519 research outputs found
Linear systems with adiabatic fluctuations
We consider a dynamical system subjected to weak but adiabatically slow
fluctuations of external origin. Based on the ``adiabatic following''
approximation we carry out an expansion in \alpha/|\mu|, where \alpha is the
strength of fluctuations and 1/|\mu| refers to the time scale of evolution of
the unperturbed system to obtain a linear differential equation for the average
solution. The theory is applied to the problems of a damped harmonic oscillator
and diffusion in a turbulent fluid. The result is the realization of
`renormalized' diffusion constant or damping constant for the respective
problems. The applicability of the method has been critically analyzed.Comment: Plain Latex, no figure, 21 page
The Excursion Set Theory of Halo Mass Functions, Halo Clustering, and Halo Growth
I review the excursion set theory (EST) of dark matter halo formation and
clustering. I recount the Press-Schechter argument for the mass function of
bound objects and review the derivation of the Press-Schechter mass function in
EST. The EST formalism is powerful and can be applied to numerous problems. I
review the EST of halo bias and the properties of void regions. I spend
considerable time reviewing halo growth in the EST. This section culminates
with descriptions of two Monte Carlo methods for generating halo mass accretion
histories. In the final section, I emphasize that the standard EST approach is
the result of several simplifying assumptions. Dropping these assumptions can
lead to more faithful predictions and a more versatile formalism. One such
assumption is the constant height of the barrier for nonlinear collapse. I
review implementations of the excursion set approach with arbitrary barrier
shapes. An application of this is the now well-known improvement to standard
EST that follows from the ellipsoidal-collapse barrier. Additionally, I
emphasize that the statement that halo accretion histories are independent of
halo environments is a simplifying assumption, rather than a prediction of the
theory. I review the method for constructing correlated random walks of the
density field in more general cases. I construct a simple toy model with
correlated walks and I show that excursion set theory makes a qualitatively
simple and general prediction for the relation between halo accretion histories
and halo environments: regions of high density preferentially contain
late-forming halos and conversely for regions of low density. I conclude with a
brief discussion of this prediction in the context of recent numerical studies
of the environmental dependence of halo properties. (Abridged)Comment: 62 pages, 19 figures. Review article based on lectures given at the
Sixth Summer School of the Helmholtz Institute for Supercomputational
Physics. Accepted for Publication in IJMPD. Comments Welcom
An exact analytical solution for generalized growth models driven by a Markovian dichotomic noise
Logistic growth models are recurrent in biology, epidemiology, market models,
and neural and social networks. They find important applications in many other
fields including laser modelling. In numerous realistic cases the growth rate
undergoes stochastic fluctuations and we consider a growth model with a
stochastic growth rate modelled via an asymmetric Markovian dichotomic noise.
We find an exact analytical solution for the probability distribution providing
a powerful tool with applications ranging from biology to astrophysics and
laser physics
Measured quantum probability distribution functions for Brownian motion
The quantum analog of the joint probability distributions describing a
classical stochastic process is introduced. A prescription is given for
constructing the quantum distribution associated with a sequence of
measurements. For the case of quantum Brownian motion this prescription is
illustrated with a number of explicit examples. In particular it is shown how
the prescription can be extended in the form of a general formula for the
Wigner function of a Brownian particle entangled with a heat bath.Comment: Phys. Rev. A, in pres
Theory of Adiabatic fluctuations : third-order noise
We consider the response of a dynamical system driven by external adiabatic
fluctuations. Based on the `adiabatic following approximation' we have made a
systematic separation of time-scales to carry out an expansion in , where is the strength of fluctuations and is the
damping rate. We show that probability distribution functions obey the
differential equations of motion which contain third order terms (beyond the
usual Fokker-Planck terms) leading to non-Gaussian noise. The problem of
adiabatic fluctuations in velocity space which is the counterpart of Brownian
motion for fast fluctuations, has been solved exactly. The characteristic
function and the associated probability distribution function are shown to be
of stable form. The linear dissipation leads to a steady state which is stable
and the variances and higher moments are shown to be finite.Comment: Plain Latex, no figures, 28 pages; to appear in J. Phys.
Brownian Simulations and Uni-Directional Flux in Diffusion
Brownian dynamics simulations require the connection of a small discrete
simulation volume to large baths that are maintained at fixed concentrations
and voltages. The continuum baths are connected to the simulation through
interfaces, located in the baths sufficiently far from the channel. Average
boundary concentrations have to be maintained at their values in the baths by
injecting and removing particles at the interfaces. The particles injected into
the simulation volume represent a unidirectional diffusion flux, while the
outgoing particles represent the unidirectional flux in the opposite direction.
The classical diffusion equation defines net diffusion flux, but not
unidirectional fluxes. The stochastic formulation of classical diffusion in
terms of the Wiener process leads to a Wiener path integral, which can split
the net flux into unidirectional fluxes. These unidirectional fluxes are
infinite, though the net flux is finite and agrees with classical theory. We
find that the infinite unidirectional flux is an artifact caused by replacing
the Langevin dynamics with its Smoluchowski approximation, which is classical
diffusion. The Smoluchowski approximation fails on time scales shorter than the
relaxation time of the Langevin equation. We find the unidirectional
flux (source strength) needed to maintain average boundary concentrations in a
manner consistent with the physics of Brownian particles. This unidirectional
flux is proportional to the concentration and inversely proportional to
to leading order. We develop a BD simulation that maintains
fixed average boundary concentrations in a manner consistent with the actual
physics of the interface and without creating spurious boundary layers
Algorithm for normal random numbers
We propose a simple algorithm for generating normally distributed pseudo
random numbers. The algorithm simulates N molecules that exchange energy among
themselves following a simple stochastic rule. We prove that the system is
ergodic, and that a Maxwell like distribution that may be used as a source of
normally distributed random deviates follows when N tends to infinity. The
algorithm passes various performance tests, including Monte Carlo simulation of
a finite 2D Ising model using Wolff's algorithm. It only requires four simple
lines of computer code, and is approximately ten times faster than the
Box-Muller algorithm.Comment: 5 pages, 3 encapsulated Postscript Figures. Submitted to
Phys.Rev.Letters. For related work, see http://pipe.unizar.es/~jf
Random paths and current fluctuations in nonequilibrium statistical mechanics
An overview is given of recent advances in nonequilibrium statistical
mechanics about the statistics of random paths and current fluctuations.
Although statistics is carried out in space for equilibrium statistical
mechanics, statistics is considered in time or spacetime for nonequilibrium
systems. In this approach, relationships have been established between
nonequilibrium properties such as the transport coefficients, the thermodynamic
entropy production, or the affinities, and quantities characterizing the
microscopic Hamiltonian dynamics and the chaos or fluctuations it may generate.
This overview presents results for classical systems in the escape-rate
formalism, stochastic processes, and open quantum systems
The influence of charge detection on counting statistics
We consider the counting statistics of electron transport through a double
quantum dot with special emphasis on the dephasing induced by a nearby charge
detector. The double dot is embedded in a dissipative enviroment, and the
presence of electrons on the double dot is detected with a nearby quantum point
contact. Charge transport through the double dot is governed by a non-Markovian
generalized master equation. We describe how the cumulants of the current can
be obtained for such problems, and investigate the difference between the
dephasing mechanisms induced by the quantum point contact and the coupling to
the external heat bath. Finally, we consider various open questions of
relevance to future research.Comment: 15 pages, 2 figures, Contribution to 5-th International Conference on
Unsolved Problems on Noise, Lyon, France, June 2-6, 200
Stochastic Physics, Complex Systems and Biology
In complex systems, the interplay between nonlinear and stochastic dynamics,
e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in
Darwinian sense, in terms of discrete jumps among attractors, with punctuated
equilibrium, spontaneous random "mutations" and "adaptations". On an
evlutionary time scale it produces sustainable diversity among individuals in a
homogeneous population rather than convergence as usually predicted by a
deterministic dynamics. The emergent discrete states in such a system, i.e.,
attractors, have natural robustness against both internal and external
perturbations. Phenotypic states of a biological cell, a mesoscopic nonlinear
stochastic open biochemical system, could be understood through such a
perspective.Comment: 10 page
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