Free energy landscapes, dynamics and the edge of chaos in mean-field models of spin glasses

Metastable states in Ising spin-glass models are studied by finding iterative solutions of mean-field equations for the local magnetizations. Two different equations are studied: the TAP equations which are exact for the SK model, and the simpler `naive-mean-field' (NMF) equations. The free-energy landscapes that emerge are very different. For the TAP equations, the numerical studies confirm the analytical results of Aspelmeier et al., which predict that TAP states consist of close pairs of minima and index-one (one unstable direction) saddle points, while for the NMF equations saddle points with large indices are found. For TAP the barrier height between a minimum and its nearby saddle point scales as (f-f_0)^{-1/3} where f is the free energy per spin of the solution and f_0 is the equilibrium free energy per spin. This means that for `pure states', for which f-f_0 is of order 1/N, the barriers scale as N^{1/3}, but between states for which f-f_0 is of order one the barriers are finite and also small so such metastable states will be of limited physical significance. For the NMF equations there are saddles of index K and we can demonstrate that their complexity Sigma_K scales as a function of K/N. We have also employed an iterative scheme with a free parameter that can be adjusted to bring the system of equations close to the `edge of chaos'. Both for the TAP and NME equations it is possible with this approach to find metastable states whose free energy per spin is close to f_0. As N increases, it becomes harder and harder to find solutions near the edge of chaos, but nevertheless the results which can be obtained are competitive with those achieved by more time-consuming computing methods and suggest that this method may be of general utility.Comment: 13 page

Geometry-induced asymmetric diffusion

Past work has shown that ions can pass through a membrane more readily in one direction than the other. We demonstrate here in a model and an experiment that for a mixture of small and large particles such asymmetric diffusion can arise solely from an asymmetry in the geometry of the pores of the membrane. Our deterministic simulation considers a two-dimensional gas of elastic disks of two sizes diffusing through a membrane, and our laboratory experiment examines the diffusion of glass beads of two sizes through a metal membrane. In both experiment and simulation, the membrane is permeable only to the smaller particles, and the asymmetric pores lead to an asymmetry in the diffusion rates of these particles. The presence of even a small percentage of large particles can clog a membrane, preventing passage of the small particles in one direction while permitting free flow of the small particles in the other direction. The purely geometric kinetic constraints may play a role in common biological contexts such as membrane ion channels.Comment: published with minuscule change

Critical Networks Exhibit Maximal Information Diversity in Structure-Dynamics Relationships

Network structure strongly constrains the range of dynamic behaviors available to a complex system. These system dynamics can be classified based on their response to perturbations over time into two distinct regimes, ordered or chaotic, separated by a critical phase transition. Numerous studies have shown that the most complex dynamics arise near the critical regime. Here we use an information theoretic approach to study structure-dynamics relationships within a unified framework and how that these relationships are most diverse in the critical regime

Parametric ordering of complex systems

Cellular automata (CA) dynamics are ordered in terms of two global parameters, computable {\sl a priori} from the description of rules. While one of them (activity) has been used before, the second one is new; it estimates the average sensitivity of rules to small configurational changes. For two well-known families of rules, the Wolfram complexity Classes cluster satisfactorily. The observed simultaneous occurrence of sharp and smooth transitions from ordered to disordered dynamics in CA can be explained with the two-parameter diagram

Topology and Evolution of Technology Innovation Networks

The web of relations linking technological innovation can be fairly described in terms of patent citations. The resulting patent citation network provides a picture of the large-scale organization of innovations and its time evolution. Here we study the patterns of change of patents registered by the US Patent and Trademark Office (USPTO). We show that the scaling behavior exhibited by this network is consistent with a preferential attachment mechanism together with a Weibull-shaped aging term. Such attachment kernel is shared by scientific citation networks, thus indicating an universal type of mechanism linking ideas and designs and their evolution. The implications for evolutionary theory of innovation are discussed.Comment: 6 pages, 5 figures, submitted to Physical Review

Manufacture, observation, and test of membranes with locatable single pores

A method for generating single pores down to 0.1 μm diameter in the center of a large circular foil is described, based on nuclear tracks. The foil is framed by a tension ring which enables one to handle the foils in a well‐defined precise way. The single pore has a lateral displacement of ±0.1 mm with respect to the tension ring center. The foils used are polycarbonate of the type Makrofol and have thicknesses between 2 and 10 μm. For calibration of the single pore diameters, multiple nuclear tracks between 0.1 and 3.5 μm diameter are etched and observed by microscopy. The microscopic observations are compared with gas‐flow measurements, using two alternative methods: multiple holes are tested under viscous flow conditions of N2 gas at normal temperature and pressure; single holes are tested under collisionless flow conditions of 4He gas at liquid‐nitrogen temperature, using a capacitance method.Peer reviewe

Asymptotically stable phase synchronization revealed by autoregressive circle maps

A new type of nonlinear time series analysis is introduced, based on phases, which are defined as polar angles in spaces spanned by a finite number of delayed coordinates. A canonical choice of the polar axis and a related implicit estimation scheme for the potentially underlying auto-regressive circle map (next phase map) guarantee the invertibility of reconstructed phase space trajectories to the original coordinates. The resulting Fourier approximated, Invertibility enforcing Phase Space map (FIPS map) is well suited to detect conditional asymptotic stability of coupled phases. This rather general synchronization criterion unites two existing generalisations of the old concept and can successfully be applied e.g. to phases obtained from ECG and airflow recordings characterizing cardio-respiratory interaction.Comment: PDF file, 232 KB, 24 pages, 3 figures; cheduled for Phys. Rev. E (Nov) 200

Normal Modes of a Vortex in a Trapped Bose-Einstein Condensate

A hydrodynamic description is used to study the normal modes of a vortex in a zero-temperature Bose-Einstein condensate. In the Thomas-Fermi (TF) limit, the circulating superfluid velocity far from the vortex core provides a small perturbation that splits the originally degenerate normal modes of a vortex-free condensate. The relative frequency shifts are small in all cases considered (they vanish for the lowest dipole mode with |m|=1), suggesting that the vortex is stable. The Bogoliubov equations serve to verify the existence of helical waves, similar to those of a vortex line in an unbounded weakly interacting Bose gas. In the large-condensate (small-core) limit, the condensate wave function reduces to that of a straight vortex in an unbounded condensate; the corresponding Bogoliubov equations have no bound-state solutions that are uniform along the symmetry axis and decay exponentially far from the vortex core.Comment: 15 pages, REVTEX, 2 Postscript figures, to appear in Phys. Rev. A. We have altered the material in Secs. 3B and 4 in connection with the normal modes that have |m|=1. Our present treatment satisfies the condition that the fundamental dipole mode of a condensate with (or without) a vortex should have the bare frequency $\omega_\perp

Dimension of interaction dynamics

A method allowing to distinguish interacting from non-interacting systems based on available time series is proposed and investigated. Some facts concerning generalized Renyi dimensions that form the basis of our method are proved. We show that one can find the dimension of the part of the attractor of the system connected with interaction between its parts. We use our method to distinguish interacting from non-interacting systems on the examples of logistic and H\'enon maps. A classification of all possible interaction schemes is given.Comment: 15 pages, 14 (36) figures, submitted to PR

Effect of Chaotic Noise on Multistable Systems

In a recent letter [Phys.Rev.Lett. {\bf 30}, 3269 (1995), chao-dyn/9510011], we reported that a macroscopic chaotic determinism emerges in a multistable system: the unidirectional motion of a dissipative particle subject to an apparently symmetric chaotic noise occurs even if the particle is in a spatially symmetric potential. In this paper, we study the global dynamics of a dissipative particle by investigating the barrier crossing probability of the particle between two basins of the multistable potential. We derive analytically an expression of the barrier crossing probability of the particle subject to a chaotic noise generated by a general piecewise linear map. We also show that the obtained analytical barrier crossing probability is applicable to a chaotic noise generated not only by a piecewise linear map with a uniform invariant density but also by a non-piecewise linear map with non-uniform invariant density. We claim, from the viewpoint of the noise induced motion in a multistable system, that chaotic noise is a first realization of the effect of {\em dynamical asymmetry} of general noise which induces the symmetry breaking dynamics.Comment: 14 pages, 9 figures, to appear in Phys.Rev.