Transport properties of a modified Lorentz gas

We present a detailed study of the first simple mechanical system that shows fully realistic transport behavior while still being exactly solvable at the level of equilibrium statistical mechanics. The system under consideration is a Lorentz gas with fixed freely-rotating circular scatterers interacting with point particles via perfectly rough collisions. Upon imposing a temperature and/or a chemical potential gradient, a stationary state is attained for which local thermal equilibrium holds for low values of the imposed gradients. Transport in this system is normal, in the sense that the transport coefficients which characterize the flow of heat and matter are finite in the thermodynamic limit. Moreover, the two flows are non-trivially coupled, satisfying Onsager's reciprocity relations to within numerical accuracy as well as the Green-Kubo relations . We further show numerically that an applied electric field causes the same currents as the corresponding chemical potential gradient in first order of the applied field. Puzzling discrepancies in higher order effects (Joule heating) are also observed. Finally, the role of entropy production in this purely Hamiltonian system is shortly discussed.Comment: 16 pages, 16 figures, submitted to J. Stat. Phy

Equilibrium statistical mechanics for single waves and wave spectra in Langmuir wave-particle interaction

Under the conditions of weak Langmuir turbulence, a self-consistent wave-particle Hamiltonian models the effective nonlinear interaction of a spectrum of M waves with N resonant out-of-equilibrium tail electrons. In order to address its intrinsically nonlinear time-asymptotic behavior, a Monte Carlo code was built to estimate its equilibrium statistical mechanics in both the canonical and microcanonical ensembles. First the single wave model is considered in the cold beam/plasma instability and in the O'Neil setting for nonlinear Landau damping. O'Neil's threshold, that separates nonzero time-asymptotic wave amplitude states from zero ones, is associated to a second order phase transition. These two studies provide both a testbed for the Monte Carlo canonical and microcanonical codes, with the comparison with exact canonical results, and an opportunity to propose quantitative results to longstanding issues in basic nonlinear plasma physics. Then the properly speaking weak turbulence framework is considered through the case of a large spectrum of waves. Focusing on the small coupling limit, as a benchmark for the statistical mechanics of weak Langmuir turbulence, it is shown that Monte Carlo microcanonical results fully agree with an exact microcanonical derivation. The wave spectrum is predicted to collapse towards small wavelengths together with the escape of initially resonant particles towards low bulk plasma thermal speeds. This study reveals the fundamental discrepancy between the long-time dynamics of single waves, that can support finite amplitude steady states, and of wave spectra, that cannot.Comment: 15 pages, 7 figures, to appear in Physics of Plasma

Surprising relations between parametric level correlations and fidelity decay

Unexpected relations between fidelity decay and cross form--factor, i.e., parametric level correlations in the time domain are found both by a heuristic argument and by comparing exact results, using supersymmetry techniques, in the framework of random matrix theory. A power law decay near Heisenberg time, as a function of the relevant parameter, is shown to be at the root of revivals recently discovered for fidelity decay. For cross form--factors the revivals are illustrated by a numerical study of a multiply kicked Ising spin chain.Comment: 4 pages 3 figure

Transition from Gaussian-orthogonal to Gaussian-unitary ensemble in a microwave billiard with threefold symmetry

Recently it has been shown that time-reversal invariant systems with discrete symmetries may display in certain irreducible subspaces spectral statistics corresponding to the Gaussian unitary ensemble (GUE) rather than to the expected orthogonal one (GOE). A Kramers type degeneracy is predicted in such situations. We present results for a microwave billiard with a threefold rotational symmetry and with the option to display or break a reflection symmetry. This allows us to observe the change from GOE to GUE statistics for one subset of levels. Since it was not possible to separate the three subspectra reliably, the number variances for the superimposed spectra were studied. The experimental results are compared with a theoretical and numerical study considering the effects of level splitting and level loss

Phase shift experiments identifying Kramers doublets in a chaotic superconducting microwave billiard of threefold symmetry

The spectral properties of a two-dimensional microwave billiard showing threefold symmetry have been studied with a new experimental technique. This method is based on the behavior of the eigenmodes under variation of a phase shift between two input channels, which strongly depends on the symmetries of the eigenfunctions. Thereby a complete set of 108 Kramers doublets has been identified by a simple and purely experimental method. This set clearly shows Gaussian unitary ensemble statistics, although the system is time-reversal invariant.Comment: RevTex 4, 5 figure

Metastability in Markov processes

We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce restricted Markov chains which are close to the original process but do not leave these regions. Within this context, we identify the conditions under which the decaying system can be considered to be in a metastable state. Furthermore, we show that such metastable states can be described in thermodynamic terms and define their free energy. This is accomplished showing that the probability distribution describing the metastable state is indeed proportional to the equilibrium distribution, as is commonly assumed. We test the formalism numerically in the case of the two-dimensional kinetic Ising model, using the Wang--Landau algorithm to show this proportionality explicitly, and confirm that the proportionality constant is as derived in the theory. Finally, we extend the formalism to situations in which a system can have several metastable states.Comment: 30 pages, 5 figures; version with one higher quality figure available at http://www.fis.unam.mx/~dsanders

Identifying States of a Financial Market

The understanding of complex systems has become a central issue because complex systems exist in a wide range of scientific disciplines. Time series are typical experimental results we have about complex systems. In the analysis of such time series, stationary situations have been extensively studied and correlations have been found to be a very powerful tool. Yet most natural processes are non-stationary. In particular, in times of crisis, accident or trouble, stationarity is lost. As examples we may think of financial markets, biological systems, reactors or the weather. In non-stationary situations analysis becomes very difficult and noise is a severe problem. Following a natural urge to search for order in the system, we endeavor to define states through which systems pass and in which they remain for short times. Success in this respect would allow to get a better understanding of the system and might even lead to methods for controlling the system in more efficient ways. We here concentrate on financial markets because of the easy access we have to good data and because of the strong non-stationary effects recently seen. We analyze the S&P 500 stocks in the 19-year period 1992-2010. Here, we propose such an above mentioned definition of state for a financial market and use it to identify points of drastic change in the correlation structure. These points are mapped to occurrences of financial crises. We find that a wide variety of characteristic correlation structure patterns exist in the observation time window, and that these characteristic correlation structure patterns can be classified into several typical "market states". Using this classification we recognize transitions between different market states. A similarity measure we develop thus affords means of understanding changes in states and of recognizing developments not previously seen.Comment: 9 pages, 8 figure

Unveiling the nature of out-of-equilibrium phase transitions in a system with long-range interactions

Recently, there has been some vigorous interest in the out-of-equilibrium quasistationary states (QSSs), with lifetimes diverging with the number N of degrees of freedom, emerging from numerical simulations of the ferromagnetic XY Hamiltonian Mean Field (HMF) starting from some special initial conditions. Phase transitions have been reported between low-energy magnetized QSSs and large-energy unexpected, antiferromagnetic-like, QSSs with low magnetization. This issue is addressed here in the Vlasov N \rightarrow \infty limit. It is argued that the time-asymptotic states emerging in the Vlasov limit can be related to simple generic time-asymptotic forms for the force field. The proposed picture unveils the nature of the out-of-equilibrium phase transitions reported for the ferromagnetic HMF: this is a bifurcation point connecting an effective integrable Vlasov one-particle time-asymptotic dynamics to a partly ergodic one which means a brutal open-up of the Vlasov one-particle phase space. Illustration is given by investigating the time-asymptotic value of the magnetization at the phase transition, under the assumption of a sufficiently rapid time-asymptotic decay of the transient force field