Phase-space geometry of the generalized Langevin equation

The generalized Langevin equation is widely used to model the influence of a heat bath upon a reactive system. This equation will here be studied from a geometric point of view. A dynamical phase space that represents all possible states of the system will be constructed, the generalized Langevin equation will be formally rewritten as a pair of coupled ordinary differential equations, and the fundamental geometric structures in phase space will be described. It will be shown that the phase space itself and its geometric structure depend critically on the preparation of the system: A system that is assumed to have been in existence for ever has a larger phase space with a simpler structure than a system that is prepared at a finite time. These differences persist even in the long-time limit, where one might expect the details of preparation to become irrelevant

Counting rule for Nambu-Goldstone modes in nonrelativistic systems

The counting rule for Nambu-Goldstone modes is discussed using Mori's projection operator method in nonrelativistic systems at zero and finite temperatures. We show that the number of Nambu-Goldstone modes is equal to the number of broken charges, Q_a, minus half the rank of the expectation value of [Q_a,Q_b].Comment: 5 pages, no figures; typos corrected; some discussion added and clarifie

Microscopic formula for transport coefficients of causal hydrodynamics

The Green-Kubo-Nakano formula should be modified in relativistic hydrodynamics because of the problem of acausality and the breaking of sum rules. In this work, we propose a formula to calculate the transport coefficients of causal hydrodynamics based on the projection operator method. As concrete examples, we derive the expressions for the diffusion coefficient, the shear viscosity coefficient, and corresponding relaxation times.Comment: 4 pages, title was modified, final version published in Phys. Rev.

Geometric and projection effects in Kramers-Moyal analysis

Kramers-Moyal coefficients provide a simple and easily visualized method with which to analyze stochastic time series, particularly nonlinear ones. One mechanism that can affect the estimation of the coefficients is geometric projection effects. For some biologically-inspired examples, these effects are predicted and explored with a non-stochastic projection operator method, and compared with direct numerical simulation of the systems' Langevin equations. General features and characteristics are identified, and the utility of the Kramers-Moyal method discussed. Projections of a system are in general non-Markovian, but here the Kramers-Moyal method remains useful, and in any case the primary examples considered are found to be close to Markovian.Comment: Submitted to Phys. Rev.

Charge correlations and optical conductivity in weakly doped antiferromagnets

We investigate the dynamical charge-charge correlation function and the optical conductivity in weakly doped antiferromagnets using Mori-Zwanzig projection technique. The system is described by the two-dimensional t-J model. The arising matrix elements are evaluated within a cumulant formalism which was recently applied to investigate magnetic properties of weakly doped antiferromagnets. Within the present approach the ground state consists of non-interacting hole quasiparticles. Our spectra agree well with numerical results calculated via exact diagonalization techniques. The method we employ enables us to explain the features present in the correlation functions. We conclude that the charge dynamics at weak doping is governed by transitions between excited states of spin-bag quasiparticles.Comment: 5 pages, 2 figures, to appear in Europhys. Letter

Synchronization in the presence of memory

We study the effect of memory on synchronization of identical chaotic systems driven by common external noises. Our examples show that while in general synchronization transition becomes more difficult to meet when memory range increases, for intermediate ranges the synchronization tendency of systems can be enhanced. Generally the synchronization transition is found to depend on the memory range and the ratio of noise strength to memory amplitude, which indicates on a possibility of optimizing synchronization by memory. We also point out on a close link between dynamics with memory and noise, and recently discovered synchronizing properties of networks with delayed interactions

Reaction rate calculation with time-dependent invariant manifolds

The identification of trajectories that contribute to the reaction rate is the crucial dynamical ingredient in any classical chemical reactivity calculation. This problem often requires a full scale numerical simulation of the dynamics, in particular if the reactive system is exposed to the influence of a heat bath. As an efficient alternative, we propose here to compute invariant surfaces in the phase space of the reactive system that separate reactive from nonreactive trajectories. The location of these invariant manifolds depends both on time and on the realization of the driving force exerted by the bath. These manifolds allow the identification of reactive trajectories simply from their initial conditions, without the need of any further simulation. In this paper, we show how these invariant manifolds can be calculated, and used in a formally exact reaction rate calculation based on perturbation theory for any multidimensional potential coupled to a noisy environment

Forcing anomalous scaling on demographic fluctuations

We discuss the conditions under which a population of anomalously diffusing individuals can be characterized by demographic fluctuations that are anomalously scaling themselves. Two examples are provided in the case of individuals migrating by Gaussian diffusion, and by a sequence of L\'evy flights.Comment: 5 pages 2 figure

Nucleation of breathers via stochastic resonance in nonlinear lattices

By applying a staggered driving force in a prototypical discrete model with a quartic nonlinearity, we demonstrate the spontaneous formation and destruction of discrete breathers with a selected frequency due to thermal fluctuations. The phenomenon exhibits the striking features of stochastic resonance (SR): a nonmonotonic behavior as noise is increased and breather generation under subthreshold conditions. The corresponding peak is associated with a matching between the external driving frequency and the breather frequency at the average energy given by ambient temperature.Comment: Added references, figure 5 modified to include new dat

Work and heat probability distribution of an optically driven Brownian particle: Theory and experiments

We analyze the equations governing the evolution of distributions of the work and the heat exchanged with the environment by a manipulated stochastic system, by means of a compact and general derivation. We obtain explicit solutions for these equations for the case of a dragged Brownian particle in a harmonic potential. We successfully compare the resulting predictions with the outcomes of experiments, consisting in dragging a micron-sized colloidal particle through water with a laser trap