Classical dynamics on graphs

We consider the classical evolution of a particle on a graph by using a time-continuous Frobenius-Perron operator which generalizes previous propositions. In this way, the relaxation rates as well as the chaotic properties can be defined for the time-continuous classical dynamics on graphs. These properties are given as the zeros of some periodic-orbit zeta functions. We consider in detail the case of infinite periodic graphs where the particle undergoes a diffusion process. The infinite spatial extension is taken into account by Fourier transforms which decompose the observables and probability densities into sectors corresponding to different values of the wave number. The hydrodynamic modes of diffusion are studied by an eigenvalue problem of a Frobenius-Perron operator corresponding to a given sector. The diffusion coefficient is obtained from the hydrodynamic modes of diffusion and has the Green-Kubo form. Moreover, we study finite but large open graphs which converge to the infinite periodic graph when their size goes to infinity. The lifetime of the particle on the open graph is shown to correspond to the lifetime of a system which undergoes a diffusion process before it escapes.Comment: 42 pages and 8 figure

Fractal Dimensions of the Hydrodynamic Modes of Diffusion

We consider the time-dependent statistical distributions of diffusive processes in relaxation to a stationary state for simple, two dimensional chaotic models based upon random walks on a line. We show that the cumulative functions of the hydrodynamic modes of diffusion form fractal curves in the complex plane, with a Hausdorff dimension larger than one. In the limit of vanishing wavenumber, we derive a simple expression of the diffusion coefficient in terms of this Hausdorff dimension and the positive Lyapunov exponent of the chaotic model.Comment: 20 pages, 6 figures, submitted to Nonlinearit

The Fractality of the Hydrodynamic Modes of Diffusion

Transport by normal diffusion can be decomposed into the so-called hydrodynamic modes which relax exponentially toward the equilibrium state. In chaotic systems with two degrees of freedom, the fine scale structure of these hydrodynamic modes is singular and fractal. We characterize them by their Hausdorff dimension which is given in terms of Ruelle's topological pressure. For long-wavelength modes, we derive a striking relation between the Hausdorff dimension, the diffusion coefficient, and the positive Lyapunov exponent of the system. This relation is tested numerically on two chaotic systems exhibiting diffusion, both periodic Lorentz gases, one with hard repulsive forces, the other with attractive, Yukawa forces. The agreement of the data with the theory is excellent

Entropy Production in a Persistent Random Walk

We consider a one-dimensional persisent random walk viewed as a deterministic process with a form of time reversal symmetry. Particle reservoirs placed at both ends of the system induce a density current which drives the system out of equilibrium. The phase space distribution is singular in the stationary state and has a cumulative form expressed in terms of generalized Takagi functions. The entropy production rate is computed using the coarse-graining formalism of Gaspard, Gilbert and Dorfman. In the continuum limit, we show that the value of the entropy production rate is independent of the coarse-graining and agrees with the phenomenological entropy production rate of irreversible thermodynamics.Comment: 21 pages, 8 figures, to appear in Physica

Kinetics and thermodynamics of first-order Markov chain copolymerization

We report a theoretical study of stochastic processes modeling the growth of first-order Markov copolymers, as well as the reversed reaction of depolymerization. These processes are ruled by kinetic equations describing both the attachment and detachment of monomers. Exact solutions are obtained for these kinetic equations in the steady regimes of multicomponent copolymerization and depolymerization. Thermodynamic equilibrium is identified as the state at which the growth velocity is vanishing on average and where detailed balance is satisfied. Away from equilibrium, the analytical expression of the thermodynamic entropy production is deduced in terms of the Shannon disorder per monomer in the copolymer sequence. The Mayo-Lewis equation is recovered in the fully irreversible growth regime. The theory also applies to Bernoullian chains in the case where the attachment and detachment rates only depend on the reacting monomer

Transport and dynamics on open quantum graphs

We study the classical limit of quantum mechanics on graphs by introducing a Wigner function for graphs. The classical dynamics is compared to the quantum dynamics obtained from the propagator. In particular we consider extended open graphs whose classical dynamics generate a diffusion process. The transport properties of the classical system are revealed in the scattering resonances and in the time evolution of the quantum system.Comment: 42 pages, 13 figures, submitted to PR

Comparison of averages of flows and maps

It is shown that in transient chaos there is no direct relation between averages in a continuos time dynamical system (flow) and averages using the analogous discrete system defined by the corresponding Poincare map. In contrast to permanent chaos, results obtained from the Poincare map can even be qualitatively incorrect. The reason is that the return time between intersections on the Poincare surface becomes relevant. However, after introducing a true-time Poincare map, quantities known from the usual Poincare map, such as conditionally invariant measure and natural measure, can be generalized to this case. Escape rates and averages, e.g. Liapunov exponents and drifts can be determined correctly using these novel measures. Significant differences become evident when we compare with results obtained from the usual Poincare map.Comment: 4 pages in Revtex with 2 included postscript figures, submitted to Phys. Rev.

Emission from dielectric cavities in terms of invariant sets of the chaotic ray dynamics

In this paper, the chaotic ray dynamics inside dielectric cavities is described by the properties of an invariant chaotic saddle. I show that the localization of the far field emission in specific directions is related to the filamentary pattern of the saddle's unstable manifold, along which the energy inside the cavity is distributed. For cavities with mixed phase space, the chaotic saddle is divided in hyperbolic and non-hyperbolic components, related, respectively, to the intermediate exponential (t<t_c) and the asymptotic power-law (t>t_c) decay of the energy inside the cavity. The alignment of the manifolds of the two components of the saddle explains why even if the energy concentration inside the cavity dramatically changes from tt_c, the far field emission changes only slightly. Simulations in the annular billiard confirm and illustrate the predictions.Comment: Corrected version, as published. 9 pages, 6 figure

Thermodynamic time asymmetry in nonequilibrium fluctuations

We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical description of these nonequilibrium systems. The symmetry breaking can be expressed in terms of dynamical entropies per unit time, one for the forward process and the other for the time-reversed process. These entropies per unit time characterize dynamical randomness, i.e., temporal disorder, in time series of the nonequilibrium fluctuations. Their difference gives the well-known thermodynamic entropy production, which thus finds its origin in the time asymmetry of dynamical randomness, alias temporal disorder, in systems driven out of equilibrium.Comment: to be published in : Journal of Statistical Mechanics: theory and experimen

Unified Treatment of Quantum Fluctuation Theorem and Jarzynski Equality in Terms of microscopic reversibility

There are two related theorems which hold even in far from equilibrium, namely fluctuation theorem and Jarzynski equality. Fluctuation theorem states the existence of symmetry of fluctuation of entropy production, while Jarzynski equality enables us to estimate the free energy change between two states by using irreversible processes. On the other hand, relationship between these theorems was investigated by Crooks for the classical stochastic systems. In this letter, we derive quantum analogues of fluctuation theorem and Jarzynski equality microscopic reversibility condition. In other words, the quantum analogue of the work by Crooks is presented.Comment: 7pages, revised versio