Random Time-Scale Invariant Diffusion and Transport Coefficients

Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle motion is subdiffusive. We investigate this type of ergodicity breaking within the continuous time random walk model and show that $\overline{\delta^2}$ differs from the corresponding ensemble average. In particular we derive the distribution for the fluctuations of the random variable $\overline{\delta^2}$. Similarly we quantify the response to a constant external field, revealing a generalization of the Einstein relation. Consequences for the interpretation of single molecule tracking data are discussed.Comment: 4 pages, 4 figures.Article accompanied by a PRL Viewpoint in Physics1, 8 (2008

Dissipation scales and anomalous sinks in steady two-dimensional turbulence

In previous papers I have argued that the \emph{fusion rules hypothesis}, which was originally introduced by L'vov and Procaccia in the context of the problem of three-dimensional turbulence, can be used to gain a deeper insight in understanding the enstrophy cascade and inverse energy cascade of two-dimensional turbulence. In the present paper we show that the fusion rules hypothesis, combined with \emph{non-perturbative locality}, itself a consequence of the fusion rules hypothesis, dictates the location of the boundary separating the inertial range from the dissipation range. In so doing, the hypothesis that there may be an anomalous enstrophy sink at small scales and an anomalous energy sink at large scales emerges as a consequence of the fusion rules hypothesis. More broadly, we illustrate the significance of viewing inertial ranges as multi-dimensional regions where the fully unfused generalized structure functions of the velocity field are self-similar, by considering, in this paper, the simplified projection of such regions in a two-dimensional space, involving a small scale $r$ and a large scale $R$, which we call, in this paper, the $(r, R)$-plane. We see, for example, that the logarithmic correction in the enstrophy cascade, under standard molecular dissipation, plays an essential role in inflating the inertial range in the $(r, R)$ plane to ensure the possibility of local interactions. We have also seen that increasingly higher orders of hyperdiffusion at large scales or hypodiffusion at small scales make the predicted sink anomalies more resilient to possible violations of the fusion rules hypothesis.Comment: 22 pages, resubmitted to Phys. Rev.

A Random Walk to a Non-Ergodic Equilibrium Concept

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this manuscript a non-ergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point, approaches U or W shaped distributions related to the arcsin law. We show that when conditions of detailed balance are applied, these distributions depend on the partition function of the problem, thus establishing a relation between the non-ergodic dynamics and canonical statistical mechanics. In the ergodic phase the distribution function of the occupation times approaches a delta function centered on the value predicted based on standard Boltzmann-Gibbs statistics. Relation of our work with single molecule experiments is briefly discussed.Comment: 14 pages, 6 figure

The delayed uncoupled continuous-time random walks do not provide a model for the telegraph equation

It has been alleged in several papers that the so called delayed continuous-time random walks (DCTRWs) provide a model for the one-dimensional telegraph equation at microscopic level. This conclusion, being widespread now, is strange, since the telegraph equation describes phenomena with finite propagation speed, while the velocity of the motion of particles in the DCTRWs is infinite. In this paper we investigate how accurate are the approximations to the DCTRWs provided by the telegraph equation. We show that the diffusion equation, being the correct limit of the DCTRWs, gives better approximations in $L_2$ norm to the DCTRWs than the telegraph equation. We conclude therefore that, first, the DCTRWs do not provide any correct microscopic interpretation of the one-dimensional telegraph equation, and second, the kinetic (exact) model of the telegraph equation is different from the model based on the DCTRWs.Comment: 12 pages, 9 figure

A probabilistic approach to some results by Nieto and Truax

In this paper, we reconsider some results by Nieto and Truax about generating functions for arbitrary order coherent and squeezed states. These results were obtained using the exponential of the Laplacian operator; more elaborated operational identities were used by Dattoli et al. \cite{Dattoli} to extend these results. In this note, we show that the operational approach can be replaced by a purely probabilistic approach, in the sense that the exponential of derivatives operators can be identified with equivalent expectation operators. This approach brings new insight about the kinks between operational and probabilistic calculus.Comment: 2nd versio

Critical density of a soliton gas

We quantify the notion of a dense soliton gas by establishing an upper bound for the integrated density of states of the quantum-mechanical Schr\"odinger operator associated with the KdV soliton gas dynamics. As a by-product of our derivation we find the speed of sound in the soliton gas with Gaussian spectral distribution function.Comment: 7 page

The ensemble of random Markov matrices

The ensemble of random Markov matrices is introduced as a set of Markov or stochastic matrices with the maximal Shannon entropy. The statistical properties of the stationary distribution pi, the average entropy growth rate $h$ and the second largest eigenvalue nu across the ensemble are studied. It is shown and heuristically proven that the entropy growth-rate and second largest eigenvalue of Markov matrices scale in average with dimension of matrices d as h ~ log(O(d)) and nu ~ d^(-1/2), respectively, yielding the asymptotic relation h tau_c ~ 1/2 between entropy h and correlation decay time tau_c = -1/log|nu| . Additionally, the correlation between h and and tau_c is analysed and is decreasing with increasing dimension d.Comment: 12 pages, 6 figur

The Critical Exponent of the Fractional Langevin Equation is αc≈0.402\alpha_c\approx 0.402

We investigate the dynamical phase diagram of the fractional Langevin equation and show that critical exponents mark dynamical transitions in the behavior of the system. For a free and harmonically bound particle the critical exponent $\alpha_c= 0.402\pm 0.002$ marks a transition to a non-monotonic under-damped phase. The critical exponent $\alpha_{R}=0.441...$ marks a transition to a resonance phase, when an external oscillating field drives the system. Physically, we explain these behaviors using a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing the under-damped, the over-damped and critical frequencies of the fractional oscillator, recently used to model single protein experiments, show behaviors vastly different from normal.Comment: 5 pages, 3 figure

Random fluctuation leads to forbidden escape of particles

A great number of physical processes are described within the context of Hamiltonian scattering. Previous studies have rather been focused on trajectories starting outside invariant structures, since the ones starting inside are expected to stay trapped there forever. This is true though only for the deterministic case. We show however that, under finitely small random fluctuations of the field, trajectories starting inside Arnold-Kolmogorov-Moser (KAM) islands escape within finite time. The non-hyperbolic dynamics gains then hyperbolic characteristics due to the effect of the random perturbed field. As a consequence, trajectories which are started inside KAM curves escape with hyperbolic-like time decay distribution, and the fractal dimension of a set of particles that remain in the scattering region approaches that for hyperbolic systems. We show a universal quadratic power law relating the exponential decay to the amplitude of noise. We present a random walk model to relate this distribution to the amplitude of noise, and investigate this phenomena with a numerical study applying random maps.Comment: 6 pages, 6 figures - Up to date with corrections suggested by referee