Dynamics at the angle of repose: jamming, bistability, and collapse

When a sandpile relaxes under vibration, it is known that its measured angle of repose is bistable in a range of values bounded by a material-dependent maximal angle of stability; thus, at the same angle of repose, a sandpile can be stationary or avalanching, depending on its history. In the nearly jammed slow dynamical regime, sandpile collapse to a zero angle of repose can also occur, as a rare event. We claim here that fluctuations of {\it dilatancy} (or local density) are the key ingredient that can explain such varied phenomena. In this work, we model the dynamics of the angle of repose and of the density fluctuations, in the presence of external noise, by means of coupled stochastic equations. Among other things, we are able to describe sandpile collapse in terms of an activated process, where an effective temperature (related to the density as well as to the external vibration intensity) competes against the configurational barriers created by the density fluctuations.Comment: 15 pages, 1 figure. Minor changes and update

Pascal Principle for Diffusion-Controlled Trapping Reactions

"All misfortune of man comes from the fact that he does not stay peacefully in his room", has once asserted Blaise Pascal. In the present paper we evoke this statement as the "Pascal principle" in regard to the problem of survival of an "A" particle, which performs a lattice random walk in presence of a concentration of randomly moving traps "B", and gets annihilated upon encounters with any of them. We prove here that at sufficiently large times for both perfect and imperfect trapping reactions, for arbitrary spatial dimension "d" and for a rather general class of random walks, the "A" particle survival probability is less than or equal to the survival probability of an immobile target in the presence of randomly moving traps.Comment: 4 pages, RevTex, appearing in PR

Lattice theory of trapping reactions with mobile species

We present a stochastic lattice theory describing the kinetic behavior of trapping reactions $A + B \to B$, in which both the $A$ and $B$ particles perform an independent stochastic motion on a regular hypercubic lattice. Upon an encounter of an $A$ particle with any of the $B$ particles, $A$ is annihilated with a finite probability; finite reaction rate is taken into account by introducing a set of two-state random variables - "gates", imposed on each $B$ particle, such that an open (closed) gate corresponds to a reactive (passive) state. We evaluate here a formal expression describing the time evolution of the $A$ particle survival probability, which generalizes our previous results. We prove that for quite a general class of random motion of the species involved in the reaction process, for infinite or finite number of traps, and for any time $t$, the $A$ particle survival probability is always larger in case when $A$ stays immobile, than in situations when it moves.Comment: 12 pages, appearing in PR

Fluctuations in Stationary non Equilibrium States

In this paper we formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which covers situations in a nonlinear hydrodynamic regime and is verified explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Our results include the modification of the Onsager-Machlup theory in the SNS, a general Hamilton-Jacobi equation for the macroscopic entropy and a non equilibrium, non linear fluctuation dissipation relation valid for a wide class of systems

Kinetics of stochastically-gated diffusion-limited reactions and geometry of random walk trajectories

In this paper we study the kinetics of diffusion-limited, pseudo-first-order A + B -> B reactions in situations in which the particles' intrinsic reactivities vary randomly in time. That is, we suppose that the particles are bearing "gates" which interchange randomly and independently of each other between two states - an active state, when the reaction may take place, and a blocked state, when the reaction is completly inhibited. We consider four different models, such that the A particle can be either mobile or immobile, gated or ungated, as well as ungated or gated B particles can be fixed at random positions or move randomly. All models are formulated on a $d$-dimensional regular lattice and we suppose that the mobile species perform independent, homogeneous, discrete-time lattice random walks. The model involving a single, immobile, ungated target A and a concentration of mobile, gated B particles is solved exactly. For the remaining three models we determine exactly, in form of rigorous lower and upper bounds, the large-N asymptotical behavior of the A particle survival probability. We also realize that for all four models studied here such a probalibity can be interpreted as the moment generating function of some functionals of random walk trajectories, such as, e.g., the number of self-intersections, the number of sites visited exactly a given number of times, "residence time" on a random array of lattice sites and etc. Our results thus apply to the asymptotical behavior of the corresponding generating functions which has not been known as yet.Comment: Latex, 45 pages, 5 ps-figures, submitted to PR

Persistence properties of a system of coagulating and annihilating random walkers

We study a d-dimensional system of diffusing particles that on contact either annihilate with probability 1/(q-1) or coagulate with probability (q-2)/(q-1). In 1-dimension, the system models the zero temperature Glauber dynamics of domain walls in the q-state Potts model. We calculate P(m,t), the probability that a randomly chosen lattice site contains a particle whose ancestors have undergone exactly (m-1) coagulations. Using perturbative renormalization group analysis for d < 2, we show that, if the number of coagulations m is much less than the typical number M(t), then P(m,t) ~ m^(z/d) t^(-theta), with theta=d Q + Q(Q-1/2) epsilon + O(epsilon^2), z=(2Q-1) epsilon + (2 Q-1) (Q-1)(1/2+A Q) epsilon^2 +O(epsilon^3), where Q=(q-1)/q, epsilon =2-d and A =-0.006. M(t) is shown to scale as t^(d/2-delta), where delta = d (1 -Q)+(Q-1)(Q-1/2) epsilon+ O(epsilon^2). In two dimensions, we show that P(m,t) ~ ln(t)^(Q(3-2Q)) ln(m)^((2Q-1)^2) t^(-2Q) for m << t^(2 Q-1). The 1-dimensional results corresponding to epsilon=1 are compared with results from Monte Carlo simulations.Comment: 12 pages, revtex, 5 figure

Natural boundaries for the Smoluchowski equation and affiliated diffusion processes

The Schr\"{o}dinger problem of deducing the microscopic dynamics from the input-output statistics data is known to admit a solution in terms of Markov diffusions. The uniqueness of solution is found linked to the natural boundaries respected by the underlying random motion. By choosing a reference Smoluchowski diffusion process, we automatically fix the Feynman-Kac potential and the field of local accelerations it induces. We generate the family of affiliated diffusions with the same local dynamics, but different inaccessible boundaries on finite, semi-infinite and infinite domains. For each diffusion process a unique Feynman-Kac kernel is obtained by the constrained (Dirichlet boundary data) Wiener path integration.As a by-product of the discussion, we give an overview of the problem of inaccessible boundaries for the diffusion and bring together (sometimes viewed from unexpected angles) results which are little known, and dispersed in publications from scarcely communicating areas of mathematics and physics.Comment: Latex file, Phys. Rev. E 49, 3815-3824, (1994

Regularity Properties and Pathologies of Position-Space Renormalization-Group Transformations

We reconsider the conceptual foundations of the renormalization-group (RG) formalism, and prove some rigorous theorems on the regularity properties and possible pathologies of the RG map. Regarding regularity, we show that the RG map, defined on a suitable space of interactions (= formal Hamiltonians), is always single-valued and Lipschitz continuous on its domain of definition. This rules out a recently proposed scenario for the RG description of first-order phase transitions. On the pathological side, we make rigorous some arguments of Griffiths, Pearce and Israel, and prove in several cases that the renormalized measure is not a Gibbs measure for any reasonable interaction. This means that the RG map is ill-defined, and that the conventional RG description of first-order phase transitions is not universally valid. For decimation or Kadanoff transformations applied to the Ising model in dimension $d \ge 3$, these pathologies occur in a full neighborhood $\{ \beta > \beta_0 ,\, |h| < \epsilon(\beta) \}$ of the low-temperature part of the first-order phase-transition surface. For block-averaging transformations applied to the Ising model in dimension $d \ge 2$, the pathologies occur at low temperatures for arbitrary magnetic-field strength. Pathologies may also occur in the critical region for Ising models in dimension $d \ge 4$. We discuss in detail the distinction between Gibbsian and non-Gibbsian measures, and give a rather complete catalogue of the known examples. Finally, we discuss the heuristic and numerical evidence on RG pathologies in the light of our rigorous theorems.Comment: 273 pages including 14 figures, Postscript, See also ftp.scri.fsu.edu:hep-lat/papers/9210/9210032.ps.

A Tight Parallel Repetition Theorem for Partially Simulatable Interactive Arguments via Smooth KL-Divergence

Hardness amplification is a central problem in the study of interactive protocols. While natural parallel repetition transformation is known to reduce the soundness error of some special cases of interactive arguments: three-message protocols (Bellare, Impagliazzo, and Naor [FOCS \u2797]) and public-coin protocols (Hastad, Pass, Wikstrom, and Pietrzak [TCC \u2710], Chung and Lu [TCC \u2710] and Chung and Pass [TCC \u2715]), it fails to do so in the general case (the above Bellare et al.; also Pietrzak and Wikstrom [TCC \u2707]). The only known round-preserving approach that applies to all interactive arguments is Haitner\u27s random-terminating transformation [SICOMP \u2713], who showed that the parallel repetition of the transformed protocol reduces the soundness error at a weak exponential rate: if the original $m$-round protocol has soundness error $1-\varepsilon$, then the $n$-parallel repetition of its random-terminating variant has soundness error $(1-\varepsilon)^{\varepsilon n / m^4}$ (omitting constant factors). Hastad et al. have generalized this result to partially simulatable interactive arguments, showing that the $n$-fold repetition of an $m$-round $\delta$-simulatable argument of soundness error $1-\varepsilon$ has soundness error $(1-\varepsilon)^{\varepsilon \delta^2 n / m^2}$. When applied to random-terminating arguments, the Hastad et al. bound matches that of Haitner. In this work we prove that parallel repetition of random-terminating arguments reduces the soundness error at a much stronger exponential rate: the soundness error of the $n$ parallel repetition is $(1-\varepsilon)^{n / m}$, only an $m$ factor from the optimal rate of $(1-\varepsilon)^n$ achievable in public-coin and three-message arguments. The result generalizes to $\delta$-simulatable arguments, for which we prove a bound of $(1-\varepsilon)^{\delta n / m}$. This is achieved by presenting a tight bound on a relaxed variant of the KL-divergence between the distribution induced by our reduction and its ideal variant, a result whose scope extends beyond parallel repetition proofs. We prove the tightness of the above bound for random-terminating arguments, by presenting a matching protocol

A review of Monte Carlo simulations of polymers with PERM

In this review, we describe applications of the pruned-enriched Rosenbluth method (PERM), a sequential Monte Carlo algorithm with resampling, to various problems in polymer physics. PERM produces samples according to any given prescribed weight distribution, by growing configurations step by step with controlled bias, and correcting "bad" configurations by "population control". The latter is implemented, in contrast to other population based algorithms like e.g. genetic algorithms, by depth-first recursion which avoids storing all members of the population at the same time in computer memory. The problems we discuss all concern single polymers (with one exception), but under various conditions: Homopolymers in good solvents and at the $\Theta$ point, semi-stiff polymers, polymers in confining geometries, stretched polymers undergoing a forced globule-linear transition, star polymers, bottle brushes, lattice animals as a model for randomly branched polymers, DNA melting, and finally -- as the only system at low temperatures, lattice heteropolymers as simple models for protein folding. PERM is for some of these problems the method of choice, but it can also fail. We discuss how to recognize when a result is reliable, and we discuss also some types of bias that can be crucial in guiding the growth into the right directions.Comment: 29 pages, 26 figures, to be published in J. Stat. Phys. (2011