueous solution. We show that the induced interactions depend in a non-trivial way on the dielectric constants of membrane and water and show different scaling with distance depending on these properties. The generality of the calculations also allows us to predict under which dielectric conditions the interaction will change sign and become repulsive

Fractal Dimensions of Confined Clusters in Two-Dimensional Directed Percolation

The fractal structure of directed percolation clusters, grown at the percolation threshold inside parabolic-like systems, is studied in two dimensions via Monte Carlo simulations. With a free surface at y=\pm Cx^k and a dynamical exponent z, the surface shape is a relevant perturbation when k<1/z and the fractal dimensions of the anisotropic clusters vary continuously with k. Analytic expressions for these variations are obtained using a blob picture approach.Comment: 6 pages, Plain TeX file, epsf, 3 postscript-figure

Surface Shape and Local Critical Behaviour in Two-Dimensional Directed Percolation

Two-dimensional directed site percolation is studied in systems directed along the x-axis and limited by a free surface at y=\pm Cx^k. Scaling considerations show that the surface is a relevant perturbation to the local critical behaviour when k<1/z where z=\nu_\parallel/\nu is the dynamical exponent. The tip-to-bulk order parameter correlation function is calculated in the mean-field approximation. The tip percolation probability and the fractal dimensions of critical clusters are obtained through Monte-Carlo simulations. The tip order parameter has a nonuniversal, C-dependent, scaling dimension in the marginal case, k=1/z, and displays a stretched exponential behaviour when the perturbation is relevant. The k-dependence of the fractal dimensions in the relevant case is in agreement with the results of a blob picture approach.Comment: 13 pages, Plain TeX file, epsf, 6 postscript-figures, minor correction

A stochastic model for heart rate fluctuations

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal dynamics, long-term correlations, and 1/f noise. These characterizations are statistical and they have been widely studied and used, but much less is known about the detailed time evolution (dynamics) of the heart rate control mechanism. Here we show that a simple one-dimensional Langevin-type stochastic difference equation can accurately model the heart rate fluctuations in a time scale from minutes to hours. The model consists of a deterministic nonlinear part and a stochastic part typical to Gaussian noise, and both parts can be directly determined from the measured heart rate data. Studies of 27 healthy subjects reveal that in most cases the deterministic part has a form typically seen in bistable systems: there are two stable fixed points and one unstable one.Comment: 8 pages in PDF, Revtex style. Added more dat