Towards the timely detection of toxicants

We address the problem of enhancing the sensitivity of biosensors to the influence of toxicants, with an entropy method of analysis, denoted as CASSANDRA, recently invented for the specific purpose of studying non-stationary time series. We study the specific case where the toxicant is tetrodotoxin. This is a very poisonous substance that yields an abrupt drop of the rate of spike production at t approximatively 170 minutes when the concentration of toxicant is 4 nanomoles. The CASSANDRA algorithm reveals the influence of toxicants thirty minutes prior to the drop in rate at a concentration of toxicant equal to 2 nanomoles. We argue that the success of this method of analysis rests on the adoption of a new perspective of complexity, interpreted as a condition intermediate between the dynamic and the thermodynamic state.Comment: 6 pages and 3 figures. Accepted for publication in the special issue of Chaos Solitons and Fractal dedicated to the conference "Non-stationary Time Series: A Theoretical, Computational and Practical Challenge", Center for Nonlinear Science at University of North Texas, from October 13 to October 19, 2002, Denton, TX (USA

A Fluctuation-Dissipation Process without Time Scale

We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied numerically and theoretically, with a good agreement between theory and numerical treatment. As a result of this assumption the equilibrium distribution departs from the ordinary canonical distribution. The distribution tails are truncated, the distribution border is signalled by sharp peaks and, in the weak dissipation limit, the central distribution body becomes identical to a truncated Levy distribution.Comment: REVTeX 3.1, 7 pages, 2 EPS figures, uses epsfig.sty. Submitted to Phys. Rev.

Non-Poisson dichotomous noise: higher-order correlation functions and aging

We study a two-state symmetric noise, with a given waiting time distribution $\psi (\tau)$, and focus our attention on the connection between the four-time and the two-time correlation functions. The transition of $\psi (\tau)$ from the exponential to the non-exponential condition yields the breakdown of the usual factorization condition of high-order correlation functions, as well as the birth of aging effects. We discuss the subtle connections between these two properties, and establish the condition that the Liouville-like approach has to satisfy in order to produce a correct description of the resulting diffusion process

Fractional Calculus as a Macroscopic Manifestation of Randomness

We generalize the method of Van Hove so as to deal with the case of non-ordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of the Van Hove method imposes randomness upon Hamiltonian dynamics, the resulting statistical process is described using normal calculus techniques. On the other hand, in the case where there is no time-scale separation, this generalized version of Van Hove's method not only imposes randomness upon the microscopic dynamics, but it also transmits randomness to the macroscopic level. As a result, the correct description of macroscopic dynamics has to be expressed in terms of the fractional calculus.Comment: 20 pages, 1 figur

The random growth of interfaces as a subordinated process

We study the random growth of surfaces from within the perspective of a single column, namely, the fluctuation of the column height around the mean value, y(t)= h(t)-, which is depicted as being subordinated to a standard fluctuation-dissipation process with friction gamma. We argue that the main properties of Kardar-Parisi-Zhang theory, in one dimension, are derived by identifying the distribution of return times to y(0) = 0, which is a truncated inverse power law, with the distribution of subordination times. The agreement of the theoretical prediction with the numerical treatment of the 1 + 1 dimensional model of ballistic deposition is remarkably good, in spite of the finite size effects affecting this model.Comment: LaTeX, 4 pages, 3 figure

Probability flux as a method for detecting scaling

We introduce a new method for detecting scaling in time series. The method uses the properties of the probability flux for stochastic self-affine processes and is called the probability flux analysis (PFA). The advantages of this method are: 1) it is independent of the finiteness of the moments of the self-affine process; 2) it does not require a binning procedure for numerical evaluation of the the probability density function. These properties make the method particularly efficient for heavy tailed distributions in which the variance is not finite, for example, in Levy alpha-stable processes. This utility is established using a comparison with the diffusion entropy (DE) method

Canonical and non-canonical equilibrium distribution

We address the problem of the dynamical foundation of non-canonical equilibrium. We consider, as a source of divergence from ordinary statistical mechanics, the breakdown of the condition of time scale separation between microscopic and macroscopic dynamics. We show that this breakdown has the effect of producing a significant deviation from the canonical prescription. We also show that, while the canonical equilibrium can be reached with no apparent dependence on dynamics, the specific form of non-canonical equilibrium is, in fact, determined by dynamics. We consider the special case where the thermal reservoir driving the system of interest to equilibrium is a generator of intermittent fluctuations. We assess the form of the non-canonical equilibrium reached by the system in this case. Using both theoretical and numerical arguments we demonstrate that Levy statistics are the best description of the dynamics and that the Levy distribution is the correct basin of attraction. We also show that the correct path to non-canonical equilibrium by means of strictly thermodynamic arguments has not yet been found, and that further research has to be done to establish a connection between dynamics and thermodynamics.Comment: 13 pages, 6 figure