4,025 research outputs found
Global fluctuations and Gumbel statistics
We explain how the statistics of global observables in correlated systems can
be related to extreme value problems and to Gumbel statistics. This
relationship then naturally leads to the emergence of the generalized Gumbel
distribution G_a(x), with a real index a, in the study of global fluctuations.
To illustrate these findings, we introduce an exactly solvable nonequilibrium
model describing an energy flux on a lattice, with local dissipation, in which
the fluctuations of the global energy are precisely described by the
generalized Gumbel distribution.Comment: 4 pages, 3 figures; final version with minor change
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 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
differs from the corresponding ensemble average. In
particular we derive the distribution for the fluctuations of the random
variable . 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 and a large scale , which
we call, in this paper, the -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
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.
Noise-enhanced trapping in chaotic scattering
We show that noise enhances the trapping of trajectories in scattering
systems. In fully chaotic systems, the decay rate can decrease with increasing
noise due to a generic mismatch between the noiseless escape rate and the value
predicted by the Liouville measure of the exit set. In Hamiltonian systems with
mixed phase space we show that noise leads to a slower algebraic decay due to
trajectories performing a random walk inside Kolmogorov-Arnold-Moser islands.
We argue that these noise-enhanced trapping mechanisms exist in most scattering
systems and are likely to be dominant for small noise intensities, which is
confirmed through a detailed investigation in the Henon map. Our results can be
tested in fluid experiments, affect the fractal Weyl's law of quantum systems,
and modify the estimations of chemical reaction rates based on phase-space
transition state theory.Comment: 5 pages, 5 figure
Critical percolation of free product of groups
In this article we study percolation on the Cayley graph of a free product of
groups.
The critical probability of a free product of groups
is found as a solution of an equation involving only the expected subcritical
cluster size of factor groups . For finite groups these
equations are polynomial and can be explicitly written down. The expected
subcritical cluster size of the free product is also found in terms of the
subcritical cluster sizes of the factors. In particular, we prove that
for the Cayley graph of the modular group (with the
standard generators) is , the unique root of the polynomial
in the interval .
In the case when groups can be "well approximated" by a sequence of
quotient groups, we show that the critical probabilities of the free product of
these approximations converge to the critical probability of
and the speed of convergence is exponential. Thus for residually finite groups,
for example, one can restrict oneself to the case when each free factor is
finite.
We show that the critical point, introduced by Schonmann,
of the free product is just the minimum of for the factors
Using Classical Probability To Guarantee Properties of Infinite Quantum Sequences
We consider the product of infinitely many copies of a spin-
system. We construct projection operators on the corresponding nonseparable
Hilbert space which measure whether the outcome of an infinite sequence of
measurements has any specified property. In many cases, product
states are eigenstates of the projections, and therefore the result of
measuring the property is determined. Thus we obtain a nonprobabilistic quantum
analogue to the law of large numbers, the randomness property, and all other
familiar almost-sure theorems of classical probability.Comment: 7 pages in LaTe
Edgeworth expansions for slow-fast systems with finite time scale separation
We derive Edgeworth expansions that describe corrections to the Gaussian limiting behaviour of slow-fast systems. The Edgeworth expansion is achieved using a semi-group formalism for the transfer operator, where a Duhamel-Dyson series is used to asymptotically determine the corrections at any desired order of the time scale parameter Δ. The corrections involve integrals over higher-order auto-correlation functions. We develop a diagrammatic representation of the series to control the combinatorial wealth of the asymptotic expansion in Δ and provide explicit expressions for the first two orders. At a formal level, the expressions derived are valid in the case when the fast dynamics is stochastic as well as when the fast dynamics is entirely deterministic. We corroborate our analytical results with numerical simulations and show that our method provides an improvement on the classical homogenization limit which is restricted to the limit of infinite time scale separation
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
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
The Critical Exponent of the Fractional Langevin Equation is
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 marks a transition to a non-monotonic
under-damped phase. The critical exponent 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
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
- âŠ